ASGN Options History — June 2023

In June 2023, ASGN traded between $66.53 and $76.04. ATM implied volatility averaged 34.9%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 1.3% (HV 20d: 33.6%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2023-06-14: Highest Volume — 88 contracts
  • 2023-06-06: Largest IV spike — 65.5% change
  • 2023-06-13: Highest IV Rank — 33.7%
  • 2023-06-01: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.93$66.53$76.04$66.53$76.04
Max Pain$67.86$65.00$70.00$65.00$70.00
ATM IV34.9%25.5%63.0%40.3%27.2%
Expected Move8.8%7.3%11.5%11.5%7.8%
HV 20d33.6%31.6%36.0%35.3%32.2%
HV 60d34.7%33.5%35.9%33.5%34.6%
IV Rank8.3%0.0%33.7%12.4%1.5%
IV Percentile32.6%0.0%96.8%66.7%2.0%
Term Structure2.3%-9.3%11.1%-6.4%8.1%
VWIV33.9%27.4%40.9%40.9%36.4%
Skew 25d3.7%-4.0%13.5%3.1%1.7%
Skew 10d1.3%-16.7%14.3%8.8%11.2%
Call IV 25d29.2%23.1%36.0%36.0%31.4%
Put IV 25d32.9%24.5%43.3%39.0%33.0%
Bid-Ask Spread %101.9886.29114.3498.3696.28
Gamma HHI0.360.250.420.310.33
Net GEX-26.9K-48.2K10.2K10.2K-23.7K
Net DEX-289.9K-905.8K439.2K439.2K-767.2K
Net VEX-14.1K-15.1K-12.4K-15.1K-12.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.004.502.894.50
Total Volume18.7620883511
Total OI1,286.7621,0371,5611,3251,143

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$66.53$65.0040.3%11.5%35.3%12.4%40.9%3.1%-6.4%10.2K439.2K-15.1K2.8998.36N/AN/A926450875
2023-06-02$69.28$65.0040.3%11.5%32.0%12.3%0.0%10.4%-9.3%-4.4K-28.8K-15.0K0.00100.64N/AN/A02459899
2023-06-05$67.93$65.0025.5%9.0%31.6%0.0%0.0%3.8%3.6%5.7K102.8K-14.8K0.00105.13N/AN/A20459901
2023-06-06$70.38$65.0042.2%8.1%33.6%15.0%0.0%13.5%8.0%-803-235.5K-14.7K0.00111.23N/AN/A033459901
2023-06-07$73.39$65.0028.2%7.9%34.5%2.4%0.0%0.3%2.5%-35.3K-677.3K-13.8K2.50111.51N/AN/A25459930
2023-06-08$72.58$65.0036.8%8.0%34.7%10.2%0.0%6.7%1.1%-24.3K-649.4K-14.0K0.00112.21N/AN/A04460930
2023-06-09$72.66$65.0037.4%7.3%34.8%10.7%0.0%-2.2%7.0%-25.5K-639.8K-14.1K0.00114.34N/AN/A00463934
2023-06-12$72.83$65.0053.4%8.7%34.8%25.1%0.0%-4.0%0.3%-22.0K-608.0K-13.7K0.0098.07N/AN/A00463934
2023-06-13$74.17$65.0063.0%8.3%35.0%33.7%33.1%3.9%3.4%-32.2K-905.8K-13.4K0.0093.99N/AN/A050463934
2023-06-14$71.91$70.0034.8%10.0%36.0%8.3%33.5%0.3%-1.6%-39.1K-441.7K-14.1K0.4795.85N/AN/A6028463994
2023-06-15$72.92$70.0033.8%9.7%34.2%7.4%37.6%6.1%-1.5%-30.8K-694.7K-14.7K0.0097.16N/AN/A0205231,018
2023-06-16$72.22$70.0033.1%9.5%34.2%6.9%0.0%-2.1%4.3%-34.4K-725.6K-14.8K0.3399.23N/AN/A315231,038
2023-06-20$71.25$70.0033.4%9.6%33.9%7.1%0.0%3.9%-0.5%-36.3K153.1K-14.6K0.0099.37N/AN/A770347690
2023-06-21$71.01$70.0028.8%8.2%32.8%2.9%34.7%6.5%11.1%-36.3K218.1K-14.7K0.00111.95N/AN/A016424690
2023-06-22$70.41$70.0029.9%8.6%33.0%3.9%0.0%-2.6%3.0%-48.2K349.6K-14.6K0.00111.19N/AN/A320424706
2023-06-23$70.14$70.0032.1%9.2%32.4%5.9%0.0%1.2%-0.5%-42.3K416.5K-14.8K0.00104.35N/AN/A01424706
2023-06-26$72.13$70.0032.7%9.4%32.9%6.5%0.0%3.3%3.2%-42.6K-62.9K-13.8K0.0096.24N/AN/A00424707
2023-06-27$73.46$70.0026.5%7.6%33.0%0.9%27.6%12.6%3.1%-38.6K-262.1K-13.6K0.00104.00N/AN/A60424707
2023-06-28$73.85$70.0026.7%7.7%32.9%1.1%0.0%7.3%4.2%-35.6K-398.4K-13.1K0.0094.29N/AN/A00430707
2023-06-29$75.45$70.0026.4%7.6%32.2%0.8%27.4%4.3%5.3%-28.7K-669.6K-12.9K0.0086.29N/AN/A60430707
2023-06-30$76.04$70.0027.2%7.8%32.2%1.5%36.4%1.7%8.1%-23.7K-767.2K-12.4K4.5096.28N/AN/A29436707