ASGN Options History — May 2019

In May 2019, ASGN traded between $50.67 and $63.12. ATM implied volatility averaged 30.5%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 1.7% (HV 20d: 32.2%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 7.59.

Notable Days

  • 2019-05-28: Highest Volume — 2,661 contracts
  • 2019-05-13: Largest IV spike — 68.5% change
  • 2019-05-13: Highest IV Rank — 69.7%
  • 2019-05-30: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.23$50.67$63.12$62.32$50.67
Max Pain$61.36$60.00$70.00$70.00$60.00
ATM IV30.5%22.1%46.6%26.7%36.9%
Expected Move8.2%6.3%10.7%7.7%10.6%
HV 20d32.2%24.8%34.3%31.9%33.1%
HV 60d28.8%27.8%31.4%27.8%31.4%
IV Rank28.6%7.4%69.7%19.1%45.0%
IV Percentile51.9%8.3%92.5%42.9%73.8%
Term Structure0.4%-3.8%4.1%-2.4%-2.0%
VWIV28.5%20.4%39.4%20.4%38.7%
Skew 25d4.5%1.4%8.3%2.8%8.3%
Skew 10d10.7%0.6%22.8%5.3%12.2%
Call IV 25d26.7%22.1%34.9%23.4%34.9%
Put IV 25d31.1%25.3%43.2%26.2%43.2%
Bid-Ask Spread %75.8355.8188.8888.8870.48
Gamma HHI0.380.250.640.340.40
Net GEX-165.6K-316.7K-54.4K-288.4K-191.7K
Net DEX2.9M1.1M5.7M3.2M3.3M
Net VEX-16.6K-31.9K-12.0K-17.8K-30.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.590.00100.200.250.95
Total Volume433.22732,661351,055
Total OI3,474.9551,9254,5644,1984,564

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$62.32$70.0026.7%7.7%31.9%19.1%20.4%2.8%-2.4%-288.4K3.2M-17.8K0.2588.88N/AN/A2872,2071,991
2019-05-02$61.90$70.0026.0%7.5%31.6%17.3%21.8%1.4%-1.7%-312.2K3.5M-17.5K0.4655.81N/AN/A28132,1991,976
2019-05-03$62.91$70.0022.1%6.3%32.2%7.4%22.2%3.7%0.1%-284.1K2.8M-17.2K3.6561.04N/AN/A311132,1991,982
2019-05-06$63.12$60.0025.0%6.7%31.2%14.7%24.9%3.4%4.1%-272.4K2.6M-17.0K0.0077.54N/AN/A302,2001,968
2019-05-07$60.65$60.0033.2%7.9%33.7%35.7%26.7%4.6%2.2%-316.7K4.3M-17.0K100.2076.97N/AN/A55012,2011,968
2019-05-08$60.48$60.0030.2%7.6%33.3%28.0%27.0%4.8%2.6%-270.9K4.1M-16.0K11.7774.98N/AN/A435062,2031,818
2019-05-09$59.76$60.0032.7%7.7%33.1%34.4%30.9%3.7%2.5%-259.7K4.3M-15.6K9.7780.56N/AN/A535182,2301,790
2019-05-10$59.12$60.0027.7%7.3%32.5%21.4%25.1%4.2%3.5%-296.3K4.8M-14.6K0.2284.76N/AN/A2352,2231,790
2019-05-13$56.84$60.0046.6%8.7%34.3%69.7%34.3%4.9%0.7%-156.1K5.7M-13.8K6.0080.55N/AN/A2122,2231,790
2019-05-14$57.17$60.0035.6%8.2%34.0%41.7%27.5%4.2%1.9%-150.7K4.2M-13.1K8.5183.15N/AN/A776552,2451,537
2019-05-15$57.40$60.0027.4%7.9%34.3%20.9%25.0%3.9%2.8%-68.1K4.4M-12.7K0.0077.55N/AN/A0112,2521,539
2019-05-16$57.34$60.0027.1%7.8%33.1%19.9%25.4%3.5%2.5%-54.4K2.0M-12.3K6.5082.46N/AN/A2132,2521,132
2019-05-17$56.41$60.0026.5%7.6%33.0%18.6%25.3%3.9%3.3%-55.7K2.2M-12.6K3.2584.04N/AN/A4132,2531,135
2019-05-20$55.69$60.0028.0%8.0%32.9%22.2%30.3%3.7%-0.6%-59.0K1.3M-12.3K1.2277.98N/AN/A911986939
2019-05-21$56.65$60.0027.4%7.9%33.5%20.9%26.6%4.1%-0.9%-55.0K1.1M-12.5K0.3176.87N/AN/A134991937
2019-05-22$56.22$60.0026.9%7.7%33.4%19.6%25.6%4.5%-1.0%-55.2K1.1M-12.3K0.2774.98N/AN/A154997936
2019-05-23$54.38$60.0028.2%8.1%26.4%22.8%28.2%4.2%-1.0%-59.7K1.4M-12.1K0.3885.17N/AN/A1661,003936
2019-05-24$54.24$60.0028.2%8.1%24.8%22.9%27.7%4.2%0.2%-57.7K1.4M-12.2K0.2177.77N/AN/A2861,004939
2019-05-28$51.28$60.0036.7%10.5%29.9%44.6%39.4%6.8%-2.7%-60.6K1.8M-12.0K1.8763.19N/AN/A9271,7341,010921
2019-05-29$52.66$60.0033.5%9.6%32.7%36.3%37.5%5.8%-1.3%-152.6K1.9M-31.9K1.7857.26N/AN/A5379551,9012,573
2019-05-30$51.92$60.0037.2%10.7%32.7%45.7%37.0%7.8%-3.8%-165.9K2.5M-31.3K1.8576.32N/AN/A5421,0031,9172,592
2019-05-31$50.67$60.0036.9%10.6%33.1%45.0%38.7%8.3%-2.0%-191.7K3.3M-30.6K0.9570.48N/AN/A5425131,9162,648