ASGN Options History — September 2018

In September 2018, ASGN traded between $78.15 and $93.17. ATM implied volatility averaged 25.5%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 1.8% (HV 20d: 23.7%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 1.74.

Notable Days

  • 2018-09-20: Highest Volume — 1,553 contracts
  • 2018-09-05: Largest IV spike — 14.8% change
  • 2018-09-10: Highest IV Rank — 32.5%
  • 2018-09-18: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.04$78.15$93.17$93.17$78.89
Max Pain$84.74$80.00$90.00$85.00$80.00
ATM IV25.5%20.7%28.0%20.7%24.0%
Expected Move7.3%5.9%7.9%5.9%6.9%
HV 20d23.7%12.8%26.1%12.8%26.1%
HV 60d26.8%24.0%27.7%24.0%27.0%
IV Rank24.5%16.9%32.5%16.9%17.0%
IV Percentile57.5%21.8%69.0%21.8%47.6%
Term Structure7.5%0.1%11.2%0.1%11.2%
VWIV26.1%21.8%29.7%21.8%22.9%
Skew 25d4.2%2.2%5.6%2.2%3.4%
Skew 10d10.0%6.7%12.0%6.7%8.9%
Call IV 25d24.1%20.5%26.0%20.5%23.6%
Put IV 25d28.4%22.7%30.6%22.7%26.9%
Bid-Ask Spread %33.6513.2572.7119.1413.25
Gamma HHI0.340.210.750.450.25
Net GEX-118.1K-1.2M647.4K647.4K-126.6K
Net DEX1.8M-7.4M6.6M-7.4M2.9M
Net VEX-26.9K-33.2K-21.9K-22.9K-33.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.740.862.680.861.36
Total Volume1,222.8958281,5531,1731,109
Total OI4,836.7373,8076,1043,8074,285

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-09-04$93.17$85.0020.7%5.9%12.8%16.9%21.8%2.2%0.1%647.4K-7.4M-22.9K0.8619.14N/AN/A6315421,8811,926
2018-09-05$90.50$85.0023.8%6.8%16.4%23.5%23.4%4.5%0.3%543.8K-6.1M-25.0K1.1316.04N/AN/A6227012,1801,928
2018-09-06$91.19$90.0023.8%6.9%16.7%23.5%24.8%3.8%5.2%565.2K-7.3M-28.5K1.8866.80N/AN/A3175972,3282,086
2018-09-07$86.45$90.0026.6%7.5%25.1%29.5%25.2%5.6%4.7%163.3K-1.5M-24.7K1.1921.03N/AN/A6477672,2942,133
2018-09-10$85.81$90.0028.0%7.5%25.1%32.5%28.4%4.6%5.4%-127.8K681.6K-23.7K2.3613.99N/AN/A3528292,1122,551
2018-09-11$84.25$90.0026.5%7.5%25.1%26.2%27.1%4.5%8.1%-285.8K2.9M-21.9K2.3369.06N/AN/A4421,0322,0902,637
2018-09-12$83.00$85.0026.6%7.6%24.9%26.3%28.7%4.6%7.8%-284.7K4.7M-27.6K2.3426.43N/AN/A4199802,3143,194
2018-09-13$83.23$85.0025.7%7.4%25.0%24.3%27.0%4.5%8.5%-321.4K4.5M-27.4K2.1772.41N/AN/A4158992,3193,204
2018-09-14$83.50$85.0025.4%7.3%24.3%23.6%26.4%4.1%8.4%-364.6K4.3M-26.7K2.4117.77N/AN/A3738992,3223,208
2018-09-17$82.62$85.0026.2%7.5%24.4%25.5%27.0%4.4%8.1%-320.6K5.1M-24.9K1.2141.84N/AN/A6247572,2973,184
2018-09-18$81.41$85.0027.5%7.9%24.7%28.4%28.4%4.3%8.3%-180.1K4.6M-25.3K2.4514.47N/AN/A3889522,5783,123
2018-09-19$78.98$85.0027.2%7.8%25.3%27.6%29.1%3.6%8.2%-149.6K6.6M-24.2K1.7018.86N/AN/A4157052,6133,218
2018-09-20$79.09$85.0027.0%7.7%25.5%27.1%29.7%5.0%8.1%-308.2K4.7M-23.9K2.6851.55N/AN/A4221,1312,6603,073
2018-09-21$79.90$80.0025.4%7.3%26.1%23.7%27.0%4.5%9.3%-1.2M5.2M-28.2K1.4372.71N/AN/A5658062,6983,406
2018-09-24$79.01$85.0025.4%7.3%26.0%23.5%25.4%4.3%10.1%-134.2K2.8M-29.9K1.2614.39N/AN/A3934941,7812,088
2018-09-25$79.15$80.0025.0%7.2%25.3%22.8%24.8%3.9%10.0%-101.0K2.4M-30.4K1.4717.02N/AN/A3354931,8612,093
2018-09-26$79.47$80.0024.8%7.1%25.5%22.2%25.0%4.4%10.3%-101.9K2.2M-29.5K1.3856.95N/AN/A4586331,8432,113
2018-09-27$78.15$80.0024.7%7.1%25.6%21.9%23.9%4.1%10.0%-135.0K3.4M-33.2K1.3815.73N/AN/A4596322,0142,263
2018-09-28$78.89$80.0024.0%6.9%26.1%17.0%22.9%3.4%11.2%-126.6K2.9M-33.0K1.3613.25N/AN/A4696402,0112,274