ASGN Options History — March 2024

In March 2024, ASGN traded between $98.94 and $104.91. ATM implied volatility averaged 26.7%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 2.6% (HV 20d: 29.2%). Max pain ranged from $85.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-03-15: Highest Volume — 202 contracts
  • 2024-03-12: Largest IV spike — 73.7% change
  • 2024-03-12: Highest IV Rank — 47.1%
  • 2024-03-11: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.08$98.94$104.91$100.77$104.67
Max Pain$99.00$85.00$100.00$95.00$100.00
ATM IV26.7%18.2%55.1%24.2%26.2%
Expected Move7.2%5.2%7.9%6.9%7.5%
HV 20d29.2%24.1%34.8%31.9%28.2%
HV 60d25.5%23.4%27.3%24.1%27.3%
IV Rank12.3%0.0%47.1%6.4%17.8%
IV Percentile28.2%0.0%98.8%14.3%33.3%
Term Structure3.3%-0.2%10.3%-0.2%6.6%
VWIV25.5%20.0%28.8%25.8%20.8%
Skew 25d2.7%-1.1%9.6%2.6%2.5%
Skew 10d3.8%-6.1%10.0%-0.6%3.1%
Call IV 25d24.9%20.8%27.4%22.6%24.2%
Put IV 25d27.5%23.5%34.1%25.1%26.7%
Bid-Ask Spread %88.9680.0696.6995.3893.53
Gamma HHI0.380.260.600.520.38
Net GEX217.0K110.3K496.0K212.9K208.8K
Net DEX-3.1M-4.8M-1.8M-2.9M-3.0M
Net VEX-16.0K-18.0K-14.5K-15.2K-16.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.001.000.000.00
Total Volume27.0502021000
Total OI1,171.259721,3361,1711,092

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$100.77$95.0024.2%6.9%31.9%6.4%0.0%2.6%-0.2%212.9K-2.9M-15.2K0.0095.38N/AN/A1000676495
2024-03-04$101.88$85.0024.0%7.5%31.8%6.2%25.8%9.6%1.2%244.9K-3.8M-15.2K0.4092.59N/AN/A52776495
2024-03-05$98.94$100.0026.9%7.4%34.0%10.0%27.8%5.1%1.8%252.5K-2.9M-15.3K0.7587.32N/AN/A86779498
2024-03-06$99.61$100.0026.3%7.8%34.0%9.2%0.0%2.2%5.1%262.8K-2.9M-17.2K0.0090.12N/AN/A01783503
2024-03-07$102.06$100.0032.0%7.7%34.8%16.7%26.2%1.9%1.0%249.1K-3.8M-15.8K0.0080.06N/AN/A110783504
2024-03-08$102.89$100.0021.8%7.5%34.8%3.2%26.6%0.9%1.2%275.2K-4.2M-15.4K0.0086.53N/AN/A200794504
2024-03-11$101.56$100.0031.7%7.9%34.8%16.3%27.9%1.5%0.6%314.4K-3.8M-16.3K0.0081.91N/AN/A10804504
2024-03-12$102.78$100.0055.1%7.2%33.1%47.1%24.7%3.1%2.4%215.4K-4.2M-15.7K0.7387.49N/AN/A1511805504
2024-03-13$103.56$100.0024.7%7.1%24.9%7.1%26.0%-0.9%3.6%163.9K-4.8M-15.5K0.0091.52N/AN/A330818515
2024-03-14$100.28$100.0025.8%7.4%26.1%8.6%26.5%2.0%2.7%496.0K-3.5M-14.5K0.0082.68N/AN/A10820515
2024-03-15$102.14$100.0026.1%7.5%25.9%15.6%0.0%2.5%3.3%110.3K-4.4M-15.5K0.0085.33N/AN/A2020821515
2024-03-18$101.98$100.0026.8%7.7%25.8%17.2%26.1%2.7%2.9%145.3K-2.1M-15.5K0.0088.45N/AN/A10575398
2024-03-19$102.62$100.0023.9%6.8%24.1%10.4%23.9%3.8%3.8%155.4K-2.1M-16.3K1.0084.15N/AN/A11576398
2024-03-20$104.15$100.0023.9%6.9%24.3%10.5%20.0%1.6%3.7%169.2K-2.4M-16.0K0.0092.54N/AN/A10575397
2024-03-21$104.91$100.0026.7%7.6%24.3%16.9%0.0%-1.1%2.7%168.6K-2.7M-16.2K0.0090.03N/AN/A00576397
2024-03-22$101.17$100.0024.7%7.1%28.3%12.4%28.8%3.4%-0.0%146.2K-1.9M-15.1K0.3889.81N/AN/A8131576397
2024-03-25$100.91$100.0025.5%7.3%28.4%14.1%26.3%5.2%4.2%175.3K-1.9M-18.0K0.0088.53N/AN/A02657428
2024-03-26$101.03$100.0019.3%5.5%27.1%0.0%0.0%0.8%10.3%171.8K-1.8M-16.9K0.0094.44N/AN/A00657429
2024-03-27$103.63$100.0018.2%5.2%28.2%0.0%20.8%4.1%8.1%202.2K-2.6M-17.4K0.0096.69N/AN/A70657429
2024-03-28$104.67$100.0026.2%7.5%28.2%17.8%0.0%2.5%6.6%208.8K-3.0M-16.6K0.0093.53N/AN/A00663429