ASGN Options History — July 2024

In July 2024, ASGN traded between $85.98 and $103.92. ATM implied volatility averaged 34.1%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 2.3% (HV 20d: 31.9%). Max pain ranged from $85.00 to $100.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 2.91.

Notable Days

  • 2024-07-16: Highest Volume — 103 contracts
  • 2024-07-03: Largest IV spike — 46.4% change
  • 2024-07-09: Highest IV Rank — 83.3%
  • 2024-07-03: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.93$85.98$103.92$87.02$95.16
Max Pain$91.14$85.00$100.00$90.00$100.00
ATM IV34.1%26.4%48.9%39.2%29.9%
Expected Move9.4%7.6%11.9%11.2%8.6%
HV 20d31.9%17.3%49.9%18.5%49.8%
HV 60d26.0%20.2%32.7%21.3%32.7%
IV Rank43.2%22.2%83.3%56.8%31.7%
IV Percentile79.8%48.4%99.6%96.4%68.7%
Term Structure-2.2%-9.5%8.7%6.5%-0.2%
VWIV34.0%27.7%47.8%33.6%47.8%
Skew 25d2.3%-18.1%15.4%8.4%13.9%
Skew 10d5.9%-7.4%20.2%4.7%6.0%
Call IV 25d38.6%27.4%47.7%45.6%29.5%
Put IV 25d41.0%25.7%54.0%54.0%43.4%
Bid-Ask Spread %103.9284.32116.16114.18116.16
Gamma HHI0.210.130.320.210.19
Net GEX-4.2K-72.3K72.4K-29.7K-65.3K
Net DEX-124.8K-1.6M851.4K735.6K533.4K
Net VEX-10.4K-12.0K-8.6K-9.9K-11.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.910.0017.0017.001.30
Total Volume14.9550103180
Total OI8797171,1657171,162

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$87.02$90.0039.2%11.2%18.5%56.8%0.0%8.4%6.5%-29.7K735.6K-9.9K17.00114.18N/AN/A117235482
2024-07-02$87.59$90.0028.3%8.1%18.6%27.5%0.0%-0.4%0.6%-31.0K659.3K-9.7K0.00111.96N/AN/A00236499
2024-07-03$87.48$90.0041.5%11.9%18.5%63.2%0.0%5.1%3.2%-29.6K647.8K-10.5K0.00113.69N/AN/A00236499
2024-07-05$87.31$95.0042.2%9.7%17.4%65.1%0.0%-3.8%-2.7%-34.1K761.7K-10.0K0.00103.33N/AN/A20236499
2024-07-08$87.29$95.0039.5%10.7%17.3%57.7%0.0%2.4%-9.5%-32.9K700.7K-10.4K0.00104.46N/AN/A00235499
2024-07-09$86.10$95.0048.9%8.8%17.7%83.3%0.0%10.7%8.7%-30.6K851.4K-10.8K0.00108.09N/AN/A00235499
2024-07-10$85.98$95.0034.3%9.8%17.4%43.5%33.6%-8.5%-5.0%-36.3K777.5K-9.8K0.3796.21N/AN/A4316235499
2024-07-11$91.19$85.0027.1%7.8%27.5%24.1%0.0%-1.9%-0.4%-12.4K271.2K-10.4K2.50104.70N/AN/A25278506
2024-07-12$94.78$85.0029.6%8.5%30.7%30.9%0.0%2.7%-1.1%3.7K-327.9K-10.8K0.0099.07N/AN/A10283501
2024-07-15$97.89$85.0031.1%8.9%31.6%35.0%32.4%15.4%-4.2%9.4K-530.8K-10.6K0.0897.36N/AN/A121284501
2024-07-16$102.83$85.0030.9%8.9%34.3%34.5%32.1%3.4%-3.1%26.6K-1.2M-9.2K0.0296.78N/AN/A1012295502
2024-07-17$103.46$85.0032.3%9.3%33.9%38.2%31.4%-4.0%-5.3%71.5K-1.5M-10.3K0.00106.70N/AN/A10396504
2024-07-18$103.32$85.0030.1%8.6%33.7%32.2%31.4%4.9%-0.9%72.4K-1.6M-8.6K4.0098.09N/AN/A14397504
2024-07-19$101.92$85.0032.5%9.3%34.2%38.8%31.8%3.8%-7.0%53.2K-1.3M-10.4K11.0096.61N/AN/A111398508
2024-07-22$102.89$85.0032.4%9.3%33.8%38.5%34.4%-3.0%-3.9%52.6K-1.1M-11.4K3.5097.15N/AN/A27381504
2024-07-23$103.92$85.0034.4%9.9%33.8%44.0%35.7%-5.0%-8.4%65.3K-1.5M-8.9K1.00102.45N/AN/A77383506
2024-07-24$102.48$90.0038.0%10.9%33.5%53.7%35.5%-6.4%-6.2%46.4K-1.2M-10.8K1.4584.32N/AN/A1116386512
2024-07-25$93.09$100.0030.0%8.6%49.8%32.0%27.7%-18.1%-1.4%-16.9K219.0K-9.9K1.46104.64N/AN/A1319466598
2024-07-26$95.18$100.0026.4%7.6%49.9%22.2%47.8%14.1%1.0%-72.3K522.7K-11.3K0.00110.88N/AN/A03469678
2024-07-29$95.81$100.0038.3%11.0%49.7%54.6%0.0%12.5%-3.5%-45.9K411.0K-12.0K1.30110.55N/AN/A1013469678
2024-07-30$95.72$100.0034.2%9.8%49.6%43.4%0.0%5.1%-4.5%-56.7K398.9K-11.1K0.00108.90N/AN/A00479686
2024-07-31$95.16$100.0029.9%8.6%49.8%31.7%0.0%13.9%-0.2%-65.3K533.4K-11.7K0.00116.16N/AN/A00479683