ASGN Options History — October 2023

In October 2023, ASGN traded between $77.96 and $85.71. ATM implied volatility averaged 33.3%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 8.9% (HV 20d: 24.4%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.94.

Notable Days

  • 2023-10-06: Highest Volume — 100 contracts
  • 2023-10-11: Largest IV spike — 24.7% change
  • 2023-10-23: Highest IV Rank — 27.4%
  • 2023-10-23: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.27$77.96$85.71$80.17$83.55
Max Pain$77.73$75.00$80.00$80.00$80.00
ATM IV33.3%26.9%40.1%29.7%27.8%
Expected Move9.8%8.0%11.5%8.5%8.0%
HV 20d24.4%19.7%31.1%21.0%30.7%
HV 60d22.5%20.8%23.5%22.8%23.5%
IV Rank18.4%10.0%27.4%13.7%11.1%
IV Percentile47.4%13.5%86.1%23.8%17.1%
Term Structure-2.5%-11.8%5.6%4.9%-0.0%
VWIV36.2%27.8%55.2%34.8%27.8%
Skew 25d4.7%-8.6%17.0%3.6%2.8%
Skew 10d6.9%-17.7%13.4%-17.7%9.1%
Call IV 25d34.5%27.7%51.4%29.9%27.7%
Put IV 25d39.3%30.5%51.0%33.5%30.5%
Bid-Ask Spread %76.4958.3396.8993.9978.42
Gamma HHI0.280.160.390.250.32
Net GEX50.8K626119.1K31.5K98.6K
Net DEX-1.1M-2.3M-312.9K-916.4K-1.5M
Net VEX-17.5K-18.8K-15.8K-18.0K-16.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.005.670.080.00
Total Volume30.4550100704
Total OI1,509.4091,3151,6301,3151,630

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$80.17$80.0029.7%8.5%21.0%13.7%34.8%3.6%4.9%31.5K-916.4K-18.0K0.0093.99N/AN/A070650665
2023-10-03$79.00$80.0030.4%8.7%20.1%14.5%0.0%5.0%5.6%626-556.4K-18.2K0.0086.28N/AN/A01650734
2023-10-04$79.47$80.0033.9%9.7%20.0%19.2%55.2%-8.6%-5.1%6.2K-615.6K-18.5K0.0896.89N/AN/A121650734
2023-10-05$79.22$75.0030.3%9.4%20.0%14.5%0.0%9.2%-2.6%2.5K-615.0K-18.2K0.0063.27N/AN/A00650735
2023-10-06$79.69$75.0028.3%10.2%19.7%11.9%34.6%1.5%-5.0%8.3K-738.0K-18.1K0.0065.87N/AN/A1000650735
2023-10-09$80.90$75.0029.8%9.9%20.3%13.8%33.7%1.4%-2.6%42.9K-1.1M-18.4K0.0067.56N/AN/A420750735
2023-10-10$82.81$75.0026.9%10.0%21.7%10.0%34.7%5.0%-4.2%70.6K-1.6M-18.2K0.0058.33N/AN/A30771735
2023-10-11$84.13$75.0033.6%9.6%21.9%18.8%34.9%-0.8%-2.6%90.2K-2.0M-18.4K0.3372.81N/AN/A62771735
2023-10-12$83.19$75.0032.9%9.4%22.5%17.9%35.8%1.9%5.3%81.2K-1.7M-18.8K0.3374.45N/AN/A186776739
2023-10-13$82.31$75.0034.6%9.9%22.2%20.1%37.7%17.0%4.3%68.0K-1.3M-18.1K0.0089.22N/AN/A02783745
2023-10-16$83.52$75.0036.5%10.5%20.0%22.7%35.8%3.6%-4.4%94.5K-1.8M-18.1K0.0074.44N/AN/A150783744
2023-10-17$85.71$75.0036.0%10.3%21.4%22.0%35.2%4.2%-3.3%119.1K-2.3M-17.8K0.5769.58N/AN/A3520783744
2023-10-18$82.59$75.0036.4%10.4%25.6%22.5%36.0%2.3%-4.8%89.6K-1.6M-18.0K0.6072.81N/AN/A159816758
2023-10-19$81.73$80.0037.8%10.8%25.8%24.4%37.3%9.8%-5.7%70.3K-1.2M-17.3K0.0079.78N/AN/A03816765
2023-10-20$79.08$80.0039.0%11.2%28.2%25.9%44.0%5.2%-8.6%36.3K-694.9K-17.3K2.3074.13N/AN/A1023816766
2023-10-23$79.13$80.0040.1%11.5%27.7%27.4%39.1%5.6%-6.4%31.7K-664.7K-16.9K0.0969.85N/AN/A222795709
2023-10-24$77.96$80.0039.4%11.3%27.5%26.5%39.4%12.3%-11.8%10.2K-312.9K-15.9K0.0376.24N/AN/A311805711
2023-10-25$79.19$80.0036.5%10.5%27.8%22.6%37.2%12.4%-2.5%5.0K-358.9K-16.4K3.3381.55N/AN/A2170836710
2023-10-26$82.02$80.0030.9%8.9%30.7%15.3%30.2%2.1%-1.6%63.2K-1.3M-17.2K0.2573.00N/AN/A6115852745
2023-10-27$80.89$80.0029.2%8.4%31.1%13.0%29.8%5.5%-3.7%34.0K-851.1K-16.1K2.3383.39N/AN/A921862754
2023-10-30$81.78$80.0031.4%9.0%30.5%16.0%31.8%3.3%-0.5%61.9K-1.2M-15.8K5.6781.00N/AN/A317869745
2023-10-31$83.55$80.0027.8%8.0%30.7%11.1%27.8%2.8%-0.0%98.6K-1.5M-16.3K0.0078.42N/AN/A40869761