ASGN Options History — January 2019

In January 2019, ASGN traded between $53.19 and $63.01. ATM implied volatility averaged 42.5%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 9.2% (HV 20d: 33.3%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 6.16.

Notable Days

  • 2019-01-09: Highest Volume — 628 contracts
  • 2019-01-08: Largest IV drop — 15.9% change
  • 2019-01-29: Highest IV Rank — 79.5%
  • 2019-01-29: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.72$53.19$63.01$54.03$63.01
Max Pain$54.76$50.00$60.00$60.00$60.00
ATM IV42.5%32.7%51.1%39.8%49.9%
Expected Move12.2%10.3%14.6%11.4%10.3%
HV 20d33.3%26.8%38.6%36.4%28.7%
HV 60d38.6%32.9%42.2%40.6%32.9%
IV Rank58.6%35.3%79.5%53.5%76.5%
IV Percentile86.7%63.1%98.0%84.9%97.2%
Term Structure-5.6%-13.5%3.4%3.4%-3.8%
VWIV42.5%35.3%56.7%44.1%36.2%
Skew 25d6.5%4.5%8.0%6.1%5.9%
Skew 10d15.6%11.3%22.9%15.6%12.3%
Call IV 25d40.0%34.3%48.5%39.2%34.8%
Put IV 25d46.4%40.2%56.5%45.4%40.6%
Bid-Ask Spread %58.5451.4973.4373.4368.41
Gamma HHI0.210.150.290.150.19
Net GEX9.0K-21.4K32.2K3.3K10.9K
Net DEX-98.6K-582.5K335.2K253.5K-166.8K
Net VEX-10.4K-16.1K-2.0K-2.0K-16.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.160.0039.572.651.22
Total Volume276.6192562884129
Total OI1,546.2867602,0187602,018

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$54.03$60.0039.8%11.4%36.4%53.5%44.1%6.1%3.4%3.3K253.5K-2.0K2.6573.43N/AN/A2361618142
2019-01-03$53.19$50.0041.8%12.3%26.8%58.3%41.4%7.7%-2.7%-1.5K335.2K-2.1K2.6551.49N/AN/A2361635191
2019-01-04$56.02$50.0038.1%11.9%34.4%49.7%39.6%6.9%-2.3%281170.8K-2.3K1.7755.53N/AN/A3562635191
2019-01-07$57.02$50.0038.9%12.0%35.5%51.5%38.5%6.2%-3.6%1.4K37.9K-2.6K0.0051.73N/AN/A1170654192
2019-01-08$58.74$50.0032.7%10.9%37.6%35.3%38.3%7.0%-1.6%22.2K-309.7K-3.4K0.6156.06N/AN/A249153808182
2019-01-09$59.95$50.0037.9%10.9%38.1%46.5%37.9%5.8%-1.4%32.2K-582.5K-6.6K0.8057.61N/AN/A349279985404
2019-01-10$59.26$50.0037.5%10.8%38.2%45.6%40.5%6.9%-1.5%27.7K-433.3K-6.4K0.4754.65N/AN/A360170989409
2019-01-11$60.06$50.0036.9%10.6%38.6%44.0%35.3%5.8%-2.3%13.8K-511.8K-6.4K0.7061.96N/AN/A244171987434
2019-01-14$59.25$50.0038.5%11.0%37.1%48.1%38.5%5.2%-2.3%12.0K-364.6K-6.2K16.5556.35N/AN/A33546996434
2019-01-15$59.68$50.0041.3%11.8%36.0%55.0%40.7%6.5%-6.0%-21.4K268.9K-14.9K39.5754.93N/AN/A145541,005970
2019-01-16$60.39$50.0041.9%12.0%34.8%56.6%41.5%5.9%-6.0%-17.4K7.5K-15.2K32.9453.12N/AN/A175601,017972
2019-01-17$60.99$55.0040.0%11.5%34.7%51.9%40.0%4.5%-4.1%-11.5K-227.4K-15.1K13.6860.92N/AN/A405471,022975
2019-01-18$61.97$55.0041.1%11.8%33.4%54.6%39.9%5.5%-5.9%15.8K-539.1K-14.6K12.8059.34N/AN/A445631,036974
2019-01-22$61.06$60.0045.5%13.1%32.9%65.7%43.0%5.8%-8.2%10.0K86.0K-15.0K0.0058.49N/AN/A340829849
2019-01-23$60.18$60.0045.8%13.1%31.4%66.2%45.6%6.7%-8.7%9.9K159.2K-14.9K0.3258.05N/AN/A196863848
2019-01-24$61.27$60.0046.6%13.4%29.7%68.2%46.2%7.4%-9.2%18.5K-43.1K-15.2K0.1757.66N/AN/A6010878851
2019-01-25$62.34$60.0047.9%13.7%28.2%71.6%47.7%6.8%-11.4%27.8K-217.1K-14.9K0.2756.08N/AN/A7921920857
2019-01-28$61.76$60.0050.1%14.4%28.3%77.1%49.5%7.2%-12.4%21.8K-99.7K-14.6K0.3958.77N/AN/A187925872
2019-01-29$61.25$60.0051.1%14.6%28.8%79.5%50.9%7.8%-13.4%3.0K168.6K-15.3K0.3960.84N/AN/A187940990
2019-01-30$62.75$60.0049.0%14.0%29.4%74.3%56.7%8.0%-13.5%10.1K-62.7K-15.5K1.3863.82N/AN/A53739401,035
2019-01-31$63.01$60.0049.9%10.3%28.7%76.5%36.2%5.9%-3.8%10.9K-166.8K-16.1K1.2268.41N/AN/A58719581,060