ASGN Options History — September 2019

In September 2019, ASGN traded between $60.92 and $66.51. ATM implied volatility averaged 29.4%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 0.6% (HV 20d: 29.9%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.17.

Notable Days

  • 2019-09-25: Highest Volume — 163 contracts
  • 2019-09-30: Largest IV drop — 15.0% change
  • 2019-09-03: Highest IV Rank — 42.8%
  • 2019-09-03: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.05$60.92$66.51$60.92$63.20
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV29.4%26.4%36.0%36.0%26.4%
Expected Move8.4%7.6%10.3%10.3%7.6%
HV 20d29.9%26.3%34.3%31.4%32.1%
HV 60d28.1%27.0%29.3%27.0%29.3%
IV Rank20.7%12.2%42.8%42.8%12.2%
IV Percentile32.9%11.9%64.3%64.3%11.9%
Term Structure4.2%-3.3%9.1%-3.3%9.1%
VWIV33.5%27.0%57.6%36.0%39.0%
Skew 25d4.6%3.4%7.6%7.6%6.3%
Skew 10d12.5%8.6%18.7%18.7%18.0%
Call IV 25d27.5%23.9%32.7%32.7%23.9%
Put IV 25d32.2%30.3%40.2%40.2%30.3%
Bid-Ask Spread %76.6760.4886.8366.6786.61
Gamma HHI0.250.190.440.220.19
Net GEX161.3K88.8K274.1K88.8K122.3K
Net DEX-3.6M-5.4M-1.7M-1.7M-2.5M
Net VEX-12.3K-13.6K-10.8K-13.6K-12.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.001.000.001.00
Total Volume26.850163152
Total OI2,216.71,4152,5592,3571,664

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$60.92$60.0036.0%10.3%31.4%42.8%36.0%7.6%-3.3%88.8K-1.7M-13.6K0.0066.67N/AN/A1501,2631,094
2019-09-04$62.84$60.0031.0%8.9%33.0%27.3%0.0%4.9%-1.5%123.3K-2.8M-13.1K0.0060.48N/AN/A001,2711,094
2019-09-05$64.78$60.0029.2%8.5%34.3%19.9%32.5%4.3%3.1%144.8K-3.6M-12.9K0.0269.37N/AN/A12521,2711,094
2019-09-06$63.72$60.0028.5%8.2%32.9%18.0%32.0%4.8%3.4%169.0K-3.5M-13.3K0.0368.92N/AN/A7321,3571,096
2019-09-09$65.00$60.0031.6%8.6%32.3%26.5%0.0%4.6%2.7%189.5K-4.4M-13.1K0.0064.85N/AN/A5001,4231,095
2019-09-10$64.53$60.0031.3%8.5%32.4%25.5%29.5%4.1%3.2%199.4K-4.3M-13.4K0.0667.27N/AN/A1711,4581,095
2019-09-11$65.49$60.0029.0%8.3%32.3%19.4%0.0%4.8%3.3%200.7K-4.8M-13.1K0.0067.36N/AN/A001,4561,096
2019-09-12$66.24$60.0028.4%8.1%28.9%17.6%0.0%5.1%4.3%207.9K-5.1M-12.7K0.0079.39N/AN/A001,4561,096
2019-09-13$66.51$60.0028.3%8.1%28.8%17.3%0.0%4.3%3.8%197.9K-5.3M-12.3K0.0076.83N/AN/A1401,4541,096
2019-09-16$66.47$60.0029.0%8.3%27.3%19.4%0.0%3.8%3.6%197.9K-5.4M-11.6K0.0077.12N/AN/A401,4591,096
2019-09-17$65.33$60.0028.9%8.3%27.6%19.1%0.0%4.2%3.3%222.9K-4.8M-11.7K0.0080.87N/AN/A101,4631,096
2019-09-18$65.60$60.0028.3%8.1%27.5%17.3%28.4%4.8%4.2%231.9K-5.0M-11.3K0.0082.73N/AN/A701,4621,096
2019-09-19$64.37$60.0027.5%7.9%28.2%15.1%29.1%3.8%4.7%274.1K-4.2M-11.2K0.0582.48N/AN/A2211,4611,096
2019-09-20$63.52$60.0027.8%8.0%28.4%16.0%27.7%3.5%4.1%104.6K-3.6M-11.1K0.0082.99N/AN/A401,4561,097
2019-09-23$62.36$60.0030.0%8.6%26.3%22.0%27.0%4.2%6.6%106.1K-2.1M-10.8K0.1583.39N/AN/A132918497
2019-09-24$61.58$60.0031.0%8.9%26.8%24.9%57.6%5.2%6.5%104.9K-1.9M-10.9K0.0083.63N/AN/A013933499
2019-09-25$63.60$60.0027.1%7.8%29.0%14.1%31.7%4.4%7.6%110.2K-2.4M-10.9K0.9680.96N/AN/A8380933512
2019-09-26$63.52$60.0027.2%7.8%29.0%14.3%31.9%3.4%7.4%118.6K-2.6M-12.7K0.3384.66N/AN/A311,045620
2019-09-27$61.50$60.0031.1%8.9%30.6%24.9%39.0%5.1%7.0%111.8K-1.9M-13.0K1.0086.83N/AN/A111,046620
2019-09-30$63.20$60.0026.4%7.6%32.1%12.2%0.0%6.3%9.1%122.3K-2.5M-12.4K0.0086.61N/AN/A021,046618