ASGN Options History — May 2024

In May 2024, ASGN traded between $92.08 and $102.19. ATM implied volatility averaged 24.9%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 1.9% (HV 20d: 23.0%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 13.75.

Notable Days

  • 2024-05-07: Highest Volume — 105 contracts
  • 2024-05-13: Largest IV spike — 74.5% change
  • 2024-05-14: Highest IV Rank — 46.4%
  • 2024-05-31: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.58$92.08$102.19$96.12$93.53
Max Pain$97.73$95.00$100.00$100.00$100.00
ATM IV24.9%20.8%39.0%28.0%29.6%
Expected Move6.8%6.0%8.5%8.0%8.5%
HV 20d23.0%19.2%27.1%27.1%20.4%
HV 60d26.3%24.6%29.6%29.4%24.8%
IV Rank15.0%5.9%46.4%21.9%25.5%
IV Percentile23.6%1.6%93.3%50.4%65.1%
Term Structure1.4%-11.6%6.5%-3.0%-11.6%
VWIV23.1%16.9%28.1%28.1%24.2%
Skew 25d2.0%-8.6%11.9%6.2%-5.0%
Skew 10d2.9%-10.5%14.1%14.1%1.6%
Call IV 25d25.0%18.1%35.0%26.5%30.7%
Put IV 25d27.1%23.5%39.6%32.7%25.7%
Bid-Ask Spread %98.5688.21113.29102.11106.39
Gamma HHI0.280.140.400.290.18
Net GEX188.7K-28.7K439.5K200.7K5.9K
Net DEX-1.3M-4.1M781.7K-1.2M459.9K
Net VEX-15.5K-18.0K-12.4K-17.7K-14.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.750.00104.000.002.00
Total Volume18.318010510
Total OI1,553.6821,3191,8131,5221,332

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$96.12$100.0028.0%8.0%27.1%21.9%28.1%6.2%-3.0%200.7K-1.2M-17.7K0.00102.11N/AN/A101,016506
2024-05-02$95.98$100.0025.6%7.3%25.5%16.4%0.0%2.4%-2.6%199.5K-1.2M-16.8K0.0095.58N/AN/A001,016506
2024-05-03$95.91$100.0024.1%6.9%25.5%13.2%24.0%2.3%0.1%191.7K-852.6K-14.7K83.0097.58N/AN/A1831,016506
2024-05-06$98.05$95.0021.3%6.6%26.8%6.9%26.0%3.3%4.9%274.5K-1.9M-16.6K0.0091.49N/AN/A0491,017630
2024-05-07$99.11$95.0023.6%6.5%27.1%12.1%16.9%4.9%3.8%317.9K-2.1M-16.7K104.0092.21N/AN/A11041,017666
2024-05-08$99.28$95.0022.2%6.6%24.3%8.9%22.5%4.9%2.0%324.9K-1.9M-17.6K0.0088.21N/AN/A041,017762
2024-05-09$99.11$95.0023.3%6.7%23.9%11.4%0.0%3.5%4.0%311.6K-1.7M-18.0K0.0091.20N/AN/A041,017763
2024-05-10$100.00$95.0021.7%6.7%23.1%7.9%22.9%1.8%3.2%378.9K-2.3M-17.1K0.5089.55N/AN/A421,017759
2024-05-13$99.41$95.0037.9%6.4%23.0%44.0%0.0%5.0%6.1%318.9K-2.1M-17.1K0.0094.65N/AN/A001,021765
2024-05-14$100.32$95.0039.0%6.4%23.1%46.4%25.1%0.1%3.2%393.4K-2.8M-16.8K0.0090.41N/AN/A2601,021765
2024-05-15$102.19$95.0022.0%6.3%23.7%8.5%22.2%5.4%5.6%439.5K-3.8M-17.5K1.0095.11N/AN/A221,046765
2024-05-16$101.39$95.0021.9%6.3%24.1%8.3%21.0%9.5%2.8%380.1K-3.3M-15.9K0.00100.21N/AN/A011,047766
2024-05-17$101.39$95.0021.9%6.3%23.5%8.2%22.8%-1.6%6.5%171.7K-4.1M-15.7K2.80103.75N/AN/A15421,047766
2024-05-20$100.17$100.0020.8%6.0%21.5%5.9%22.2%3.0%1.7%133.8K-1.3M-14.7K0.50100.55N/AN/A42617702
2024-05-21$98.45$100.0021.6%6.2%22.1%7.6%21.5%-4.4%0.4%89.7K-678.7K-14.5K0.00101.84N/AN/A10621704
2024-05-22$97.28$100.0022.9%6.6%22.1%10.6%22.4%-0.3%6.1%60.5K-376.2K-13.7K7.00102.90N/AN/A17622704
2024-05-23$95.28$100.0025.1%7.2%20.4%15.5%26.5%11.9%-2.4%11.7K162.3K-13.5K1.67113.29N/AN/A35623706
2024-05-24$95.40$100.0021.4%6.1%20.3%7.2%20.7%8.8%1.8%5.2K292.7K-13.8K0.40101.64N/AN/A52624705
2024-05-28$93.17$100.0023.9%6.9%20.7%12.8%24.2%-6.3%-1.2%-28.7K727.8K-13.2K1.36102.89N/AN/A1115621703
2024-05-29$93.13$100.0022.5%6.5%19.2%9.7%0.0%-8.6%1.1%-3.5K449.2K-12.4K2.00103.62N/AN/A12630697
2024-05-30$92.08$100.0027.6%7.9%19.4%21.0%0.0%-1.7%-2.1%-25.8K781.7K-13.0K2.00103.25N/AN/A12631699
2024-05-31$93.53$100.0029.6%8.5%20.4%25.5%0.0%-5.0%-11.6%5.9K459.9K-14.1K0.00106.39N/AN/A00631701