ASGN Options History — August 2019

In August 2019, ASGN traded between $59.47 and $63.27. ATM implied volatility averaged 35.2%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 4.2% (HV 20d: 30.9%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 8.38.

Notable Days

  • 2019-08-01: Highest Volume — 1,094 contracts
  • 2019-08-05: Largest IV spike — 28.9% change
  • 2019-08-05: Highest IV Rank — 64.3%
  • 2019-08-26: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.11$59.47$63.27$61.27$62.43
Max Pain$60.45$60.00$65.00$65.00$60.00
ATM IV35.2%28.9%44.5%33.8%33.3%
Expected Move9.5%8.3%10.1%9.7%9.6%
HV 20d30.9%26.3%35.1%26.3%30.3%
HV 60d31.0%26.3%33.3%31.9%26.5%
IV Rank40.6%24.7%64.3%37.2%35.9%
IV Percentile61.8%38.5%88.9%61.9%52.0%
Term Structure-0.9%-4.7%1.4%-2.9%-1.3%
VWIV32.6%29.1%37.2%30.5%30.3%
Skew 25d5.5%4.0%8.2%5.6%5.3%
Skew 10d11.8%-2.8%21.7%14.2%11.6%
Call IV 25d30.8%28.2%33.8%31.8%29.4%
Put IV 25d36.4%32.7%39.5%37.4%34.8%
Bid-Ask Spread %69.6063.0792.3492.3466.02
Gamma HHI0.370.170.810.420.21
Net GEX-257.7K-901.5K109.1K-462.1K109.1K
Net DEX1.6M-2.5M6.0M3.7M-2.5M
Net VEX-16.3K-22.5K-12.5K-22.5K-13.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.380.0094.0018.190.01
Total Volume106.54511,0941,09468
Total OI3,576.0451,9684,9244,9092,343

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$61.27$65.0033.8%9.7%26.3%37.2%30.5%5.6%-2.9%-462.1K3.7M-22.5K18.1992.34N/AN/A571,0371,0403,869
2019-08-02$60.33$65.0034.5%9.9%26.9%38.9%35.8%8.2%-4.7%-467.1K4.6M-22.0K0.4464.69N/AN/A1671,0403,874
2019-08-05$59.62$60.0044.5%9.9%27.3%64.3%0.0%6.6%-0.4%-425.6K5.4M-21.8K0.0064.34N/AN/A081,0393,868
2019-08-06$60.27$60.0038.8%9.2%27.2%49.8%29.7%5.7%0.2%-470.8K4.8M-20.7K0.6567.93N/AN/A20131,0393,860
2019-08-07$59.91$60.0038.5%9.3%27.1%49.2%0.0%5.6%0.6%-479.3K5.2M-20.2K17.6765.78N/AN/A61061,0573,867
2019-08-08$62.07$60.0035.7%8.9%29.2%41.9%0.0%5.0%1.3%-520.8K2.8M-19.2K94.0070.40N/AN/A1941,0513,869
2019-08-09$60.70$60.0034.9%8.9%30.3%40.0%31.0%5.4%1.4%-556.5K4.5M-18.8K19.7570.46N/AN/A4791,0523,781
2019-08-12$60.56$60.0040.9%9.4%30.3%55.1%31.5%5.4%0.0%-594.9K4.5M-17.4K0.3372.07N/AN/A311,0523,703
2019-08-13$61.65$60.0041.3%9.2%30.8%56.1%29.1%4.8%0.5%-571.8K3.2M-16.6K0.0070.01N/AN/A101,0523,704
2019-08-14$59.48$60.0034.7%9.9%33.6%39.3%35.0%4.3%-0.4%-634.1K6.0M-16.6K0.0071.22N/AN/A02511,0533,704
2019-08-15$59.47$60.0034.8%10.0%32.8%39.7%36.4%5.9%-0.4%-901.5K5.5M-16.0K7.0069.64N/AN/A171,0533,554
2019-08-16$61.33$60.0033.5%9.6%34.4%36.2%35.4%6.1%0.4%16.7K226.8K-14.5K0.5470.95N/AN/A1371,0523,406
2019-08-19$62.62$60.0029.5%8.5%35.1%26.2%29.6%4.9%-0.6%33.5K-1.7M-13.8K0.0066.00N/AN/A609641,084
2019-08-20$62.44$60.0032.8%9.4%34.1%34.5%31.8%5.8%-1.0%28.5K-1.6M-13.9K0.0369.56N/AN/A12039641,084
2019-08-21$63.27$60.0028.9%8.3%32.0%24.7%32.2%4.0%-0.3%37.6K-1.5M-12.5K0.3368.11N/AN/A628841,084
2019-08-22$62.63$60.0030.0%8.6%31.2%27.4%30.2%4.8%-1.1%25.7K-1.3M-12.7K0.0063.07N/AN/A3008851,086
2019-08-23$60.53$60.0034.7%9.9%32.9%39.4%34.7%5.9%-2.6%536-656.4K-12.9K0.0578.97N/AN/A8349151,086
2019-08-26$60.60$60.0035.2%10.1%32.8%40.7%37.2%5.8%-3.0%23.4K-940.3K-12.9K0.1670.22N/AN/A73129961,084
2019-08-27$60.47$60.0035.1%10.1%32.6%40.4%0.0%6.0%-2.7%31.5K-1.0M-13.4K0.0067.18N/AN/A081,0691,095
2019-08-28$60.80$60.0034.8%10.0%32.2%39.7%34.8%5.6%-2.3%35.7K-1.1M-13.2K0.0164.16N/AN/A8711,0691,095
2019-08-29$62.07$60.0033.5%9.6%30.9%36.4%32.2%5.4%-1.4%72.6K-2.0M-13.7K0.0468.07N/AN/A10541,1521,095
2019-08-30$62.43$60.0033.3%9.6%30.3%35.9%30.3%5.3%-1.3%109.1K-2.5M-13.9K0.0166.02N/AN/A6711,2501,093