ASGN Options History — April 2023 In April 2023, ASGN traded between $71.18 and $82.87. ATM implied volatility averaged 35.7%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 7.1% (HV 20d: 28.6%). Max pain ranged from $45.00 to $80.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 12.89.
Notable Days 2023-04-28 : Highest Volume — 108 contracts2023-04-25 : Largest IV spike — 29.5% change2023-04-06 : Highest IV Rank — 17.4%2023-04-05 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $78.10 $71.18 $82.87 $82.87 $71.18 Max Pain $60.26 $45.00 $80.00 $80.00 $70.00 ATM IV 35.7% 28.1% 45.9% 35.5% 29.8% Expected Move 10.0% 8.1% 11.3% 10.2% 8.5% HV 20d 28.6% 24.9% 32.8% 31.4% 29.0% HV 60d 28.7% 27.8% 29.9% 28.5% 29.2% IV Rank 8.2% 1.3% 17.4% 8.0% 2.9% IV Percentile 35.8% 0.4% 85.7% 33.7% 4.0% Term Structure -2.6% -8.3% 2.3% -3.5% 0.6% VWIV 55.7% 29.1% 104.6% 31.2% 29.7% Skew 25d 7.5% 0.9% 15.5% 15.5% 3.3% Skew 10d 14.7% -0.4% 42.1% 2.8% 5.9% Call IV 25d 35.1% 26.2% 62.0% 30.8% 33.5% Put IV 25d 42.6% 34.1% 65.3% 46.3% 36.7% Bid-Ask Spread % 97.99 91.75 106.36 95.74 99.45 Gamma HHI 0.20 0.18 0.26 0.26 0.20 Net GEX -1.1K -12.7K 11.2K 11.2K -2.6K Net DEX 92.2K -170.2K 362.0K -170.2K 299.0K Net VEX -2.4K -2.8K -1.8K -2.6K -2.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 12.89 0.00 53.00 22.00 53.00 Total Volume 18.737 0 108 0 108 Total OI 488.947 440 595 440 594
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-04-03 $82.87 $80.00 35.5% 10.2% 31.4% 8.0% 0.0% 15.5% -3.5% 11.2K -170.2K -2.6K 0.00 95.74 N/A N/A 0 0 167 273 2023-04-04 $80.89 $80.00 36.1% 10.4% 32.2% 8.6% 31.2% 6.8% 2.0% 6.5K -86.7K -2.5K 22.00 106.36 N/A N/A 1 22 167 273 2023-04-05 $79.16 $80.00 39.5% 11.3% 32.8% 11.6% 0.0% 3.3% -6.4% 1.1K 36.5K -2.5K 0.00 105.29 N/A N/A 0 19 167 285 2023-04-06 $79.13 $45.00 45.9% 9.4% 32.6% 17.4% 0.0% 8.6% -0.8% -1.5K 78.2K -2.8K 0.00 95.77 N/A N/A 0 2 167 304 2023-04-10 $79.50 $45.00 40.3% 10.0% 30.4% 12.4% 0.0% 12.3% -1.7% -288 54.5K -2.6K 0.00 94.42 N/A N/A 1 0 167 305 2023-04-11 $79.98 $45.00 32.9% 10.8% 29.0% 5.7% 0.0% 14.3% -4.1% 287 35.9K -2.7K 0.00 101.34 N/A N/A 0 4 171 305 2023-04-12 $78.97 $45.00 34.5% 9.9% 28.7% 7.2% 0.0% 3.8% -2.7% -5.2K 86.4K -2.4K 0.00 94.45 N/A N/A 0 0 171 307 2023-04-13 $80.13 $45.00 36.4% 10.4% 28.8% 8.9% 0.0% 2.1% -2.2% 4.0K -19.1K -2.4K 0.00 101.96 N/A N/A 0 0 176 307 2023-04-14 $77.30 $45.00 39.1% 11.2% 27.7% 11.3% 0.0% 9.4% -8.3% -995 67.5K -2.5K 0.00 95.91 N/A N/A 0 0 176 307 2023-04-17 $79.40 $45.00 36.0% 10.3% 27.5% 8.5% 98.7% 10.6% -3.4% -1.5K 62.5K -2.4K 0.00 91.75 N/A N/A 0 9 176 307 2023-04-18 $79.05 $60.00 36.2% 10.4% 27.5% 8.7% 0.0% 10.0% -3.0% -2.2K 83.1K -2.3K 0.00 95.65 N/A N/A 0 0 176 316 2023-04-19 $79.67 $60.00 35.6% 10.2% 27.2% 8.1% 104.6% 13.7% -3.8% -854 61.3K -2.2K 0.00 95.72 N/A N/A 0 1 176 316 2023-04-20 $79.60 $60.00 35.9% 10.3% 25.3% 8.4% 0.0% 0.9% -2.5% 324 53.7K -2.4K 0.00 99.69 N/A N/A 0 19 176 317 2023-04-21 $79.06 $60.00 33.2% 9.5% 24.9% 5.9% 45.4% 1.9% -1.4% -3.9K 130.9K -1.8K 11.00 98.80 N/A N/A 1 11 176 336 2023-04-24 $77.56 $70.00 28.1% 8.1% 25.8% 1.3% 29.1% 10.1% 2.3% -2.8K 88.5K -2.3K 0.00 99.33 N/A N/A 1 0 156 312 2023-04-25 $74.91 $70.00 36.4% 10.4% 27.1% 8.8% 93.9% 2.0% -4.0% -6.4K 197.6K -2.0K 0.00 99.56 N/A N/A 0 29 157 312 2023-04-26 $74.19 $70.00 35.2% 10.1% 27.2% 7.8% 36.4% 6.9% -1.7% -12.7K 329.4K -2.3K 3.68 95.63 N/A N/A 22 81 157 340 2023-04-27 $71.31 $70.00 31.8% 9.1% 29.0% 4.7% 32.6% 7.2% -4.6% -4.2K 362.0K -2.1K 0.56 95.05 N/A N/A 16 9 178 417 2023-04-28 $71.18 $70.00 29.8% 8.5% 29.0% 2.9% 29.7% 3.3% 0.6% -2.6K 299.0K -2.2K 53.00 99.45 N/A N/A 2 106 183 411
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