ASGN Options History — November 2023

In November 2023, ASGN traded between $83.57 and $91.31. ATM implied volatility averaged 25.0%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 7.4% (HV 20d: 32.4%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.99.

Notable Days

  • 2023-11-07: Highest Volume — 187 contracts
  • 2023-11-03: Largest IV spike — 30.7% change
  • 2023-11-03: Highest IV Rank — 21.5%
  • 2023-11-02: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.95$83.57$91.31$83.57$89.09
Max Pain$70.48$70.00$80.00$80.00$70.00
ATM IV25.0%22.1%35.7%28.0%23.3%
Expected Move7.1%6.3%8.7%8.0%6.7%
HV 20d32.4%28.9%36.5%30.7%29.7%
HV 60d26.0%23.4%27.4%23.4%26.9%
IV Rank7.5%3.7%21.5%11.4%5.3%
IV Percentile9.6%0.4%65.1%18.3%5.2%
Term Structure2.0%-1.4%5.6%-1.4%-0.4%
VWIV24.5%21.0%31.8%31.8%21.8%
Skew 25d3.2%1.7%4.5%3.0%4.0%
Skew 10d5.4%-1.5%8.8%8.8%6.4%
Call IV 25d23.3%21.1%27.7%27.3%24.1%
Put IV 25d26.5%23.9%30.9%30.3%28.1%
Bid-Ask Spread %81.9164.2195.5684.1695.56
Gamma HHI0.370.170.800.330.25
Net GEX154.9K46.0K569.4K103.9K50.1K
Net DEX-2.2M-4.2M-1.6M-1.6M-1.6M
Net VEX-14.2K-16.3K-13.1K-15.9K-13.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.005.500.000.00
Total Volume17.19018760
Total OI1,518.9051,1431,7951,6311,179

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$83.57$80.0028.0%8.0%30.7%11.4%0.0%3.0%-1.4%103.9K-1.6M-15.9K0.0084.16N/AN/A60870761
2023-11-02$87.04$70.0027.3%8.7%33.4%10.5%31.8%3.2%3.0%213.1K-2.7M-16.3K0.0081.54N/AN/A025870761
2023-11-03$85.95$70.0035.7%7.4%34.0%21.5%26.4%4.5%4.9%143.9K-2.3M-16.3K0.1083.62N/AN/A303871782
2023-11-06$86.11$70.0025.9%7.5%33.7%8.6%0.0%4.0%4.7%207.1K-2.4M-15.1K0.0078.53N/AN/A30903783
2023-11-07$84.56$70.0024.4%6.8%33.7%6.6%24.6%3.2%5.5%126.7K-1.8M-14.3K1.6076.71N/AN/A72115903783
2023-11-08$86.34$70.0026.2%7.5%34.0%9.1%23.5%2.9%4.0%220.6K-2.4M-14.9K0.5082.92N/AN/A42940855
2023-11-09$85.92$70.0027.4%7.9%33.8%10.7%27.2%3.7%2.5%192.5K-2.3M-14.8K0.0882.92N/AN/A121938853
2023-11-10$85.84$70.0024.1%6.9%33.5%6.3%0.0%3.6%4.6%165.8K-2.1M-13.9K0.0087.56N/AN/A010912853
2023-11-13$85.53$70.0025.5%7.3%33.2%8.1%21.0%3.1%3.4%130.3K-2.0M-13.7K0.0084.78N/AN/A20912863
2023-11-14$89.91$70.0022.2%6.4%36.5%3.8%23.1%3.1%5.6%569.4K-4.2M-14.0K1.0088.02N/AN/A22913863
2023-11-15$88.44$70.0024.0%6.9%34.2%6.2%0.0%3.0%3.5%444.6K-3.1M-14.0K0.0081.30N/AN/A10912864
2023-11-16$87.32$70.0026.9%7.7%34.3%9.9%22.7%4.4%-1.4%278.6K-2.7M-13.7K0.0073.16N/AN/A80912864
2023-11-17$88.63$70.0023.4%6.7%31.7%5.4%24.1%1.7%0.4%46.0K-2.6M-13.3K5.5079.10N/AN/A211920864
2023-11-20$90.78$70.0023.1%6.6%32.3%4.9%23.0%3.2%-0.1%50.1K-1.8M-13.5K4.5082.66N/AN/A627490653
2023-11-21$90.53$70.0022.5%6.5%31.5%4.2%0.0%3.1%1.7%50.5K-1.8M-13.7K1.5084.63N/AN/A46493680
2023-11-22$90.38$70.0022.1%6.3%31.5%3.7%0.0%3.0%1.3%48.9K-1.7M-13.4K0.0064.21N/AN/A00493681
2023-11-24$91.19$70.0022.4%6.4%29.7%4.0%0.0%2.8%1.1%53.7K-1.8M-13.7K0.0083.00N/AN/A00493681
2023-11-27$91.31$70.0023.3%6.7%28.9%5.2%21.8%2.9%-0.3%56.3K-1.9M-13.4K0.0074.57N/AN/A40493681
2023-11-28$89.60$70.0024.5%7.0%30.1%6.8%0.0%2.9%-1.4%49.7K-1.6M-13.4K0.0077.28N/AN/A30495681
2023-11-29$88.92$70.0023.1%6.6%29.7%5.0%0.0%2.3%0.4%50.4K-1.6M-13.6K0.0093.96N/AN/A00498681
2023-11-30$89.09$70.0023.3%6.7%29.7%5.3%0.0%4.0%-0.4%50.1K-1.6M-13.1K0.0095.56N/AN/A00498681