ASGN Options History — June 2024

In June 2024, ASGN traded between $86.37 and $95.41. ATM implied volatility averaged 26.8%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 8.0% (HV 20d: 18.8%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 13.97.

Notable Days

  • 2024-06-10: Highest Volume — 151 contracts
  • 2024-06-25: Largest IV spike — 46.8% change
  • 2024-06-26: Highest IV Rank — 40.0%
  • 2024-06-26: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.15$86.37$95.41$94.01$87.47
Max Pain$95.79$90.00$100.00$100.00$90.00
ATM IV26.8%21.5%33.0%23.9%28.3%
Expected Move7.7%6.2%9.4%6.9%8.1%
HV 20d18.8%17.3%20.5%20.5%19.7%
HV 60d23.1%21.7%24.3%24.3%22.0%
IV Rank21.7%9.1%40.0%12.8%27.5%
IV Percentile44.7%2.8%81.7%21.0%62.7%
Term Structure2.9%-7.1%10.2%-1.9%8.9%
VWIV26.5%23.4%30.4%25.0%24.7%
Skew 25d3.1%-15.1%20.1%-1.2%-2.1%
Skew 10d3.1%-7.5%14.9%3.0%1.7%
Call IV 25d30.2%20.5%41.1%26.8%31.3%
Put IV 25d33.3%25.6%42.4%25.6%29.3%
Bid-Ask Spread %106.3197.83114.19104.44109.27
Gamma HHI0.260.140.530.140.22
Net GEX-73.9K-241.3K6.3K-9.4K-30.7K
Net DEX1.1M274.1K2.4M445.7K671.5K
Net VEX-11.1K-12.7K-9.1K-12.5K-10.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.970.00150.000.000.00
Total Volume12.474015151
Total OI1,215.7376961,4821,332716

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$94.01$100.0023.9%6.9%20.5%12.8%25.0%-1.2%-1.9%-9.4K445.7K-12.5K0.00104.44N/AN/A50631701
2024-06-04$94.19$100.0030.3%8.7%18.7%27.0%25.8%-15.1%-7.1%2.2K322.4K-11.7K1.00108.80N/AN/A22626701
2024-06-05$95.41$100.0024.1%6.9%18.9%13.1%0.0%4.9%0.2%6.3K274.1K-12.3K0.00105.08N/AN/A00628700
2024-06-06$94.38$95.0026.8%7.4%19.1%19.1%0.0%3.2%2.5%-3.1K351.5K-12.7K0.0097.83N/AN/A30628700
2024-06-07$93.96$95.0022.7%7.1%19.1%10.1%0.0%3.1%1.8%-17.0K444.5K-10.6K0.00102.76N/AN/A00631700
2024-06-10$92.75$95.0026.6%6.9%18.9%18.8%0.0%-2.9%5.8%-22.4K789.2K-10.8K150.0099.60N/AN/A1150631700
2024-06-11$91.11$95.0024.8%7.6%19.5%14.8%24.5%7.6%5.4%-158.4K1.6M-12.7K0.50102.73N/AN/A21632850
2024-06-12$91.05$95.0024.2%6.9%19.0%13.4%23.4%1.7%1.2%-156.2K1.3M-11.3K1.67101.25N/AN/A35633820
2024-06-13$89.45$100.0026.0%7.4%17.3%17.4%27.9%15.6%1.1%-121.5K1.7M-12.4K0.00104.78N/AN/A04636824
2024-06-14$88.00$95.0027.1%7.8%17.7%24.0%0.0%6.1%4.2%-138.4K1.9M-11.7K0.00106.48N/AN/A00636794
2024-06-17$87.41$95.0032.0%9.2%17.5%37.5%30.4%0.9%-1.7%-172.1K2.1M-11.0K9.00103.86N/AN/A19636794
2024-06-18$86.87$95.0030.6%8.8%17.4%33.6%0.0%-0.8%1.4%-206.2K2.4M-11.1K0.00104.38N/AN/A04637796
2024-06-20$88.73$95.0025.6%7.3%19.6%20.1%30.3%20.1%1.9%-241.3K1.8M-10.4K1.43113.01N/AN/A710637799
2024-06-21$88.07$95.0025.0%7.2%19.5%18.4%0.0%0.8%5.2%-26.8K2.2M-10.2K0.00114.19N/AN/A00636803
2024-06-24$88.44$95.0021.5%6.2%18.8%9.1%24.7%17.9%7.1%-24.6K674.0K-10.2K0.58111.79N/AN/A127221475
2024-06-25$86.98$95.0031.6%9.1%19.2%36.4%0.0%1.5%4.0%-26.7K634.7K-9.1K0.00110.37N/AN/A01233481
2024-06-26$86.37$95.0033.0%9.4%17.9%40.0%0.0%-1.0%10.2%-30.8K758.1K-9.8K0.50111.42N/AN/A21233482
2024-06-27$88.15$95.0025.6%7.3%19.9%19.9%0.0%-1.9%4.4%-27.0K535.7K-10.5K3.00107.92N/AN/A13235483
2024-06-28$87.47$90.0028.3%8.1%19.7%27.5%0.0%-2.1%8.9%-30.7K671.5K-10.1K0.00109.27N/AN/A10234482