ASGN Options History — March 2023

In March 2023, ASGN traded between $78.65 and $88.18. ATM implied volatility averaged 41.8%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 15.1% (HV 20d: 26.7%). Max pain ranged from $65.00 to $90.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 2.45.

Notable Days

  • 2023-03-20: Highest Volume — 60 contracts
  • 2023-03-15: Largest IV drop — 62.9% change
  • 2023-03-14: Highest IV Rank — 62.3%
  • 2023-03-02: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.83$78.65$88.18$88.18$82.27
Max Pain$80.00$65.00$90.00$90.00$80.00
ATM IV41.8%31.8%95.2%35.9%37.5%
Expected Move10.0%8.3%11.1%10.3%10.7%
HV 20d26.7%20.1%31.2%31.2%31.2%
HV 60d30.1%28.8%31.7%31.7%28.8%
IV Rank13.7%4.6%62.3%8.3%9.8%
IV Percentile49.1%12.7%99.6%38.1%49.6%
Term Structure0.2%-10.6%3.9%-8.3%-8.8%
VWIV37.6%19.7%60.7%60.7%33.5%
Skew 25d7.7%-7.3%17.7%9.7%17.7%
Skew 10d8.8%-9.9%28.1%11.6%28.1%
Call IV 25d33.3%26.2%49.2%29.5%29.9%
Put IV 25d41.0%35.3%49.4%39.2%47.6%
Bid-Ask Spread %98.5592.70106.21101.5999.76
Gamma HHI0.190.150.330.150.24
Net GEX442-18.8K10.5K6.1K9.1K
Net DEX-53.8K-259.9K216.1K-241.5K-128.6K
Net VEX-2.9K-3.3K-2.5K-3.3K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.450.0012.000.000.25
Total Volume6.30406002
Total OI450.217366475456440

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$88.18$90.0035.9%10.3%31.2%8.3%0.0%9.7%-8.3%6.1K-241.5K-3.3K0.00101.59N/AN/A00162294
2023-03-02$88.15$90.0038.8%11.1%29.6%11.0%60.7%12.4%-10.6%7.9K-259.9K-3.2K0.00101.66N/AN/A010162294
2023-03-03$87.92$90.0035.3%10.1%26.3%7.8%0.0%7.5%-5.1%7.3K-226.5K-3.1K0.00101.91N/AN/A00163298
2023-03-06$88.06$85.0041.5%8.3%26.4%13.5%0.0%5.4%-0.6%7.0K-237.4K-3.1K0.0093.42N/AN/A00163298
2023-03-07$87.19$85.0044.8%9.3%25.5%16.5%0.0%7.4%2.4%4.7K-193.5K-3.0K0.0095.09N/AN/A00163298
2023-03-08$86.66$85.0039.1%9.0%24.7%11.3%34.4%8.8%-1.2%862-151.8K-2.8K0.0094.75N/AN/A012163298
2023-03-09$85.34$65.0040.9%8.8%20.9%13.0%0.0%7.8%2.4%-2.9K-84.3K-2.7K0.0099.24N/AN/A20163310
2023-03-10$82.36$65.0053.3%10.9%22.6%24.2%0.0%7.5%1.1%-6.8K59.1K-2.9K0.0093.20N/AN/A06162310
2023-03-13$80.16$65.0078.3%10.3%20.1%46.9%35.6%-2.1%1.1%-14.2K191.7K-3.1K12.00100.30N/AN/A112162310
2023-03-14$81.50$80.0095.2%10.3%21.3%62.3%0.0%8.8%2.6%-6.8K97.3K-2.9K0.0097.36N/AN/A01163311
2023-03-15$80.40$80.0035.3%10.1%21.4%7.8%0.0%8.4%2.6%-18.8K216.1K-2.8K0.0097.98N/AN/A00163312
2023-03-16$83.53$80.0034.7%9.9%26.2%7.3%0.0%7.3%2.9%-11.2K89.9K-2.9K0.0096.23N/AN/A011163312
2023-03-17$80.81$80.0035.9%10.3%28.0%8.4%0.0%9.0%2.3%-14.9K135.0K-2.5K0.0099.72N/AN/A110163303
2023-03-20$80.94$80.0035.0%10.0%27.5%7.6%19.7%12.0%3.9%-2.8K-7.5K-2.6K0.0099.54N/AN/A600104262
2023-03-21$82.03$80.0038.8%11.1%27.1%11.0%0.0%0.9%-0.9%10.5K-176.3K-3.0K0.2592.70N/AN/A41163262
2023-03-22$79.75$80.0035.3%10.1%28.4%7.9%41.3%7.6%2.7%4.6K7.5K-3.0K0.00106.21N/AN/A07167261
2023-03-23$78.65$80.0034.5%9.9%28.3%7.1%33.9%9.3%1.8%2.7K38.1K-2.7K0.00102.57N/AN/A04167268
2023-03-24$78.78$80.0035.8%10.3%28.4%8.3%0.0%-7.3%1.4%4.2K-26.5K-2.9K0.00104.17N/AN/A00167272
2023-03-27$80.47$80.0036.2%10.4%29.6%8.6%41.9%9.5%3.4%5.4K-90.0K-3.0K0.0099.85N/AN/A01167272
2023-03-28$79.83$80.0035.5%10.2%29.6%8.1%0.0%7.8%3.4%4.2K-27.3K-3.1K0.0097.04N/AN/A00167273
2023-03-29$81.05$80.0031.8%9.1%30.4%4.7%0.0%9.1%2.8%7.2K-106.1K-2.6K0.0093.30N/AN/A00167273
2023-03-30$80.96$80.0031.8%9.1%30.4%4.6%0.0%11.5%2.3%7.2K-115.0K-2.6K0.0098.94N/AN/A00167273
2023-03-31$82.27$80.0037.5%10.7%31.2%9.8%33.5%17.7%-8.8%9.1K-128.6K-2.6K0.0099.76N/AN/A02167273