ASGN Options History — December 2019

In December 2019, ASGN traded between $66.83 and $71.65. ATM implied volatility averaged 24.2%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 11.3% (HV 20d: 13.0%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 3.64.

Notable Days

  • 2019-12-13: Highest Volume — 767 contracts
  • 2019-12-06: Largest IV drop — 17.8% change
  • 2019-12-03: Highest IV Rank — 24.4%
  • 2019-12-03: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.08$66.83$71.65$67.10$71.31
Max Pain$65.48$60.00$70.00$60.00$65.00
ATM IV24.2%21.3%30.9%30.3%23.8%
Expected Move7.0%6.1%8.9%8.7%6.8%
HV 20d13.0%11.5%15.0%15.0%12.0%
HV 60d25.1%20.6%27.1%27.1%20.6%
IV Rank6.8%0.0%24.4%22.9%6.9%
IV Percentile10.2%0.0%46.0%45.6%7.5%
Term Structure6.2%-2.0%10.1%-1.6%9.3%
VWIV24.6%21.1%31.5%26.5%21.8%
Skew 25d4.3%2.8%6.8%6.5%3.5%
Skew 10d9.5%4.3%16.9%16.9%7.1%
Call IV 25d22.8%20.6%26.8%25.8%21.8%
Put IV 25d27.1%23.4%33.6%32.3%25.3%
Bid-Ask Spread %74.3256.3185.9669.0464.48
Gamma HHI0.460.330.930.340.34
Net GEX339.0K154.7K1.9M248.7K163.5K
Net DEX-6.2M-8.4M-4.2M-5.7M-4.7M
Net VEX-15.6K-18.4K-12.2K-13.8K-17.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.640.0050.006.670.00
Total Volume94.90507672310
Total OI2,415.4761,5072,9352,4881,847

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$67.10$60.0030.3%8.7%15.0%22.9%0.0%6.5%-1.6%248.7K-5.7M-13.8K6.6769.04N/AN/A3201,645843
2019-12-03$66.83$60.0030.9%8.9%13.8%24.4%26.5%6.8%-1.5%241.6K-5.5M-13.9K0.0069.31N/AN/A401,646863
2019-12-04$67.01$60.0029.8%8.5%11.9%21.5%0.0%5.4%-2.0%246.4K-5.6M-13.4K0.0070.91N/AN/A001,646863
2019-12-05$66.92$65.0028.1%7.9%11.9%16.9%29.1%5.2%3.9%244.7K-5.6M-12.8K8.0075.72N/AN/A181,646863
2019-12-06$68.08$65.0023.1%7.0%13.3%3.2%0.0%4.7%5.7%257.3K-6.3M-12.7K1.0075.11N/AN/A221,646871
2019-12-09$67.87$65.0024.3%7.1%13.3%6.4%0.0%5.3%5.7%254.7K-6.1M-12.2K0.0173.84N/AN/A26931,646869
2019-12-10$67.83$65.0023.9%7.2%13.1%5.5%0.0%5.2%5.5%275.0K-6.7M-13.5K0.0077.60N/AN/A021,766871
2019-12-11$68.18$65.0024.5%7.0%12.7%7.1%27.7%3.8%5.8%281.6K-6.8M-13.5K0.0583.51N/AN/A2011,766869
2019-12-12$69.28$65.0024.1%6.9%13.7%6.0%0.0%4.9%6.1%298.5K-7.5M-13.4K0.0085.51N/AN/A1101,766870
2019-12-13$69.60$65.0023.0%6.6%13.7%2.8%22.3%4.4%6.7%328.6K-7.8M-12.8K0.0181.86N/AN/A756111,766870
2019-12-16$69.05$65.0022.9%6.6%14.1%2.5%31.5%3.6%6.9%384.3K-7.8M-18.4K0.2481.95N/AN/A2151,995880
2019-12-17$69.17$65.0021.9%6.3%13.4%0.0%25.3%4.6%7.9%431.4K-7.8M-18.2K0.8085.96N/AN/A64512,002880
2019-12-18$68.51$65.0022.1%6.3%13.9%0.5%22.4%3.1%7.3%333.5K-7.1M-18.3K0.0083.94N/AN/A22012,006929
2019-12-19$69.15$65.0022.2%6.4%14.1%0.7%24.3%3.9%7.3%422.1K-7.5M-18.3K2.1381.51N/AN/A8171,973930
2019-12-20$70.03$70.0021.7%6.2%13.2%0.0%22.4%3.0%7.8%1.9M-8.4M-17.7K0.1983.94N/AN/A67131,973943
2019-12-23$70.10$70.0021.3%6.1%12.5%0.0%0.0%2.8%10.0%157.3K-4.2M-17.5K50.0064.03N/AN/A63001,123384
2019-12-24$70.84$70.0022.3%6.4%11.8%2.7%22.3%3.5%9.6%154.7K-4.4M-17.6K0.0066.63N/AN/A3101,123684
2019-12-26$71.18$70.0022.5%6.5%11.5%3.4%22.5%3.8%10.0%157.0K-4.5M-17.4K0.0072.97N/AN/A101,132684
2019-12-27$71.06$70.0022.6%6.5%11.6%3.7%21.1%2.9%9.9%160.8K-4.5M-17.4K0.0056.57N/AN/A2401,133684
2019-12-30$71.65$65.0023.6%6.8%11.6%6.2%21.8%3.4%10.1%165.5K-4.8M-16.8K0.0556.31N/AN/A3921,145684
2019-12-31$71.31$65.0023.8%6.8%12.0%6.9%0.0%3.5%9.3%163.5K-4.7M-17.0K0.0064.48N/AN/A1001,161686