ASGN Options History — June 2021

In June 2021, ASGN traded between $93.51 and $104.05. ATM implied volatility averaged 29.4%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 0.2% (HV 20d: 29.5%). Max pain ranged from $75.00 to $105.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.59.

Notable Days

  • 2021-06-30: Highest Volume — 581 contracts
  • 2021-06-03: Largest IV drop — 30.4% change
  • 2021-06-02: Highest IV Rank — 35.6%
  • 2021-06-02: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$98.92$93.51$104.05$104.05$97.44
Max Pain$99.09$75.00$105.00$75.00$95.00
ATM IV29.4%24.9%35.9%28.1%30.2%
Expected Move8.5%7.7%10.3%8.1%8.7%
HV 20d29.5%25.1%34.2%25.1%30.2%
HV 60d29.1%27.1%30.7%27.1%29.9%
IV Rank22.5%13.6%35.6%20.0%24.3%
IV Percentile8.4%1.2%26.6%3.2%13.9%
Term Structure3.5%-5.5%7.9%2.0%5.3%
VWIV31.7%22.3%41.6%28.6%30.8%
Skew 25d3.0%-3.0%7.0%3.3%4.4%
Skew 10d9.0%-7.7%24.9%5.7%10.9%
Call IV 25d29.7%24.5%35.1%27.4%28.6%
Put IV 25d32.7%30.3%36.0%30.7%33.0%
Bid-Ask Spread %83.7867.6598.9280.4077.99
Gamma HHI0.310.150.480.370.48
Net GEX51.3K1.7K93.6K93.5K85.7K
Net DEX-404.5K-1.5M500.3K-1.5M-359.7K
Net VEX-3.0K-4.9K-1.8K-4.9K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.006.750.000.27
Total Volume65.63605815581
Total OI664.409341831830618

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$104.05$75.0028.1%8.1%25.1%20.0%28.6%3.3%2.0%93.5K-1.5M-4.9K0.0080.40N/AN/A50435395
2021-06-02$99.42$75.0035.9%10.3%29.3%35.6%34.0%0.2%-5.5%60.3K-794.2K-4.1K0.2298.92N/AN/A92432395
2021-06-03$100.23$105.0024.9%8.9%29.5%13.6%32.4%5.3%1.5%74.5K-870.1K-3.9K0.0067.65N/AN/A30435396
2021-06-04$99.97$105.0028.6%8.6%29.4%21.0%30.1%3.7%3.1%66.3K-803.2K-3.9K0.0075.55N/AN/A20434396
2021-06-07$97.98$105.0030.8%8.8%28.2%25.5%0.0%2.4%3.9%48.9K-545.1K-3.3K0.0071.79N/AN/A02434396
2021-06-08$100.66$105.0029.2%8.7%30.3%22.2%41.6%4.0%2.1%75.1K-878.3K-3.7K0.1477.73N/AN/A71434396
2021-06-09$99.99$105.0029.6%8.5%26.6%22.9%0.0%3.8%3.8%63.7K-695.7K-3.3K0.0086.69N/AN/A10431397
2021-06-10$99.48$105.0028.8%8.3%25.8%21.4%0.0%4.8%2.4%56.8K-600.7K-3.3K0.0085.51N/AN/A00430397
2021-06-11$101.15$105.0028.5%8.2%25.7%20.8%0.0%3.8%4.5%79.8K-842.5K-3.1K0.0088.04N/AN/A00430397
2021-06-14$100.97$105.0029.5%8.4%25.6%22.7%0.0%1.3%4.5%73.1K-287.0K-3.1K0.0086.29N/AN/A30383397
2021-06-15$102.15$105.0029.9%8.6%25.7%23.7%22.3%2.4%3.9%93.6K-567.5K-3.1K0.5089.26N/AN/A21386397
2021-06-16$100.94$105.0029.1%8.3%25.7%22.0%0.0%-3.0%3.8%85.7K-470.9K-2.9K0.0094.37N/AN/A50386397
2021-06-17$98.22$105.0028.8%8.3%26.7%21.4%0.0%5.6%3.2%41.4K63.2K-2.3K1.1785.78N/AN/A67391397
2021-06-18$93.51$105.0033.1%9.5%31.5%30.0%33.0%5.3%2.3%8.1K500.3K-1.8K6.7582.67N/AN/A427386404
2021-06-21$95.59$105.0029.0%8.3%32.6%21.8%29.3%4.4%5.7%1.7K157.1K-2.1K0.0081.96N/AN/A240176165
2021-06-22$97.51$95.0030.9%8.9%33.1%25.6%33.5%1.5%3.2%19.4K-105.2K-2.4K0.1486.58N/AN/A71200165
2021-06-23$96.36$95.0028.9%8.3%33.3%21.6%29.5%7.0%3.4%12.7K12.0K-1.9K1.2693.29N/AN/A107135195166
2021-06-24$97.63$95.0027.0%7.8%33.8%17.8%0.0%3.7%7.9%14.8K-25.8K-2.2K0.1086.81N/AN/A101195166
2021-06-25$98.98$95.0026.9%7.7%33.5%17.6%33.3%-2.1%5.9%24.1K-191.9K-2.7K0.2076.47N/AN/A357202167
2021-06-28$96.76$95.0029.3%8.4%34.2%22.4%35.4%1.5%4.9%21.0K-38.0K-2.4K0.0083.39N/AN/A200232167
2021-06-29$97.20$95.0029.0%8.3%34.1%21.8%30.0%2.3%6.0%28.8K-99.9K-2.5K0.5186.04N/AN/A284145252167
2021-06-30$97.44$95.0030.2%8.7%30.2%24.3%30.8%4.4%5.3%85.7K-359.7K-3.2K0.2777.99N/AN/A456125437181