ASGN Options History — March 2019

In March 2019, ASGN traded between $59.99 and $65.48. ATM implied volatility averaged 27.0%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 0.6% (HV 20d: 26.4%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2019-03-29: Highest Volume — 452 contracts
  • 2019-03-22: Largest IV spike — 18.6% change
  • 2019-03-11: Highest IV Rank — 32.5%
  • 2019-03-27: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.23$59.99$65.48$65.15$63.62
Max Pain$65.00$60.00$70.00$65.00$65.00
ATM IV27.0%24.1%32.0%26.5%25.8%
Expected Move9.1%7.6%10.3%7.6%9.9%
HV 20d26.4%22.8%29.2%22.8%28.7%
HV 60d28.2%26.6%32.3%32.3%27.1%
IV Rank19.8%12.5%32.5%18.4%16.7%
IV Percentile39.3%23.0%60.7%37.7%32.9%
Term Structure5.7%0.7%8.9%0.7%8.9%
VWIV32.0%23.7%37.0%26.5%37.0%
Skew 25d2.2%1.5%3.2%2.2%2.1%
Skew 10d5.7%-2.2%9.6%4.0%7.0%
Call IV 25d26.8%24.3%28.4%28.2%26.7%
Put IV 25d29.0%27.0%31.2%30.4%28.8%
Bid-Ask Spread %58.5241.8881.7677.0450.81
Gamma HHI0.430.180.900.470.18
Net GEX-278.3K-2.1M56.3K-361.0K56.3K
Net DEX2.6M-1.5M8.1M1.9M-1.1M
Net VEX-19.5K-28.6K-16.9K-28.6K-18.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.013.130.660.35
Total Volume123.23824452123452
Total OI7,0361,82211,80011,5752,308

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$65.15$65.0026.5%7.6%22.8%18.4%26.5%2.2%0.7%-361.0K1.9M-28.6K0.6677.04N/AN/A74499,1332,442
2019-03-04$63.92$65.0028.5%8.2%23.9%23.6%31.6%1.5%3.8%-477.6K3.7M-25.3K0.0578.91N/AN/A8249,1402,441
2019-03-05$63.34$65.0028.4%8.2%24.1%23.4%29.9%1.8%3.6%-505.9K4.9M-23.5K0.6178.27N/AN/A84519,1372,439
2019-03-06$62.66$65.0028.3%8.1%24.4%23.1%28.1%2.3%3.5%-473.9K5.6M-22.4K1.5681.76N/AN/A36569,1432,439
2019-03-07$61.38$65.0029.2%8.4%25.4%25.4%23.7%3.2%4.1%-291.5K7.1M-19.8K1.3566.39N/AN/A57779,1372,445
2019-03-08$59.99$65.0027.9%8.0%26.4%22.0%30.3%2.6%4.3%-97.6K8.1M-18.1K1.2673.82N/AN/A50639,1332,472
2019-03-11$61.50$60.0032.0%9.0%28.1%32.5%31.8%2.7%4.0%-216.7K7.6M-18.3K0.5241.88N/AN/A42229,1422,474
2019-03-12$62.97$60.0026.2%8.8%27.5%17.6%30.7%2.2%4.6%-575.4K6.6M-19.2K0.7544.67N/AN/A40309,1532,489
2019-03-13$63.90$60.0025.5%8.7%27.9%16.0%30.1%1.6%4.7%-1.1M5.7M-20.1K1.8545.67N/AN/A52969,1672,519
2019-03-14$64.70$60.0025.2%8.7%26.9%15.2%30.1%2.2%4.9%-2.1M4.0M-20.0K1.5044.11N/AN/A64969,1762,613
2019-03-15$64.66$60.0024.1%8.5%25.2%12.5%32.1%2.8%5.8%33.6K7.6M-18.2K1.7352.21N/AN/A731269,1872,613
2019-03-18$65.48$0.0024.3%9.3%24.5%12.9%33.9%1.6%8.1%45.9K-1.5M-16.9K3.1369.53N/AN/A825899923
2019-03-19$64.87$70.0025.2%9.5%24.6%15.1%34.7%2.0%7.8%31.4K-1.2M-18.1K0.0448.28N/AN/A231905948
2019-03-20$63.99$70.0025.1%9.5%25.0%15.1%34.1%2.1%8.0%28.5K-951.2K-17.3K0.0449.91N/AN/A231915949
2019-03-21$64.96$70.0024.1%9.4%25.7%12.5%33.4%2.5%8.5%36.3K-1.3M-17.3K0.0149.39N/AN/A701920949
2019-03-22$62.02$70.0028.6%9.9%29.2%23.9%29.6%2.9%4.4%22.6K-352.9K-18.0K0.0175.88N/AN/A701963949
2019-03-25$61.70$70.0028.4%10.2%29.2%23.3%35.2%3.1%7.2%18.5K-256.7K-17.4K1.1150.92N/AN/A5460963948
2019-03-26$62.22$65.0028.6%10.2%28.4%23.8%36.6%1.7%6.9%9.7K-356.2K-17.8K0.0548.39N/AN/A9451,0131,006
2019-03-27$62.25$65.0028.7%10.3%28.3%24.2%35.9%2.2%7.5%20.9K-478.4K-18.2K0.0451.10N/AN/A13051,0491,009
2019-03-28$62.60$65.0026.6%10.1%28.2%18.8%36.4%1.8%8.4%29.2K-675.5K-17.9K0.0350.01N/AN/A23561,0971,009
2019-03-29$63.62$65.0025.8%9.9%28.7%16.7%37.0%2.1%8.9%56.3K-1.1M-18.1K0.3550.81N/AN/A3361161,2991,009