ASGN Options History — February 2024

In February 2024, ASGN traded between $92.14 and $98.87. ATM implied volatility averaged 27.9%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 1.0% (HV 20d: 27.0%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 2.48.

Notable Days

2024-02-22: Highest Volume — 243 contracts
2024-02-08: Largest IV drop — 28.9% change
2024-02-05: Highest IV Rank — 32.5%
2024-02-05: Largest Expected Move — 9.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$95.58	$92.14	$98.87	$94.14	$98.87
Max Pain	$90.75	$90.00	$95.00	$90.00	$95.00
ATM IV	27.9%	22.2%	44.0%	36.4%	22.3%
Expected Move	7.4%	6.4%	9.0%	8.5%	6.4%
HV 20d	27.0%	16.9%	33.9%	19.8%	31.5%
HV 60d	23.6%	21.0%	24.9%	22.8%	23.9%
IV Rank	11.4%	3.8%	32.5%	22.5%	3.9%
IV Percentile	30.5%	1.6%	96.4%	80.6%	2.4%
Term Structure	0.3%	-2.7%	5.0%	-2.3%	1.0%
VWIV	25.3%	21.6%	35.1%	35.1%	22.2%
Skew 25d	2.6%	-1.6%	5.7%	1.7%	0.2%
Skew 10d	5.9%	-7.9%	10.1%	8.2%	2.8%
Call IV 25d	25.2%	21.9%	30.3%	30.3%	24.1%
Put IV 25d	27.9%	24.3%	33.6%	32.0%	24.3%
Bid-Ask Spread %	87.96	77.43	97.21	81.39	97.21
Gamma HHI	0.36	0.13	0.55	0.35	0.55
Net GEX	116.7K	37.0K	209.4K	90.0K	209.4K
Net DEX	-1.3M	-2.4M	-425.1K	-1.1M	-2.4M
Net VEX	-14.8K	-16.4K	-13.7K	-14.6K	-14.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.48	0.00	26.00	3.00	0.00
Total Volume	38.25	0	243	4	1
Total OI	1,072.3	969	1,193	969	1,170

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
2024-02-01	$94.14	$90.00	36.4%	8.5%	19.8%	22.5%	35.1%	1.7%	-2.3%	90.0K	-1.1M	-14.6K	3.00	81.39	N/A	N/A	1	3	552	417
2024-02-02	$93.71	$90.00	40.2%	8.5%	19.8%	27.4%	0.0%	4.1%	-1.9%	80.5K	-1.0M	-14.9K	0.00	77.43	N/A	N/A	0	0	553	419
2024-02-05	$93.78	$90.00	44.0%	9.0%	19.0%	32.5%	0.0%	3.6%	-2.6%	81.4K	-984.4K	-14.6K	0.50	80.90	N/A	N/A	2	1	553	419
2024-02-06	$94.34	$90.00	43.8%	8.2%	19.0%	32.2%	0.0%	2.9%	-2.7%	89.4K	-1.2M	-14.6K	5.00	80.82	N/A	N/A	2	10	555	420
2024-02-07	$94.56	$90.00	31.3%	9.0%	16.9%	15.7%	32.0%	3.5%	-1.3%	84.6K	-1.0M	-15.0K	0.84	79.61	N/A	N/A	64	54	556	430
2024-02-08	$95.37	$90.00	22.2%	6.4%	17.0%	3.8%	22.8%	1.5%	4.1%	121.3K	-1.1M	-14.4K	0.63	90.55	N/A	N/A	24	15	590	484
2024-02-09	$94.15	$90.00	23.5%	6.8%	17.9%	5.6%	21.6%	-1.6%	5.0%	78.9K	-811.7K	-14.1K	0.00	94.68	N/A	N/A	6	0	598	475
2024-02-12	$97.42	$90.00	23.7%	6.8%	21.1%	5.8%	0.0%	2.9%	2.9%	200.1K	-1.5M	-14.6K	0.03	92.61	N/A	N/A	32	1	597	475
2024-02-13	$92.14	$90.00	28.4%	8.1%	29.9%	11.9%	23.7%	5.7%	0.2%	37.0K	-425.1K	-14.7K	0.00	93.12	N/A	N/A	17	0	613	474
2024-02-14	$95.31	$90.00	23.1%	6.6%	32.0%	4.9%	24.3%	3.3%	2.4%	80.1K	-916.3K	-14.1K	26.00	91.00	N/A	N/A	2	52	616	480
2024-02-15	$97.31	$90.00	24.1%	6.9%	32.5%	6.3%	22.4%	3.6%	0.5%	146.9K	-1.3M	-14.0K	0.23	90.00	N/A	N/A	66	15	617	467
2024-02-16	$97.06	$90.00	24.8%	7.1%	31.9%	7.2%	0.0%	2.9%	0.7%	82.2K	-1.5M	-15.8K	0.00	89.78	N/A	N/A	3	0	713	480
2024-02-20	$94.92	$90.00	25.9%	7.4%	32.7%	8.6%	24.5%	3.3%	-1.1%	68.3K	-1.0M	-13.7K	0.00	90.35	N/A	N/A	101	0	518	461
2024-02-21	$94.73	$90.00	25.7%	7.4%	32.7%	8.4%	24.8%	3.5%	-0.4%	110.8K	-1.1M	-15.2K	0.00	92.33	N/A	N/A	1	0	618	461
2024-02-22	$95.41	$90.00	24.3%	7.0%	32.8%	6.5%	27.5%	3.3%	-1.7%	122.6K	-1.3M	-14.5K	1.43	83.17	N/A	N/A	100	143	618	461
2024-02-23	$96.01	$90.00	25.8%	7.4%	32.8%	8.6%	0.0%	2.4%	-0.2%	133.8K	-1.6M	-15.5K	0.00	86.94	N/A	N/A	0	0	648	478
2024-02-26	$96.03	$90.00	22.9%	6.6%	32.6%	4.8%	22.7%	2.4%	0.6%	148.0K	-1.5M	-16.0K	3.67	94.14	N/A	N/A	6	22	648	478
2024-02-27	$98.47	$95.00	22.9%	6.6%	33.8%	4.8%	25.0%	1.7%	2.5%	187.3K	-2.2M	-16.2K	0.91	85.49	N/A	N/A	11	10	664	500
2024-02-28	$97.86	$95.00	23.6%	6.8%	33.9%	5.7%	0.0%	1.7%	-0.1%	180.2K	-2.0M	-16.4K	0.00	87.78	N/A	N/A	0	0	675	495
2024-02-29	$98.87	$95.00	22.3%	6.4%	31.5%	3.9%	22.2%	0.2%	1.0%	209.4K	-2.4M	-14.3K	0.00	97.21	N/A	N/A	1	0	675	495