ASGN Options History — December 2023

In December 2023, ASGN traded between $90.77 and $96.91. ATM implied volatility averaged 25.3%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 0.8% (HV 20d: 24.5%). Max pain ranged from $70.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.47.

Notable Days

2023-12-04: Highest Volume — 61 contracts
2023-12-11: Largest IV spike — 20.3% change
2023-12-11: Highest IV Rank — 16.1%
2023-12-21: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.65	$90.77	$96.91	$92.28	$96.60
Max Pain	$89.00	$70.00	$90.00	$70.00	$90.00
ATM IV	25.3%	22.1%	31.6%	22.1%	25.3%
Expected Move	7.1%	6.3%	7.9%	6.3%	7.2%
HV 20d	24.5%	19.5%	30.6%	28.8%	19.7%
HV 60d	27.6%	26.7%	28.4%	27.7%	26.7%
IV Rank	7.9%	3.7%	16.1%	3.7%	7.9%
IV Percentile	14.7%	0.8%	47.2%	0.8%	15.1%
Term Structure	3.4%	-0.0%	8.5%	2.4%	5.5%
VWIV	23.6%	20.5%	26.1%	23.0%	26.1%
Skew 25d	3.1%	-3.2%	7.2%	-0.0%	6.6%
Skew 10d	6.3%	3.0%	10.9%	4.1%	6.8%
Call IV 25d	23.8%	21.4%	29.0%	21.7%	23.4%
Put IV 25d	26.9%	21.6%	30.7%	21.6%	30.0%
Bid-Ask Spread %	85.16	76.18	98.21	82.97	98.21
Gamma HHI	0.34	0.18	0.52	0.22	0.50
Net GEX	121.0K	62.7K	186.3K	62.7K	181.7K
Net DEX	-1.9M	-3.0M	-1.0M	-2.0M	-1.6M
Net VEX	-13.9K	-15.4K	-12.8K	-12.9K	-13.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.00	6.00	0.00	0.00
Total Volume	10.3	0	61	42	6
Total OI	1,126.35	911	1,475	1,179	944

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-12-01	$92.28	$70.00	22.1%	6.3%	28.8%	3.7%	23.0%	-0.0%	2.4%	62.7K	-2.0M	-12.9K	0.00	82.97	N/A	N/A	42	0	498	681
2023-12-04	$93.38	$90.00	24.6%	7.0%	28.4%	7.0%	23.0%	3.1%	2.1%	74.9K	-2.4M	-12.9K	0.45	83.67	N/A	N/A	42	19	526	681
2023-12-05	$90.77	$90.00	25.5%	7.4%	30.6%	8.2%	25.0%	3.4%	4.1%	75.3K	-2.0M	-14.1K	0.00	77.19	N/A	N/A	13	0	563	692
2023-12-06	$91.78	$90.00	28.4%	7.6%	29.8%	11.9%	0.0%	3.4%	1.2%	80.5K	-2.1M	-14.1K	0.00	80.27	N/A	N/A	1	0	572	692
2023-12-07	$91.09	$90.00	26.1%	7.4%	29.3%	8.9%	25.8%	5.3%	2.3%	82.9K	-2.1M	-13.6K	0.00	80.58	N/A	N/A	3	0	571	692
2023-12-08	$91.28	$90.00	26.2%	7.1%	29.2%	9.1%	0.0%	3.2%	5.7%	83.6K	-2.1M	-13.5K	0.00	81.79	N/A	N/A	0	0	571	692
2023-12-11	$91.68	$90.00	31.6%	7.2%	29.2%	16.1%	0.0%	3.1%	3.6%	87.1K	-2.1M	-12.9K	0.00	81.80	N/A	N/A	1	0	571	692
2023-12-12	$91.62	$90.00	28.2%	7.2%	29.1%	11.7%	0.0%	3.6%	8.5%	89.8K	-2.2M	-12.8K	0.00	76.18	N/A	N/A	7	0	570	692
2023-12-13	$91.84	$90.00	24.7%	7.1%	23.3%	7.1%	21.0%	4.3%	5.5%	90.2K	-2.2M	-12.9K	6.00	84.98	N/A	N/A	2	12	570	692
2023-12-14	$93.47	$90.00	24.9%	7.1%	23.1%	7.3%	24.6%	1.7%	0.1%	148.7K	-2.9M	-15.1K	0.00	84.02	N/A	N/A	12	0	769	704
2023-12-15	$93.87	$90.00	23.3%	6.7%	22.3%	5.2%	0.0%	0.6%	1.5%	127.1K	-3.0M	-14.2K	0.00	84.88	N/A	N/A	1	0	771	704
2023-12-18	$94.08	$90.00	23.1%	6.6%	21.9%	4.9%	0.0%	3.2%	3.7%	131.9K	-1.0M	-14.4K	0.00	88.50	N/A	N/A	0	0	537	374
2023-12-19	$95.17	$90.00	23.1%	6.6%	20.8%	5.0%	22.8%	2.9%	0.3%	146.9K	-1.3M	-14.6K	0.00	88.74	N/A	N/A	4	0	537	374
2023-12-20	$94.25	$90.00	23.8%	6.8%	21.1%	5.9%	20.5%	1.5%	6.2%	137.1K	-1.1M	-14.0K	0.55	91.36	N/A	N/A	11	6	541	374
2023-12-21	$94.44	$90.00	27.6%	7.9%	21.1%	10.9%	0.0%	7.2%	2.6%	127.3K	-1.1M	-15.4K	0.00	93.58	N/A	N/A	0	0	552	379
2023-12-22	$95.65	$90.00	24.4%	7.0%	21.3%	6.7%	23.7%	2.0%	1.5%	151.1K	-1.4M	-14.1K	0.00	86.59	N/A	N/A	8	0	552	379
2023-12-26	$96.53	$90.00	26.0%	7.5%	21.4%	8.8%	26.1%	4.2%	-0.0%	173.8K	-1.6M	-14.7K	0.00	86.24	N/A	N/A	8	0	558	379
2023-12-27	$96.38	$90.00	24.4%	7.0%	19.9%	6.7%	0.0%	6.7%	7.8%	181.1K	-1.6M	-13.8K	0.00	84.70	N/A	N/A	0	8	558	379
2023-12-28	$96.91	$90.00	22.9%	6.6%	19.5%	4.7%	0.0%	-3.2%	2.4%	186.3K	-1.8M	-13.8K	0.00	86.91	N/A	N/A	0	0	558	386
2023-12-29	$96.60	$90.00	25.3%	7.2%	19.7%	7.9%	0.0%	6.6%	5.5%	181.7K	-1.6M	-13.9K	0.00	98.21	N/A	N/A	6	0	558	386