ASGN Options History — October 2020

In October 2020, ASGN traded between $63.59 and $71.97. ATM implied volatility averaged 44.7%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 9.7% (HV 20d: 34.9%). Max pain ranged from $55.00 to $70.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.61.

Notable Days

  • 2020-10-06: Highest Volume — 205 contracts
  • 2020-10-12: Largest IV spike — 83.3% change
  • 2020-10-29: Highest IV Rank — 30.4%
  • 2020-10-29: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.08$63.59$71.97$63.59$66.12
Max Pain$61.59$55.00$70.00$70.00$65.00
ATM IV44.7%24.9%55.1%39.9%48.8%
Expected Move13.5%11.4%15.8%11.4%14.0%
HV 20d34.9%30.3%38.8%31.9%31.9%
HV 60d30.2%29.3%31.1%29.3%31.1%
IV Rank21.1%3.6%30.4%16.9%24.8%
IV Percentile57.1%11.5%77.4%45.2%65.9%
Term Structure-3.0%-6.1%4.6%4.6%-3.3%
VWIV47.8%33.8%78.1%41.5%45.6%
Skew 25d5.3%-15.7%14.7%-15.7%4.7%
Skew 10d12.2%-34.6%37.0%-34.6%-5.9%
Call IV 25d47.6%38.3%63.8%57.2%50.7%
Put IV 25d52.9%41.4%60.3%41.4%55.4%
Bid-Ask Spread %84.5269.89104.66104.6684.62
Gamma HHI0.280.260.310.280.27
Net GEX78.3K41.3K96.8K41.3K75.8K
Net DEX-1.9M-2.6M-758.9K-758.9K-1.4M
Net VEX-9.1K-10.5K-6.6K-6.6K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.005.000.000.00
Total Volume22.5450205139
Total OI1,042.8648841,1548841,094

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$63.59$70.0039.9%11.4%31.9%16.9%41.5%-15.7%4.6%41.3K-758.9K-6.6K0.00104.66N/AN/A01621263
2020-10-02$66.78$70.0045.2%13.0%35.4%21.6%0.0%0.3%-0.9%49.9K-1.2M-7.7K0.0099.91N/AN/A40621264
2020-10-05$67.56$55.0028.0%13.1%35.7%6.3%42.5%10.2%-1.8%53.9K-1.3M-7.6K0.0086.31N/AN/A50628264
2020-10-06$68.65$55.0040.1%13.2%35.6%17.1%49.2%6.7%-2.9%58.9K-1.6M-7.8K0.9779.40N/AN/A104101631264
2020-10-07$70.57$55.0040.2%13.0%36.7%17.2%44.6%6.8%-1.7%73.8K-2.0M-10.2K0.0079.04N/AN/A210735365
2020-10-08$71.26$55.0039.9%13.3%36.9%16.9%0.0%5.6%-0.6%74.9K-2.3M-10.5K0.0082.83N/AN/A00755365
2020-10-09$69.32$55.0024.9%12.4%38.2%3.6%33.8%8.9%-1.4%76.8K-1.9M-9.9K0.0083.14N/AN/A210755365
2020-10-12$70.51$55.0045.7%12.9%38.7%22.0%51.0%9.4%-1.1%79.4K-2.2M-10.1K3.0084.24N/AN/A13776365
2020-10-13$70.57$60.0043.2%13.4%38.6%19.8%0.0%4.7%-4.8%89.5K-2.2M-10.0K0.0087.34N/AN/A01776368
2020-10-14$70.42$60.0046.2%13.2%38.5%22.5%45.4%-8.4%-3.3%85.2K-2.2M-9.9K0.2283.74N/AN/A92776367
2020-10-15$71.53$60.0047.7%13.7%38.8%23.8%0.0%9.0%-3.5%89.4K-2.5M-10.2K0.0082.35N/AN/A10785369
2020-10-16$71.97$60.0047.1%13.5%38.5%23.3%46.7%8.6%-4.9%88.1K-2.6M-10.1K0.1483.87N/AN/A294785369
2020-10-19$70.41$60.0046.4%13.3%31.4%22.6%47.0%14.7%-3.8%89.9K-2.2M-9.4K0.6788.80N/AN/A64740264
2020-10-20$69.53$65.0046.1%13.2%32.0%22.4%48.1%11.1%-3.8%82.7K-2.1M-9.5K0.0082.03N/AN/A120739268
2020-10-21$68.60$65.0046.3%13.3%30.3%22.5%46.3%5.8%-2.3%84.6K-1.8M-8.9K0.0079.99N/AN/A20741268
2020-10-22$70.85$65.0049.7%14.3%31.7%25.6%45.3%3.3%-4.5%88.5K-2.2M-9.7K0.0082.97N/AN/A330741268
2020-10-23$70.47$65.0046.9%13.4%32.0%23.1%45.7%9.3%-2.4%96.8K-2.1M-9.3K0.0089.22N/AN/A30766268
2020-10-26$68.49$65.0049.6%14.2%32.9%25.5%0.0%9.5%-5.4%91.2K-1.9M-8.9K0.0080.39N/AN/A00768268
2020-10-27$69.15$65.0051.7%14.8%31.8%27.4%49.4%9.3%-6.0%90.5K-1.9M-8.9K0.6776.68N/AN/A32768268
2020-10-28$66.28$65.0053.9%15.5%35.5%29.4%52.4%0.5%-6.0%76.9K-1.5M-8.2K0.3269.89N/AN/A196765273
2020-10-29$67.24$65.0055.1%15.8%35.7%30.4%78.1%2.6%-6.1%84.6K-1.7M-8.5K5.0088.00N/AN/A1050766278
2020-10-30$66.12$65.0048.8%14.0%31.9%24.8%45.6%4.7%-3.3%75.8K-1.4M-8.3K0.0084.62N/AN/A390766328