ASGN Options History — January 2024

In January 2024, ASGN traded between $88.76 and $96.23. ATM implied volatility averaged 30.9%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 12.4% (HV 20d: 18.4%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.73.

Notable Days

  • 2024-01-04: Highest Volume — 132 contracts
  • 2024-01-09: Largest IV spike — 24.4% change
  • 2024-01-30: Highest IV Rank — 27.4%
  • 2024-01-30: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.52$88.76$96.23$95.50$93.06
Max Pain$94.52$90.00$95.00$90.00$95.00
ATM IV30.9%22.4%40.2%27.8%33.9%
Expected Move9.1%7.3%11.5%8.0%9.7%
HV 20d18.4%16.6%22.1%16.6%22.1%
HV 60d25.5%22.8%27.7%26.8%22.8%
IV Rank15.2%4.0%27.4%11.2%19.2%
IV Percentile48.9%2.4%92.1%31.7%65.9%
Term Structure-2.9%-9.5%4.1%-0.3%-9.5%
VWIV34.8%27.0%50.0%27.2%39.7%
Skew 25d3.7%-3.1%9.6%0.3%5.3%
Skew 10d9.0%-2.7%32.0%-2.7%11.7%
Call IV 25d31.4%25.6%39.1%25.6%37.9%
Put IV 25d35.1%25.9%43.2%25.9%43.2%
Bid-Ask Spread %82.7072.5498.2798.2783.86
Gamma HHI0.260.140.440.440.32
Net GEX50.6K-1.6K155.5K155.5K74.8K
Net DEX-240.0K-1.3M769.0K-1.3M-826.2K
Net VEX-13.5K-15.6K-12.3K-13.0K-13.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.005.000.290.00
Total Volume23.7140132182
Total OI1,007.8578351,131950950

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$95.50$90.0027.8%8.0%16.6%11.2%27.2%0.3%-0.3%155.5K-1.3M-13.0K0.2998.27N/AN/A144564386
2024-01-03$92.70$90.0025.6%7.3%19.5%8.2%27.0%1.2%3.2%113.6K-697.1K-13.9K0.0095.25N/AN/A029584390
2024-01-04$92.31$95.0029.0%7.8%16.6%12.7%0.0%-1.0%1.4%99.5K-587.1K-14.2K3.1372.54N/AN/A32100584409
2024-01-05$91.05$95.0022.4%9.4%16.9%4.0%0.0%4.4%-2.0%-1.6K336.1K-13.8K0.0074.28N/AN/A150577510
2024-01-08$90.65$95.0024.0%7.4%16.8%6.2%0.0%-3.1%3.0%1.4K417.0K-14.5K0.0077.64N/AN/A10592510
2024-01-09$88.76$95.0029.9%9.9%18.3%13.9%0.0%9.6%-6.6%4.7K607.1K-12.6K0.0782.51N/AN/A151593510
2024-01-10$89.29$95.0028.4%8.2%18.4%12.0%0.0%5.8%-2.5%7.5K769.0K-12.8K0.0079.99N/AN/A02602509
2024-01-11$89.80$95.0028.5%8.2%18.5%12.1%0.0%3.4%-0.2%1.3K651.4K-13.2K0.0083.71N/AN/A00602509
2024-01-12$90.03$95.0028.9%8.3%18.5%12.6%41.6%2.1%4.1%4.2K637.4K-13.0K0.0081.61N/AN/A02602509
2024-01-16$89.75$95.0031.1%8.9%17.2%15.6%35.1%5.4%-2.9%1.7K668.9K-13.4K2.0079.98N/AN/A24602511
2024-01-17$90.13$95.0032.9%9.4%17.2%17.8%0.0%3.9%-2.9%16.0K685.7K-12.8K0.0076.15N/AN/A00604515
2024-01-18$91.34$95.0033.1%9.5%18.0%18.2%32.4%-0.2%-1.6%18.7K524.4K-12.3K0.0079.89N/AN/A120604515
2024-01-19$93.16$95.0030.0%8.6%19.0%14.1%30.0%5.0%-3.0%18.1K373.7K-12.7K0.0075.79N/AN/A1000616515
2024-01-22$94.44$95.0033.1%9.5%19.4%18.2%33.4%3.3%-4.8%57.9K-811.5K-14.2K0.0084.64N/AN/A110426409
2024-01-23$94.20$95.0032.4%9.3%19.4%17.2%35.1%7.2%-5.0%61.2K-895.8K-13.1K0.4893.72N/AN/A3115436409
2024-01-24$94.17$95.0033.4%9.6%18.8%18.6%0.0%4.4%-4.9%69.4K-920.0K-13.7K5.0091.44N/AN/A210467401
2024-01-25$94.87$95.0031.2%8.9%18.7%15.6%32.2%4.4%-3.5%82.6K-1.0M-13.2K0.0084.32N/AN/A50465411
2024-01-26$95.79$95.0035.3%10.1%19.0%21.0%0.0%6.6%-6.9%87.4K-1.0M-13.0K0.0079.35N/AN/A800469411
2024-01-29$95.78$95.0037.4%10.7%18.9%23.8%34.6%5.9%-7.6%95.3K-1.3M-14.3K0.0078.78N/AN/A30532411
2024-01-30$96.23$95.0040.2%11.5%19.0%27.4%50.0%3.9%-9.4%94.4K-1.3M-15.6K0.0083.01N/AN/A06533411
2024-01-31$93.06$95.0033.9%9.7%22.1%19.2%39.7%5.3%-9.5%74.8K-826.2K-13.7K0.0083.86N/AN/A20533417