ASGN Options History — December 2020

In December 2020, ASGN traded between $78.33 and $86.62. ATM implied volatility averaged 36.9%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 0.4% (HV 20d: 37.3%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.05.

Notable Days

  • 2020-12-17: Highest Volume — 101 contracts
  • 2020-12-04: Largest IV spike — 10.8% change
  • 2020-12-07: Highest IV Rank — 17.8%
  • 2020-12-22: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.27$78.33$86.62$78.69$84.09
Max Pain$74.06$60.00$80.00$60.00$80.00
ATM IV36.9%35.5%40.9%36.5%35.5%
Expected Move10.5%10.2%11.1%10.5%10.2%
HV 20d37.3%23.9%63.1%62.0%24.2%
HV 60d44.6%42.7%46.3%45.5%42.7%
IV Rank14.2%13.0%17.8%13.9%13.0%
IV Percentile24.4%13.1%42.9%25.0%13.1%
Term Structure2.7%-0.4%4.8%-0.4%4.2%
VWIV37.5%34.5%44.3%44.3%39.6%
Skew 25d4.9%-3.9%15.4%-3.1%7.5%
Skew 10d11.6%-11.7%28.8%-4.8%22.0%
Call IV 25d37.1%33.7%42.4%42.1%33.7%
Put IV 25d41.9%38.5%50.8%39.0%41.2%
Bid-Ask Spread %87.5577.9899.5097.8094.52
Gamma HHI0.280.190.640.230.20
Net GEX137.5K70.9K268.1K154.4K90.6K
Net DEX-4.0M-5.9M-1.9M-4.2M-2.1M
Net VEX-7.2K-8.4K-6.1K-8.4K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.500.000.31
Total Volume17.091010150
Total OI1,045.9555811,2951,294677

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$78.69$60.0036.5%10.5%62.0%13.9%44.3%-3.1%-0.4%154.4K-4.2M-8.4K0.0097.80N/AN/A501,031263
2020-12-02$78.33$60.0036.3%10.4%61.2%13.7%38.8%-3.9%1.2%152.3K-4.1M-8.1K0.0099.50N/AN/A1301,030263
2020-12-03$78.59$0.0035.5%10.4%61.1%13.0%0.0%4.5%2.6%151.7K-4.1M-7.8K0.0078.55N/AN/A201,023263
2020-12-04$82.47$0.0039.4%10.5%63.1%16.4%0.0%6.4%2.0%162.6K-5.1M-7.9K0.0084.96N/AN/A301,025263
2020-12-07$82.22$0.0040.9%10.8%61.7%17.8%0.0%6.9%2.0%165.3K-5.0M-7.8K0.0081.68N/AN/A001,026263
2020-12-08$83.60$0.0039.0%10.3%45.9%16.1%0.0%2.9%2.1%170.8K-5.4M-7.6K0.0079.20N/AN/A001,026263
2020-12-09$83.90$0.0036.6%10.5%42.4%14.0%0.0%5.3%3.1%171.4K-5.5M-7.6K0.0077.98N/AN/A001,026263
2020-12-10$83.76$0.0036.1%10.3%37.8%13.5%38.2%3.5%3.2%161.7K-5.4M-7.3K0.5085.14N/AN/A421,026263
2020-12-11$83.62$75.0035.7%10.2%35.9%13.1%37.1%8.2%3.0%170.8K-5.4M-7.1K0.0086.82N/AN/A101,030265
2020-12-14$83.91$75.0035.9%10.3%33.6%13.3%35.5%6.3%3.5%167.0K-5.5M-6.7K0.0082.78N/AN/A2101,029265
2020-12-15$85.31$75.0035.7%10.2%29.0%13.1%35.9%0.8%3.6%181.1K-5.9M-6.6K0.0187.55N/AN/A8111,027265
2020-12-16$86.62$75.0037.2%10.7%29.4%14.5%36.1%5.6%3.3%168.5K-5.3M-6.4K0.0083.84N/AN/A180923265
2020-12-17$85.93$75.0036.7%10.5%28.6%14.1%37.0%3.1%2.1%111.8K-5.0M-6.1K0.0081.52N/AN/A1010938265
2020-12-18$85.03$75.0035.7%10.2%25.8%13.1%34.5%4.2%3.6%268.1K-5.0M-7.0K0.0086.47N/AN/A501,023265
2020-12-21$83.17$75.0036.9%10.6%27.2%14.3%36.6%7.1%1.6%70.9K-1.9M-6.6K0.0089.25N/AN/A300477104
2020-12-22$82.60$75.0038.7%11.1%25.4%15.8%0.0%11.8%0.2%73.2K-1.9M-6.7K0.0091.89N/AN/A20494104
2020-12-23$84.22$75.0036.9%10.6%26.3%14.2%36.6%5.7%3.2%78.6K-2.1M-6.7K0.0090.86N/AN/A700492104
2020-12-24$84.12$75.0036.4%10.4%26.2%13.8%0.0%4.7%3.5%88.4K-2.1M-7.3K0.0094.52N/AN/A00560104
2020-12-28$84.88$75.0037.7%10.8%25.6%14.9%39.6%4.9%3.3%91.3K-2.2M-7.1K0.3189.34N/AN/A134560104
2020-12-29$83.78$80.0037.0%10.6%23.9%14.3%0.0%-0.1%4.3%88.9K-2.1M-7.2K0.0089.76N/AN/A00569108
2020-12-30$83.19$80.0035.7%10.2%24.2%13.1%0.0%15.4%4.8%85.4K-2.0M-7.1K0.0092.10N/AN/A00569108
2020-12-31$84.09$80.0035.5%10.2%24.2%13.0%0.0%7.5%4.2%90.6K-2.1M-7.0K0.0094.52N/AN/A00569108