ASGN Options History — September 2021

In September 2021, ASGN traded between $109.56 and $117.82. ATM implied volatility averaged 30.4%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 8.3% (HV 20d: 22.1%). Max pain ranged from $110.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2021-09-01: Highest Volume — 102 contracts
  • 2021-09-07: Largest IV spike — 25.9% change
  • 2021-09-20: Highest IV Rank — 38.4%
  • 2021-09-20: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$113.27$109.56$117.82$112.84$113.74
Max Pain$110.00$110.00$110.00$110.00$110.00
ATM IV30.4%23.9%36.1%31.4%32.5%
Expected Move8.8%8.1%10.3%9.0%9.3%
HV 20d22.1%16.9%26.1%26.1%18.3%
HV 60d27.8%25.2%30.0%30.0%25.5%
IV Rank26.2%12.1%38.4%28.4%30.6%
IV Percentile25.2%0.4%49.2%27.4%36.1%
Term Structure2.9%-1.5%5.3%-0.3%3.0%
VWIV30.8%27.1%36.3%32.8%32.8%
Skew 25d4.8%0.8%10.0%4.1%3.4%
Skew 10d12.6%0.3%39.3%14.5%0.3%
Call IV 25d30.1%25.6%36.4%36.4%31.8%
Put IV 25d34.9%32.2%40.8%40.5%35.1%
Bid-Ask Spread %82.3871.5795.5195.5190.22
Gamma HHI0.370.310.540.320.33
Net GEX88.3K45.6K105.1K62.3K105.1K
Net DEX-1.9M-2.6M-1.2M-1.4M-2.1M
Net VEX-6.7K-7.8K-5.3K-5.5K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.0010.000.010.00
Total Volume20.04801021026
Total OI596.857407723600523

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$112.84$110.0031.4%9.0%26.1%28.4%32.8%4.1%-0.3%62.3K-1.4M-5.5K0.0195.51N/AN/A1011309291
2021-09-02$114.15$110.0031.6%8.8%24.9%28.8%27.1%2.1%2.8%59.8K-1.6M-5.3K0.0080.48N/AN/A20310291
2021-09-03$113.36$110.0023.9%8.4%25.0%12.1%0.0%5.9%2.6%93.0K-2.0M-7.5K0.0076.42N/AN/A00411291
2021-09-07$112.03$110.0030.1%8.8%24.8%25.5%0.0%4.5%2.5%95.0K-1.8M-7.1K0.0071.57N/AN/A10411291
2021-09-08$112.76$110.0029.6%8.5%24.4%24.5%29.3%3.3%3.6%96.0K-1.9M-7.1K0.0075.95N/AN/A20411291
2021-09-09$113.58$110.0028.4%8.1%23.6%21.8%0.0%3.3%4.6%97.2K-2.1M-7.1K0.0074.32N/AN/A30411291
2021-09-10$112.50$110.0029.8%8.5%24.0%24.7%0.0%3.6%2.9%97.7K-1.9M-7.0K0.0080.77N/AN/A00413291
2021-09-13$112.69$110.0030.4%8.7%23.6%26.1%0.0%2.0%1.6%104.2K-1.9M-6.7K0.0072.56N/AN/A20414291
2021-09-14$111.17$110.0030.2%8.7%24.3%25.8%0.0%0.8%2.7%104.4K-1.6M-6.7K0.0085.01N/AN/A150414291
2021-09-15$111.74$110.0030.3%8.7%23.6%26.0%28.1%4.0%2.7%81.7K-1.7M-6.4K1.4777.68N/AN/A1725413310
2021-09-16$110.40$110.0029.8%8.5%23.1%24.8%29.4%1.9%3.9%74.3K-1.5M-6.3K0.0086.44N/AN/A640404310
2021-09-17$109.56$110.0030.2%8.7%23.0%25.8%30.3%8.1%3.9%45.6K-1.2M-5.9K0.1483.36N/AN/A71408309
2021-09-20$110.68$110.0036.1%10.3%21.6%38.4%36.3%10.0%-1.5%78.8K-1.5M-6.0K0.5090.96N/AN/A3015288119
2021-09-21$111.62$110.0033.4%9.6%20.8%32.6%32.6%4.2%2.4%83.0K-1.6M-6.1K1.0086.37N/AN/A22291120
2021-09-22$113.67$110.0030.0%8.6%21.3%25.2%31.1%8.1%4.6%96.0K-1.9M-6.5K0.7589.73N/AN/A43318133
2021-09-23$115.95$110.0029.6%8.5%21.0%24.3%29.6%4.4%1.5%91.4K-2.2M-6.4K0.0280.28N/AN/A611319135
2021-09-24$115.98$110.0029.2%8.4%20.2%23.6%29.0%5.3%4.7%92.5K-2.2M-6.4K10.0082.85N/AN/A110323138
2021-09-27$117.82$110.0028.5%8.2%16.9%22.0%30.4%9.2%5.3%99.3K-2.6M-7.7K0.1783.86N/AN/A122370139
2021-09-28$116.67$110.0032.0%9.2%17.0%29.6%30.5%7.3%3.2%97.3K-2.5M-7.8K0.5082.27N/AN/A126371149
2021-09-29$115.69$110.0032.1%9.2%17.2%29.8%33.3%4.4%3.3%100.3K-2.3M-7.7K0.1883.35N/AN/A112369152
2021-09-30$113.74$110.0032.5%9.3%18.3%30.6%32.8%3.4%3.0%105.1K-2.1M-7.6K0.0090.22N/AN/A60371152