ASGN Options History — August 2018

In August 2018, ASGN traded between $89.31 and $93.48. ATM implied volatility averaged 23.5%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 4.7% (HV 20d: 28.2%). Max pain ranged from $85.00 to $85.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 3.44.

Notable Days

  • 2018-08-08: Highest Volume — 1,787 contracts
  • 2018-08-07: Largest IV spike — 18.6% change
  • 2018-08-13: Highest IV Rank — 36.7%
  • 2018-08-03: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.43$89.31$93.48$91.61$92.53
Max Pain$85.00$85.00$85.00$85.00$85.00
ATM IV23.5%19.2%29.4%24.0%19.2%
Expected Move6.5%5.5%7.0%6.9%5.5%
HV 20d28.2%12.9%34.1%32.2%12.9%
HV 60d26.6%24.0%28.2%27.9%24.0%
IV Rank24.0%15.1%36.7%25.1%15.1%
IV Percentile43.8%13.5%73.4%52.0%13.5%
Term Structure2.0%-1.4%5.1%-1.4%1.0%
VWIV24.0%19.5%29.1%27.8%19.5%
Skew 25d4.0%2.9%6.4%4.3%4.8%
Skew 10d9.1%5.1%16.8%13.1%13.3%
Call IV 25d20.6%17.5%22.5%21.5%17.5%
Put IV 25d24.6%22.2%26.2%25.8%22.2%
Bid-Ask Spread %33.8718.1767.5267.5251.90
Gamma HHI0.320.250.530.270.42
Net GEX337.6K154.9K638.2K223.0K587.8K
Net DEX-4.9M-6.8M-3.5M-4.4M-6.8M
Net VEX-22.6K-26.1K-19.4K-22.9K-23.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.440.769.169.162.25
Total Volume1,333.2176521,7871,656773
Total OI4,234.9133,0095,0444,7253,789

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$91.61$85.0024.0%6.9%32.2%25.1%27.8%4.3%-1.4%223.0K-4.4M-22.9K9.1667.52N/AN/A1631,4931,3723,353
2018-08-02$93.48$85.0021.8%6.2%32.5%20.5%29.1%6.4%-0.4%302.0K-6.0M-22.1K8.5521.38N/AN/A1721,4701,3733,353
2018-08-03$91.92$85.0024.2%7.0%33.6%25.7%27.2%4.1%-1.3%255.3K-4.8M-21.6K7.6923.33N/AN/A1901,4611,3763,357
2018-08-06$92.68$85.0022.2%6.1%33.3%21.3%22.9%4.2%3.9%299.2K-5.4M-21.2K7.4831.57N/AN/A1931,4441,3903,360
2018-08-07$92.14$85.0026.3%6.7%33.1%30.0%25.5%3.7%4.5%281.1K-5.1M-21.4K4.3224.89N/AN/A3341,4441,4183,363
2018-08-08$92.03$85.0026.4%6.6%33.2%30.2%22.3%3.9%4.5%317.1K-5.8M-26.0K4.1431.47N/AN/A3481,4391,6253,363
2018-08-09$91.74$85.0024.8%6.6%33.3%26.9%25.0%3.9%4.6%329.6K-5.6M-26.1K4.1431.80N/AN/A3481,4391,6383,363
2018-08-10$90.96$85.0024.8%6.6%33.4%26.9%23.3%4.0%4.7%278.6K-4.9M-25.4K3.2839.11N/AN/A3611,1831,6383,363
2018-08-13$89.31$85.0029.4%6.7%34.1%36.7%25.1%3.9%4.4%154.9K-3.5M-24.1K3.1629.47N/AN/A3771,1931,6413,363
2018-08-14$90.25$85.0028.1%6.7%33.3%33.9%25.2%3.9%4.6%290.0K-4.4M-23.7K3.3918.17N/AN/A3571,2111,6513,349
2018-08-15$90.14$85.0023.8%6.8%33.3%24.8%25.2%3.8%4.5%310.7K-4.4M-23.2K3.5832.04N/AN/A3491,2511,6483,345
2018-08-16$91.37$85.0023.3%6.7%33.4%23.7%24.8%3.7%5.1%397.5K-5.3M-22.9K3.5621.84N/AN/A3491,2431,6493,395
2018-08-17$90.76$85.0022.9%6.6%33.7%22.7%24.7%3.9%5.0%454.4K-5.1M-22.6K3.8522.60N/AN/A3231,2431,6493,393
2018-08-20$90.33$85.0023.0%6.6%33.8%23.0%24.2%3.9%0.0%237.3K-3.7M-21.5K1.0946.51N/AN/A3303601,4701,539
2018-08-21$91.47$85.0022.7%6.5%33.1%22.4%23.8%4.1%0.0%297.6K-4.3M-21.6K1.0729.26N/AN/A3383601,4821,539
2018-08-22$90.81$85.0021.9%6.3%32.2%20.8%24.5%3.8%0.5%277.1K-4.0M-21.1K0.9242.03N/AN/A3393131,4931,539
2018-08-23$90.72$85.0021.8%6.2%20.1%20.4%24.2%3.9%0.3%263.2K-3.7M-19.8K1.6622.67N/AN/A3405631,4861,540
2018-08-24$90.87$85.0021.3%6.1%19.0%19.3%23.6%3.4%0.5%278.8K-3.7M-19.4K1.6732.48N/AN/A3375631,4981,790
2018-08-27$91.90$85.0022.2%6.4%17.8%21.4%20.7%3.3%0.2%352.2K-4.7M-19.9K0.7621.21N/AN/A7976051,5031,790
2018-08-28$91.90$85.0022.3%6.4%16.4%21.6%20.5%4.0%0.1%638.2K-6.1M-24.1K0.8142.23N/AN/A7816301,9961,881
2018-08-29$91.89$85.0021.7%6.2%15.9%20.2%21.3%3.6%-0.2%444.9K-5.5M-22.0K1.4943.56N/AN/A3565301,7021,907
2018-08-30$92.12$85.0021.8%6.2%14.1%20.5%20.9%2.9%-0.1%494.0K-5.8M-22.9K1.1851.99N/AN/A4465251,7551,916
2018-08-31$92.53$85.0019.2%5.5%12.9%15.1%19.5%4.8%1.0%587.8K-6.8M-23.9K2.2551.90N/AN/A2385351,8731,916