ASGN Options History — July 2023

In July 2023, ASGN traded between $74.35 and $83.79. ATM implied volatility averaged 32.8%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 8.1% (HV 20d: 24.7%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 5.95.

Notable Days

  • 2023-07-26: Highest Volume — 223 contracts
  • 2023-07-27: Largest IV drop — 35.1% change
  • 2023-07-25: Highest IV Rank — 13.7%
  • 2023-07-25: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.62$74.35$83.79$75.57$76.31
Max Pain$74.00$70.00$80.00$70.00$80.00
ATM IV32.8%25.0%40.3%25.0%29.1%
Expected Move9.6%7.2%11.6%7.2%8.3%
HV 20d24.7%20.7%29.8%29.8%28.3%
HV 60d33.9%31.2%35.0%34.4%32.0%
IV Rank7.0%0.0%13.7%0.0%3.7%
IV Percentile32.5%0.0%76.2%0.0%7.1%
Term Structure-2.9%-7.8%5.3%5.3%-0.0%
VWIV35.5%25.4%51.1%32.7%29.1%
Skew 25d4.0%-2.2%9.7%-2.2%9.7%
Skew 10d8.2%-8.4%23.1%1.5%-8.4%
Call IV 25d33.2%25.0%38.7%30.5%26.4%
Put IV 25d37.2%28.1%45.0%28.4%36.1%
Bid-Ask Spread %79.9951.4199.2980.3994.16
Gamma HHI0.330.240.590.310.25
Net GEX-13.4K-70.9K39.4K-21.5K-70.9K
Net DEX-1.1M-2.2M219.2K-733.2K219.2K
Net VEX-11.2K-12.7K-10.1K-12.3K-11.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.950.0034.5034.500.55
Total Volume39.40223034
Total OI1,194.051,0611,3371,1471,337

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$75.57$70.0025.0%7.2%29.8%0.0%0.0%-2.2%5.3%-21.5K-733.2K-12.3K0.0080.39N/AN/A00437710
2023-07-05$75.48$70.0030.4%8.7%28.6%4.9%0.0%8.5%3.6%-26.1K-690.8K-12.6K0.0099.29N/AN/A00437710
2023-07-06$74.35$70.0032.0%9.1%27.1%6.3%0.0%6.9%-3.3%-32.6K-525.0K-12.7K0.0084.21N/AN/A00437710
2023-07-07$74.58$70.0032.1%9.2%22.8%6.3%0.0%2.2%-2.8%-31.7K-515.8K-12.6K0.0084.81N/AN/A00437710
2023-07-10$75.19$70.0028.0%9.6%22.5%2.7%0.0%4.1%-3.7%-23.5K-655.6K-12.2K34.5085.04N/AN/A269437710
2023-07-11$77.02$70.0027.4%9.5%23.8%2.2%0.0%0.1%2.7%-26.3K-980.4K-11.7K0.0071.55N/AN/A00439728
2023-07-12$77.77$70.0031.2%8.9%23.9%5.6%32.7%5.2%-3.2%-12.7K-1.2M-10.9K1.1382.44N/AN/A89439728
2023-07-13$79.35$75.0033.7%9.7%24.1%7.8%27.1%2.9%-5.3%-18.6K-1.3M-10.6K0.0389.64N/AN/A692431737
2023-07-14$78.97$75.0034.5%9.9%20.7%8.6%34.0%1.0%-5.4%-19.4K-1.2M-10.8K0.0175.78N/AN/A1061405739
2023-07-17$80.38$75.0035.2%10.1%21.0%9.1%49.6%3.5%-3.3%12.1K-1.8M-10.7K0.3361.56N/AN/A31509740
2023-07-18$82.87$75.0036.6%10.5%22.1%10.4%25.4%6.0%-5.4%14.1K-2.2M-10.1K0.0076.49N/AN/A110508741
2023-07-19$83.79$75.0034.7%9.9%20.8%8.7%25.5%3.2%-2.7%20.0K-2.2M-10.2K0.0079.93N/AN/A40517741
2023-07-20$80.96$75.0037.8%10.8%25.4%11.5%43.2%7.9%-5.7%17.8K-1.9M-10.1K0.0389.89N/AN/A321519741
2023-07-21$79.94$75.0036.0%10.3%25.8%9.9%51.1%1.9%-1.8%39.4K-1.8M-11.2K0.0079.75N/AN/A03550742
2023-07-24$81.25$75.0038.6%11.1%25.7%12.1%34.5%5.6%-6.2%16.1K-1.3M-10.1K2.0071.50N/AN/A12448614
2023-07-25$81.25$75.0040.3%11.6%24.7%13.7%39.3%5.9%-7.6%15.9K-1.2M-10.7K11.8071.72N/AN/A559449612
2023-07-26$79.69$75.0039.3%11.3%25.8%12.8%43.5%5.5%-7.8%-5.8K-900.8K-10.8K16.1551.41N/AN/A13210452671
2023-07-27$78.75$80.0025.5%7.3%26.4%0.5%26.6%3.0%-0.1%-60.4K-360.5K-11.0K16.6782.66N/AN/A6100462844
2023-07-28$78.91$80.0028.8%8.2%25.5%3.4%0.0%-0.1%-5.0%-54.2K-410.5K-11.6K0.0687.66N/AN/A352466837
2023-07-31$76.31$80.0029.1%8.3%28.3%3.7%29.1%9.7%-0.0%-70.9K219.2K-11.9K0.5594.16N/AN/A2212500837