ASGN Options History — June 2019

In June 2019, ASGN traded between $52.31 and $60.73. ATM implied volatility averaged 32.5%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 7.9% (HV 20d: 40.4%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.17.

Notable Days

  • 2019-06-28: Highest Volume — 502 contracts
  • 2019-06-11: Largest IV spike — 17.5% change
  • 2019-06-03: Highest IV Rank — 50.4%
  • 2019-06-03: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.84$52.31$60.73$52.31$60.73
Max Pain$51.50$50.00$60.00$60.00$50.00
ATM IV32.5%27.9%39.0%39.0%28.1%
Expected Move9.3%8.0%11.2%11.2%8.1%
HV 20d40.4%32.9%44.8%35.2%32.9%
HV 60d33.9%32.0%35.0%32.0%34.4%
IV Rank33.8%22.1%50.4%50.4%22.6%
IV Percentile57.1%36.5%81.3%81.3%37.7%
Term Structure3.1%-4.1%8.5%-4.1%8.5%
VWIV32.1%28.1%36.3%35.6%31.3%
Skew 25d5.6%3.9%8.5%7.7%6.4%
Skew 10d13.3%8.6%23.0%23.0%13.9%
Call IV 25d30.4%26.0%33.0%32.8%26.0%
Put IV 25d36.0%31.9%41.5%40.6%32.4%
Bid-Ask Spread %68.6358.2677.9574.6077.95
Gamma HHI0.250.200.410.410.25
Net GEX-25.0K-180.6K97.8K-180.6K97.8K
Net DEX-503.9K-3.0M2.4M2.4M-3.0M
Net VEX-28.7K-31.6K-26.4K-30.2K-27.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.0011.240.0011.24
Total Volume101.805028502
Total OI4,216.152,9254,7464,4693,067

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$52.31$60.0039.0%11.2%35.2%50.4%0.0%7.7%-4.1%-180.6K2.4M-30.2K0.0074.60N/AN/A801,8432,626
2019-06-04$56.08$60.0035.5%10.2%44.8%41.4%35.6%8.5%-0.5%-93.3K399.0K-31.3K0.4965.60N/AN/A109531,8482,626
2019-06-05$55.43$60.0033.6%9.6%43.1%36.6%36.3%7.6%1.0%-95.5K489.3K-31.6K0.0562.40N/AN/A7941,9542,673
2019-06-06$55.77$50.0033.5%9.7%43.3%36.3%35.2%5.4%1.6%-80.6K208.0K-31.0K0.2264.83N/AN/A2351,9522,674
2019-06-07$56.11$50.0033.1%9.6%43.3%35.3%32.3%5.5%2.0%-72.6K-8.8K-30.5K0.1167.65N/AN/A4751,9542,674
2019-06-10$57.62$50.0029.9%8.9%44.4%27.1%34.7%5.4%3.2%-36.6K-735.4K-29.4K0.1258.26N/AN/A1721,9422,674
2019-06-11$56.98$50.0035.1%9.7%42.3%40.5%32.2%4.7%2.2%-44.4K-540.3K-29.3K0.0962.99N/AN/A106101,9432,673
2019-06-12$56.40$50.0033.4%9.6%42.4%36.0%31.9%5.2%2.6%-44.5K-258.2K-29.3K0.1459.95N/AN/A111151,9902,678
2019-06-13$57.22$50.0033.2%9.5%42.7%35.7%31.1%4.7%3.0%-27.6K-625.8K-29.7K0.1364.23N/AN/A115151,9902,683
2019-06-14$56.91$50.0033.6%9.6%42.8%36.5%31.4%5.0%1.8%-33.4K-524.2K-29.5K0.3665.84N/AN/A115411,9902,683
2019-06-17$56.52$50.0033.0%9.5%42.4%35.1%33.5%5.1%2.3%-32.5K-321.9K-28.1K1.0066.62N/AN/A881,9902,657
2019-06-18$57.44$50.0033.5%9.6%42.5%36.3%32.6%5.3%1.9%-17.0K-721.3K-27.5K2.3866.45N/AN/A13311,9922,662
2019-06-19$57.58$50.0029.9%8.6%42.1%27.1%31.6%3.9%3.6%-10.4K-819.1K-27.6K2.7773.28N/AN/A13361,9922,665
2019-06-20$57.61$50.0028.6%8.2%42.0%23.9%28.8%4.8%4.5%2.7K-860.2K-26.4K0.4168.12N/AN/A116481,9922,640
2019-06-21$57.15$50.0032.2%9.2%40.1%33.0%30.4%5.5%2.2%27.2K-784.8K-27.2K2.6771.94N/AN/A18482,0932,653
2019-06-24$56.68$50.0032.2%9.2%40.3%33.1%0.0%5.5%6.1%20.3K-788.6K-26.9K0.0076.72N/AN/A001,3471,578
2019-06-25$56.45$50.0032.6%9.4%34.1%34.2%32.0%4.9%5.9%16.7K-684.5K-26.7K0.0074.48N/AN/A3301,3471,578
2019-06-26$57.00$50.0032.4%9.3%33.1%33.5%28.9%6.1%6.0%25.9K-963.1K-26.6K0.0073.50N/AN/A13001,3721,578
2019-06-27$58.72$50.0027.9%8.0%33.6%22.1%28.1%4.9%8.2%78.3K-2.0M-27.2K0.0077.17N/AN/A15201,4721,578
2019-06-28$60.73$50.0028.1%8.1%32.9%22.6%31.3%6.4%8.5%97.8K-3.0M-27.5K11.2477.95N/AN/A414611,4891,578