ASGN Options History — May 2023

In May 2023, ASGN traded between $63.77 and $72.75. ATM implied volatility averaged 33.8%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 4.8% (HV 20d: 38.6%). Max pain ranged from $65.00 to $80.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.43.

Notable Days

  • 2023-05-04: Highest Volume — 571 contracts
  • 2023-05-02: Largest IV spike — 40.6% change
  • 2023-05-31: Highest IV Rank — 15.6%
  • 2023-05-31: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.55$63.77$72.75$72.75$66.02
Max Pain$66.36$65.00$80.00$70.00$65.00
ATM IV33.8%28.2%43.9%28.2%43.9%
Expected Move9.5%8.1%12.6%8.1%12.6%
HV 20d38.6%29.7%43.0%29.7%35.2%
HV 60d31.8%28.7%33.4%28.7%33.4%
IV Rank6.5%1.4%15.6%1.4%15.6%
IV Percentile27.5%0.8%81.7%0.8%81.7%
Term Structure0.5%-9.6%13.2%-3.2%-3.6%
VWIV33.6%23.5%47.3%30.1%34.6%
Skew 25d3.3%-8.6%15.1%6.6%0.8%
Skew 10d4.4%-36.7%31.9%11.8%1.4%
Call IV 25d34.3%27.5%43.6%31.2%41.3%
Put IV 25d37.6%25.9%48.7%37.9%42.1%
Bid-Ask Spread %95.2489.68100.2698.0797.05
Gamma HHI0.270.180.420.260.26
Net GEX-10.3K-25.9K6.4K-17.0K6.4K
Net DEX760.3K265.9K1.3M430.7K577.5K
Net VEX-12.2K-15.1K-3.0K-3.7K-15.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.0011.001.110.00
Total Volume43.1360571190
Total OI1,196.2276701,4186701,325

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$72.75$70.0028.2%8.1%29.7%1.4%30.1%6.6%-3.2%-17.0K430.7K-3.7K1.1198.07N/AN/A910183487
2023-05-02$68.74$70.0039.6%11.4%34.2%11.8%41.3%-0.6%-9.6%-15.1K582.9K-3.4K11.0098.59N/AN/A333200487
2023-05-03$68.34$70.0035.0%10.0%33.7%7.6%0.0%-3.1%-4.2%-19.5K651.0K-3.3K0.00100.26N/AN/A03200479
2023-05-04$64.64$80.0036.6%10.7%37.5%9.0%38.8%15.1%-2.4%-18.5K840.4K-3.0K1.8394.58N/AN/A202369200480
2023-05-05$66.48$65.0038.8%10.3%39.7%11.0%0.0%11.5%-2.1%-25.9K917.5K-13.2K0.0089.68N/AN/A00390843
2023-05-08$65.86$65.0040.2%9.2%39.4%12.3%32.0%3.9%4.0%-20.2K1.0M-12.7K0.0091.64N/AN/A70390843
2023-05-09$64.23$65.0034.4%9.1%39.4%7.0%23.5%4.6%4.4%-16.0K1.2M-12.1K2.3890.12N/AN/A1638390843
2023-05-10$63.77$65.0031.2%8.9%39.4%4.1%34.9%7.4%3.2%-16.8K1.3M-12.9K0.0092.60N/AN/A180406873
2023-05-11$63.97$65.0030.8%8.8%38.6%3.7%47.3%4.7%3.2%-13.4K1.3M-13.0K1.0694.10N/AN/A1617424873
2023-05-12$64.69$65.0031.5%9.0%38.2%4.4%0.0%11.8%2.5%-18.6K1.2M-13.7K0.0091.74N/AN/A032440886
2023-05-15$65.47$65.0031.7%9.1%36.7%4.6%32.4%6.5%3.2%-17.5K1.2M-14.1K0.3894.13N/AN/A3413440918
2023-05-16$64.00$65.0029.9%8.6%36.9%3.0%27.1%7.4%2.2%-9.6K1.3M-14.4K0.0094.57N/AN/A170472929
2023-05-17$66.43$65.0030.1%8.6%40.2%3.2%31.9%5.7%5.7%-14.2K793.4K-15.1K0.6091.83N/AN/A53487921
2023-05-18$67.57$65.0032.1%9.2%41.2%4.9%0.0%1.6%-6.1%-18.2K599.2K-15.0K0.2592.27N/AN/A41492923
2023-05-19$66.38$65.0028.9%8.3%41.3%2.0%0.0%-6.2%2.2%4.1K768.5K-14.9K0.0098.07N/AN/A00496922
2023-05-22$68.22$65.0029.9%8.6%43.0%2.9%28.8%7.6%-1.9%-587265.9K-14.7K0.0097.47N/AN/A016409856
2023-05-23$68.35$65.0031.6%9.1%41.8%4.5%31.5%3.7%-3.6%-5.4K292.1K-14.9K0.0094.63N/AN/A015409862
2023-05-24$67.30$65.0031.7%9.1%41.9%4.5%0.0%-1.1%5.1%1.6K371.8K-14.5K0.0098.97N/AN/A01409849
2023-05-25$66.21$65.0037.3%10.7%40.1%9.7%0.0%-3.8%-3.9%358567.2K-14.6K0.03100.16N/AN/A401409849
2023-05-26$67.35$65.0031.0%8.9%40.8%3.9%36.5%-2.1%13.2%2.3K271.5K-15.1K0.0098.79N/AN/A025449850
2023-05-30$67.32$65.0039.2%11.2%39.8%11.4%34.6%-8.6%1.9%5.2K338.3K-15.1K0.0096.07N/AN/A10449875
2023-05-31$66.02$65.0043.9%12.6%35.2%15.6%0.0%0.8%-3.6%6.4K577.5K-15.1K0.0097.05N/AN/A00450875