ASGN Options History — November 2020

In November 2020, ASGN traded between $68.72 and $84.78. ATM implied volatility averaged 38.9%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 16.7% (HV 20d: 55.6%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.33.

Notable Days

  • 2020-11-16: Highest Volume — 161 contracts
  • 2020-11-27: Largest IV spike — 16.1% change
  • 2020-11-02: Highest IV Rank — 24.2%
  • 2020-11-02: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.69$68.72$84.78$68.72$78.35
Max Pain$60.75$60.00$65.00$65.00$60.00
ATM IV38.9%35.4%48.1%48.1%36.8%
Expected Move11.0%10.2%13.8%13.8%10.6%
HV 20d55.6%34.6%65.1%34.6%63.0%
HV 60d41.6%31.6%46.0%31.6%45.5%
IV Rank16.0%12.9%24.2%24.2%14.2%
IV Percentile34.9%22.2%64.3%64.3%26.2%
Term Structure0.6%-4.8%3.5%-3.9%-0.1%
VWIV38.1%22.0%58.9%47.7%40.6%
Skew 25d4.3%-1.3%10.0%5.4%-1.3%
Skew 10d9.8%-16.4%41.6%16.1%30.2%
Call IV 25d38.1%32.8%47.7%44.0%47.4%
Put IV 25d42.4%35.5%52.6%49.4%46.1%
Bid-Ask Spread %89.6282.54100.0882.5494.56
Gamma HHI0.250.210.300.290.23
Net GEX138.1K94.8K186.5K94.8K161.6K
Net DEX-4.3M-6.1M-1.8M-1.8M-4.2M
Net VEX-9.1K-10.3K-8.2K-8.2K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.004.000.750.00
Total Volume28.15016171
Total OI1,2511,0991,4691,0991,293

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$68.72$65.0048.1%13.8%34.6%24.2%47.7%5.4%-3.9%94.8K-1.8M-8.2K0.7582.54N/AN/A43771328
2020-11-03$71.14$65.0046.5%13.3%36.2%22.8%0.0%4.9%-1.9%106.1K-2.3M-8.7K0.0090.29N/AN/A100771328
2020-11-04$72.27$65.0042.1%12.1%35.3%18.9%0.0%5.1%-3.4%118.8K-2.5M-8.5K0.0092.21N/AN/A240773331
2020-11-05$72.94$60.0040.5%10.5%35.3%17.5%39.3%5.1%2.7%122.2K-2.9M-9.4K0.1788.29N/AN/A295797331
2020-11-06$70.78$60.0039.9%11.3%35.6%16.9%0.0%7.1%1.4%119.1K-2.4M-9.3K0.2085.46N/AN/A51826333
2020-11-09$79.71$60.0040.6%10.6%54.8%17.5%36.9%7.1%3.4%114.5K-4.5M-9.0K0.1989.02N/AN/A5410821331
2020-11-10$83.76$60.0040.1%10.3%56.9%17.1%35.2%4.7%1.6%109.8K-5.4M-8.6K0.0087.19N/AN/A1370867338
2020-11-11$79.55$60.0037.7%10.8%60.7%14.9%37.6%7.5%2.1%130.5K-4.6M-9.2K4.0085.54N/AN/A14915338
2020-11-12$77.24$60.0037.5%10.8%61.9%14.8%22.0%0.2%2.4%137.3K-4.1M-8.8K0.0094.95N/AN/A30916338
2020-11-13$80.24$60.0036.8%10.6%63.0%14.2%0.0%10.0%2.3%127.6K-4.7M-9.2K0.0087.04N/AN/A10913338
2020-11-16$84.38$60.0035.7%10.2%64.1%13.2%34.8%6.0%2.2%124.5K-5.6M-8.4K0.0087.84N/AN/A1610914338
2020-11-17$84.78$60.0035.9%10.3%63.6%13.4%35.5%4.8%2.8%155.3K-6.1M-9.0K0.0086.25N/AN/A701,047338
2020-11-18$83.10$60.0036.5%10.5%64.0%13.9%0.0%4.5%3.5%151.3K-5.7M-9.0K0.0089.84N/AN/A701,047338
2020-11-19$80.34$60.0037.4%10.7%65.1%14.6%38.5%2.3%-1.8%154.3K-5.0M-8.9K0.0188.15N/AN/A8211,052338
2020-11-20$79.94$60.0036.5%10.5%65.1%13.9%0.0%6.0%-0.6%186.5K-5.1M-10.3K0.0092.81N/AN/A001,130339
2020-11-23$82.26$60.0036.2%10.4%64.2%13.6%32.7%-1.1%0.6%162.6K-5.1M-10.0K0.0091.73N/AN/A201,031254
2020-11-24$82.06$60.0036.2%10.4%64.4%13.6%34.7%4.3%0.9%164.8K-5.0M-9.5K0.0089.06N/AN/A301,030254
2020-11-25$81.69$60.0035.4%10.2%61.7%12.9%39.7%0.1%2.5%160.9K-4.9M-9.5K0.0089.57N/AN/A031,031254
2020-11-27$80.47$60.0041.1%11.8%62.4%18.0%58.9%3.4%-4.8%160.0K-4.6M-9.1K0.00100.08N/AN/A051,031257
2020-11-30$78.35$60.0036.8%10.6%63.0%14.2%40.6%-1.3%-0.1%161.6K-4.2M-9.3K0.0094.56N/AN/A011,031262