ASGN Options History — August 2024

In August 2024, ASGN traded between $85.45 and $96.91. ATM implied volatility averaged 36.1%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 9.5% (HV 20d: 45.6%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.10.

Notable Days

  • 2024-08-12: Highest Volume — 10 contracts
  • 2024-08-12: Largest IV spike — 65.3% change
  • 2024-08-12: Highest IV Rank — 100.0%
  • 2024-08-06: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.27$85.45$96.91$92.02$96.22
Max Pain$92.73$90.00$100.00$100.00$90.00
ATM IV36.1%22.3%84.0%35.4%25.8%
Expected Move8.7%6.4%11.5%10.2%7.4%
HV 20d45.6%33.3%56.5%51.5%33.3%
HV 60d35.9%33.1%36.8%33.1%36.7%
IV Rank36.8%6.3%100.0%46.7%11.6%
IV Percentile68.7%8.7%100.0%89.3%38.9%
Term Structure-0.5%-16.8%9.5%-5.8%9.5%
VWIV29.7%22.4%54.9%33.7%25.4%
Skew 25d3.7%-12.0%16.4%-6.3%-0.1%
Skew 10d3.0%-21.0%21.3%-1.0%-15.0%
Call IV 25d34.8%22.7%54.3%39.8%39.9%
Put IV 25d38.5%26.6%53.8%33.4%39.8%
Bid-Ask Spread %106.4799.09114.39113.14114.39
Gamma HHI0.160.120.200.190.15
Net GEX-22.0K-60.7K18.6K-60.7K14.7K
Net DEX767.0K-501.2K2.1M1.1M-381.0K
Net VEX-8.7K-12.1K-7.2K-12.1K-7.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.004.002.000.00
Total Volume3.72701010
Total OI1,013.0458341,1771,162847

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$92.02$100.0035.4%10.2%51.5%46.7%0.0%-6.3%-5.8%-60.7K1.1M-12.1K0.00113.14N/AN/A01479683
2024-08-02$90.85$100.0037.7%10.8%51.8%53.0%33.7%-0.5%3.9%-53.5K1.2M-10.9K2.00114.30N/AN/A12479684
2024-08-05$85.45$95.0047.5%11.4%56.5%79.6%0.0%9.1%-3.1%-40.3K2.1M-10.3K0.00108.82N/AN/A06480685
2024-08-06$85.78$95.0040.0%11.5%56.3%59.2%54.9%16.4%-4.4%-51.4K1.9M-10.5K4.00104.67N/AN/A14480689
2024-08-07$85.69$95.0049.7%11.4%56.3%85.5%0.0%11.9%-5.5%-51.9K1.9M-9.8K1.50103.18N/AN/A23481693
2024-08-08$88.42$95.0043.3%9.3%53.2%68.0%0.0%4.7%1.8%-44.7K2.1M-9.9K0.00108.74N/AN/A00482695
2024-08-09$88.09$95.0050.8%8.6%51.1%88.4%0.0%-2.3%1.7%-59.5K1.8M-10.4K0.00110.78N/AN/A00482695
2024-08-12$87.07$95.0084.0%9.2%49.3%100.0%29.9%16.0%-1.2%-45.8K2.0M-9.2K4.0099.54N/AN/A28482695
2024-08-13$88.80$95.0053.4%8.6%46.0%53.6%29.6%7.2%4.7%-30.2K1.4M-9.3K0.1499.09N/AN/A71483631
2024-08-14$87.70$95.0027.5%7.9%45.7%14.2%27.5%4.1%1.2%-29.9K1.5M-7.9K0.0099.40N/AN/A90487630
2024-08-15$90.95$90.0026.7%7.7%48.3%13.0%0.0%4.7%0.1%-34.2K900.1K-7.7K0.00103.35N/AN/A60496629
2024-08-16$91.21$90.0027.2%7.8%48.4%13.8%25.9%2.7%0.8%-16.5K800.9K-7.7K0.2099.45N/AN/A51502629
2024-08-19$91.86$90.0028.5%8.2%48.3%15.6%22.4%14.0%-16.8%-12.5K196.5K-7.6K0.00109.71N/AN/A100339495
2024-08-20$91.47$90.0022.3%6.4%47.9%6.3%27.1%3.9%-4.6%-12.5K144.3K-7.6K1.50103.64N/AN/A23347495
2024-08-21$93.53$90.0025.2%7.2%48.9%10.6%0.0%-12.0%0.0%-8.9K62.0K-8.7K0.00106.00N/AN/A00347496
2024-08-22$93.63$90.0025.6%7.3%34.9%11.3%25.0%-9.4%-1.1%-2.3K-116.8K-7.5K1.00102.86N/AN/A11347496
2024-08-23$96.19$90.0027.9%8.0%35.4%14.8%24.9%1.2%0.4%9.9K-322.9K-7.9K0.00110.44N/AN/A20348495
2024-08-26$95.81$90.0027.2%7.8%35.3%13.7%0.0%5.8%1.5%13.0K-360.6K-7.5K0.00108.26N/AN/A00350495
2024-08-27$94.97$90.0033.4%9.6%35.5%23.1%0.0%1.3%-0.7%8.3K-274.0K-7.2K1.00110.88N/AN/A11350495
2024-08-28$95.21$90.0026.8%7.7%35.4%13.0%25.4%6.3%0.3%6.1K-279.3K-7.3K0.00100.55N/AN/A20351496
2024-08-29$96.91$90.0028.6%8.2%33.6%15.8%0.0%1.9%7.3%18.6K-501.2K-7.9K0.00111.14N/AN/A00351496
2024-08-30$96.22$90.0025.8%7.4%33.3%11.6%0.0%-0.1%9.5%14.7K-381.0K-7.3K0.00114.39N/AN/A00351496