ASGN Options History — April 2019

In April 2019, ASGN traded between $63.11 and $68.56. ATM implied volatility averaged 30.7%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 5.5% (HV 20d: 25.2%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2019-04-25: Highest Volume — 1,390 contracts
  • 2019-04-25: Largest IV drop — 43.4% change
  • 2019-04-22: Highest IV Rank — 54.9%
  • 2019-04-22: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.15$63.11$68.56$64.35$63.11
Max Pain$65.95$65.00$70.00$65.00$70.00
ATM IV30.7%21.9%40.8%25.9%23.0%
Expected Move9.7%6.3%11.7%10.0%6.6%
HV 20d25.2%16.3%31.6%28.3%31.6%
HV 60d24.8%23.5%27.6%26.9%27.6%
IV Rank29.1%6.9%54.9%16.9%9.6%
IV Percentile48.5%7.1%83.3%33.7%13.1%
Term Structure-3.4%-9.5%9.6%9.2%-0.7%
VWIV34.0%20.9%41.2%36.9%20.9%
Skew 25d2.9%0.7%5.0%3.2%5.0%
Skew 10d6.5%2.1%9.8%2.8%8.7%
Call IV 25d33.0%21.6%39.2%26.8%21.6%
Put IV 25d35.9%23.9%42.6%29.9%26.5%
Bid-Ask Spread %62.1347.5285.3750.2884.07
Gamma HHI0.210.160.310.160.31
Net GEX80.4K-270.1K194.3K75.3K-270.1K
Net DEX-1.6M-3.8M3.3M-1.5M3.2M
Net VEX-20.2K-22.0K-18.4K-20.6K-18.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.002.440.000.19
Total Volume281.85711,39012431
Total OI3,146.9052,5214,2712,5374,260

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$64.35$65.0025.9%10.0%28.3%16.9%36.9%3.2%9.2%75.3K-1.5M-20.6K0.0050.28N/AN/A12401,4181,119
2019-04-02$64.17$65.0025.8%10.1%28.1%16.7%37.3%3.1%9.6%84.4K-1.5M-20.6K0.0351.40N/AN/A14041,5411,119
2019-04-03$64.86$65.0025.4%10.2%27.9%15.7%36.5%2.4%-4.6%106.5K-1.8M-20.7K0.1153.15N/AN/A166191,6741,119
2019-04-04$65.16$65.0024.7%10.2%26.7%13.9%36.3%2.5%-4.1%124.9K-2.0M-21.3K0.1453.18N/AN/A151211,8311,134
2019-04-05$66.47$65.0025.1%10.1%25.5%15.0%35.8%2.5%-4.0%154.0K-2.7M-22.0K0.1456.55N/AN/A147211,8251,138
2019-04-08$66.86$65.0026.5%10.4%24.4%18.6%0.0%2.6%-4.6%164.5K-2.9M-20.8K0.0052.34N/AN/A101,8241,138
2019-04-09$65.54$65.0025.7%10.3%24.7%16.5%0.0%2.0%-4.3%152.0K-2.3M-21.1K0.0055.34N/AN/A101,8251,138
2019-04-10$66.04$65.0036.0%10.3%24.3%42.7%35.6%2.9%-4.9%156.0K-2.5M-20.3K0.0056.73N/AN/A401,8251,138
2019-04-11$66.87$65.0036.2%10.4%24.3%43.2%35.4%3.1%-4.9%182.4K-3.0M-20.5K0.0060.75N/AN/A501,8241,138
2019-04-12$67.16$65.0036.3%10.4%24.3%43.3%36.0%2.4%-5.3%181.1K-3.2M-20.3K0.0061.50N/AN/A8701,8241,138
2019-04-15$67.83$65.0036.4%10.4%24.2%43.8%36.6%3.2%-6.4%188.3K-3.5M-19.4K0.0058.54N/AN/A2701,8251,138
2019-04-16$67.38$65.0037.6%10.8%24.0%46.9%36.5%2.7%-6.2%151.7K-3.5M-19.2K0.0059.02N/AN/A3301,8371,138
2019-04-17$68.56$65.0036.4%10.4%23.9%43.8%36.9%3.0%-6.2%194.3K-3.7M-20.2K0.0061.12N/AN/A5301,8331,138
2019-04-18$68.56$65.0036.4%10.4%23.5%43.8%36.7%3.9%-6.3%171.0K-3.8M-19.5K0.0061.84N/AN/A6701,8521,138
2019-04-22$67.49$65.0040.8%11.7%16.5%54.9%40.9%3.4%-9.5%156.1K-2.0M-19.3K1.4364.15N/AN/A1642341,652869
2019-04-23$68.26$65.0039.3%11.3%16.3%51.0%41.2%3.1%-9.1%168.8K-2.3M-21.1K1.5869.85N/AN/A1492351,7881,103
2019-04-24$68.16$65.0038.8%11.1%16.4%49.8%40.0%3.7%-8.7%180.8K-2.4M-20.7K1.8447.52N/AN/A4858921,9301,104
2019-04-25$63.55$70.0021.9%6.3%31.2%6.9%21.5%0.7%0.6%-195.6K3.3M-18.7K2.1879.39N/AN/A4379532,2012,016
2019-04-26$64.62$70.0022.7%6.5%31.6%8.7%21.0%1.7%0.1%-217.5K2.2M-19.9K2.4482.64N/AN/A3598772,1892,082
2019-04-29$64.23$70.0023.3%6.7%31.3%10.2%23.2%3.2%-0.1%-220.3K2.3M-18.7K0.1985.37N/AN/A2752,2162,046
2019-04-30$63.11$70.0023.0%6.6%31.6%9.6%20.9%5.0%-0.7%-270.1K3.2M-18.4K0.1984.07N/AN/A2652,2102,050