ASGN Options History — September 2020

In September 2020, ASGN traded between $62.65 and $74.48. ATM implied volatility averaged 40.5%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 13.3% (HV 20d: 27.2%). Max pain ranged from $55.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2020-09-02: Highest Volume — 169 contracts
  • 2020-09-03: Largest IV spike — 53.4% change
  • 2020-09-03: Highest IV Rank — 36.6%
  • 2020-09-03: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.05$62.65$74.48$73.24$63.44
Max Pain$67.14$55.00$70.00$55.00$70.00
ATM IV40.5%30.1%62.1%31.4%39.1%
Expected Move11.3%8.6%13.8%9.0%11.2%
HV 20d27.2%20.8%33.6%20.8%32.9%
HV 60d30.7%26.2%41.3%40.7%29.3%
IV Rank17.4%8.1%36.6%9.3%16.2%
IV Percentile47.2%27.0%84.5%31.7%41.7%
Term Structure5.3%-0.6%11.2%10.0%7.8%
VWIV40.1%31.4%64.4%32.1%41.3%
Skew 25d5.9%-0.7%13.1%7.5%8.0%
Skew 10d10.0%-21.8%28.7%21.3%23.8%
Call IV 25d38.5%29.5%48.9%31.4%37.3%
Put IV 25d44.4%38.9%52.3%38.9%45.3%
Bid-Ask Spread %92.0574.61106.3074.6194.42
Gamma HHI0.500.250.880.540.27
Net GEX279.7K34.0K740.4K354.6K38.5K
Net DEX-3.9M-8.1M-639.4K-7.2M-724.4K
Net VEX-10.3K-15.1K-6.5K-11.1K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.004.550.030.00
Total Volume33.47601691230
Total OI1,794.5718692,4462,100884

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$73.24$55.0031.4%9.0%20.8%9.3%32.1%7.5%10.0%354.6K-7.2M-11.1K0.0374.61N/AN/A12031,570530
2020-09-02$74.48$55.0040.4%11.6%21.3%17.4%38.1%4.2%1.9%350.0K-8.1M-12.3K0.2090.77N/AN/A141281,663533
2020-09-03$71.53$65.0062.1%13.8%26.4%36.6%64.4%-0.7%2.4%286.3K-6.9M-15.1K4.5596.76N/AN/A11501,797560
2020-09-04$71.06$65.0045.0%12.4%24.7%21.4%0.0%1.4%1.1%345.0K-6.7M-14.6K0.2989.95N/AN/A721,788610
2020-09-08$69.60$65.0052.7%13.2%24.5%28.3%0.0%7.3%-0.6%346.5K-5.7M-13.3K0.2086.16N/AN/A511,782610
2020-09-09$70.49$65.0041.3%11.8%24.9%18.1%0.0%7.3%5.6%416.3K-6.3M-13.1K0.0080.83N/AN/A4201,781611
2020-09-10$70.18$65.0041.3%11.8%25.0%18.1%42.6%4.5%4.1%428.1K-5.9M-13.1K0.0086.08N/AN/A201,773611
2020-09-11$70.48$65.0038.6%11.1%25.0%15.8%39.1%5.9%6.5%475.4K-6.1M-12.8K0.5479.23N/AN/A39211,774611
2020-09-14$70.13$70.0038.5%11.0%25.1%15.6%40.7%3.9%5.3%575.7K-5.8M-12.4K2.0082.58N/AN/A241,811631
2020-09-15$69.74$70.0030.1%8.6%25.1%8.1%31.4%7.0%11.2%538.4K-5.7M-11.6K0.0097.95N/AN/A8301,811635
2020-09-16$69.34$70.0037.3%10.7%24.6%14.6%0.0%-0.3%7.1%740.4K-4.8M-11.0K0.0499.02N/AN/A4821,790635
2020-09-17$68.98$70.0038.0%10.9%24.7%15.2%0.0%9.9%7.0%652.4K-3.8M-10.0K0.0093.25N/AN/A1201,748636
2020-09-18$68.24$70.0040.4%11.6%24.1%17.3%39.9%10.7%0.9%54.1K-2.4M-8.7K0.5096.35N/AN/A421,737636
2020-09-21$64.08$70.0038.3%11.0%32.5%15.4%35.6%3.8%5.8%40.1K-875.6K-7.4K0.3199.13N/AN/A3611618254
2020-09-22$64.50$70.0038.8%11.1%29.6%15.9%38.3%5.8%7.7%40.3K-881.6K-7.3K0.0097.39N/AN/A30607262
2020-09-23$62.65$70.0039.4%11.3%30.7%16.4%39.1%7.4%5.9%34.0K-639.4K-6.9K0.0091.93N/AN/A120610262
2020-09-24$63.45$70.0038.1%10.9%31.5%15.3%38.1%1.0%6.0%36.8K-771.8K-7.0K0.0098.93N/AN/A20613262
2020-09-25$63.73$70.0037.9%10.9%30.8%15.1%0.0%13.1%4.4%38.1K-798.7K-7.1K1.0095.02N/AN/A44615262
2020-09-28$65.51$70.0041.7%12.0%33.1%18.5%41.3%9.1%4.7%44.1K-1.0M-7.5K0.00106.30N/AN/A20616263
2020-09-29$64.12$70.0040.1%11.5%33.6%17.1%0.0%7.4%7.1%38.8K-741.5K-6.9K0.0096.32N/AN/A00621263
2020-09-30$63.44$70.0039.1%11.2%32.9%16.2%0.0%8.0%7.8%38.5K-724.4K-6.5K0.0094.42N/AN/A00621263