ASGN Options History — July 2019

In July 2019, ASGN traded between $58.10 and $64.12. ATM implied volatility averaged 32.5%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 9.3% (HV 20d: 23.2%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 10.38.

Notable Days

  • 2019-07-24: Highest Volume — 2,977 contracts
  • 2019-07-10: Largest IV spike — 49.9% change
  • 2019-07-23: Highest IV Rank — 63.7%
  • 2019-07-23: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.43$58.10$64.12$60.01$63.40
Max Pain$58.18$50.00$65.00$50.00$65.00
ATM IV32.5%23.8%44.2%25.1%27.6%
Expected Move9.8%6.8%12.7%7.2%7.9%
HV 20d23.2%20.7%32.6%32.6%22.7%
HV 60d33.2%31.0%34.4%34.4%32.2%
IV Rank33.7%11.5%63.7%14.9%21.3%
IV Percentile50.8%10.3%88.5%18.7%34.1%
Term Structure-2.6%-10.4%11.4%10.4%-0.9%
VWIV39.8%26.7%57.0%38.6%28.8%
Skew 25d5.6%3.2%8.1%4.9%6.8%
Skew 10d12.8%8.0%17.4%8.0%17.4%
Call IV 25d32.7%21.1%41.3%24.0%24.7%
Put IV 25d38.3%28.8%47.5%28.8%31.5%
Bid-Ask Spread %63.6430.7891.4384.9385.19
Gamma HHI0.340.180.480.300.37
Net GEX-51.5K-501.3K297.8K120.3K-460.5K
Net DEX-749.5K-2.9M2.9M-2.9M1.5M
Net VEX-24.9K-28.9K-21.8K-24.6K-21.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.380.7972.330.8817.89
Total Volume753.273152,977151,077
Total OI3,811.4552,8995,0622,8994,952

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$60.01$50.0025.1%7.2%32.6%14.9%0.0%4.9%10.4%120.3K-2.9M-24.6K0.8884.93N/AN/A871,4971,402
2019-07-02$59.14$50.0024.5%7.0%23.5%13.4%0.0%7.7%10.0%116.6K-2.4M-24.2K1.2088.71N/AN/A10121,5021,402
2019-07-03$59.19$50.0023.8%6.8%22.9%11.5%0.0%8.1%11.4%118.1K-2.5M-24.4K1.0891.43N/AN/A13141,5001,408
2019-07-05$58.83$55.0024.1%10.4%23.1%12.5%38.6%5.7%-3.6%116.9K-2.3M-23.9K2.0858.74N/AN/A13271,5041,409
2019-07-08$58.86$55.0024.9%10.4%23.1%14.3%0.0%5.9%-3.7%122.3K-2.2M-23.5K0.7957.49N/AN/A110871,5041,423
2019-07-09$58.23$55.0024.1%10.4%21.7%12.4%39.3%6.0%-3.6%120.5K-1.9M-24.4K0.8457.35N/AN/A103871,6141,491
2019-07-10$58.81$55.0036.1%10.4%21.5%43.0%39.6%5.5%-3.9%143.4K-2.2M-24.6K0.8457.19N/AN/A103871,6151,491
2019-07-11$58.10$55.0036.0%10.3%21.6%42.8%39.4%6.1%-3.9%109.5K-1.7M-23.7K0.8756.63N/AN/A103901,6141,491
2019-07-12$58.93$55.0036.7%10.5%21.6%44.5%39.1%5.6%-4.7%165.6K-2.2M-23.9K0.8061.47N/AN/A113901,6141,491
2019-07-15$58.91$55.0037.6%10.8%21.5%46.9%40.3%6.0%-5.7%176.4K-2.1M-23.5K23.3058.02N/AN/A431,0021,6221,491
2019-07-16$58.64$60.0037.7%10.8%21.3%47.2%53.7%5.4%-5.5%45.3K-427.3K-27.4K8.3158.62N/AN/A615071,6432,491
2019-07-17$58.90$60.0038.5%11.0%20.7%49.0%55.2%4.6%-6.1%67.9K-460.7K-27.0K7.5757.40N/AN/A675071,6472,493
2019-07-18$60.10$60.0039.4%11.3%21.8%51.3%43.0%5.7%-6.9%297.8K-1.8M-27.6K12.4061.75N/AN/A658061,6542,493
2019-07-19$60.76$60.0040.1%11.5%22.0%53.1%57.0%5.8%-6.7%53.2K-1.9M-28.6K18.9359.19N/AN/A275111,6522,793
2019-07-22$60.42$60.0043.0%12.3%21.8%60.6%43.1%6.7%-9.3%-151.3K162.5K-28.4K22.2960.57N/AN/A551,2261,3252,721
2019-07-23$61.93$60.0044.2%12.7%22.7%63.7%43.8%6.6%-10.4%-179.1K-226.8K-28.9K1.0059.33N/AN/A4564561,3552,706
2019-07-24$64.12$60.0042.0%12.0%24.9%58.0%45.8%5.4%-9.9%-170.1K-152.8K-22.9K7.0930.78N/AN/A3682,6099662,759
2019-07-25$62.75$65.0026.9%7.7%26.7%19.6%27.5%3.2%-0.8%-501.3K2.9M-24.7K4.9573.39N/AN/A3931,9471,0014,057
2019-07-26$63.74$65.0025.8%7.4%25.4%16.6%26.7%4.0%-0.3%-473.7K1.7M-23.9K6.2553.17N/AN/A3952,4671,0264,019
2019-07-29$63.17$65.0027.6%7.9%23.3%21.2%27.8%3.8%-1.5%-494.0K2.3M-23.2K72.3362.33N/AN/A32171,0234,039
2019-07-30$62.52$65.0028.4%8.1%23.2%23.3%28.5%4.7%-1.4%-477.2K2.5M-23.3K16.6966.35N/AN/A132171,0223,930
2019-07-31$63.40$65.0027.6%7.9%22.7%21.3%28.8%6.8%-0.9%-460.5K1.5M-21.8K17.8985.19N/AN/A571,0201,0223,930