ASGN Options History — November 2018

In November 2018, ASGN traded between $66.22 and $71.11. ATM implied volatility averaged 32.6%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 12.2% (HV 20d: 44.8%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.16.

Notable Days

  • 2018-11-07: Highest Volume — 1,734 contracts
  • 2018-11-14: Largest IV drop — 31.4% change
  • 2018-11-13: Highest IV Rank — 74.6%
  • 2018-11-20: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.38$66.22$71.11$69.57$69.27
Max Pain$74.52$70.00$75.00$70.00$75.00
ATM IV32.6%29.2%48.6%31.1%30.3%
Expected Move8.9%8.0%9.9%8.9%8.7%
HV 20d44.8%25.7%56.7%56.7%25.7%
HV 60d37.9%36.9%38.6%36.9%38.6%
IV Rank36.4%28.3%74.6%32.8%30.9%
IV Percentile72.4%64.7%98.0%71.8%64.7%
Term Structure0.4%-2.2%4.4%-1.0%-1.8%
VWIV31.9%22.7%38.1%33.6%35.4%
Skew 25d5.4%3.8%7.1%6.9%5.8%
Skew 10d12.5%10.0%16.5%13.3%16.5%
Call IV 25d29.3%27.0%31.3%29.2%28.3%
Put IV 25d34.6%30.7%37.5%36.1%34.1%
Bid-Ask Spread %69.2117.5983.2258.7483.22
Gamma HHI0.380.260.550.260.30
Net GEX-140.2K-428.9K6.0K-185.1K-94.0K
Net DEX2.7M786.4K6.4M3.3M786.4K
Net VEX-11.5K-18.9K-7.0K-18.9K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.461.791.611.01
Total Volume1,237.0487371,7341,685981
Total OI5,567.2863,4897,1717,0953,804

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$69.57$70.0031.1%8.9%56.7%32.8%33.6%6.9%-1.0%-185.1K3.3M-18.9K1.6158.74N/AN/A6451,0403,7593,336
2018-11-02$68.97$70.0030.9%8.9%53.6%32.3%37.5%7.1%-0.7%-150.8K3.6M-18.2K1.7832.96N/AN/A5851,0403,7983,204
2018-11-05$68.03$75.0032.8%8.6%53.8%36.9%29.3%5.6%3.0%-194.2K4.6M-16.5K1.7641.26N/AN/A5941,0443,8013,204
2018-11-06$69.15$75.0032.6%8.6%54.0%36.5%22.7%4.6%2.9%-138.0K3.5M-16.1K1.7517.59N/AN/A5931,0353,8233,213
2018-11-07$71.05$75.0029.2%8.0%52.3%28.3%24.9%3.8%4.4%-30.8K1.3M-14.2K1.5169.28N/AN/A6901,0443,8283,217
2018-11-08$71.11$75.0031.4%8.5%50.3%33.6%27.3%5.1%3.2%6.0K1.1M-14.3K1.6077.55N/AN/A6581,0563,9193,227
2018-11-09$69.04$75.0032.1%8.6%51.7%35.3%29.1%4.8%2.8%-99.6K3.6M-14.1K1.7970.76N/AN/A5901,0563,9233,239
2018-11-12$68.47$75.0038.4%8.9%51.9%50.2%27.0%4.7%2.4%-115.6K4.1M-13.1K1.4068.30N/AN/A5878213,9323,239
2018-11-13$67.14$75.0048.6%9.6%52.1%74.6%29.5%5.1%1.5%-268.7K5.4M-11.6K1.3972.94N/AN/A5948283,9283,206
2018-11-14$66.22$75.0033.3%9.6%52.3%38.2%31.6%5.9%1.3%-428.9K6.4M-11.0K1.3871.70N/AN/A5938173,9453,206
2018-11-15$67.11$75.0033.5%9.6%51.4%38.6%32.0%5.2%1.1%-260.5K4.2M-10.1K1.3981.38N/AN/A5968293,9493,015
2018-11-16$67.66$75.0029.7%8.5%50.5%29.5%28.3%5.4%3.3%-113.2K3.8M-9.3K1.3976.68N/AN/A5988293,9563,014
2018-11-19$66.91$75.0032.2%9.2%50.4%35.6%34.0%4.8%-2.2%-123.3K1.7M-8.7K0.5871.80N/AN/A4702732,0681,442
2018-11-20$66.35$75.0034.4%9.9%50.5%40.8%38.1%6.3%-2.1%-129.5K1.9M-9.3K0.6577.83N/AN/A4723072,0801,457
2018-11-21$68.01$75.0030.3%8.7%46.3%31.0%34.5%5.1%-1.3%-110.7K1.5M-8.8K0.6377.58N/AN/A4722952,0661,423
2018-11-23$67.85$75.0030.9%8.8%28.6%32.3%36.4%5.5%-1.7%-115.5K1.6M-8.6K0.6380.68N/AN/A4722952,0661,448
2018-11-26$68.65$75.0030.2%8.7%27.9%30.8%33.2%6.3%-1.6%-105.6K1.4M-7.9K0.5678.53N/AN/A4712662,0661,448
2018-11-27$68.07$75.0030.9%8.9%27.7%32.5%34.4%4.9%-2.0%-108.9K1.4M-7.2K0.5679.71N/AN/A4732662,0661,450
2018-11-28$69.24$75.0030.4%8.7%26.2%31.1%35.9%5.0%-1.7%-98.6K1.2M-7.0K0.4682.22N/AN/A5822662,0691,449
2018-11-29$68.01$75.0030.7%8.8%26.7%32.0%34.9%5.1%-1.7%-78.6K1.0M-7.9K0.4782.80N/AN/A5822732,1811,449
2018-11-30$69.27$75.0030.3%8.7%25.7%30.9%35.4%5.8%-1.8%-94.0K786.4K-8.3K1.0183.22N/AN/A4884932,1821,622