ASGN Options History — April 2020

In April 2020, ASGN traded between $30.86 and $48.13. ATM implied volatility averaged 68.0%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 30.2% (HV 20d: 98.1%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.74.

Notable Days

  • 2020-04-30: Highest Volume — 939 contracts
  • 2020-04-30: Largest IV spike — 102.8% change
  • 2020-04-01: Highest IV Rank — 60.2%
  • 2020-04-02: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.12$30.86$48.13$31.87$47.06
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV68.0%38.7%88.5%88.5%78.4%
Expected Move19.8%11.1%25.9%25.4%22.5%
HV 20d98.1%77.5%125.9%125.9%77.5%
HV 60d86.5%78.4%93.2%78.5%93.2%
IV Rank41.9%15.8%60.2%60.2%51.1%
IV Percentile89.3%69.4%94.0%94.0%91.7%
Term Structure-5.7%-24.0%14.3%14.3%-18.5%
VWIV69.0%60.5%82.5%71.1%82.5%
Skew 25d12.3%-14.2%38.1%38.1%19.4%
Skew 10d35.3%-17.9%89.9%89.9%28.2%
Call IV 25d64.9%49.7%87.3%63.2%68.7%
Put IV 25d77.1%35.7%104.0%101.3%88.1%
Bid-Ask Spread %87.3370.92107.11107.1170.92
Gamma HHI0.260.140.580.230.14
Net GEX15.4K2.1K46.9K5.9K46.9K
Net DEX-105.5K-3.3M820.1K820.1K-3.3M
Net VEX-6.5K-12.1K-3.6K-3.6K-12.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.740.0018.166.2018.16
Total Volume118.429493936939
Total OI1,781.5241,4842,3511,4842,351

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$31.87$35.0088.5%25.4%125.9%60.2%0.0%38.1%14.3%5.9K820.1K-3.6K6.20107.11N/AN/A5311,054430
2020-04-02$31.45$35.0087.4%25.9%124.0%59.2%0.0%16.6%-17.4%5.1K728.6K-4.2K1.0894.19N/AN/A12131,059447
2020-04-03$30.86$35.0081.6%25.7%123.9%54.0%0.0%11.2%-24.0%2.1K813.7K-4.1K0.1278.17N/AN/A4151,069460
2020-04-06$33.55$35.0076.5%21.6%118.6%49.4%0.0%19.2%-3.5%7.0K798.7K-4.0K0.0085.90N/AN/A0171,098457
2020-04-07$34.16$35.0059.5%20.4%115.8%34.3%71.1%14.9%-3.7%9.0K780.0K-4.1K2.0679.22N/AN/A491011,098450
2020-04-08$37.11$35.0067.4%19.3%120.0%41.4%68.1%17.6%-13.1%8.1K737.1K-5.5K0.5093.84N/AN/A1261,120551
2020-04-09$39.92$35.0063.5%18.2%115.7%37.9%74.6%11.6%2.6%12.1K445.3K-6.5K0.1796.27N/AN/A58101,108555
2020-04-13$37.35$35.0069.5%19.9%111.7%43.3%75.8%-0.7%5.3%11.2K482.8K-6.9K0.0290.72N/AN/A6411,103564
2020-04-14$39.24$35.0059.9%17.2%93.2%34.7%66.8%14.7%-4.1%9.6K574.8K-5.8K0.0089.62N/AN/A30201,090565
2020-04-15$37.45$35.0064.6%18.5%94.4%38.9%0.0%13.8%1.0%20.0K33.1K-6.6K0.0094.45N/AN/A3101,390565
2020-04-16$36.09$35.0070.4%20.2%95.6%44.0%67.0%8.1%-3.2%20.5K255.5K-5.9K0.0079.08N/AN/A2801,412564
2020-04-17$38.88$35.0062.8%18.0%89.8%37.3%69.0%0.2%-2.0%11.5K-174.4K-7.1K0.7381.44N/AN/A15111,422564
2020-04-20$37.46$35.0071.7%20.6%87.1%45.2%61.4%13.5%-12.3%10.6K137.7K-6.9K0.0980.57N/AN/A1111,171546
2020-04-21$37.03$35.0072.8%20.9%79.8%46.1%73.6%31.4%-5.8%11.7K194.4K-6.6K1.5083.56N/AN/A14211,190547
2020-04-22$37.76$35.0064.6%18.5%79.0%38.9%66.0%16.4%-5.4%13.2K36.7K-7.0K0.0773.52N/AN/A2821,204548
2020-04-23$39.15$35.0066.3%19.0%79.5%40.3%60.5%5.6%-7.0%16.1K-162.1K-7.4K0.0082.64N/AN/A11201,232548
2020-04-24$39.52$35.0065.2%18.7%79.4%39.4%65.6%12.4%-5.4%25.1K-511.1K-7.5K3.0589.72N/AN/A21641,343548
2020-04-27$42.01$35.0056.5%16.2%81.4%31.7%71.7%13.6%-0.8%22.0K-997.5K-7.6K1.0092.42N/AN/A221,364611
2020-04-28$44.57$35.0061.7%17.7%82.9%36.3%61.6%-5.7%-11.2%21.8K-1.5M-8.3K0.0386.99N/AN/A6021,364611
2020-04-29$48.13$35.0038.7%11.1%85.8%15.8%69.1%-14.2%-6.1%34.4K-2.5M-9.4K0.01103.68N/AN/A39331,427612
2020-04-30$47.06$35.0078.4%22.5%77.5%51.1%82.5%19.4%-18.5%46.9K-3.3M-12.1K18.1670.92N/AN/A498901,738613