ASGN Options History — June 2020

In June 2020, ASGN traded between $58.45 and $70.51. ATM implied volatility averaged 48.1%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 16.8% (HV 20d: 65.0%). Max pain ranged from $35.00 to $65.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 4.85.

Notable Days

  • 2020-06-23: Highest Volume — 974 contracts
  • 2020-06-18: Largest IV drop — 19.2% change
  • 2020-06-15: Highest IV Rank — 32.7%
  • 2020-06-15: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.55$58.45$70.51$63.56$66.88
Max Pain$53.64$35.00$65.00$35.00$65.00
ATM IV48.1%42.4%57.7%44.0%47.3%
Expected Move13.8%11.8%16.5%12.6%13.6%
HV 20d65.0%54.8%76.8%54.8%67.0%
HV 60d78.3%69.4%94.8%94.8%69.4%
IV Rank24.2%19.1%32.7%20.5%23.5%
IV Percentile74.5%68.7%81.7%71.8%73.4%
Term Structure1.4%-5.4%11.9%0.1%2.5%
VWIV51.5%41.9%61.2%44.6%61.2%
Skew 25d8.7%-0.1%17.9%10.5%1.1%
Skew 10d12.3%-6.0%32.4%14.9%8.9%
Call IV 25d48.8%39.5%61.4%42.7%61.4%
Put IV 25d57.5%48.3%72.4%53.2%62.5%
Bid-Ask Spread %83.4360.5394.6568.5584.82
Gamma HHI0.280.190.480.230.22
Net GEX42.8K-79.4K115.9K96.9K-38.9K
Net DEX-4.9M-7.3M-1.8M-5.5M-3.5M
Net VEX-7.2K-13.1K-5.2K-8.1K-13.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.850.0062.750.040.06
Total Volume168097411593
Total OI1,867.0911,3252,3641,9012,325

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$63.56$35.0044.0%12.6%54.8%20.5%44.6%10.5%0.1%96.9K-5.5M-8.1K0.0468.55N/AN/A11141,447454
2020-06-02$62.98$35.0044.8%12.8%55.2%21.2%0.0%9.9%-3.6%86.1K-5.2M-7.0K0.0060.53N/AN/A401,392458
2020-06-03$64.90$35.0042.4%12.1%55.5%19.1%58.3%6.8%1.0%96.3K-5.7M-7.0K0.0463.88N/AN/A2411,394458
2020-06-04$65.01$60.0042.5%11.8%54.9%19.2%41.9%4.0%3.8%99.7K-5.8M-6.6K0.5470.73N/AN/A2391281,403459
2020-06-05$70.26$60.0042.6%14.0%59.6%19.3%0.0%9.2%2.2%113.2K-7.3M-5.9K6.0087.27N/AN/A161,388459
2020-06-08$70.51$60.0046.0%12.6%57.5%22.3%0.0%0.6%4.2%115.9K-7.3M-5.8K0.4775.91N/AN/A1571,387464
2020-06-09$68.96$60.0047.5%12.6%57.8%23.6%0.0%-0.1%4.1%112.1K-6.8M-5.7K0.0079.93N/AN/A4901,375468
2020-06-10$67.76$60.0046.4%13.3%57.3%22.6%47.7%9.8%0.3%110.6K-6.5M-5.8K0.0089.59N/AN/A1001,397468
2020-06-11$59.33$60.0054.1%15.5%75.7%29.5%58.8%1.7%-0.3%63.3K-4.2M-6.2K6.5094.65N/AN/A2131,401468
2020-06-12$58.45$60.0053.3%15.3%76.1%28.8%52.8%13.1%-2.2%59.1K-3.9M-5.7K0.0092.59N/AN/A801,402474
2020-06-15$60.72$55.0057.7%16.5%76.8%32.7%55.8%4.9%-1.1%64.3K-4.5M-5.6K0.0587.08N/AN/A7741,396474
2020-06-16$63.65$55.0053.9%15.5%68.7%29.4%59.7%13.3%-1.5%84.9K-5.4M-5.7K0.0293.05N/AN/A571111,424474
2020-06-17$63.98$35.0057.1%16.4%68.7%32.2%55.8%16.2%-5.4%88.4K-7.3M-5.6K0.0087.66N/AN/A301,711477
2020-06-18$64.05$35.0046.2%13.2%68.5%22.5%46.1%10.4%1.4%89.0K-7.3M-5.2K3.2987.59N/AN/A421381,712477
2020-06-19$63.62$35.0044.6%12.8%68.6%21.0%48.6%13.2%2.8%2.5K-6.8M-6.5K62.7588.23N/AN/A42511,753611
2020-06-22$64.72$60.0045.7%13.1%68.7%22.1%44.6%9.0%2.2%-30.8K-2.5M-7.5K0.1383.47N/AN/A81687638
2020-06-23$65.78$60.0048.1%13.8%67.5%24.2%50.1%3.6%-0.8%-26.2K-2.8M-7.1K0.7687.88N/AN/A553421695639
2020-06-24$62.57$60.0048.6%13.9%68.4%24.6%49.4%6.2%2.4%-15.1K-2.5M-8.4K8.4387.15N/AN/A40337819639
2020-06-25$63.53$65.0045.8%13.1%68.2%22.1%50.9%14.4%3.9%-74.8K-1.9M-10.3K12.0088.45N/AN/A336838973
2020-06-26$63.54$65.0051.6%14.8%67.1%27.3%0.0%17.9%11.9%-75.8K-1.8M-10.5K0.0090.53N/AN/A008411,008
2020-06-29$65.29$65.0049.0%14.1%66.6%25.0%48.6%16.1%3.7%-79.4K-2.4M-9.9K0.7985.94N/AN/A2692128411,008
2020-06-30$66.88$65.0047.3%13.6%67.0%23.5%61.2%1.1%2.5%-38.9K-3.5M-13.1K0.0684.82N/AN/A8851,1081,217