ASGN Options History — December 2018

In December 2018, ASGN traded between $52.35 and $69.56. ATM implied volatility averaged 40.2%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 4.7% (HV 20d: 35.5%). Max pain ranged from $60.00 to $75.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 5.98.

Notable Days

  • 2018-12-04: Highest Volume — 877 contracts
  • 2018-12-10: Largest IV spike — 23.9% change
  • 2018-12-24: Highest IV Rank — 80.6%
  • 2018-12-24: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.91$52.35$69.56$69.56$54.58
Max Pain$65.25$60.00$75.00$75.00$60.00
ATM IV40.2%29.2%51.1%29.2%40.3%
Expected Move11.1%8.4%14.7%8.4%11.6%
HV 20d35.5%25.6%38.6%25.6%36.9%
HV 60d40.6%37.3%41.9%37.3%41.8%
IV Rank54.5%28.3%80.6%28.3%54.7%
IV Percentile85.7%61.5%98.4%61.5%86.5%
Term Structure0.2%-4.9%2.9%-1.6%2.1%
VWIV36.9%20.1%46.0%32.0%37.3%
Skew 25d7.1%4.7%10.8%4.7%7.5%
Skew 10d17.1%10.5%28.4%12.5%20.0%
Call IV 25d36.3%27.7%44.3%27.7%38.7%
Put IV 25d43.4%32.4%55.1%32.4%46.2%
Bid-Ask Spread %73.5665.4979.8878.6277.41
Gamma HHI0.380.160.610.300.16
Net GEX-125.3K-254.6K2.7K-81.3K2.2K
Net DEX3.2M240.7K6.1M480.7K240.7K
Net VEX-4.6K-8.7K-1.6K-7.6K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.980.0027.2918.000.00
Total Volume230.553877193
Total OI2,982.37243,8773,802766

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$69.56$75.0029.2%8.4%25.6%28.3%32.0%4.7%-1.6%-81.3K480.7K-7.6K18.0078.62N/AN/A1182,1961,606
2018-12-04$64.28$75.0035.8%10.3%37.9%44.0%38.9%6.6%-3.6%-212.2K2.8M-8.7K27.2979.88N/AN/A318462,1971,609
2018-12-05$64.40$75.0037.5%10.7%37.3%48.0%40.9%7.7%-4.9%-205.5K2.9M-8.4K27.2979.63N/AN/A318462,1971,609
2018-12-06$63.93$70.0037.5%9.5%35.5%48.1%30.8%6.3%2.6%-254.6K3.5M-8.7K1.9269.54N/AN/A1082072,2161,661
2018-12-07$63.59$70.0038.2%9.6%35.4%49.7%31.5%6.5%2.6%-220.9K3.5M-8.0K4.0973.77N/AN/A1295282,2141,479
2018-12-10$62.35$65.0047.3%10.8%34.7%71.4%0.0%6.8%1.1%-234.3K4.2M-6.7K0.0065.49N/AN/A3102,2201,480
2018-12-11$61.92$65.0045.3%10.6%34.7%66.7%34.5%5.8%1.2%-229.8K4.2M-6.3K0.7269.06N/AN/A50362,2361,480
2018-12-12$61.80$65.0035.4%10.1%34.2%43.1%34.0%6.6%2.4%-239.8K4.3M-6.0K0.8975.43N/AN/A45402,2501,474
2018-12-13$59.82$65.0034.3%9.8%35.6%40.4%34.0%5.6%2.9%-185.0K5.2M-4.6K2.6770.50N/AN/A491312,2561,467
2018-12-14$58.31$65.0035.2%10.1%35.6%42.7%35.3%5.7%2.1%-175.5K5.9M-4.1K2.5269.56N/AN/A541362,2581,548
2018-12-17$56.86$65.0041.1%11.8%35.6%56.8%20.1%6.5%-0.5%-124.2K6.1M-3.2K9.5571.65N/AN/A111052,2641,532
2018-12-18$57.62$65.0037.1%10.6%36.5%47.1%32.2%8.2%1.7%-167.4K5.0M-3.2K9.9170.76N/AN/A111092,2641,411
2018-12-19$56.20$65.0041.0%11.7%37.0%56.4%45.2%7.8%-0.6%-115.4K5.4M-2.4K2.2377.42N/AN/A531182,2641,409
2018-12-20$55.11$60.0042.1%12.1%35.0%59.1%42.1%7.0%-0.4%-74.1K5.2M-2.4K4.3172.77N/AN/A582502,3001,356
2018-12-21$53.58$60.0042.0%12.0%35.4%58.8%43.6%8.3%-0.5%2.5K4.5M-1.9K3.1172.17N/AN/A541682,2881,185
2018-12-24$52.35$60.0051.1%14.7%34.5%80.6%46.0%10.8%-3.0%2.6K399.7K-1.6K0.5773.79N/AN/A7945595129
2018-12-26$54.22$60.0044.5%12.8%38.6%64.7%42.4%9.5%0.5%2.5K309.3K-1.9K1.4077.14N/AN/A2028598126
2018-12-27$53.81$60.0045.7%13.1%37.2%67.7%43.4%8.6%-0.4%1.6K334.2K-2.1K1.6470.21N/AN/A3354602144
2018-12-28$53.87$60.0043.4%12.4%37.4%62.1%37.3%6.3%0.3%2.7K276.4K-2.3K1.5076.48N/AN/A3857616144
2018-12-31$54.58$60.0040.3%11.6%36.9%54.7%0.0%7.5%2.1%2.2K240.7K-2.2K0.0077.41N/AN/A30619147