ASGN Options History — October 2019

In October 2019, ASGN traded between $57.55 and $64.97. ATM implied volatility averaged 34.3%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 1.6% (HV 20d: 32.7%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 7.81.

Notable Days

  • 2019-10-07: Highest Volume — 1,017 contracts
  • 2019-10-24: Largest IV drop — 42.6% change
  • 2019-10-22: Highest IV Rank — 57.6%
  • 2019-10-22: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.75$57.55$64.97$60.43$63.35
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV34.3%23.5%43.0%31.9%27.3%
Expected Move10.2%6.7%12.3%9.1%7.8%
HV 20d32.7%28.1%37.6%34.9%29.9%
HV 60d31.5%30.6%32.7%30.8%32.2%
IV Rank33.8%4.1%57.6%27.3%14.6%
IV Percentile53.8%2.0%90.1%44.8%18.3%
Term Structure-3.1%-9.3%6.7%6.7%-0.0%
VWIV36.1%24.7%48.4%33.1%28.1%
Skew 25d6.8%4.9%9.0%6.8%7.7%
Skew 10d15.6%11.0%18.4%14.8%17.9%
Call IV 25d33.5%19.9%39.4%29.0%25.0%
Put IV 25d40.3%27.3%47.6%35.8%32.7%
Bid-Ask Spread %69.7845.5385.6285.6282.63
Gamma HHI0.260.150.450.220.35
Net GEX-2.3K-148.1K110.6K109.7K-40.7K
Net DEX-744.3K-3.8M1.2M-1.5M-2.9M
Net VEX-15.2K-18.8K-10.6K-11.9K-18.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.810.00144.290.250.04
Total Volume125.60901,017559
Total OI2,908.9131,6364,2031,6644,203

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$60.43$60.0031.9%9.1%34.9%27.3%0.0%6.8%6.7%109.7K-1.5M-11.9K0.2585.62N/AN/A411,046618
2019-10-02$58.77$60.0033.2%9.5%34.1%30.8%33.1%5.4%6.6%93.0K-1.0M-11.5K0.3383.54N/AN/A1241,043620
2019-10-03$58.43$60.0031.7%11.3%31.6%26.7%42.8%7.6%-4.2%92.7K-1.0M-11.1K0.2563.01N/AN/A2051,043621
2019-10-04$59.24$60.0029.9%11.1%32.0%21.7%0.0%6.7%-4.3%104.7K-1.1M-11.0K0.0061.54N/AN/A001,023625
2019-10-07$59.18$60.0030.3%11.2%30.8%23.0%43.2%6.5%-4.7%110.6K-1.2M-10.6K144.2962.85N/AN/A71,0101,023613
2019-10-08$57.55$60.0031.9%11.4%31.9%27.2%0.0%7.4%-5.2%-28.7K1.2M-14.8K2.0064.21N/AN/A121,0201,623
2019-10-09$57.90$60.0038.1%10.9%31.3%44.3%37.7%6.9%-3.0%-21.3K1.1M-14.6K0.0064.96N/AN/A601,0201,625
2019-10-10$58.00$60.0039.2%11.2%30.8%47.2%0.0%7.9%-4.8%-17.7K1.1M-14.6K0.0065.75N/AN/A001,0211,625
2019-10-11$59.50$60.0039.3%11.3%32.7%47.6%41.0%7.0%-5.1%23.9K304.2K-14.4K0.0072.05N/AN/A4301,0211,625
2019-10-14$58.89$60.0038.1%10.9%32.6%44.3%42.3%5.9%-4.4%28.3K540.0K-13.8K0.7870.55N/AN/A41321,0621,625
2019-10-15$60.03$60.0039.4%11.3%33.5%47.7%39.3%7.1%-5.8%44.4K129.8K-14.1K6.8273.79N/AN/A453071,0211,657
2019-10-16$60.05$60.0040.2%11.5%33.4%50.0%37.4%6.4%-6.1%6.7K853.1K-15.6K2.3365.55N/AN/A371,0661,962
2019-10-17$61.28$60.0040.1%11.5%34.1%49.7%0.0%7.3%-7.1%-68.7K-118.6K-16.1K0.0068.33N/AN/A19501,0661,968
2019-10-18$61.04$60.0041.1%11.8%33.8%52.4%37.6%7.4%-7.1%-86.4K-303.7K-18.2K0.0071.45N/AN/A6801,2471,968
2019-10-21$61.49$60.0042.7%12.2%33.4%56.8%45.5%7.6%-8.8%-79.5K23.8K-17.8K0.0671.01N/AN/A6441,1251,957
2019-10-22$60.95$60.0043.0%12.3%33.3%57.6%39.9%9.0%-9.3%-73.2K80.1K-17.8K0.1771.84N/AN/A1831,1761,961
2019-10-23$59.67$60.0041.6%11.9%31.6%53.8%48.4%6.5%-8.0%-103.4K864.4K-16.9K6.1345.53N/AN/A311901,1781,963
2019-10-24$62.97$60.0023.9%6.8%37.6%5.3%24.7%4.9%0.8%-148.1K-1.0M-16.2K0.0779.99N/AN/A203141,1992,580
2019-10-25$63.89$60.0023.5%6.7%35.9%4.1%26.1%7.5%1.5%-56.7K-2.5M-17.3K0.2068.36N/AN/A64131,3712,578
2019-10-28$64.72$60.0027.7%7.9%34.9%15.8%28.1%5.8%-0.3%-3.9K-3.3M-17.4K0.1466.72N/AN/A4261,4222,589
2019-10-29$64.87$60.0027.2%7.8%30.4%14.4%26.9%5.6%-0.0%8.6K-3.5M-17.5K0.1369.93N/AN/A220281,4572,508
2019-10-30$64.97$60.0027.1%7.8%28.1%14.2%27.2%6.2%0.4%52.5K-3.8M-18.1K0.1075.64N/AN/A106111,6172,524
2019-10-31$63.35$60.0027.3%7.8%29.9%14.6%28.1%7.7%-0.0%-40.7K-2.9M-18.8K0.0482.63N/AN/A5721,6752,528