ASGN Options History — October 2024

In October 2024, ASGN traded between $92.48 and $99.19. ATM implied volatility averaged 35.8%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 14.4% (HV 20d: 21.4%). Max pain ranged from $80.00 to $110.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 7.50.

Notable Days

  • 2024-10-21: Highest Volume — 222 contracts
  • 2024-10-07: Largest IV spike — 27.5% change
  • 2024-10-31: Highest IV Rank — 38.0%
  • 2024-10-31: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.71$92.48$99.19$93.34$92.48
Max Pain$90.00$80.00$110.00$90.00$90.00
ATM IV35.8%29.7%43.1%31.8%43.1%
Expected Move10.2%8.5%12.4%9.1%12.4%
HV 20d21.4%18.3%23.6%23.6%22.0%
HV 60d31.5%23.9%38.2%38.2%24.4%
IV Rank26.8%17.5%38.0%20.7%38.0%
IV Percentile81.1%59.1%96.0%70.2%96.0%
Term Structure-4.0%-15.4%5.4%3.7%-15.4%
VWIV39.3%26.4%65.5%26.4%41.1%
Skew 25d1.1%-13.2%11.1%-7.2%-13.2%
Skew 10d14.4%-24.8%36.3%16.5%-24.8%
Call IV 25d39.1%31.1%51.6%41.3%51.6%
Put IV 25d40.2%33.9%44.3%34.1%38.4%
Bid-Ask Spread %93.9381.07109.28109.28102.32
Gamma HHI0.240.150.390.160.23
Net GEX43.5K-7.1K112.7K-7.1K34.7K
Net DEX-544.2K-1.7M-4.5K-25.1K-218.6K
Net VEX-6.9K-8.9K-4.7K-6.7K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.500.00110.000.291.00
Total Volume29022292
Total OI995.5227541,3027541,302

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$93.34$90.0031.8%9.1%23.6%20.7%26.4%-7.2%3.7%-7.1K-25.1K-6.7K0.29109.28N/AN/A72295459
2024-10-02$93.69$90.0032.2%9.2%23.6%21.3%0.0%-8.1%5.4%3.2K-125.7K-5.2K0.00103.77N/AN/A00298460
2024-10-03$92.48$0.0030.8%10.3%23.5%19.2%0.0%-0.7%1.0%-6.2K-10.5K-7.0K0.0091.77N/AN/A100298460
2024-10-04$94.16$0.0033.5%10.2%23.2%23.3%0.0%3.4%-0.5%338-110.2K-6.6K0.0089.48N/AN/A01295460
2024-10-07$93.92$0.0042.8%11.0%23.3%37.3%0.0%-2.2%-4.8%-2.5K-4.5K-6.0K0.0094.93N/AN/A00295460
2024-10-08$94.44$0.0039.8%10.1%23.0%32.8%0.0%1.1%-2.6%3.3K-247.9K-6.4K0.0090.24N/AN/A00295460
2024-10-09$94.83$0.0035.4%10.1%20.9%26.2%52.5%8.2%-9.7%9.8K-320.2K-4.7K0.3090.43N/AN/A103295460
2024-10-10$94.09$110.0034.6%9.9%21.2%24.9%0.0%4.2%-4.2%3.0K-141.5K-5.1K1.0094.66N/AN/A11305461
2024-10-11$96.35$110.0035.3%10.1%19.8%25.9%32.6%-3.9%-3.6%12.4K-399.2K-4.7K0.0195.93N/AN/A2002305462
2024-10-14$97.70$80.0036.6%10.5%19.9%28.1%35.7%5.1%-5.1%89.8K-1.4M-7.8K0.5085.51N/AN/A21505464
2024-10-15$97.84$80.0034.4%9.8%18.3%24.6%32.0%3.5%-0.7%102.2K-1.4M-7.9K0.1887.26N/AN/A336505465
2024-10-16$99.19$85.0035.9%10.3%18.7%26.9%0.0%6.0%-4.0%112.7K-1.7M-7.8K0.0081.07N/AN/A50521466
2024-10-17$98.23$85.0036.9%10.6%18.5%28.4%35.2%2.1%-4.2%101.2K-1.4M-8.8K0.0385.52N/AN/A361526466
2024-10-18$95.63$85.0041.9%12.0%21.2%36.1%38.5%8.2%-11.9%107.6K-1.3M-8.7K0.1889.19N/AN/A112576467
2024-10-21$93.25$85.0039.0%11.2%23.0%31.7%41.8%6.1%-3.9%86.7K-776.8K-7.6K110.0086.09N/AN/A2220548446
2024-10-22$93.01$90.0037.0%10.6%21.6%28.6%43.0%2.4%-6.0%29.6K-212.5K-7.9K5.2594.38N/AN/A421550665
2024-10-23$93.59$90.0041.2%11.8%21.7%35.0%43.9%3.2%-8.6%41.5K-423.0K-8.9K1.8686.34N/AN/A713553683
2024-10-24$94.01$90.0031.6%9.1%20.5%20.4%31.6%3.5%-7.1%31.1K-306.0K-6.6K1.00100.08N/AN/A22557706
2024-10-25$92.97$90.0029.7%8.5%20.6%17.5%30.0%11.1%-0.9%37.6K-209.1K-6.9K0.1499.15N/AN/A71557704
2024-10-28$94.05$90.0032.7%9.4%21.0%22.0%65.5%7.7%-5.7%58.7K-481.8K-6.5K11.00100.87N/AN/A222563704
2024-10-29$94.57$90.0033.0%9.5%21.1%22.5%41.1%-3.8%0.4%69.8K-549.4K-6.6K2.25100.46N/AN/A818565710
2024-10-30$94.52$90.0033.9%9.7%21.1%23.9%0.0%-10.8%-4.0%81.4K-695.4K-6.7K0.00101.58N/AN/A02573727
2024-10-31$92.48$90.0043.1%12.4%22.0%38.0%0.0%-13.2%-15.4%34.7K-218.6K-6.9K1.00102.32N/AN/A11573729