ASGN Options History — September 2023

In September 2023, ASGN traded between $77.63 and $82.41. ATM implied volatility averaged 25.7%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.1% (HV 20d: 18.6%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 2.79.

Notable Days

  • 2023-09-20: Highest Volume — 201 contracts
  • 2023-09-12: Largest IV drop — 25.1% change
  • 2023-09-29: Highest IV Rank — 14.5%
  • 2023-09-29: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.20$77.63$82.41$82.41$81.78
Max Pain$82.00$80.00$90.00$80.00$80.00
ATM IV25.7%19.3%30.4%23.9%30.4%
Expected Move7.5%6.4%8.7%6.8%8.7%
HV 20d18.6%15.7%20.3%17.2%19.9%
HV 60d22.9%22.3%23.8%23.2%22.4%
IV Rank7.3%0.0%14.5%2.3%14.5%
IV Percentile8.8%0.0%27.0%0.8%27.0%
Term Structure4.9%-1.4%8.1%0.9%-1.4%
VWIV25.8%24.2%28.2%24.5%24.5%
Skew 25d3.2%-3.4%7.2%2.9%6.8%
Skew 10d4.3%-4.9%9.9%-1.7%7.2%
Call IV 25d24.7%21.1%27.7%21.1%25.4%
Put IV 25d27.9%18.8%32.2%23.9%32.2%
Bid-Ask Spread %78.7765.1790.1880.8580.40
Gamma HHI0.370.160.670.340.28
Net GEX-52.1K-231.7K45.8K-44.5K44.3K
Net DEX-556.6K-1.9M1.2M-1.9M-1.1M
Net VEX-15.7K-18.5K-10.9K-13.5K-17.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.790.0029.500.410.00
Total Volume35.65020180
Total OI1,314.81,0461,5881,2891,315

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$82.41$80.0023.9%6.8%17.2%2.3%0.0%2.9%0.9%-44.5K-1.9M-13.5K0.0080.85N/AN/A08669620
2023-09-05$80.57$90.0025.0%7.5%18.6%3.8%0.0%4.0%6.8%-87.1K-1.3M-13.6K0.4183.96N/AN/A6326669628
2023-09-06$79.82$90.0028.6%8.6%18.7%8.8%0.0%2.7%3.5%-103.6K-785.2K-11.5K0.5374.24N/AN/A3418610654
2023-09-07$79.45$90.0025.6%7.3%18.5%4.7%0.0%7.2%3.9%-129.4K-515.8K-11.3K0.3687.87N/AN/A259610672
2023-09-08$78.57$90.0023.3%7.0%18.8%1.5%24.5%3.3%5.6%-133.3K-223.6K-10.9K29.5071.02N/AN/A259627681
2023-09-11$78.41$80.0025.8%7.3%18.2%4.9%26.2%4.8%3.7%-156.7K245.4K-13.0K0.7575.22N/AN/A86629792
2023-09-12$78.63$80.0019.3%7.0%18.0%0.0%0.0%3.6%4.7%-231.7K49.6K-13.6K0.0081.73N/AN/A0155637797
2023-09-13$78.18$80.0023.8%6.8%15.7%5.9%0.0%3.1%5.3%-151.0K774.2K-17.5K0.0067.09N/AN/A80637947
2023-09-14$78.74$80.0023.2%6.7%15.8%5.1%0.0%4.4%5.4%-210.2K679.0K-16.9K0.0076.27N/AN/A00641947
2023-09-15$77.63$80.0022.3%6.4%16.4%3.9%0.0%-3.4%8.1%-22.6K1.2M-16.4K0.0090.18N/AN/A00641947
2023-09-18$80.13$80.0024.4%7.0%19.6%6.7%25.9%-0.5%6.3%-15.7K-556.4K-15.8K1.3388.30N/AN/A68396650
2023-09-19$81.16$80.0024.9%7.1%19.7%7.4%25.8%-0.4%6.4%-10.5K-568.0K-16.6K2.5075.46N/AN/A25402653
2023-09-20$80.87$80.0026.0%7.5%19.4%8.9%27.3%3.6%6.9%-10.5K-561.6K-16.4K0.0186.66N/AN/A2001404653
2023-09-21$80.27$80.0027.9%8.0%19.3%11.3%28.2%1.9%3.7%24.9K-840.1K-18.2K0.0088.73N/AN/A02604654
2023-09-22$80.98$80.0027.2%7.8%19.5%10.4%24.2%4.3%5.5%28.6K-931.9K-17.9K0.0070.51N/AN/A370604664
2023-09-25$82.12$80.0027.3%7.8%19.4%10.5%24.5%3.7%5.9%45.8K-1.3M-18.5K0.9076.68N/AN/A109639664
2023-09-26$80.75$80.0028.5%8.2%20.3%12.1%0.0%5.2%5.5%34.6K-1.0M-18.4K0.0077.19N/AN/A60644665
2023-09-27$81.69$80.0028.5%8.2%19.9%12.1%0.0%3.9%6.0%42.1K-1.2M-18.1K0.0077.90N/AN/A60650665
2023-09-28$81.91$80.0027.8%8.0%19.9%11.2%0.0%3.5%6.2%45.1K-1.2M-18.0K0.0065.17N/AN/A00650665
2023-09-29$81.78$80.0030.4%8.7%19.9%14.5%0.0%6.8%-1.4%44.3K-1.1M-17.9K0.0080.40N/AN/A00650665