ASGN Options History — August 2023

In August 2023, ASGN traded between $77.36 and $82.69. ATM implied volatility averaged 26.7%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 1.7% (HV 20d: 25.0%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 1.40.

Notable Days

  • 2023-08-23: Highest Volume — 530 contracts
  • 2023-08-02: Largest IV drop — 22.7% change
  • 2023-08-01: Highest IV Rank — 9.0%
  • 2023-08-01: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.19$77.36$82.69$77.36$82.33
Max Pain$78.04$75.00$80.00$80.00$80.00
ATM IV26.7%22.2%35.0%35.0%25.1%
Expected Move7.6%6.4%10.0%10.0%7.2%
HV 20d25.0%17.3%29.4%28.6%17.3%
HV 60d27.9%24.6%29.8%29.8%24.6%
IV Rank2.1%0.0%9.0%9.0%4.0%
IV Percentile5.2%0.0%44.0%44.0%1.6%
Term Structure1.4%-11.2%7.1%-11.2%1.0%
VWIV27.4%21.9%43.5%25.9%21.9%
Skew 25d3.1%-2.8%6.5%3.6%3.5%
Skew 10d2.8%-12.0%17.2%-6.5%1.6%
Call IV 25d25.5%22.1%29.4%26.1%22.1%
Put IV 25d28.6%24.9%32.3%29.7%25.6%
Bid-Ask Spread %82.3164.6891.1182.1686.14
Gamma HHI0.320.230.550.230.35
Net GEX-57.2K-149.1K-22.4K-51.5K-47.5K
Net DEX-961.8K-2.0M-187.2K-187.2K-1.9M
Net VEX-11.1K-12.6K-9.6K-12.1K-12.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.007.500.330.73
Total Volume62.5650530452
Total OI1,334.6091,1691,5321,3531,249

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$77.36$80.0035.0%10.0%28.6%9.0%25.9%3.6%-11.2%-51.5K-187.2K-12.1K0.3382.16N/AN/A31516837
2023-08-02$78.22$80.0027.0%7.8%28.8%1.8%0.0%4.5%-0.6%-51.1K-348.2K-12.1K0.0089.23N/AN/A40517837
2023-08-03$80.06$75.0026.9%7.7%29.1%1.7%0.0%5.6%1.0%-33.0K-916.5K-10.6K0.0082.43N/AN/A10515837
2023-08-04$79.66$75.0025.9%7.7%29.2%0.8%0.0%4.4%2.8%-41.3K-728.1K-11.4K0.0081.39N/AN/A03516837
2023-08-07$80.77$75.0031.0%7.8%29.4%5.4%0.0%5.1%3.3%-33.6K-1.0M-10.8K7.5081.16N/AN/A215516840
2023-08-08$80.22$75.0028.6%7.9%28.6%3.2%0.0%3.7%2.1%-40.3K-843.4K-10.4K4.5087.43N/AN/A29515840
2023-08-09$79.54$75.0027.0%7.7%28.7%1.8%0.0%6.5%2.7%-55.9K-712.9K-10.2K0.0089.61N/AN/A018516846
2023-08-10$80.04$75.0027.0%7.7%27.9%1.8%26.4%5.0%3.1%-55.0K-714.2K-10.8K0.2185.43N/AN/A398516846
2023-08-11$80.97$75.0026.4%7.6%28.1%1.3%0.0%5.9%3.7%-49.1K-1.2M-9.6K0.0089.07N/AN/A10553845
2023-08-14$81.50$75.0026.7%7.7%27.5%1.6%0.0%-1.0%3.0%-28.6K-1.2M-10.1K0.0089.45N/AN/A01554845
2023-08-15$79.41$75.0026.4%7.6%26.7%1.3%26.3%4.0%4.5%-90.2K-727.4K-9.8K0.0082.31N/AN/A036554845
2023-08-16$78.87$80.0026.0%7.5%26.2%1.0%25.2%0.5%4.5%-92.7K-365.7K-10.5K0.0085.61N/AN/A990554881
2023-08-17$78.38$80.0028.4%8.2%23.5%3.1%29.3%-2.8%0.3%-96.2K-282.7K-11.3K0.0391.11N/AN/A682636881
2023-08-18$79.34$80.0025.6%7.3%23.6%0.6%0.0%4.8%-0.4%-149.1K-577.9K-10.6K0.0064.68N/AN/A1320649883
2023-08-21$80.23$80.0026.2%7.5%23.2%1.7%26.3%1.9%0.5%-22.4K-1.1M-10.5K2.1073.33N/AN/A49103475694
2023-08-22$79.44$80.0025.9%7.4%23.5%1.4%25.9%3.4%0.6%-70.9K-596.7K-10.5K3.5875.93N/AN/A1968481790
2023-08-23$80.23$80.0025.4%7.3%22.7%0.6%25.7%2.5%0.6%-79.1K-675.1K-11.2K2.0178.60N/AN/A176354498827
2023-08-24$79.93$80.0025.7%7.4%22.3%1.0%0.0%-0.2%1.0%-57.3K-1.1M-11.6K0.3279.76N/AN/A7424613581
2023-08-25$81.13$80.0027.3%7.8%22.9%3.3%43.5%3.5%-0.8%-42.1K-1.5M-12.4K3.6986.79N/AN/A1348645578
2023-08-28$81.35$80.0024.3%7.0%18.8%0.0%0.0%2.8%1.7%-52.4K-1.5M-12.6K0.0085.38N/AN/A50646601
2023-08-29$82.69$80.0022.2%6.4%19.0%0.0%24.7%2.0%2.5%-38.6K-1.9M-11.7K0.1172.31N/AN/A91641601
2023-08-30$82.65$80.0022.9%6.6%18.9%1.0%0.0%1.3%7.1%-38.3K-2.0M-12.1K0.0073.84N/AN/A00647602
2023-08-31$82.33$80.0025.1%7.2%17.3%4.0%21.9%3.5%1.0%-47.5K-1.9M-12.0K0.7386.14N/AN/A3022647602