ASGN Options History — August 2021

In August 2021, ASGN traded between $99.86 and $113.68. ATM implied volatility averaged 29.1%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 0.5% (HV 20d: 28.6%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.39.

Notable Days

  • 2021-08-03: Highest Volume — 119 contracts
  • 2021-08-30: Largest IV spike — 13.5% change
  • 2021-08-30: Highest IV Rank — 27.9%
  • 2021-08-30: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.23$99.86$113.68$101.16$112.09
Max Pain$96.36$95.00$100.00$95.00$100.00
ATM IV29.1%27.3%31.2%30.1%30.0%
Expected Move8.4%7.9%8.9%8.6%8.6%
HV 20d28.6%26.0%31.3%29.3%28.6%
HV 60d30.5%29.9%31.3%30.8%30.4%
IV Rank23.4%19.4%27.9%25.4%25.4%
IV Percentile13.5%3.6%25.8%16.3%22.6%
Term Structure2.1%-1.1%4.6%0.1%-0.4%
VWIV29.9%25.5%34.3%31.4%31.2%
Skew 25d3.6%-3.5%10.4%3.0%6.6%
Skew 10d11.3%0.6%27.3%9.6%11.0%
Call IV 25d29.5%22.8%36.8%29.3%28.2%
Put IV 25d33.1%31.0%36.4%32.3%34.8%
Bid-Ask Spread %76.8159.6496.2783.8488.05
Gamma HHI0.300.190.790.240.37
Net GEX102.8K46.7K433.5K63.9K78.6K
Net DEX-1.2M-1.7M-671.7K-779.5K-1.5M
Net VEX-4.9K-7.1K-3.9K-3.9K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.002.001.810.83
Total Volume27.6820119760
Total OI611.273491717539567

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$101.16$95.0030.1%8.6%29.3%25.4%31.4%3.0%0.1%63.9K-779.5K-3.9K1.8183.84N/AN/A2749298241
2021-08-03$102.63$95.0029.4%8.4%29.1%23.9%0.0%1.8%-0.3%72.1K-907.2K-4.0K0.0483.38N/AN/A1145298242
2021-08-04$99.86$100.0030.7%8.8%30.9%26.7%30.7%2.4%-0.5%46.7K-671.7K-4.5K0.1486.38N/AN/A142324291
2021-08-05$102.68$95.0027.3%8.3%31.3%19.4%33.8%4.1%3.9%85.7K-1.2M-6.7K0.0064.90N/AN/A10412291
2021-08-06$104.21$95.0027.4%8.1%29.6%19.8%26.9%10.4%4.3%101.0K-1.5M-7.1K0.0375.52N/AN/A1143424293
2021-08-09$102.77$95.0029.2%8.3%30.3%23.5%0.0%4.8%4.6%87.7K-1.3M-6.8K0.0060.55N/AN/A00423293
2021-08-10$104.43$95.0027.5%8.2%30.6%19.8%26.4%4.2%3.8%99.1K-1.2M-5.4K0.0065.01N/AN/A70371294
2021-08-11$106.67$95.0029.1%8.4%31.1%23.4%0.0%4.2%2.8%121.2K-1.6M-5.3K0.0059.64N/AN/A240371294
2021-08-12$107.24$95.0029.4%8.4%30.4%24.1%0.0%3.5%3.9%121.4K-1.7M-5.4K0.4072.84N/AN/A156375294
2021-08-13$106.32$95.0028.7%8.2%30.4%22.5%29.1%3.2%3.3%131.3K-1.6M-5.0K2.0066.50N/AN/A12373294
2021-08-16$106.80$95.0030.1%8.6%28.5%25.6%29.8%4.5%1.5%125.8K-1.6M-4.7K0.0061.02N/AN/A10358299
2021-08-17$105.32$95.0030.0%8.6%26.0%25.3%0.0%4.7%3.3%125.6K-1.3M-4.5K0.0071.46N/AN/A70359301
2021-08-18$103.58$95.0029.2%8.4%27.0%23.5%0.0%3.3%3.6%125.0K-1.1M-4.3K0.0079.14N/AN/A00360301
2021-08-19$102.61$95.0029.0%8.3%26.0%23.1%34.3%-1.5%1.2%101.6K-981.6K-4.3K0.0072.42N/AN/A40365301
2021-08-20$105.32$95.0028.2%8.1%26.6%21.4%0.0%5.7%3.6%433.5K-1.5M-4.2K0.0082.77N/AN/A50365301
2021-08-23$107.41$95.0030.4%8.7%27.1%26.2%30.9%-3.5%1.0%55.3K-1.0M-4.5K1.6788.85N/AN/A1830260231
2021-08-24$108.69$95.0028.5%8.2%26.9%22.0%29.4%2.4%4.1%57.9K-1.1M-4.3K0.0065.21N/AN/A30265234
2021-08-25$111.16$100.0028.4%8.1%27.5%21.9%25.5%2.9%2.0%57.5K-1.2M-4.5K0.0485.53N/AN/A281261262
2021-08-26$109.72$100.0029.1%8.3%26.1%23.4%0.0%3.0%1.0%52.6K-1.1M-4.5K0.0089.36N/AN/A02264262
2021-08-27$113.68$100.0027.5%7.9%28.1%19.9%29.0%8.6%1.3%60.2K-1.3M-4.3K0.0396.27N/AN/A602256262
2021-08-30$112.66$100.0031.2%8.9%28.6%27.9%31.2%1.8%-1.1%58.9K-1.2M-4.4K0.8391.12N/AN/A3529256262
2021-08-31$112.09$100.0030.0%8.6%28.6%25.4%0.0%6.6%-0.4%78.6K-1.5M-4.8K0.0088.05N/AN/A00303264