ASGN Options History — January 2021

In January 2021, ASGN traded between $80.64 and $91.36. ATM implied volatility averaged 44.5%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 7.8% (HV 20d: 36.7%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.99.

Notable Days

2021-01-08: Highest Volume — 177 contracts
2021-01-27: Largest IV spike — 36.6% change
2021-01-27: Highest IV Rank — 37.1%
2021-01-27: Largest Expected Move — 18.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.74	$80.64	$91.36	$80.64	$83.11
Max Pain	$80.53	$80.00	$85.00	$80.00	$85.00
ATM IV	44.5%	33.5%	64.3%	39.7%	54.4%
Expected Move	13.0%	11.5%	18.4%	11.8%	15.6%
HV 20d	36.7%	24.8%	48.7%	29.1%	48.7%
HV 60d	45.2%	43.4%	47.0%	43.4%	47.0%
IV Rank	19.7%	11.2%	37.1%	16.7%	28.1%
IV Percentile	48.3%	7.1%	86.1%	34.9%	76.2%
Term Structure	-1.6%	-8.5%	1.0%	-0.8%	0.6%
VWIV	44.6%	39.0%	58.6%	43.0%	58.6%
Skew 25d	4.7%	-4.9%	8.0%	6.2%	7.3%
Skew 10d	18.0%	-7.5%	33.0%	20.3%	-7.5%
Call IV 25d	45.8%	39.1%	76.3%	39.2%	55.5%
Put IV 25d	50.5%	43.9%	71.3%	45.5%	62.8%
Bid-Ask Spread %	78.26	69.09	89.20	78.66	89.20
Gamma HHI	0.17	0.14	0.21	0.19	0.14
Net GEX	94.5K	66.4K	128.3K	75.5K	69.3K
Net DEX	-2.5M	-3.1M	-1.7M	-1.7M	-1.9M
Net VEX	-10.6K	-12.0K	-6.3K	-6.3K	-10.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.00	7.88	1.60	0.38
Total Volume	34.684	0	177	87	11
Total OI	998.947	677	1,067	677	1,067

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-01-04	$80.64	$80.00	39.7%	11.8%	29.1%	16.7%	43.0%	6.2%	-0.8%	75.5K	-1.7M	-6.3K	0.00	78.66	N/A	N/A	0	87	569	108
2021-01-05	$82.54	$80.00	39.2%	11.8%	24.8%	16.3%	0.0%	5.3%	-0.2%	76.8K	-1.7M	-8.0K	1.60	69.09	N/A	N/A	50	80	569	188
2021-01-06	$87.24	$80.00	41.2%	11.9%	31.6%	18.1%	42.6%	4.0%	-0.5%	113.4K	-2.6M	-10.9K	7.88	81.75	N/A	N/A	8	63	679	268
2021-01-07	$88.76	$80.00	35.2%	11.5%	31.6%	12.7%	39.0%	7.7%	0.6%	120.8K	-2.8M	-12.0K	0.00	69.73	N/A	N/A	2	0	686	330
2021-01-08	$89.48	$80.00	33.5%	11.5%	31.6%	11.2%	39.8%	6.7%	-1.1%	126.9K	-3.0M	-11.6K	0.20	70.39	N/A	N/A	147	30	688	330
2021-01-11	$88.74	$80.00	41.7%	11.9%	31.9%	18.5%	0.0%	7.7%	-1.1%	109.8K	-2.5M	-11.1K	0.00	70.38	N/A	N/A	0	4	692	360
2021-01-12	$91.36	$80.00	41.9%	11.8%	33.1%	16.7%	40.8%	4.5%	-1.0%	121.3K	-3.1M	-11.1K	0.00	71.61	N/A	N/A	8	0	692	364
2021-01-13	$90.46	$80.00	43.1%	12.4%	33.5%	17.8%	49.6%	4.8%	-3.2%	111.3K	-2.9M	-10.9K	0.67	69.90	N/A	N/A	3	2	693	364
2021-01-14	$91.13	$80.00	42.7%	12.2%	33.2%	17.4%	0.0%	7.1%	-0.8%	128.3K	-3.1M	-11.3K	0.00	76.15	N/A	N/A	6	0	696	366
2021-01-15	$86.09	$80.00	42.6%	12.2%	39.1%	17.3%	43.3%	5.1%	0.4%	68.8K	-1.8M	-10.4K	2.40	85.35	N/A	N/A	5	12	693	366
2021-01-19	$87.54	$80.00	43.4%	12.4%	39.5%	18.0%	42.3%	4.0%	-3.9%	78.0K	-2.2M	-10.0K	0.04	85.60	N/A	N/A	24	1	618	339
2021-01-20	$90.42	$80.00	41.4%	11.9%	40.7%	16.2%	42.4%	5.6%	1.0%	90.9K	-2.8M	-9.9K	0.48	84.97	N/A	N/A	33	16	641	340
2021-01-21	$89.92	$80.00	43.5%	12.5%	39.8%	18.1%	46.4%	8.0%	-1.5%	93.8K	-2.9M	-10.7K	0.30	80.87	N/A	N/A	20	6	673	358
2021-01-22	$90.01	$80.00	43.8%	12.5%	39.6%	18.3%	43.0%	-1.9%	-0.0%	90.8K	-2.8M	-11.0K	0.00	74.77	N/A	N/A	6	0	674	362
2021-01-25	$89.85	$80.00	47.4%	13.6%	39.2%	21.6%	49.7%	5.9%	-1.6%	88.1K	-2.8M	-10.8K	0.64	78.50	N/A	N/A	11	7	677	362
2021-01-26	$88.95	$80.00	47.1%	13.5%	39.5%	21.4%	0.0%	2.7%	-1.9%	89.5K	-2.7M	-11.0K	0.00	78.32	N/A	N/A	3	0	688	366
2021-01-27	$83.96	$80.00	64.3%	18.4%	44.8%	37.1%	43.9%	-4.9%	-8.5%	66.4K	-2.0M	-11.4K	1.33	84.20	N/A	N/A	6	8	690	366
2021-01-28	$86.78	$85.00	60.3%	17.3%	46.1%	33.4%	0.0%	3.6%	-5.9%	76.6K	-2.3M	-11.3K	0.00	87.54	N/A	N/A	0	0	688	370
2021-01-29	$83.11	$85.00	54.4%	15.6%	48.7%	28.1%	58.6%	7.3%	0.6%	69.3K	-1.9M	-10.6K	0.38	89.20	N/A	N/A	8	3	697	370