ASGN Options History — October 2018

In October 2018, ASGN traded between $60.21 and $77.27. ATM implied volatility averaged 39.9%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 5.5% (HV 20d: 34.3%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.32.

Notable Days

2018-10-08: Highest Volume — 3,620 contracts
2018-10-10: Largest IV spike — 45.6% change
2018-10-24: Highest IV Rank — 88.1%
2018-10-24: Largest Expected Move — 15.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.92	$60.21	$77.27	$77.24	$67.75
Max Pain	$73.04	$70.00	$80.00	$80.00	$70.00
ATM IV	39.9%	26.4%	54.3%	28.0%	33.9%
Expected Move	11.9%	7.7%	15.6%	8.0%	9.7%
HV 20d	34.3%	25.0%	55.9%	26.1%	55.9%
HV 60d	30.3%	26.4%	36.4%	27.3%	36.4%
IV Rank	53.7%	21.7%	88.1%	25.4%	39.6%
IV Percentile	86.5%	61.9%	99.2%	68.7%	77.4%
Term Structure	-4.9%	-13.0%	10.3%	9.3%	-3.1%
VWIV	39.7%	23.6%	52.1%	23.6%	35.5%
Skew 25d	7.9%	3.5%	11.2%	3.5%	6.4%
Skew 10d	18.7%	8.2%	27.6%	8.2%	13.2%
Call IV 25d	38.4%	23.2%	50.6%	25.5%	32.9%
Put IV 25d	46.3%	27.8%	60.4%	29.0%	39.3%
Bid-Ask Spread %	50.65	14.51	74.46	22.11	39.77
Gamma HHI	0.24	0.15	0.39	0.25	0.29
Net GEX	-187.7K	-308.6K	-58.0K	-157.1K	-255.4K
Net DEX	8.0M	3.2M	11.6M	4.2M	5.1M
Net VEX	-25.9K	-38.1K	-18.4K	-30.7K	-21.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.32	0.44	4.24	0.44	1.56
Total Volume	2,260.043	1,085	3,620	1,947	2,162
Total OI	6,637.609	4,284	7,410	4,284	7,287

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-10-01	$77.24	$80.00	28.0%	8.0%	26.1%	25.4%	23.6%	3.5%	9.3%	-157.1K	4.2M	-30.7K	0.44	22.11	N/A	N/A	1,349	598	2,002	2,282
2018-10-02	$76.55	$80.00	27.3%	7.8%	25.4%	23.8%	24.8%	5.0%	9.9%	-61.9K	4.0M	-35.8K	1.23	46.58	N/A	N/A	519	638	2,854	2,284
2018-10-03	$77.27	$80.00	26.9%	7.7%	25.2%	22.8%	24.5%	4.6%	10.3%	-58.0K	3.2M	-37.3K	1.31	14.51	N/A	N/A	469	616	2,854	2,295
2018-10-04	$75.48	$80.00	26.4%	10.6%	25.0%	21.7%	36.6%	5.6%	-3.8%	-79.1K	4.6M	-33.3K	1.20	27.94	N/A	N/A	598	717	2,884	2,282
2018-10-05	$71.49	$80.00	31.4%	11.6%	25.3%	33.6%	39.1%	6.2%	-5.1%	-129.3K	7.1M	-27.1K	1.63	49.14	N/A	N/A	1,361	2,218	2,893	2,361
2018-10-08	$71.11	$75.00	31.3%	11.8%	25.3%	33.3%	38.7%	6.9%	-5.9%	-189.9K	7.4M	-38.1K	1.78	46.38	N/A	N/A	1,302	2,318	4,094	3,135
2018-10-09	$70.31	$75.00	31.1%	11.7%	25.1%	32.9%	39.0%	7.3%	-5.6%	-199.9K	7.8M	-36.6K	1.62	47.02	N/A	N/A	1,309	2,121	4,108	3,094
2018-10-10	$67.26	$75.00	45.3%	13.0%	28.0%	66.7%	40.8%	9.2%	-6.9%	-193.0K	10.4M	-30.1K	1.78	53.78	N/A	N/A	1,162	2,067	4,109	3,094
2018-10-11	$64.89	$75.00	46.4%	13.3%	28.9%	69.3%	47.0%	8.5%	-7.8%	-154.3K	11.2M	-25.0K	4.24	57.70	N/A	N/A	451	1,913	4,201	3,106
2018-10-12	$65.33	$70.00	48.1%	13.8%	29.2%	73.3%	47.7%	9.3%	-8.6%	-151.0K	9.9M	-24.8K	4.05	60.63	N/A	N/A	477	1,930	4,218	2,957
2018-10-15	$65.66	$70.00	47.8%	13.7%	29.8%	72.5%	44.3%	8.3%	-8.6%	-170.0K	10.0M	-27.2K	3.33	52.83	N/A	N/A	459	1,529	4,238	3,172
2018-10-16	$66.75	$70.00	46.4%	13.3%	31.4%	69.3%	42.8%	8.6%	-8.3%	-189.2K	9.5M	-27.2K	3.25	57.81	N/A	N/A	471	1,529	4,238	3,172
2018-10-17	$66.26	$70.00	46.9%	13.4%	30.5%	70.4%	45.7%	8.8%	-9.1%	-187.7K	10.2M	-24.9K	3.24	57.86	N/A	N/A	471	1,528	4,221	3,166
2018-10-18	$64.40	$70.00	48.0%	13.8%	31.0%	73.1%	47.2%	9.8%	-9.3%	-154.0K	10.1M	-22.9K	2.61	59.74	N/A	N/A	589	1,538	4,221	3,012
2018-10-19	$62.85	$70.00	47.3%	13.6%	30.4%	71.5%	42.0%	10.5%	-9.8%	-180.5K	11.0M	-18.8K	1.93	59.33	N/A	N/A	593	1,144	4,212	2,972
2018-10-22	$64.00	$70.00	49.3%	14.1%	32.2%	76.1%	45.7%	11.2%	-11.8%	-178.0K	9.5M	-19.9K	2.80	31.50	N/A	N/A	663	1,857	3,650	2,864
2018-10-23	$63.59	$70.00	51.7%	14.8%	31.9%	81.9%	52.1%	10.5%	-13.0%	-221.3K	10.1M	-20.2K	3.57	59.20	N/A	N/A	556	1,983	3,672	3,075
2018-10-24	$60.21	$70.00	54.3%	15.6%	34.9%	88.1%	50.6%	9.9%	-11.4%	-250.5K	11.6M	-18.9K	2.90	58.08	N/A	N/A	664	1,926	3,686	3,284
2018-10-25	$66.78	$70.00	36.5%	10.5%	54.3%	45.8%	38.8%	7.4%	-3.4%	-274.1K	6.5M	-19.4K	2.43	66.49	N/A	N/A	702	1,705	3,717	3,006
2018-10-26	$65.53	$70.00	36.3%	10.4%	54.1%	45.3%	36.8%	8.2%	-2.4%	-308.6K	7.1M	-20.0K	2.19	74.46	N/A	N/A	664	1,457	3,779	3,112
2018-10-29	$64.74	$70.00	39.9%	11.4%	53.9%	53.8%	32.3%	9.6%	-5.1%	-307.3K	7.6M	-18.4K	1.93	65.52	N/A	N/A	580	1,118	3,808	3,073
2018-10-30	$66.75	$70.00	36.6%	10.5%	55.7%	46.1%	37.1%	6.3%	-4.0%	-267.5K	5.9M	-18.8K	2.27	56.48	N/A	N/A	600	1,360	3,833	3,088
2018-10-31	$67.75	$70.00	33.9%	9.7%	55.9%	39.6%	35.5%	6.4%	-3.1%	-255.4K	5.1M	-21.3K	1.56	39.77	N/A	N/A	844	1,318	3,838	3,449