ASGN Options History — July 2018

In July 2018, ASGN traded between $78.53 and $92.27. ATM implied volatility averaged 30.0%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 6.6% (HV 20d: 23.5%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 3.39.

Notable Days

  • 2018-07-26: Highest Volume — 2,449 contracts
  • 2018-07-11: Largest IV spike — 58.1% change
  • 2018-07-25: Highest IV Rank — 61.1%
  • 2018-07-25: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.85$78.53$92.27$78.53$90.63
Max Pain$83.81$80.00$85.00$80.00$85.00
ATM IV30.0%22.1%40.9%24.5%23.8%
Expected Move9.2%6.6%11.7%7.0%6.8%
HV 20d23.5%19.1%32.1%21.0%32.1%
HV 60d23.8%22.2%27.9%24.0%27.9%
IV Rank38.0%21.0%61.1%26.1%24.8%
IV Percentile66.6%33.3%94.8%56.0%50.4%
Term Structure-3.6%-9.7%9.2%9.0%-1.3%
VWIV35.8%25.7%43.5%27.1%27.7%
Skew 25d5.5%3.0%7.3%3.5%4.0%
Skew 10d13.1%7.2%18.5%9.6%11.4%
Call IV 25d30.0%21.1%37.1%23.7%22.4%
Put IV 25d35.5%24.1%43.1%27.3%26.3%
Bid-Ask Spread %37.1719.8065.1537.4328.98
Gamma HHI0.420.210.940.360.26
Net GEX164.5K-110.8K1.8M-57.9K146.9K
Net DEX-829.8K-3.7M982.3K979.3K-3.7M
Net VEX-13.7K-24.5K-10.0K-11.8K-23.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.391.499.452.569.39
Total Volume895.8574212,4494911,652
Total OI2,879.3331,9644,7312,3174,714

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$78.53$80.0024.5%7.0%21.0%26.1%27.1%3.5%9.0%-57.9K979.3K-11.8K2.5637.43N/AN/A1383536831,634
2018-07-03$79.06$80.0024.2%6.9%20.7%25.7%27.8%5.2%9.2%-90.7K982.3K-12.4K2.1427.29N/AN/A1382956841,751
2018-07-05$79.44$80.0024.0%9.6%20.8%25.1%35.2%6.0%-3.1%-90.0K800.9K-12.0K2.1744.50N/AN/A1372976841,753
2018-07-06$80.15$80.0022.1%9.5%20.4%21.1%36.7%6.0%-3.5%-86.3K526.7K-12.0K2.4036.96N/AN/A1242976851,759
2018-07-09$81.71$80.0023.2%9.8%21.4%23.4%37.5%5.9%-4.3%-2.4K-192.1K-11.7K3.1419.80N/AN/A1233866881,759
2018-07-10$80.93$85.0022.1%9.9%21.7%21.0%37.2%6.2%-4.8%-92.9K410.2K-12.2K3.2820.81N/AN/A1234036981,869
2018-07-11$81.02$85.0034.9%10.0%21.6%48.2%37.1%5.5%-4.8%-98.7K452.1K-12.2K3.2820.95N/AN/A1234036981,872
2018-07-12$81.12$85.0034.8%10.0%21.1%48.0%36.9%5.8%-4.9%-110.8K376.1K-11.9K3.2835.51N/AN/A1234036981,872
2018-07-13$82.56$85.0032.5%9.3%22.1%43.1%38.7%6.4%-4.4%45.1K-347.8K-11.5K3.1541.44N/AN/A1233876981,872
2018-07-16$81.95$85.0036.5%10.5%22.1%51.7%39.4%7.3%-6.6%-39.5K-56.2K-10.9K2.2235.77N/AN/A1804006981,873
2018-07-17$84.12$85.0034.9%10.0%24.0%48.4%40.2%6.6%-6.4%492.9K-1.4M-11.1K2.9240.36N/AN/A1374007591,889
2018-07-18$84.01$85.0035.1%10.1%23.6%48.7%39.6%6.1%-6.3%459.7K-1.3M-10.9K2.2329.47N/AN/A1894227631,889
2018-07-19$84.48$85.0035.1%10.1%23.1%48.6%41.5%6.7%-6.3%1.1M-1.6M-10.9K2.0344.07N/AN/A1893848501,880
2018-07-20$84.65$85.0036.2%10.4%22.5%51.1%42.6%6.3%-7.0%1.8M-1.6M-10.2K2.9835.06N/AN/A1323938501,881
2018-07-23$85.04$85.0038.6%11.1%22.3%56.0%42.1%5.7%-9.1%-2.4K-879.3K-10.0K4.1335.93N/AN/A913764331,531
2018-07-24$83.67$85.0038.1%10.9%19.1%55.0%42.3%7.3%-9.0%-30.9K-225.8K-10.7K1.8640.73N/AN/A3155854451,628
2018-07-25$86.03$85.0040.9%11.7%21.1%61.1%43.5%5.6%-9.7%-3.1K-1.1M-17.4K3.9957.12N/AN/A4371,7456731,924
2018-07-26$92.27$85.0022.9%6.6%29.4%22.9%25.7%3.0%-0.3%-2.4K-3.6M-16.6K1.4962.53N/AN/A9821,4677793,211
2018-07-27$90.58$85.0023.1%6.6%30.6%23.3%25.8%3.6%-0.8%128.6K-3.7M-24.5K3.1365.15N/AN/A5591,7511,3623,369
2018-07-30$88.80$85.0023.6%6.8%31.8%24.3%26.5%3.2%-1.1%41.6K-2.3M-23.7K9.4520.80N/AN/A1581,4931,3653,343
2018-07-31$90.63$85.0023.8%6.8%32.1%24.8%27.7%4.0%-1.3%146.9K-3.7M-23.7K9.3928.98N/AN/A1591,4931,3643,350