ASGN Options History — February 2021 In February 2021, ASGN traded between $85.69 and $98.19. ATM implied volatility averaged 44.8%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 2.4% (HV 20d: 42.4%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.93.
Notable Days 2021-02-10 : Highest Volume — 102 contracts2021-02-02 : Largest IV drop — 22.9% change2021-02-01 : Highest IV Rank — 37.4%2021-02-01 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $92.69 $85.69 $98.19 $85.69 $94.15 Max Pain $74.74 $70.00 $85.00 $85.00 $75.00 ATM IV 44.8% 38.0% 64.7% 64.7% 39.9% Expected Move 12.5% 10.9% 18.6% 18.6% 11.4% HV 20d 42.4% 35.6% 49.8% 49.8% 35.6% HV 60d 38.7% 35.2% 47.0% 46.9% 35.8% IV Rank 18.9% 12.1% 37.4% 37.4% 13.8% IV Percentile 45.3% 21.0% 86.9% 86.9% 31.7% Term Structure -1.0% -13.8% 3.4% -13.8% 0.3% VWIV 43.5% 29.6% 54.7% 52.9% 54.2% Skew 25d 4.6% 0.2% 16.2% 13.6% 3.8% Skew 10d 16.0% -5.5% 39.2% 30.5% 5.3% Call IV 25d 43.0% 36.8% 55.7% 55.7% 41.4% Put IV 25d 47.6% 41.7% 69.3% 69.3% 45.1% Bid-Ask Spread % 84.44 77.39 91.37 89.88 85.41 Gamma HHI 0.22 0.14 0.31 0.14 0.24 Net GEX 103.1K 71.3K 145.8K 71.3K 96.6K Net DEX -3.2M -4.0M -2.1M -2.1M -3.0M Net VEX -9.0K -10.7K -7.6K -10.7K -8.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.00 4.75 1.00 0.67 Total Volume 35.211 0 102 2 5 Total OI 1,108.158 996 1,245 1,065 1,033
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 2021-02-01 $85.69 $85.00 64.7% 18.6% 49.8% 37.4% 52.9% 13.6% -13.8% 71.3K -2.1M -10.7K 1.00 89.88 N/A N/A 1 1 695 370 2021-02-02 $87.29 $85.00 49.9% 14.3% 47.5% 24.0% 48.9% 4.4% -2.6% 84.5K -2.4M -10.3K 0.53 87.01 N/A N/A 17 9 695 371 2021-02-03 $87.97 $85.00 51.5% 14.8% 47.0% 25.4% 54.7% 5.2% -4.4% 87.6K -2.6M -10.3K 1.20 88.70 N/A N/A 5 6 706 379 2021-02-04 $89.75 $70.00 42.3% 13.3% 43.3% 17.0% 0.0% 3.0% -2.5% 93.1K -2.8M -9.6K 0.00 79.28 N/A N/A 1 0 707 382 2021-02-05 $88.80 $70.00 51.0% 13.7% 43.1% 25.0% 47.5% 0.7% -2.4% 93.8K -2.7M -10.2K 1.18 83.83 N/A N/A 11 13 707 382 2021-02-08 $92.33 $70.00 56.0% 12.8% 45.2% 29.5% 0.0% 3.0% -1.5% 105.1K -3.4M -9.3K 0.75 79.66 N/A N/A 4 3 717 392 2021-02-09 $93.09 $70.00 55.1% 13.0% 45.1% 28.7% 42.4% 5.5% -0.9% 109.2K -3.6M -9.5K 0.00 77.39 N/A N/A 4 0 718 393 2021-02-10 $94.47 $70.00 44.9% 12.9% 44.2% 19.4% 46.2% 2.6% -1.5% 113.6K -3.9M -9.3K 0.89 80.95 N/A N/A 54 48 718 393 2021-02-11 $92.33 $70.00 40.8% 11.7% 44.9% 15.7% 39.1% 1.6% 3.4% 114.1K -3.3M -9.1K 0.91 87.72 N/A N/A 23 21 752 416 2021-02-12 $92.71 $70.00 39.4% 11.3% 44.9% 14.4% 47.4% 5.1% 2.6% 113.9K -3.3M -9.1K 2.10 79.59 N/A N/A 30 63 748 413 2021-02-16 $94.66 $75.00 39.9% 11.4% 39.8% 14.8% 0.0% 0.2% 3.3% 127.7K -3.7M -9.2K 0.00 83.68 N/A N/A 0 0 778 467 2021-02-17 $95.46 $75.00 40.3% 11.6% 39.6% 14.2% 29.6% 5.8% 3.4% 145.8K -4.0M -8.5K 0.13 86.53 N/A N/A 60 8 778 467 2021-02-18 $92.92 $75.00 39.2% 11.2% 39.6% 13.2% 41.0% 0.6% -0.9% 90.4K -3.0M -8.5K 1.33 82.75 N/A N/A 3 4 756 466 2021-02-19 $94.13 $75.00 38.2% 10.9% 39.7% 12.2% 37.6% 6.3% 0.7% 120.2K -3.2M -8.2K 0.04 84.06 N/A N/A 83 3 756 470 2021-02-22 $95.73 $75.00 38.1% 10.9% 40.0% 12.1% 41.6% 4.1% 2.1% 89.0K -3.3M -7.6K 4.75 82.60 N/A N/A 4 19 598 398 2021-02-23 $97.35 $75.00 39.4% 11.3% 40.3% 13.4% 36.9% 4.2% -0.5% 94.1K -3.6M -7.8K 0.20 85.14 N/A N/A 81 16 604 395 2021-02-24 $98.19 $75.00 38.0% 10.9% 40.0% 12.1% 34.6% 1.7% 3.1% 109.3K -3.8M -7.8K 0.44 88.78 N/A N/A 32 14 636 383 2021-02-25 $94.13 $75.00 42.5% 12.2% 37.0% 16.3% 41.9% 16.2% -7.0% 100.1K -3.0M -8.2K 0.64 91.37 N/A N/A 14 9 639 377 2021-02-26 $94.15 $75.00 39.9% 11.4% 35.6% 13.8% 54.2% 3.8% 0.3% 96.6K -3.0M -8.2K 0.67 85.41 N/A N/A 3 2 647 386
« Jan 2021 | All History | Mar 2021 » Home ASGN History February 2021