ASGN Options History — September 2024

In September 2024, ASGN traded between $89.23 and $94.25. ATM implied volatility averaged 31.6%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 4.5% (HV 20d: 27.0%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.58.

Notable Days

  • 2024-09-16: Highest Volume — 25 contracts
  • 2024-09-05: Largest IV spike — 39.6% change
  • 2024-09-09: Highest IV Rank — 36.6%
  • 2024-09-10: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.32$89.23$94.25$92.92$93.25
Max Pain$92.00$90.00$95.00$90.00$90.00
ATM IV31.6%25.9%42.3%27.4%37.0%
Expected Move8.9%7.4%11.0%7.9%10.6%
HV 20d27.0%25.4%28.1%27.4%26.7%
HV 60d37.7%37.3%38.2%37.3%38.2%
IV Rank20.3%11.7%36.6%14.0%28.6%
IV Percentile66.1%36.1%96.0%52.8%87.7%
Term Structure-0.1%-6.9%11.1%-2.4%-5.7%
VWIV30.4%24.6%37.8%33.9%37.8%
Skew 25d5.2%-3.1%20.8%12.4%14.2%
Skew 10d7.7%-1.9%22.8%-1.2%14.3%
Call IV 25d34.0%25.5%56.3%40.1%38.2%
Put IV 25d39.1%31.8%53.2%52.5%52.4%
Bid-Ask Spread %103.7796.55111.02101.85103.95
Gamma HHI0.180.150.250.180.16
Net GEX-11.6K-29.7K3.0K-437-7.6K
Net DEX69.0K-263.2K522.1K-131.5K-127.2K
Net VEX-6.9K-8.1K-5.9K-7.0K-6.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.580.0012.0012.000.83
Total Volume5.4025131
Total OI834724897847753

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$92.92$90.0027.4%7.9%27.4%14.0%0.0%12.4%-2.4%-437-131.5K-7.0K12.00101.85N/AN/A112351496
2024-09-04$93.07$90.0027.5%7.9%27.4%14.1%0.0%-3.1%-3.2%-10.5K147.2K-7.5K0.00109.60N/AN/A00352506
2024-09-05$91.75$95.0038.4%9.2%28.1%30.7%33.9%-3.1%2.3%-11.9K117.4K-7.5K1.00104.69N/AN/A11352506
2024-09-06$90.10$95.0037.1%10.8%27.1%28.8%0.0%11.8%-5.2%-17.6K363.3K-7.6K0.00106.08N/AN/A00353507
2024-09-09$90.39$95.0042.3%8.3%27.0%36.6%0.0%1.5%2.6%-17.3K287.3K-7.4K0.00111.02N/AN/A20353507
2024-09-10$91.44$95.0032.6%11.0%26.8%21.9%0.0%-2.9%-6.9%-19.9K242.2K-7.3K0.00107.84N/AN/A01354507
2024-09-11$89.23$95.0030.8%8.8%27.6%19.2%27.6%2.5%2.3%-24.0K395.3K-6.6K0.00108.71N/AN/A04354508
2024-09-12$89.73$95.0037.9%10.9%27.2%29.9%27.2%4.1%-6.5%-29.7K522.1K-6.9K2.33100.64N/AN/A37354526
2024-09-13$92.66$95.0026.0%7.4%26.5%11.8%25.3%4.4%3.4%-16.6K111.3K-6.0K0.00106.47N/AN/A02357532
2024-09-16$93.85$95.0027.5%7.9%26.9%14.2%34.1%5.3%1.7%-19.8K-11.5K-6.8K0.7996.78N/AN/A1411357532
2024-09-17$92.09$90.0035.7%10.2%27.7%26.6%35.0%6.7%-6.1%-6.2K-101.2K-8.1K0.4096.56N/AN/A52365528
2024-09-18$92.31$90.0033.2%9.5%27.7%22.8%0.0%4.5%-1.7%-10.7K94.5K-7.2K0.00103.75N/AN/A03365530
2024-09-19$93.91$90.0028.3%8.1%27.2%15.3%0.0%6.6%1.7%-10.1K-263.2K-7.6K0.0096.55N/AN/A10365531
2024-09-20$93.61$90.0026.0%7.5%27.2%11.9%0.0%13.3%1.1%-4.5K-107.2K-6.8K0.00107.74N/AN/A10366531
2024-09-23$94.25$90.0029.8%8.5%25.4%17.6%24.6%7.3%3.8%-7.6K-60.5K-5.9K0.00102.45N/AN/A80271453
2024-09-24$92.22$90.0029.3%8.4%26.5%17.0%0.0%-0.8%11.1%-7.6K150.5K-6.2K0.00103.33N/AN/A00279453
2024-09-25$92.20$90.0030.5%8.7%26.4%18.7%29.6%-0.0%5.4%-14.2K120.3K-5.9K0.00100.63N/AN/A170279453
2024-09-26$94.09$90.0025.9%7.4%27.5%11.7%0.0%20.8%3.3%623-167.6K-7.0K0.00103.56N/AN/A00294453
2024-09-27$93.25$90.0028.0%8.0%26.7%14.9%29.1%-1.9%-3.0%3.0K-201.6K-6.9K0.83103.15N/AN/A65294453
2024-09-30$93.25$90.0037.0%10.6%26.7%28.6%37.8%14.2%-5.7%-7.6K-127.2K-6.4K0.00103.95N/AN/A01295458