ASGN Options History — July 2020

In July 2020, ASGN traded between $63.45 and $70.42. ATM implied volatility averaged 51.4%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 10.9% (HV 20d: 40.4%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.81.

Notable Days

  • 2020-07-06: Highest Volume — 985 contracts
  • 2020-07-07: Largest IV spike — 28.7% change
  • 2020-07-14: Highest IV Rank — 41.6%
  • 2020-07-28: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.08$63.45$70.42$65.85$68.15
Max Pain$62.05$60.00$65.00$65.00$65.00
ATM IV51.4%39.1%67.7%45.5%40.4%
Expected Move14.4%11.2%17.3%13.1%11.6%
HV 20d40.4%27.8%66.6%66.5%32.2%
HV 60d59.8%52.1%68.2%68.0%52.9%
IV Rank27.1%16.2%41.6%21.9%17.3%
IV Percentile72.7%47.6%88.5%67.1%51.2%
Term Structure-1.7%-12.4%9.5%5.1%0.3%
VWIV52.1%38.1%68.7%43.6%44.8%
Skew 25d5.2%-5.3%24.7%13.2%-4.0%
Skew 10d16.7%-10.3%50.8%13.1%18.1%
Call IV 25d51.1%39.8%67.8%45.0%52.4%
Put IV 25d56.3%40.3%67.4%58.1%48.5%
Bid-Ask Spread %77.1664.3092.6185.6781.75
Gamma HHI0.260.180.510.230.24
Net GEX51.5K-41.5K148.7K-41.5K115.4K
Net DEX-3.2M-4.3M-2.5M-3.4M-3.3M
Net VEX-11.5K-14.2K-9.6K-13.7K-12.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.006.670.006.67
Total Volume170.682198511246
Total OI2,084.1821,3142,5732,4102,558

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$65.85$65.0045.5%13.1%66.5%21.9%43.6%13.2%5.1%-41.5K-3.4M-13.7K0.0085.67N/AN/A11201,1951,215
2020-07-02$65.11$65.0044.6%12.8%66.6%21.1%43.7%24.7%9.5%-30.9K-3.2M-14.2K0.0392.61N/AN/A4011,2951,215
2020-07-06$65.18$60.0046.1%14.5%60.0%22.4%49.8%10.4%-1.5%-26.1K-3.3M-12.9K0.6167.69N/AN/A6133721,3331,216
2020-07-07$63.60$60.0059.4%14.5%60.4%34.2%0.0%8.4%-3.1%-22.3K-2.7M-12.7K0.0064.30N/AN/A201,3331,139
2020-07-08$63.64$60.0052.8%15.2%60.1%28.3%52.6%6.5%-2.1%-37.4K-2.6M-12.6K0.5075.09N/AN/A421,3331,139
2020-07-09$63.45$60.0057.1%14.9%59.8%32.2%68.7%-5.3%-4.1%-40.2K-2.5M-12.6K0.0071.42N/AN/A1401,3351,139
2020-07-10$64.81$60.0047.2%15.0%35.7%23.4%0.0%-3.8%-1.7%-23.8K-3.4M-11.6K0.0078.28N/AN/A3901,3451,139
2020-07-13$66.09$60.0059.9%14.9%35.3%34.7%0.0%7.5%-2.3%38.6K-2.5M-11.3K0.0070.19N/AN/A501,0951,139
2020-07-14$66.46$60.0067.7%14.7%33.3%41.6%51.1%4.9%-1.1%32.5K-2.5M-11.2K0.0070.92N/AN/A301,0941,139
2020-07-15$69.56$60.0050.2%14.4%33.0%26.0%50.6%-3.1%-1.1%139.0K-4.0M-10.5K0.6771.41N/AN/A5593721,0961,139
2020-07-16$67.79$60.0049.4%14.2%34.7%25.3%52.4%8.0%-0.7%115.2K-3.4M-10.5K0.0075.91N/AN/A201,1121,139
2020-07-17$67.60$60.0052.3%15.0%34.8%27.9%51.2%4.0%-2.5%65.7K-3.4M-9.8K0.0475.03N/AN/A16161,1121,139
2020-07-20$67.99$60.0054.3%15.6%34.6%29.7%50.1%9.0%-4.6%71.7K-2.9M-9.7K0.0180.93N/AN/A1231823491
2020-07-21$68.65$60.0052.0%14.9%34.3%27.7%55.4%11.0%-3.6%79.2K-3.1M-9.9K0.1880.16N/AN/A112892491
2020-07-22$69.28$60.0050.0%14.3%34.0%25.9%63.4%12.4%-4.1%85.3K-3.3M-9.6K3.5877.92N/AN/A2693900493
2020-07-23$69.89$65.0050.9%14.6%27.8%26.6%52.7%5.5%-1.0%77.1K-3.3M-10.2K0.0082.80N/AN/A1400919580
2020-07-24$68.40$65.0050.8%14.6%29.1%26.6%50.4%3.8%-3.5%92.6K-3.5M-11.6K0.0076.54N/AN/A101,051580
2020-07-27$68.42$65.0051.5%14.8%29.1%27.2%57.7%0.6%-2.4%98.5K-3.5M-11.3K3.6778.59N/AN/A3111,051580
2020-07-28$66.88$65.0060.3%17.3%29.2%35.0%59.2%-4.4%-12.4%89.8K-3.1M-10.7K0.0679.74N/AN/A1711,052591
2020-07-29$68.60$65.0048.8%14.0%29.3%24.8%53.6%5.0%-6.1%105.0K-3.5M-10.2K1.8272.16N/AN/A3336071,060592
2020-07-30$70.42$65.0039.1%11.2%29.9%16.2%38.1%0.5%5.5%148.7K-4.3M-12.9K0.0088.40N/AN/A3301,3911,182
2020-07-31$68.15$65.0040.4%11.6%32.2%17.3%44.8%-4.0%0.3%115.4K-3.3M-12.9K6.6781.75N/AN/A6401,3761,182