ASGN Options History — April 2021

In April 2021, ASGN traded between $97.97 and $109.45. ATM implied volatility averaged 34.7%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 7.9% (HV 20d: 26.8%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2021-04-13: Highest Volume — 235 contracts
  • 2021-04-13: Largest IV spike — 107.9% change
  • 2021-04-13: Highest IV Rank — 53.2%
  • 2021-04-19: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.03$97.97$109.45$97.97$104.65
Max Pain$97.62$90.00$105.00$100.00$105.00
ATM IV34.7%18.3%50.3%31.3%28.6%
Expected Move10.3%8.1%11.4%9.0%8.2%
HV 20d26.8%25.1%31.7%26.6%31.1%
HV 60d33.0%29.1%36.6%36.6%30.7%
IV Rank25.0%0.0%53.2%10.0%17.2%
IV Percentile21.9%0.0%78.2%1.2%2.4%
Term Structure-0.8%-4.8%5.1%5.1%1.6%
VWIV36.9%31.3%42.3%31.4%31.3%
Skew 25d2.3%-7.8%13.7%0.4%3.7%
Skew 10d9.9%-20.7%28.6%9.4%7.8%
Call IV 25d37.1%26.4%46.2%34.0%26.4%
Put IV 25d39.4%30.2%45.4%34.4%30.2%
Bid-Ask Spread %83.0470.9799.5792.1294.69
Gamma HHI0.340.220.750.220.31
Net GEX133.2K43.5K540.6K43.5K70.2K
Net DEX-2.1M-4.0M-1.0M-1.0M-1.5M
Net VEX-4.9K-5.9K-3.6K-5.1K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.004.820.004.82
Total Volume29.6670235500
Total OI746.048628960772668

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$97.97$100.0031.3%9.0%26.6%10.0%31.4%0.4%5.1%43.5K-1.0M-5.1K0.0092.12N/AN/A500452320
2021-04-05$99.62$90.0028.8%10.8%26.0%6.2%38.0%3.0%-1.6%73.0K-1.5M-5.6K0.0073.22N/AN/A40499320
2021-04-06$100.58$90.0031.8%10.6%25.8%12.1%37.3%6.5%0.8%90.2K-1.8M-5.0K0.2073.66N/AN/A51501320
2021-04-07$100.50$90.0048.7%11.2%25.5%44.5%0.0%7.3%-1.5%99.8K-1.9M-5.0K0.0088.14N/AN/A20505321
2021-04-08$103.03$90.0027.8%10.3%26.0%5.4%36.6%2.7%-2.8%124.7K-2.3M-4.5K0.2570.97N/AN/A41506321
2021-04-09$105.24$90.0018.3%9.4%26.3%0.0%35.8%1.1%-4.8%149.2K-2.6M-3.6K2.6780.86N/AN/A38505321
2021-04-12$104.78$90.0024.2%10.1%25.3%9.9%37.2%-5.1%-1.3%152.6K-2.6M-3.8K0.1481.44N/AN/A71505317
2021-04-13$106.23$100.0050.3%9.9%25.1%53.2%37.3%5.7%0.7%178.7K-2.9M-4.2K1.7379.44N/AN/A86149506318
2021-04-14$108.25$100.0035.1%10.1%25.7%28.0%36.8%4.4%-0.9%288.4K-3.3M-3.9K0.0084.70N/AN/A1410505318
2021-04-15$107.83$100.0034.4%9.9%25.8%26.8%34.9%13.7%-1.2%301.9K-3.4M-5.7K0.0085.12N/AN/A130642318
2021-04-16$109.45$100.0037.0%10.6%26.0%31.2%38.5%1.1%1.4%540.6K-4.0M-5.9K0.0282.39N/AN/A431642318
2021-04-19$108.78$100.0039.8%11.4%26.2%35.9%35.7%-7.8%0.4%78.1K-2.0M-5.8K1.0077.55N/AN/A11398230
2021-04-20$105.23$100.0038.0%10.9%28.4%32.9%39.2%-0.1%-1.0%71.6K-1.7M-5.2K3.0079.91N/AN/A13399231
2021-04-21$106.08$100.0036.9%10.6%25.4%31.0%0.0%1.8%1.1%73.3K-1.8M-5.5K0.0080.75N/AN/A00400234
2021-04-22$103.80$100.0037.1%10.7%27.0%31.4%0.0%0.1%-1.5%70.3K-1.6M-5.2K0.0079.92N/AN/A00400234
2021-04-23$107.13$100.0036.5%10.5%28.7%30.4%0.0%-0.7%-2.1%79.9K-1.9M-5.5K0.0079.43N/AN/A00400234
2021-04-26$106.26$100.0039.2%11.2%28.9%34.9%42.3%7.3%-4.2%75.5K-1.7M-4.9K1.0082.36N/AN/A11397234
2021-04-27$107.20$100.0038.3%11.0%25.7%33.3%38.8%4.4%-3.6%81.1K-1.9M-4.9K0.3382.40N/AN/A31398235
2021-04-28$109.01$100.0038.8%11.1%25.6%34.2%39.0%-2.1%-2.6%79.4K-2.0M-5.2K0.7595.13N/AN/A1612400235
2021-04-29$104.06$105.0028.2%8.1%31.7%16.6%31.3%0.9%2.0%76.1K-1.5M-4.5K4.8299.57N/AN/A1153413247
2021-04-30$104.65$105.0028.6%8.2%31.1%17.2%0.0%3.7%1.6%70.2K-1.5M-4.4K0.0094.69N/AN/A00409259