ASGN Options History — May 2021

In May 2021, ASGN traded between $99.86 and $106.61. ATM implied volatility averaged 31.1%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 0.2% (HV 20d: 30.9%). Max pain ranged from $70.00 to $105.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 2.59.

Notable Days

  • 2021-05-21: Highest Volume — 119 contracts
  • 2021-05-04: Largest IV drop — 16.0% change
  • 2021-05-03: Highest IV Rank — 33.0%
  • 2021-05-03: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.87$99.86$106.61$105.12$103.24
Max Pain$76.75$70.00$105.00$105.00$75.00
ATM IV31.1%27.2%35.1%35.1%27.2%
Expected Move9.0%7.8%10.1%10.1%7.8%
HV 20d30.9%24.9%34.1%30.7%25.0%
HV 60d29.8%27.4%31.0%30.5%27.4%
IV Rank25.7%18.2%33.0%33.0%18.2%
IV Percentile6.5%1.2%12.7%11.1%1.2%
Term Structure1.3%-2.8%5.3%-2.8%2.1%
VWIV31.5%27.2%42.8%30.8%27.2%
Skew 25d2.3%-5.2%8.8%-5.2%3.0%
Skew 10d9.7%-4.9%26.7%-4.9%7.1%
Call IV 25d31.2%27.0%36.8%36.8%27.0%
Put IV 25d33.5%30.0%37.8%31.6%30.0%
Bid-Ask Spread %82.0268.1296.8596.8585.66
Gamma HHI0.350.260.440.300.36
Net GEX62.1K32.9K85.4K77.1K85.4K
Net DEX-1.2M-1.6M-798.4K-1.5M-1.4M
Net VEX-3.9K-5.1K-3.0K-4.4K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.590.0029.000.000.50
Total Volume29.2111923
Total OI717.05660831668831

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$105.12$105.0035.1%10.1%30.7%33.0%0.0%-5.2%-2.8%77.1K-1.5M-4.4K0.0096.85N/AN/A20409259
2021-05-04$103.38$105.0029.4%8.4%31.4%22.0%0.0%8.8%-0.0%64.3K-1.3M-3.9K0.0095.70N/AN/A01410259
2021-05-05$103.62$105.0028.0%8.0%31.4%19.2%0.0%2.9%1.7%64.4K-1.3M-4.1K0.0093.44N/AN/A120410259
2021-05-06$103.89$70.0028.7%8.8%30.1%20.6%30.8%1.6%3.0%70.2K-1.4M-4.4K0.0081.22N/AN/A500414259
2021-05-07$106.61$70.0028.6%8.8%30.6%20.4%30.5%1.8%3.1%76.3K-1.6M-4.3K0.8979.45N/AN/A1917401259
2021-05-10$106.11$70.0031.5%8.7%30.6%26.1%42.8%1.8%5.3%75.1K-1.6M-4.2K2.2578.31N/AN/A49411273
2021-05-11$101.75$70.0033.6%9.5%33.7%30.2%29.1%1.4%1.2%53.7K-1.1M-3.9K1.3380.16N/AN/A34411276
2021-05-12$99.86$70.0034.6%9.9%33.2%32.2%0.0%1.4%-0.7%44.6K-896.0K-3.4K5.0082.39N/AN/A15408277
2021-05-13$101.63$70.0033.8%9.7%34.1%31.5%33.3%2.5%0.9%51.9K-1.1M-3.7K0.0080.45N/AN/A80409282
2021-05-14$102.34$70.0033.6%9.6%33.6%31.1%32.8%2.0%0.2%55.0K-1.1M-3.6K0.0083.44N/AN/A40414282
2021-05-17$103.23$70.0032.6%9.3%33.9%29.0%0.0%2.9%1.7%58.6K-1.2M-3.4K29.0083.19N/AN/A129416282
2021-05-18$102.01$70.0032.5%9.3%32.1%28.9%31.0%1.2%2.4%49.2K-1.1M-3.3K0.2583.52N/AN/A5514417311
2021-05-19$100.18$70.0034.0%9.8%32.4%31.9%34.0%3.7%0.3%32.9K-798.4K-3.4K0.0086.30N/AN/A20404323
2021-05-20$100.88$70.0032.4%9.3%31.8%28.6%32.3%4.2%1.1%46.9K-855.3K-3.0K0.6783.93N/AN/A1812405323
2021-05-21$101.65$75.0031.6%9.1%29.6%27.0%31.1%2.3%1.2%54.7K-983.8K-3.3K8.9286.43N/AN/A12107423337
2021-05-24$103.03$75.0029.1%8.3%30.0%21.9%30.3%1.4%-0.6%56.9K-1.1M-3.8K0.0670.37N/AN/A171351381
2021-05-25$102.48$75.0029.5%8.5%29.8%22.7%28.6%2.7%0.6%61.0K-1.1M-4.0K0.0068.12N/AN/A480375382
2021-05-26$102.33$75.0029.2%8.4%29.0%22.2%0.0%2.7%2.9%81.1K-1.2M-4.3K0.2369.61N/AN/A5613421382
2021-05-27$104.14$75.0027.3%7.8%24.9%18.4%27.7%3.0%2.6%82.4K-1.4M-4.6K0.1071.92N/AN/A525405390
2021-05-28$103.24$75.0027.2%7.8%25.0%18.2%27.2%3.0%2.1%85.4K-1.4M-5.1K0.5085.66N/AN/A21437394