ASGN Options History — February 2020

In February 2020, ASGN traded between $49.94 and $71.84. ATM implied volatility averaged 40.0%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 12.6% (HV 20d: 27.3%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 9.29.

Notable Days

  • 2020-02-24: Highest Volume — 1,242 contracts
  • 2020-02-12: Largest IV drop — 35.9% change
  • 2020-02-06: Highest IV Rank — 100.0%
  • 2020-02-28: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.24$49.94$71.84$68.86$49.94
Max Pain$64.21$60.00$65.00$65.00$65.00
ATM IV40.0%23.6%62.3%43.9%62.3%
Expected Move10.5%6.8%17.9%12.6%17.9%
HV 20d27.3%14.8%47.3%14.8%47.3%
HV 60d19.5%13.2%31.5%13.2%31.5%
IV Rank55.3%7.9%100.0%61.3%100.0%
IV Percentile72.2%8.7%100.0%97.6%100.0%
Term Structure-3.1%-12.4%5.1%-9.5%-12.4%
VWIV36.7%21.1%62.4%44.5%62.4%
Skew 25d6.7%3.0%10.7%7.9%10.7%
Skew 10d16.0%5.3%44.4%16.9%44.4%
Call IV 25d33.7%23.5%57.3%42.3%57.3%
Put IV 25d40.4%26.6%67.9%50.2%67.9%
Bid-Ask Spread %68.7955.3083.0062.8167.31
Gamma HHI0.320.230.410.300.39
Net GEX-11.0K-214.2K224.8K216.4K-141.2K
Net DEX670.6K-5.7M7.7M-4.4M7.7M
Net VEX-16.5K-24.4K-10.8K-18.0K-10.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.290.0576.630.330.60
Total Volume203.26321,2422292
Total OI3,421.1582,2654,2112,2653,880

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$68.86$65.0043.9%12.6%14.8%61.3%44.5%7.9%-9.5%216.4K-4.4M-18.0K0.0062.81N/AN/A021,435830
2020-02-04$70.08$65.0046.0%13.2%16.0%66.7%44.6%8.6%-12.3%224.0K-4.9M-18.0K0.3364.29N/AN/A311,436832
2020-02-05$71.84$65.0046.8%13.4%17.8%69.0%44.6%8.7%-12.2%223.1K-5.7M-17.8K0.1266.36N/AN/A3441,436837
2020-02-06$69.92$60.0049.0%10.0%20.4%100.0%42.8%6.1%-2.7%224.8K-4.8M-17.8K2.5059.02N/AN/A4101,446842
2020-02-07$68.60$60.0048.4%10.0%21.1%97.6%39.4%6.6%-2.8%213.0K-4.1M-17.7K6.9656.18N/AN/A251741,447852
2020-02-10$68.05$60.0053.8%10.0%21.2%100.0%39.5%7.1%-2.9%182.6K-3.5M-18.0K3.2255.30N/AN/A1725541,4581,027
2020-02-11$68.31$65.0055.5%10.2%21.3%100.0%38.4%5.8%-3.0%88.4K-2.9M-24.4K4.1457.65N/AN/A371531,6132,246
2020-02-12$68.38$65.0035.6%10.2%21.3%42.4%34.5%6.3%-4.0%66.8K-2.7M-24.3K1.1863.54N/AN/A1021201,6462,399
2020-02-13$65.03$65.0025.6%7.3%27.5%13.5%25.9%4.6%4.0%-164.6K398.8K-21.2K9.0977.40N/AN/A353181,6812,515
2020-02-14$62.95$65.0023.6%6.8%28.7%7.9%23.7%3.0%5.1%-214.2K3.0M-18.3K1.3079.97N/AN/A23301,6712,535
2020-02-18$61.65$65.0026.6%7.6%29.3%16.5%26.4%3.3%3.9%-142.0K4.1M-15.7K0.0683.00N/AN/A8551,6742,537
2020-02-19$61.27$65.0025.9%7.4%29.2%14.3%25.4%3.8%4.3%-134.9K2.7M-14.6K1.0881.10N/AN/A25271,7392,266
2020-02-20$61.17$65.0027.2%7.8%28.9%18.0%24.6%5.7%3.6%-169.6K2.9M-13.8K4.1778.52N/AN/A6251,7312,272
2020-02-21$60.81$65.0028.6%8.2%28.8%22.2%21.1%5.3%2.5%-93.8K2.8M-13.4K0.0578.45N/AN/A2111,7302,274
2020-02-24$57.60$65.0033.1%9.5%33.4%35.1%29.8%6.7%-2.4%-65.6K4.0M-11.5K76.6374.25N/AN/A161,2261,5961,766
2020-02-25$55.49$65.0040.3%11.6%34.6%55.9%41.2%8.6%-4.7%-173.6K6.2M-12.6K2.4460.79N/AN/A9221,6102,165
2020-02-26$57.33$65.0040.5%11.6%37.2%56.5%37.7%7.4%-5.8%-182.7K5.3M-13.6K0.0072.26N/AN/A02111,6192,165
2020-02-27$54.35$65.0046.8%13.4%40.2%74.7%51.2%10.2%-7.8%-165.8K6.5M-12.4K44.0068.83N/AN/A2881,6192,175
2020-02-28$49.94$65.0062.3%17.9%47.3%100.0%62.4%10.7%-12.4%-141.2K7.7M-10.8K0.6067.31N/AN/A1821101,6202,260