ASGN Options History — July 2021

In July 2021, ASGN traded between $93.12 and $101.46. ATM implied volatility averaged 34.6%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 1.7% (HV 20d: 32.8%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2021-07-01: Highest Volume — 210 contracts
  • 2021-07-12: Largest IV spike — 34.4% change
  • 2021-07-28: Highest IV Rank — 50.2%
  • 2021-07-28: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.60$93.12$101.46$98.47$100.92
Max Pain$100.00$90.00$105.00$95.00$95.00
ATM IV34.6%25.7%41.5%26.9%25.7%
Expected Move10.1%7.4%11.9%7.7%7.4%
HV 20d32.8%29.4%35.2%30.3%33.7%
HV 60d30.7%30.0%31.4%30.0%30.8%
IV Rank34.3%16.0%50.2%17.6%16.0%
IV Percentile36.3%1.6%77.8%1.6%1.6%
Term Structure-2.0%-6.1%6.9%6.9%3.0%
VWIV40.7%27.1%57.8%28.4%27.1%
Skew 25d5.2%-1.4%11.9%3.2%4.5%
Skew 10d13.1%-0.8%25.1%6.9%9.4%
Call IV 25d34.4%25.9%42.3%26.9%25.9%
Put IV 25d39.5%30.1%49.1%30.1%30.4%
Bid-Ask Spread %70.7355.7593.9979.4883.27
Gamma HHI0.290.160.910.410.24
Net GEX77.1K-5.8K496.0K223.3K66.2K
Net DEX-231.0K-1.1M604.1K-1.1M-783.4K
Net VEX-3.4K-5.5K-1.8K-5.5K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.003.501.391.00
Total Volume35.38102102102
Total OI881.6673961,2971,213536

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$98.47$95.0026.9%7.7%30.3%17.6%28.4%3.2%6.9%223.3K-1.1M-5.5K1.3979.48N/AN/A88122907306
2021-07-02$94.32$95.0029.1%8.3%33.8%21.9%46.6%2.1%5.6%48.0K223.1K-4.0K0.0190.78N/AN/A1151871309
2021-07-06$93.27$105.0029.1%9.9%33.4%22.0%0.0%5.2%-1.7%8.4K502.5K-3.1K0.0058.84N/AN/A096845310
2021-07-07$94.62$105.0028.7%9.9%32.2%21.1%36.6%2.8%-3.8%43.9K198.9K-3.8K0.0059.03N/AN/A50845405
2021-07-08$93.12$105.0032.6%10.5%32.5%29.1%41.7%11.9%-5.1%-5.8K604.1K-3.7K1.1369.30N/AN/A1517850405
2021-07-09$96.37$105.0028.6%10.0%35.2%20.9%0.0%5.1%-1.5%81.2K-140.0K-3.7K0.5055.75N/AN/A21860421
2021-07-12$96.88$105.0038.4%10.1%34.6%40.8%0.0%6.9%-2.2%95.2K-221.4K-3.7K0.0058.49N/AN/A00860421
2021-07-13$96.62$105.0039.3%10.3%34.6%42.6%0.0%10.3%-1.4%78.8K-206.6K-2.9K0.0061.22N/AN/A160860421
2021-07-14$97.46$105.0035.5%10.2%34.5%35.0%0.0%5.8%-0.4%77.4K-377.1K-2.8K0.0073.09N/AN/A010876421
2021-07-15$96.21$105.0035.6%10.2%34.5%37.4%0.0%-1.4%-2.5%103.6K-104.8K-2.5K0.0081.05N/AN/A00876411
2021-07-16$95.24$105.0035.1%10.1%33.4%36.4%0.0%8.7%-2.7%496.0K-183.5K-1.8K0.0093.99N/AN/A00876403
2021-07-19$93.15$105.0039.1%11.2%29.4%45.0%47.5%2.2%-3.9%9.9K-33.4K-2.0K0.0070.24N/AN/A410172224
2021-07-20$97.26$100.0039.6%11.4%32.3%46.1%37.8%5.2%-4.0%29.1K-267.4K-2.8K0.0071.44N/AN/A100212224
2021-07-21$97.60$100.0036.8%10.5%31.6%39.8%40.7%4.1%-3.2%29.8K-259.2K-2.5K0.0065.23N/AN/A290210224
2021-07-22$95.64$90.0038.8%11.1%32.1%44.3%38.6%5.7%-4.1%30.0K-253.0K-3.2K0.1668.65N/AN/A579236224
2021-07-23$97.60$95.0037.1%10.6%32.6%40.6%38.5%11.8%-4.4%31.9K-362.6K-3.6K0.0566.97N/AN/A201242233
2021-07-26$97.53$95.0038.8%11.1%32.2%44.1%40.3%4.1%-4.7%32.8K-352.3K-3.7K0.2165.30N/AN/A194242233
2021-07-27$96.91$95.0041.2%11.8%31.3%49.4%47.3%3.8%-3.6%32.2K-380.8K-3.9K0.0064.82N/AN/A170262233
2021-07-28$98.00$95.0041.5%11.9%31.5%50.2%57.8%3.8%-6.1%40.0K-538.4K-4.1K3.5066.52N/AN/A27280237
2021-07-29$101.46$95.0028.0%8.0%33.8%21.0%27.1%2.8%-1.3%66.1K-858.6K-4.3K0.0081.88N/AN/A370295237
2021-07-30$100.92$95.0025.7%7.4%33.7%16.0%0.0%4.5%3.0%66.2K-783.4K-4.0K1.0083.27N/AN/A11295241