ASGN Options History — February 2019

In February 2019, ASGN traded between $62.67 and $67.05. ATM implied volatility averaged 35.8%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 13.6% (HV 20d: 22.2%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.57.

Notable Days

  • 2019-02-13: Highest Volume — 9,992 contracts
  • 2019-02-06: Largest IV drop — 36.6% change
  • 2019-02-05: Highest IV Rank — 98.0%
  • 2019-02-13: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.80$62.67$67.05$63.05$64.67
Max Pain$62.37$60.00$65.00$60.00$65.00
ATM IV35.8%26.8%58.5%51.2%26.8%
Expected Move9.4%7.7%12.1%10.3%7.7%
HV 20d22.2%18.9%27.5%27.5%22.7%
HV 60d32.3%31.6%32.8%32.8%32.3%
IV Rank41.9%19.3%98.0%79.9%19.3%
IV Percentile65.3%40.9%99.6%98.4%40.9%
Term Structure-2.4%-8.0%3.8%-3.9%0.2%
VWIV33.2%27.2%43.6%36.1%27.5%
Skew 25d3.0%-6.1%6.2%5.6%1.4%
Skew 10d6.0%-12.1%13.4%12.1%1.5%
Call IV 25d32.8%28.1%43.1%34.8%29.2%
Put IV 25d35.8%22.5%44.7%40.4%30.6%
Bid-Ask Spread %73.0762.6083.1170.5873.76
Gamma HHI0.300.170.500.190.46
Net GEX113.8K-334.4K597.7K12.2K-334.4K
Net DEX-608.7K-5.4M2.3M-172.0K2.3M
Net VEX-27.2K-41.7K-15.5K-16.0K-28.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.570.0512.001.520.47
Total Volume862.368129,992131119
Total OI7,312.5792,02513,2002,02511,563

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$63.05$60.0051.2%10.3%27.5%79.9%36.1%5.6%-3.9%12.2K-172.0K-16.0K1.5270.58N/AN/A52799591,066
2019-02-04$63.36$60.0056.5%10.6%22.2%92.9%37.1%4.9%-4.5%15.0K-276.8K-15.7K0.5071.13N/AN/A849591,074
2019-02-05$63.15$60.0058.5%10.5%22.0%98.0%37.7%5.0%-4.7%15.1K-242.1K-15.5K1.7870.52N/AN/A9169641,078
2019-02-06$63.24$60.0037.1%10.6%20.1%44.5%37.1%5.3%-5.5%14.1K-255.3K-15.5K12.0069.59N/AN/A172049751,094
2019-02-07$62.67$60.0037.1%10.6%19.5%45.6%37.2%6.2%-5.1%-36.4K639.6K-16.2K4.4769.91N/AN/A552469851,290
2019-02-08$62.67$60.0037.8%10.8%18.9%47.2%37.7%5.8%-5.6%-40.6K553.1K-16.7K4.4871.07N/AN/A582601,0271,345
2019-02-11$64.48$60.0040.2%11.5%20.7%53.3%38.2%5.9%-8.0%-77.6K383.1K-16.7K0.0868.07N/AN/A253201,0281,622
2019-02-12$64.94$60.0038.7%11.1%19.7%49.5%37.5%5.2%-6.3%-47.5K-121.4K-17.1K0.2172.20N/AN/A294611,1831,650
2019-02-13$66.50$60.0042.2%12.1%20.8%58.6%43.6%1.6%-7.3%-7.1K-1.4M-18.6K0.0562.60N/AN/A9,5084841,3131,701
2019-02-14$64.76$60.0028.3%8.1%23.5%23.2%29.0%1.2%3.4%597.7K-3.8M-36.3K1.4275.20N/AN/A9381,33510,0362,183
2019-02-15$66.07$65.0027.6%7.9%24.1%21.3%29.7%1.3%3.8%535.0K-5.4M-41.5K0.3975.74N/AN/A38515210,0273,173
2019-02-19$65.65$65.0029.1%8.3%24.0%25.1%29.2%2.8%-1.3%295.8K-249.4K-41.1K0.1571.30N/AN/A210329,0112,377
2019-02-20$65.75$65.0028.3%8.1%23.1%23.2%29.3%2.8%-0.4%289.2K-325.3K-39.4K0.0777.64N/AN/A241189,0882,375
2019-02-21$65.72$65.0028.5%8.2%22.1%23.5%29.5%2.6%0.3%243.9K-473.0K-39.1K0.1176.08N/AN/A256289,1732,385
2019-02-22$67.05$65.0028.5%8.2%22.3%23.5%29.3%1.3%-0.4%587.4K-3.0M-41.7K0.1678.90N/AN/A266439,1622,401
2019-02-25$66.79$65.0029.2%8.4%21.9%25.4%29.2%2.3%-1.0%405.0K-2.0M-38.2K0.3077.20N/AN/A184559,1542,412
2019-02-26$65.14$65.0027.9%8.0%23.8%22.0%28.6%2.0%-0.3%-149.3K1.3M-30.9K0.4873.64N/AN/A203979,1402,412
2019-02-27$65.46$65.0027.2%7.8%23.4%20.2%27.2%-6.1%0.6%-155.0K1.1M-30.8K1.1783.11N/AN/A901059,1232,431
2019-02-28$64.67$65.0026.8%7.7%22.7%19.3%27.5%1.4%0.2%-334.4K2.3M-28.9K0.4773.76N/AN/A81389,1332,430