ASGN Options History — December 2024

In December 2024, ASGN traded between $82.76 and $92.06. ATM implied volatility averaged 30.1%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 2.5% (HV 20d: 32.6%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2024-12-12: Highest Volume — 58 contracts
  • 2024-12-13: Largest IV spike — 23.2% change
  • 2024-12-31: Highest IV Rank — 26.2%
  • 2024-12-31: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.01$82.76$92.06$92.06$83.13
Max Pain$90.00$90.00$90.00$90.00$90.00
ATM IV30.1%25.4%35.4%26.5%35.4%
Expected Move8.3%7.0%10.1%7.6%10.1%
HV 20d32.6%25.7%47.4%47.0%25.8%
HV 60d32.5%31.6%33.3%32.2%33.0%
IV Rank18.1%11.0%26.2%12.7%26.2%
IV Percentile54.0%24.6%80.6%36.5%80.6%
Term Structure2.8%-3.4%8.7%-0.4%-3.1%
VWIV26.8%19.8%36.8%19.8%30.6%
Skew 25d-0.4%-21.5%22.6%-0.7%-8.9%
Skew 10d-3.0%-31.4%15.1%-0.8%0.6%
Call IV 25d32.1%21.9%43.2%30.0%29.4%
Put IV 25d31.7%19.4%48.3%29.3%20.5%
Bid-Ask Spread %102.7094.59110.16105.32107.94
Gamma HHI0.300.190.530.310.27
Net GEX-10.7K-69.6K17.7K17.7K12.2K
Net DEX161.4K-307.5K1.0M-307.5K104.7K
Net VEX-3.4K-4.4K-2.4K-4.3K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.0011.670.000.33
Total Volume1105824
Total OI879.3332481,1531,078296

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$92.06$90.0026.5%7.6%47.0%12.7%19.8%-0.7%-0.4%17.7K-307.5K-4.3K0.00105.32N/AN/A02447631
2024-12-03$90.34$90.0030.6%8.8%47.4%18.8%36.8%4.2%-3.4%-11.9K-56.0K-4.4K0.00100.16N/AN/A010447632
2024-12-04$90.41$90.0030.1%8.6%47.3%18.1%0.0%22.6%-1.4%-12.3K-80.1K-4.3K0.00104.16N/AN/A06447636
2024-12-05$89.28$90.0030.7%7.6%33.1%19.0%25.9%1.4%4.6%-26.2K91.8K-4.2K0.0096.89N/AN/A410447642
2024-12-06$88.13$90.0034.9%7.0%32.7%25.5%0.0%3.7%4.6%-17.0K59.6K-4.3K0.00110.16N/AN/A10465642
2024-12-09$90.75$90.0031.1%7.6%34.9%19.6%0.0%-13.1%4.5%-4.1K-169.4K-4.0K0.00106.44N/AN/A20466642
2024-12-10$89.83$90.0030.9%8.1%34.5%19.3%0.0%13.2%2.1%-28.8K102.0K-3.7K0.0095.63N/AN/A10466642
2024-12-11$89.73$90.0026.9%7.7%33.8%13.3%0.0%8.6%5.0%-22.7K41.8K-3.6K0.00103.17N/AN/A00467642
2024-12-12$89.13$90.0025.4%7.3%33.5%11.0%23.7%1.9%8.7%-65.3K301.4K-3.2K0.0094.59N/AN/A580467642
2024-12-13$88.22$90.0031.3%9.0%30.1%19.9%0.0%1.4%1.1%-6.8K-49.5K-4.4K0.0099.54N/AN/A00511642
2024-12-16$88.50$90.0028.8%8.3%27.8%16.1%0.0%5.3%1.9%-8.0K89.9K-4.1K0.0097.97N/AN/A00511642
2024-12-17$86.72$90.0032.5%9.3%27.4%21.7%0.0%-5.0%0.6%-19.4K346.2K-3.7K1.0098.57N/AN/A11511642
2024-12-18$82.76$90.0032.9%9.4%31.4%22.4%23.9%13.6%3.7%-69.6K1.0M-2.8K11.67103.80N/AN/A335511642
2024-12-19$84.69$90.0031.7%9.1%32.5%20.6%0.0%3.6%5.4%-28.1K644.3K-2.7K0.0099.34N/AN/A120511633
2024-12-20$83.93$90.0030.5%8.7%32.6%18.7%0.0%-16.4%7.2%8.4K825.3K-2.4K0.00105.59N/AN/A013505633
2024-12-23$83.20$90.0026.8%7.7%28.0%13.2%26.9%14.4%5.1%5.6K134.5K-2.4K0.00102.36N/AN/A16016484
2024-12-24$83.94$90.0029.1%8.3%25.7%16.6%0.0%-7.6%2.7%12.7K51.8K-2.8K0.28107.24N/AN/A18518884
2024-12-26$84.91$90.0027.4%7.8%26.3%13.9%30.6%-19.5%2.1%14.4K82.6K-2.5K0.00106.49N/AN/A0220589
2024-12-27$83.81$90.0026.8%7.7%26.4%13.0%0.0%-10.7%5.0%11.3K95.1K-2.8K0.00103.44N/AN/A0020591
2024-12-30$83.77$90.0031.5%9.0%25.8%20.2%0.0%-21.5%2.2%12.3K52.7K-2.7K0.00107.95N/AN/A0020591
2024-12-31$83.13$90.0035.4%10.1%25.8%26.2%0.0%-8.9%-3.1%12.2K104.7K-2.5K0.33107.94N/AN/A3120591