ASGN Options History — January 2020

In January 2020, ASGN traded between $67.92 and $70.90. ATM implied volatility averaged 31.5%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 19.6% (HV 20d: 11.9%). Max pain ranged from $45.00 to $70.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 4.13.

Notable Days

  • 2020-01-13: Highest Volume — 218 contracts
  • 2020-01-15: Largest IV spike — 38.4% change
  • 2020-01-31: Highest IV Rank — 57.2%
  • 2020-01-31: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.85$67.92$70.90$70.79$67.92
Max Pain$63.10$45.00$70.00$65.00$65.00
ATM IV31.5%20.9%42.4%24.0%42.4%
Expected Move10.1%6.9%12.2%6.9%12.2%
HV 20d11.9%10.6%13.7%12.3%13.7%
HV 60d17.4%12.9%20.7%20.7%13.5%
IV Rank28.0%0.0%57.2%7.3%57.2%
IV Percentile50.6%0.0%96.0%8.7%96.0%
Term Structure-3.3%-8.6%9.6%9.2%-8.6%
VWIV39.2%31.4%60.0%33.2%60.0%
Skew 25d5.1%3.5%7.8%4.7%7.8%
Skew 10d10.7%7.8%15.8%8.7%14.5%
Call IV 25d33.2%22.3%40.7%22.3%40.7%
Put IV 25d38.4%27.0%48.6%27.0%48.6%
Bid-Ask Spread %62.7953.1274.5159.2766.31
Gamma HHI0.300.220.350.340.30
Net GEX162.0K-37.7K219.0K165.8K199.6K
Net DEX-4.2M-4.7M-3.8M-4.5M-3.8M
Net VEX-16.9K-17.9K-15.8K-16.9K-17.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.130.0056.000.000.63
Total Volume36.4760218039
Total OI1,978.2381,8322,2261,8472,226

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$70.79$65.0024.0%6.9%12.3%7.3%0.0%4.7%9.2%165.8K-4.5M-16.9K0.0059.27N/AN/A001,161686
2020-01-03$70.90$65.0024.1%6.9%12.3%7.7%0.0%4.9%9.6%164.4K-4.5M-16.9K0.0074.51N/AN/A1401,160686
2020-01-06$70.32$45.0024.2%9.8%12.8%7.9%0.0%5.1%-2.5%162.0K-4.3M-16.4K0.0055.26N/AN/A001,146686
2020-01-07$69.57$45.0023.3%9.7%12.4%5.5%0.0%4.9%-2.4%155.4K-4.0M-16.3K0.0056.69N/AN/A601,146687
2020-01-08$70.00$45.0022.5%9.7%12.4%3.3%0.0%3.5%-2.5%164.3K-4.2M-16.2K0.6757.87N/AN/A321,152687
2020-01-09$70.64$45.0021.8%9.5%12.7%1.4%33.2%3.9%-2.1%170.5K-4.4M-16.1K56.0055.78N/AN/A1561,155687
2020-01-10$70.32$70.0020.9%9.6%12.8%0.0%33.5%4.3%-2.6%142.7K-4.2M-16.2K0.0060.12N/AN/A201,155743
2020-01-13$70.05$70.0024.2%9.7%11.8%8.7%31.4%4.0%-3.0%146.0K-4.1M-15.8K0.8559.04N/AN/A1181001,156743
2020-01-14$69.97$70.0024.6%9.7%11.7%9.8%36.4%4.0%-3.0%148.6K-4.0M-17.9K7.3359.51N/AN/A3221,258841
2020-01-15$69.57$70.0034.1%9.8%11.5%35.0%32.8%4.3%-3.3%149.9K-3.9M-17.7K0.0067.42N/AN/A1201,258842
2020-01-16$70.41$70.0034.1%9.8%12.2%35.1%34.2%4.6%-3.6%127.1K-4.3M-17.7K0.0066.62N/AN/A401,263842
2020-01-17$69.93$70.0034.0%9.7%11.9%34.7%32.0%4.3%-3.4%-37.7K-4.0M-17.7K0.0068.65N/AN/A2501,260842
2020-01-21$69.40$70.0035.7%10.2%11.9%39.3%36.2%5.8%-4.6%177.1K-3.8M-16.8K1.2359.10N/AN/A26321,218739
2020-01-22$69.86$70.0037.2%10.7%11.2%43.3%0.0%4.8%-6.1%186.5K-4.1M-16.7K0.0061.49N/AN/A1201,229738
2020-01-23$69.85$65.0037.4%10.7%11.2%43.8%43.5%4.9%-5.9%187.5K-4.1M-16.6K0.0053.12N/AN/A701,229728
2020-01-24$69.24$65.0036.9%10.6%10.9%42.5%0.0%5.9%-5.9%186.0K-3.8M-16.5K0.0068.22N/AN/A601,231728
2020-01-27$69.20$65.0039.7%11.4%10.6%50.0%48.5%6.2%-7.1%183.0K-3.8M-16.1K0.0063.29N/AN/A021,231728
2020-01-28$69.97$65.0039.8%11.4%11.5%50.3%39.8%7.1%-6.5%187.4K-4.1M-16.2K0.0064.71N/AN/A16301,231730
2020-01-29$69.46$65.0040.3%11.6%11.2%51.7%46.2%5.8%-7.6%219.0K-4.6M-17.5K3.7973.18N/AN/A14531,394730
2020-01-30$69.58$65.0041.2%11.8%11.2%54.1%41.2%6.8%-8.3%217.1K-4.7M-17.8K3.8968.40N/AN/A9351,409782
2020-01-31$67.92$65.0042.4%12.2%13.7%57.2%60.0%7.8%-8.6%199.6K-3.8M-17.9K0.6366.31N/AN/A24151,411815