ASGN Options History — November 2019

In November 2019, ASGN traded between $64.91 and $67.47. ATM implied volatility averaged 28.1%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 2.5% (HV 20d: 25.6%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.83.

Notable Days

  • 2019-11-04: Highest Volume — 248 contracts
  • 2019-11-13: Largest IV drop — 15.1% change
  • 2019-11-12: Highest IV Rank — 27.8%
  • 2019-11-06: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.40$64.91$67.47$64.99$66.79
Max Pain$57.25$55.00$60.00$60.00$60.00
ATM IV28.1%26.4%32.1%27.0%27.4%
Expected Move7.9%7.6%8.1%7.7%7.9%
HV 20d25.6%17.3%31.0%30.7%17.3%
HV 60d29.8%27.4%31.8%31.8%27.4%
IV Rank16.8%12.3%27.8%13.8%15.0%
IV Percentile25.3%12.7%48.0%15.9%22.2%
Term Structure2.2%-0.2%4.4%-0.2%-0.2%
VWIV27.0%23.5%31.0%26.9%23.8%
Skew 25d5.1%4.6%5.9%4.8%5.7%
Skew 10d12.5%7.8%17.0%7.8%14.5%
Call IV 25d25.0%23.4%25.7%25.6%24.3%
Put IV 25d30.1%28.7%31.2%30.4%29.9%
Bid-Ask Spread %77.7070.3385.0285.0271.08
Gamma HHI0.300.260.360.270.32
Net GEX241.1K81.1K304.1K81.1K243.7K
Net DEX-5.8M-7.0M-4.3M-4.3M-5.5M
Net VEX-16.8K-19.1K-14.0K-18.4K-14.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.0011.000.070.00
Total Volume54.5502481205
Total OI3,575.42,4874,6334,2462,488

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$64.99$60.0027.0%7.7%30.7%13.8%26.9%4.8%-0.2%81.1K-4.3M-18.4K0.0785.02N/AN/A11281,7182,528
2019-11-04$66.18$55.0029.1%7.9%31.0%19.5%26.9%5.1%4.4%180.5K-5.5M-17.8K0.0273.27N/AN/A24351,7832,536
2019-11-05$67.47$55.0028.8%8.1%28.6%18.8%27.4%4.6%4.1%254.3K-7.0M-17.2K0.0470.33N/AN/A11451,8192,540
2019-11-06$67.24$55.0028.6%8.1%28.9%18.3%31.0%5.0%3.7%259.5K-6.8M-18.3K1.0073.39N/AN/A52521,8542,545
2019-11-07$67.01$55.0029.2%8.1%29.1%19.8%28.5%5.4%4.1%251.3K-6.5M-18.6K0.1371.66N/AN/A87111,8592,595
2019-11-08$66.82$55.0028.7%8.0%28.5%18.5%28.0%5.4%4.1%257.4K-6.5M-19.1K0.0074.23N/AN/A501,9122,604
2019-11-11$66.47$55.0032.0%8.1%28.2%27.5%28.4%5.0%3.8%287.7K-6.4M-17.9K0.4571.66N/AN/A1151,9122,604
2019-11-12$65.93$55.0032.1%7.9%28.1%27.8%27.5%4.8%4.3%286.8K-6.3M-17.4K1.4074.99N/AN/A571,9122,604
2019-11-13$66.28$55.0027.3%7.8%28.1%14.5%28.9%5.3%4.4%304.1K-6.6M-16.7K0.8877.80N/AN/A871,9082,607
2019-11-14$66.63$55.0027.5%7.9%27.5%15.1%26.8%4.7%4.4%279.8K-6.6M-17.2K11.0083.46N/AN/A111211,9052,607
2019-11-15$66.90$55.0026.7%7.6%27.3%12.9%26.2%5.3%4.4%249.9K-6.8M-17.8K0.2982.07N/AN/A721,9112,722
2019-11-18$66.23$55.0027.5%7.9%27.8%15.1%27.6%4.9%0.1%245.3K-5.6M-17.7K0.1476.69N/AN/A77111,752829
2019-11-19$66.64$60.0027.8%8.0%27.4%16.0%24.9%5.0%-0.2%241.1K-5.6M-17.0K0.0979.70N/AN/A5751,688839
2019-11-20$66.40$60.0027.7%7.9%25.9%15.6%27.6%5.3%0.1%235.4K-5.2M-16.0K0.0082.30N/AN/A1101,649839
2019-11-21$65.46$60.0027.4%7.9%19.5%15.0%26.4%5.9%0.4%224.1K-4.7M-16.1K0.0081.63N/AN/A201,649839
2019-11-22$64.91$60.0026.4%7.6%19.2%12.3%26.1%5.1%0.6%218.5K-4.5M-15.4K0.2882.54N/AN/A1851,648839
2019-11-25$65.98$60.0026.5%7.6%19.5%12.4%0.0%5.2%0.7%236.0K-5.1M-14.9K0.0082.86N/AN/A001,645843
2019-11-26$66.75$60.0027.3%7.8%19.9%14.7%23.5%4.6%-0.0%242.4K-5.5M-14.6K0.0081.57N/AN/A201,645843
2019-11-27$66.83$60.0027.0%7.7%19.9%13.8%27.0%5.1%0.3%243.6K-5.5M-14.5K0.0077.68N/AN/A2001,645843
2019-11-29$66.79$60.0027.4%7.9%17.3%15.0%23.8%5.7%-0.2%243.7K-5.5M-14.0K0.0071.08N/AN/A501,645843