ASGN Options History — March 2020

In March 2020, ASGN traded between $31.59 and $50.57. ATM implied volatility averaged 93.0%, placing in the 76.2% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded below realized volatility by 1.4% (HV 20d: 94.4%). Max pain ranged from $35.00 to $65.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 2.22.

Notable Days

  • 2020-03-02: Highest Volume — 910 contracts
  • 2020-03-09: Largest IV spike — 62.2% change
  • 2020-03-05: Highest IV Rank — 100.0%
  • 2020-03-31: Largest Expected Move — 31.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.29$31.59$50.57$50.57$34.89
Max Pain$50.23$35.00$65.00$65.00$35.00
ATM IV93.0%52.8%133.3%55.4%109.1%
Expected Move25.2%15.1%31.3%15.9%31.3%
HV 20d94.4%47.6%125.6%48.3%124.2%
HV 60d59.5%31.7%76.9%31.7%76.9%
IV Rank76.2%53.4%100.0%83.1%78.5%
IV Percentile98.3%95.6%100.0%99.2%99.2%
Term Structure-13.6%-24.4%-4.5%-10.2%-18.1%
VWIV86.3%49.4%126.2%49.4%82.2%
Skew 25d18.2%-12.5%52.1%10.9%5.5%
Skew 10d36.4%6.4%61.9%18.4%22.0%
Call IV 25d77.4%48.8%103.8%48.8%74.1%
Put IV 25d95.6%59.0%131.5%59.7%79.6%
Bid-Ask Spread %81.6170.20107.5970.20107.59
Gamma HHI0.250.130.460.460.15
Net GEX-30.5K-153.8K9.0K-153.8K9.0K
Net DEX3.5M653.8K7.6M7.6M653.8K
Net VEX-6.0K-10.6K-3.4K-10.6K-4.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.220.0011.917.580.00
Total Volume137.90939109105
Total OI2,918.7731,2484,1024,1021,480

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$50.57$65.0055.4%15.9%48.3%83.1%49.4%10.9%-10.2%-153.8K7.6M-10.6K7.5870.20N/AN/A1068041,8012,301
2020-03-03$48.80$65.0060.1%17.2%47.6%94.5%57.3%10.1%-11.8%-71.8K4.6M-7.0K3.9671.14N/AN/A501981,7991,394
2020-03-04$49.97$60.0052.8%15.1%48.3%76.8%0.0%9.1%-7.3%-75.2K3.6M-7.7K0.0071.94N/AN/A2601,8101,269
2020-03-05$46.05$55.0068.2%16.2%50.8%100.0%55.0%8.5%-9.7%-58.1K3.9M-7.0K11.9171.31N/AN/A344051,8361,269
2020-03-06$44.78$55.0082.2%18.2%50.8%100.0%62.7%21.6%-4.5%-90.7K5.0M-7.4K0.8778.28N/AN/A1181031,8701,661
2020-03-09$38.51$55.00133.3%25.4%68.2%100.0%84.6%20.6%-20.1%-42.6K5.0M-7.2K1.8377.06N/AN/A23421,9851,773
2020-03-10$41.17$55.00119.4%23.9%76.0%87.6%70.5%16.0%-20.8%-63.0K5.3M-7.9K0.9470.98N/AN/A1511422,0021,798
2020-03-11$39.95$50.0081.0%23.2%75.2%53.4%77.5%20.5%-16.1%-44.6K5.2M-7.5K1.0075.97N/AN/A332,1531,750
2020-03-12$35.72$50.00101.7%29.2%80.2%71.9%95.8%22.4%-24.4%-25.8K4.9M-6.4K11.0083.25N/AN/A4442,1531,747
2020-03-13$39.80$50.00107.1%30.7%94.1%76.7%123.9%52.1%-23.5%-40.0K4.9M-8.3K0.8088.14N/AN/A1082,1571,743
2020-03-16$33.47$50.00105.7%30.3%107.9%75.4%113.3%19.8%-17.9%-11.4K4.9M-5.0K0.2282.03N/AN/A45102,1571,708
2020-03-17$32.55$50.00101.0%29.0%107.8%71.3%100.4%20.0%-12.9%-6.3K4.5M-4.3K1.3079.02N/AN/A1471912,1971,599
2020-03-18$32.99$50.00108.2%31.0%108.7%77.7%108.6%28.2%-18.8%-5.6K3.9M-4.7K0.0077.41N/AN/A032,1471,418
2020-03-19$37.12$50.00105.8%30.3%120.6%75.6%0.0%23.4%-16.0%-3.0K4.2M-5.9K0.0078.10N/AN/A032,1471,420
2020-03-20$34.62$50.0092.8%26.6%121.4%63.9%0.0%28.4%-10.8%-1.7K4.2M-4.5K0.0082.43N/AN/A0102,1471,419
2020-03-23$31.59$50.00106.1%30.4%123.1%75.8%99.6%23.8%-7.0%-2.1K975.7K-3.4K0.6172.76N/AN/A1811797451
2020-03-24$32.90$50.0084.8%24.3%125.6%56.8%79.5%17.9%-4.9%-1.8K956.2K-4.0K0.0579.18N/AN/A1126811457
2020-03-25$33.63$40.0097.3%27.9%125.0%67.9%71.8%26.0%-14.0%2.3K869.7K-4.4K0.0486.18N/AN/A853887457
2020-03-26$34.25$40.0089.1%25.5%125.6%60.7%126.2%18.4%-7.8%4.4K820.4K-4.8K0.0892.75N/AN/A121955454
2020-03-27$33.98$40.0090.6%26.0%123.5%62.0%0.0%9.4%-7.3%4.1K863.6K-4.3K0.0093.95N/AN/A200967450
2020-03-30$35.05$40.0095.2%27.3%124.3%66.1%95.0%-12.5%-15.7%6.0K727.5K-4.8K0.00105.66N/AN/A780987430
2020-03-31$34.89$35.00109.1%31.3%124.2%78.5%82.2%5.5%-18.1%9.0K653.8K-4.7K0.00107.59N/AN/A501,050430