ASGN Options History — April 2024

In April 2024, ASGN traded between $94.60 and $102.36. ATM implied volatility averaged 30.1%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 2.8% (HV 20d: 27.3%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.73.

Notable Days

  • 2024-04-16: Highest Volume — 208 contracts
  • 2024-04-08: Largest IV spike — 56.6% change
  • 2024-04-08: Highest IV Rank — 41.5%
  • 2024-04-24: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$98.20$94.60$102.36$102.36$96.97
Max Pain$100.00$100.00$100.00$100.00$100.00
ATM IV30.1%19.6%36.8%25.8%26.7%
Expected Move8.7%5.6%10.5%7.4%7.6%
HV 20d27.3%25.7%29.2%28.9%27.3%
HV 60d28.1%26.9%29.6%26.9%29.3%
IV Rank26.6%3.2%41.5%17.0%18.9%
IV Percentile55.5%1.2%88.5%29.4%40.1%
Term Structure-2.5%-7.2%5.0%4.3%-1.1%
VWIV32.3%19.6%46.1%25.7%27.4%
Skew 25d4.3%0.7%15.2%2.1%2.1%
Skew 10d5.6%-5.4%16.9%7.5%4.9%
Call IV 25d29.6%21.6%35.6%25.1%26.3%
Put IV 25d33.8%27.3%38.5%27.3%28.4%
Bid-Ask Spread %88.8181.24101.6991.1494.63
Gamma HHI0.290.200.380.380.30
Net GEX161.4K54.4K283.4K196.0K219.4K
Net DEX-1.7M-3.8M-512.6K-2.2M-1.5M
Net VEX-15.4K-19.4K-12.9K-16.5K-16.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.007.501.000.05
Total Volume30.8640208280
Total OI1,202.5911,0921,4681,0921,468

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$102.36$100.0025.8%7.4%28.9%17.0%25.7%2.1%4.3%196.0K-2.2M-16.5K1.0091.14N/AN/A11663429
2024-04-02$100.70$100.0026.2%7.5%29.2%17.9%0.0%2.8%4.3%164.4K-1.8M-15.6K0.0093.04N/AN/A00663430
2024-04-03$101.65$100.0026.4%7.6%27.4%18.2%0.0%3.0%5.0%188.7K-2.0M-15.4K0.0096.31N/AN/A00663430
2024-04-04$98.87$100.0030.7%8.8%29.1%28.0%0.0%15.2%-3.8%135.9K-1.3M-14.8K0.0091.56N/AN/A20663430
2024-04-05$98.87$100.0023.5%8.1%27.7%11.8%0.0%7.4%-2.0%121.9K-1.2M-14.5K0.0088.99N/AN/A00665430
2024-04-08$99.06$100.0036.8%8.8%27.5%41.5%0.0%4.0%-2.9%139.0K-1.4M-15.0K0.0082.23N/AN/A200665430
2024-04-09$98.73$100.0022.9%8.5%27.1%10.5%0.0%5.0%-3.0%120.9K-1.3M-15.0K0.0085.53N/AN/A00679430
2024-04-10$95.64$100.0032.8%9.4%28.7%32.5%0.0%3.7%-6.1%73.0K-611.1K-14.5K0.0084.92N/AN/A10679430
2024-04-11$97.00$100.0031.8%9.1%29.1%30.4%32.5%2.7%-4.3%85.8K-969.3K-13.8K0.0084.39N/AN/A02678430
2024-04-12$95.47$100.0033.2%9.5%27.5%33.6%0.0%2.7%-5.0%58.9K-616.4K-12.9K0.0083.77N/AN/A20678432
2024-04-15$94.60$100.0033.8%9.7%26.5%34.9%32.7%2.7%-4.1%54.4K-512.6K-13.0K0.0083.94N/AN/A10679432
2024-04-16$94.72$100.0032.7%9.4%26.5%32.4%32.2%1.1%-4.9%74.2K-577.3K-13.4K0.0287.55N/AN/A2035680432
2024-04-17$94.91$100.0035.4%10.1%26.3%38.3%0.0%3.3%-7.2%126.8K-1.3M-15.6K0.0081.99N/AN/A20883435
2024-04-18$95.43$100.0034.6%9.9%25.7%36.6%0.0%0.7%-3.0%133.0K-1.3M-15.7K0.0082.85N/AN/A00883430
2024-04-19$97.11$100.0033.8%9.7%26.5%34.9%0.0%3.3%-3.8%159.5K-1.8M-15.0K0.0090.27N/AN/A20883431
2024-04-22$100.07$100.0034.4%9.9%26.2%36.2%34.7%2.8%-4.4%182.3K-2.4M-15.6K0.0088.32N/AN/A2010711411
2024-04-23$100.85$100.0034.0%9.7%26.3%35.2%46.1%5.3%-4.3%263.4K-3.4M-19.4K0.0081.24N/AN/A02912411
2024-04-24$101.75$100.0036.6%10.5%26.5%41.1%36.8%1.9%-7.2%252.8K-3.8M-18.4K0.7583.97N/AN/A43912413
2024-04-25$98.53$100.0025.9%7.4%27.2%17.3%39.6%12.1%-1.1%268.2K-2.4M-16.4K7.50100.01N/AN/A430916415
2024-04-26$97.73$100.0024.8%7.1%26.8%14.7%27.8%4.4%-0.2%248.7K-2.1M-16.2K0.0095.48N/AN/A013912443
2024-04-29$99.29$100.0019.6%5.6%26.7%3.2%19.6%5.5%-1.2%283.4K-2.5M-16.6K0.96101.69N/AN/A5149912456
2024-04-30$96.97$100.0026.7%7.6%27.3%18.9%27.4%2.1%-1.1%219.4K-1.5M-16.6K0.0594.63N/AN/A764963505