ASGN Options History — May 2020

In May 2020, ASGN traded between $50.84 and $64.84. ATM implied volatility averaged 52.0%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded below realized volatility by 18.9% (HV 20d: 70.9%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.27.

Notable Days

  • 2020-05-04: Highest Volume — 200 contracts
  • 2020-05-11: Largest IV spike — 29.8% change
  • 2020-05-12: Highest IV Rank — 42.9%
  • 2020-05-01: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.19$50.84$64.84$52.42$61.35
Max Pain$35.50$35.00$45.00$45.00$35.00
ATM IV52.0%42.4%69.2%62.1%46.2%
Expected Move14.1%12.2%17.8%17.8%13.2%
HV 20d70.9%63.5%82.5%82.5%64.5%
HV 60d96.6%95.7%99.0%95.9%96.2%
IV Rank27.6%19.1%42.9%36.6%22.5%
IV Percentile79.3%71.0%89.3%85.7%75.8%
Term Structure-1.3%-17.0%1.9%-17.0%0.2%
VWIV49.6%43.5%63.5%54.9%43.5%
Skew 25d10.9%5.0%20.1%19.2%9.1%
Skew 10d19.8%-6.6%64.8%32.7%19.2%
Call IV 25d46.0%40.1%53.9%48.9%43.1%
Put IV 25d57.0%47.7%68.0%68.0%52.2%
Bid-Ask Spread %74.3553.5485.5383.4663.97
Gamma HHI0.210.150.280.240.22
Net GEX47.0K85892.4K5.9K85.2K
Net DEX-4.5M-5.6M-3.2M-4.6M-4.9M
Net VEX-9.6K-11.9K-7.7K-11.9K-8.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.001.200.301.00
Total Volume57.622001842
Total OI2,655.21,8423,3693,2111,900

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$52.42$45.0062.1%17.8%82.5%36.6%54.9%19.2%-17.0%5.9K-4.6M-11.9K0.3083.46N/AN/A141431,7551,456
2020-05-04$52.47$35.0058.3%15.5%81.4%33.3%57.6%13.1%-0.5%26.3K-4.4M-11.1K1.2074.80N/AN/A911091,7251,458
2020-05-05$52.44$35.0053.6%15.7%79.0%29.1%50.1%10.8%-1.2%7.6K-4.3M-10.9K0.0378.68N/AN/A6621,7351,565
2020-05-06$51.75$35.0061.0%14.9%80.0%35.7%46.0%11.4%0.5%858-4.0M-10.9K0.2775.11N/AN/A1131,7401,563
2020-05-07$51.86$35.0061.3%14.6%76.8%35.9%51.5%8.1%1.3%6.4K-4.2M-9.9K0.1275.68N/AN/A2531,7441,560
2020-05-08$54.92$35.0046.7%13.7%75.4%23.0%45.2%10.7%0.2%54.7K-5.3M-9.6K0.0479.75N/AN/A5221,7461,560
2020-05-11$53.91$35.0060.7%13.4%70.2%35.4%47.9%13.6%1.9%53.3K-5.0M-9.4K0.0083.07N/AN/A5901,7721,560
2020-05-12$52.60$35.0069.2%13.3%70.8%42.9%0.0%8.6%0.7%36.5K-4.6M-9.2K0.0085.53N/AN/A1301,8091,560
2020-05-13$50.84$35.0053.6%15.4%69.5%29.1%54.0%6.0%-2.0%2.3K-3.2M-9.4K0.1979.76N/AN/A1631,6881,560
2020-05-14$50.92$35.0052.8%15.1%66.9%28.4%56.2%5.0%-2.7%12.9K-3.4M-9.7K0.0076.49N/AN/A1901,6981,562
2020-05-15$52.08$35.0050.8%14.6%63.5%26.6%63.5%7.1%0.2%38.4K-3.9M-9.3K0.1978.73N/AN/A2141,7141,562
2020-05-18$58.05$35.0045.8%13.1%68.6%22.2%46.9%13.4%-2.3%59.3K-4.4M-9.8K0.7276.22N/AN/A75541,456499
2020-05-19$58.37$35.0045.8%13.1%67.7%22.1%46.3%13.0%-3.1%65.3K-4.4M-9.5K1.1877.92N/AN/A44521,434455
2020-05-20$59.50$35.0044.9%12.9%67.7%21.3%45.8%10.4%-0.0%73.3K-4.8M-10.0K0.0074.32N/AN/A4601,452450
2020-05-21$60.04$35.0045.7%13.1%67.7%22.1%44.8%12.4%-0.5%69.6K-4.6M-9.1K0.0067.31N/AN/A1801,461450
2020-05-22$59.76$35.0046.1%13.2%68.2%22.4%45.9%10.2%0.6%69.4K-4.2M-8.9K0.0065.86N/AN/A8101,419450
2020-05-26$62.27$35.0046.8%13.4%67.0%23.0%49.3%20.1%-1.7%88.9K-5.0M-9.2K0.1067.22N/AN/A2021,401450
2020-05-27$64.84$35.0042.4%12.2%65.9%19.1%47.1%7.6%0.1%92.1K-5.6M-7.7K0.0453.54N/AN/A5721,390452
2020-05-28$63.39$35.0045.3%13.0%63.7%21.7%45.0%8.9%-1.3%92.4K-5.5M-8.5K0.0769.49N/AN/A1511,441452
2020-05-29$61.35$35.0046.2%13.2%64.5%22.5%43.5%9.1%0.2%85.2K-4.9M-8.4K1.0063.97N/AN/A111,447453