ASGN Options History — November 2024

In November 2024, ASGN traded between $84.66 and $101.22. ATM implied volatility averaged 33.5%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 6.3% (HV 20d: 39.8%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 2.67.

Notable Days

  • 2024-11-01: Highest Volume — 361 contracts
  • 2024-11-11: Largest IV spike — 60.9% change
  • 2024-11-12: Highest IV Rank — 62.0%
  • 2024-11-01: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.03$84.66$101.22$91.22$92.15
Max Pain$90.00$90.00$90.00$90.00$90.00
ATM IV33.5%24.0%59.0%36.2%29.9%
Expected Move8.6%6.9%10.4%10.4%8.6%
HV 20d39.8%21.5%47.7%21.5%47.2%
HV 60d30.0%23.7%33.3%23.8%32.5%
IV Rank23.3%8.8%62.0%27.3%17.9%
IV Percentile65.1%18.3%99.6%84.1%55.2%
Term Structure2.2%-5.4%10.0%-5.4%4.9%
VWIV30.6%22.4%40.7%40.7%24.6%
Skew 25d4.2%-5.9%21.6%21.6%8.2%
Skew 10d5.7%-16.7%37.9%16.1%4.0%
Call IV 25d32.7%19.2%44.2%40.1%44.2%
Put IV 25d36.9%29.3%61.6%61.6%52.4%
Bid-Ask Spread %99.1593.35110.47101.63110.47
Gamma HHI0.340.210.580.210.22
Net GEX113.1K-82.1K436.3K-21.5K-3.2K
Net DEX-1.1M-5.1M1.1M366.8K-282.6K
Net VEX-4.9K-7.6K-2.8K-6.7K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.670.0029.000.180.00
Total Volume43.603613610
Total OI1,330.38021,6841,3021,078

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$91.22$90.0036.2%10.4%21.5%27.3%40.7%21.6%-5.4%-21.5K366.8K-6.7K0.18101.63N/AN/A30655572730
2024-11-04$91.72$90.0039.0%9.1%21.6%31.7%0.0%3.6%-0.5%130.5K-568.3K-7.5K0.0094.02N/AN/A00878785
2024-11-05$92.55$90.0029.4%8.8%21.8%17.1%0.0%0.8%2.7%208.0K-1.3M-7.6K0.0093.35N/AN/A60878785
2024-11-06$101.22$90.0036.3%8.0%38.9%27.6%27.4%12.1%2.9%309.0K-5.1M-6.1K0.1799.72N/AN/A61878785
2024-11-07$99.05$90.0034.0%8.1%39.7%24.1%28.3%5.3%2.9%360.2K-4.4M-6.3K3.0095.46N/AN/A13883786
2024-11-08$98.30$90.0031.0%7.4%39.0%19.5%30.9%5.0%10.0%436.3K-3.6M-6.0K0.50100.48N/AN/A21887791
2024-11-11$99.41$90.0049.9%9.8%38.9%48.2%33.6%-2.1%-4.3%374.4K-4.4M-5.8K0.60103.76N/AN/A53886792
2024-11-12$96.97$90.0059.0%8.5%40.0%62.0%0.0%-5.9%3.2%369.2K-3.1M-5.2K0.0096.28N/AN/A09886791
2024-11-13$95.55$90.0028.1%8.0%39.9%15.0%28.1%-0.2%5.2%236.6K-3.0M-5.2K0.0095.40N/AN/A20886798
2024-11-14$91.46$90.0030.1%8.6%42.5%18.1%0.0%5.9%-1.5%262.7K-498.2K-4.0K0.0098.47N/AN/A012886798
2024-11-15$88.51$90.0030.4%8.7%43.0%18.6%31.6%10.7%2.1%-31.3K603.0K-3.3K0.1597.03N/AN/A12319886797
2024-11-18$86.37$90.0030.1%8.6%43.0%18.0%37.9%-4.7%3.0%-45.6K663.4K-2.8K8.5094.42N/AN/A217301501
2024-11-19$84.66$90.0029.4%8.4%43.4%17.0%33.3%3.2%8.0%-50.3K837.2K-2.8K29.0098.68N/AN/A387302519
2024-11-20$84.91$90.0032.1%9.2%43.3%21.2%32.1%8.0%-1.2%-79.6K1.0M-3.7K0.5097.32N/AN/A21304629
2024-11-21$84.70$90.0029.0%8.3%43.1%16.5%30.8%1.8%0.5%-82.1K1.1M-3.4K0.0096.61N/AN/A520306630
2024-11-22$88.59$90.0024.0%6.9%46.6%8.8%22.4%16.6%2.5%-57.8K491.2K-3.4K0.08102.39N/AN/A121304630
2024-11-25$91.23$90.0029.5%8.5%47.7%17.3%0.0%-2.1%1.5%-33.6K125.5K-3.1K0.0097.28N/AN/A850316631
2024-11-26$90.89$90.0030.0%8.6%47.6%17.9%26.0%0.9%5.1%-21.5K-105.3K-4.7K0.00105.43N/AN/A540400631
2024-11-27$91.13$90.0032.4%9.3%47.6%21.6%24.6%-5.3%1.8%2.0K-289.3K-5.4K0.00104.83N/AN/A20449631
2024-11-29$92.15$90.0029.9%8.6%47.2%17.9%0.0%8.2%4.9%-3.2K-282.6K-5.1K0.00110.47N/AN/A00447631