ASGN Options History — August 2020

In August 2020, ASGN traded between $68.26 and $73.14. ATM implied volatility averaged 37.2%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 10.1% (HV 20d: 27.1%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.29.

Notable Days

  • 2020-08-06: Highest Volume — 776 contracts
  • 2020-08-11: Largest IV drop — 19.3% change
  • 2020-08-10: Highest IV Rank — 25.3%
  • 2020-08-03: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.46$68.26$73.14$68.57$72.30
Max Pain$56.43$55.00$65.00$65.00$55.00
ATM IV37.2%32.7%49.4%41.7%36.8%
Expected Move10.5%9.4%12.0%12.0%10.6%
HV 20d27.1%20.6%32.2%32.2%20.7%
HV 60d46.9%40.7%52.9%52.9%40.7%
IV Rank14.5%10.5%25.3%18.5%14.2%
IV Percentile43.8%34.5%70.2%53.6%42.1%
Term Structure3.8%-3.0%13.7%-3.0%13.7%
VWIV36.8%29.3%44.4%40.9%29.3%
Skew 25d4.3%-3.3%9.2%-3.3%0.8%
Skew 10d11.1%-6.6%34.1%2.9%21.0%
Call IV 25d36.7%31.1%50.9%50.9%37.6%
Put IV 25d41.0%32.9%48.6%47.7%38.4%
Bid-Ask Spread %79.8466.9092.4676.9484.30
Gamma HHI0.460.240.800.240.57
Net GEX351.1K113.9K546.6K115.9K347.0K
Net DEX-7.0M-9.7M-3.3M-3.4M-6.5M
Net VEX-13.4K-18.3K-10.7K-12.1K-11.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.002.000.000.00
Total Volume59.905077610
Total OI2,866.0952,0853,4072,5882,100

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$68.57$65.0041.7%12.0%32.2%18.5%0.0%-3.3%-3.0%115.9K-3.4M-12.1K0.0076.94N/AN/A101,3761,212
2020-08-04$68.26$65.0039.8%11.4%30.7%16.8%0.0%0.1%-1.0%113.9K-3.3M-11.7K0.0074.57N/AN/A011,3761,212
2020-08-05$68.64$65.0040.0%11.5%30.7%16.9%40.9%2.7%-1.9%119.9K-3.4M-11.6K0.7182.57N/AN/A751,3761,213
2020-08-06$69.35$55.0036.9%11.5%30.7%14.2%40.1%6.7%2.9%135.1K-3.7M-10.7K0.0076.33N/AN/A77601,3741,218
2020-08-07$71.23$55.0042.0%10.8%31.1%18.8%39.4%4.1%5.1%338.4K-7.7M-18.3K0.6583.56N/AN/A17112,1491,218
2020-08-10$72.69$55.0049.4%11.2%31.2%25.3%38.4%5.8%5.4%351.1K-9.0M-16.9K0.4587.40N/AN/A33152,1531,214
2020-08-11$73.14$55.0039.8%11.2%31.2%16.8%38.7%6.4%9.1%384.6K-9.6M-16.5K0.0092.46N/AN/A9402,1641,208
2020-08-12$72.95$55.0038.0%10.9%27.3%15.2%39.1%9.2%4.1%416.3K-9.4M-15.5K0.0089.83N/AN/A1602,1771,208
2020-08-13$72.74$55.0037.3%10.7%25.3%14.6%0.0%6.6%5.4%412.6K-9.1M-15.8K0.0090.22N/AN/A502,1811,208
2020-08-14$72.72$55.0035.2%10.1%25.2%12.7%36.7%4.4%9.1%480.2K-9.3M-14.2K0.0077.70N/AN/A602,1811,208
2020-08-17$72.82$55.0034.8%10.0%25.2%12.3%44.4%6.6%5.8%546.6K-9.7M-13.9K0.3669.40N/AN/A1142,1791,208
2020-08-18$71.70$55.0032.7%9.4%25.9%10.5%31.2%7.6%6.9%477.6K-8.5M-13.1K0.0083.87N/AN/A1202,1841,212
2020-08-19$71.58$55.0035.3%10.1%25.8%12.8%34.5%4.9%5.8%472.3K-8.3M-12.3K0.4288.49N/AN/A48202,1921,212
2020-08-20$70.23$55.0035.8%10.3%26.7%13.2%34.4%3.8%1.9%478.9K-7.0M-12.8K0.0076.84N/AN/A602,1751,232
2020-08-21$70.04$55.0035.2%10.1%25.5%12.7%34.7%3.5%2.5%506.2K-6.8M-12.6K0.0681.14N/AN/A10562,1751,232
2020-08-24$72.43$55.0033.9%9.7%27.9%11.5%33.7%-1.4%-0.3%317.5K-6.5M-12.7K2.0078.83N/AN/A121,559526
2020-08-25$72.28$55.0036.1%10.3%26.3%13.5%39.0%6.9%1.0%327.1K-6.5M-12.4K0.0069.12N/AN/A2801,559526
2020-08-26$71.72$55.0032.8%9.4%25.3%10.6%34.9%2.5%-1.0%360.7K-6.3M-12.3K0.5071.20N/AN/A841,573526
2020-08-27$72.74$55.0032.8%9.4%24.2%10.5%29.3%6.4%3.0%337.8K-6.7M-12.2K0.0066.90N/AN/A1601,562530
2020-08-28$72.51$55.0034.8%10.0%20.6%12.3%0.0%5.2%4.5%333.1K-6.6M-12.6K0.0074.93N/AN/A001,570530
2020-08-31$72.30$55.0036.8%10.6%20.7%14.2%0.0%0.8%13.7%347.0K-6.5M-11.4K0.0084.30N/AN/A001,570530