ASGN Options History — October 2021

In October 2021, ASGN traded between $115.38 and $123.66. ATM implied volatility averaged 34.5%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 12.4% (HV 20d: 22.1%). Max pain ranged from $105.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2021-10-27: Highest Volume — 428 contracts
  • 2021-10-11: Largest IV spike — 135.7% change
  • 2021-10-11: Highest IV Rank — 91.9%
  • 2021-10-26: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$118.41$115.38$123.66$116.04$120.10
Max Pain$111.43$105.00$125.00$110.00$115.00
ATM IV34.5%24.8%61.0%30.9%25.7%
Expected Move9.7%7.1%10.9%8.8%7.4%
HV 20d22.1%18.5%24.6%19.2%22.5%
HV 60d24.0%22.2%25.6%25.4%22.2%
IV Rank35.0%14.1%91.9%27.1%16.1%
IV Percentile42.7%1.2%99.2%31.0%2.4%
Term Structure-1.7%-7.2%4.4%3.9%1.1%
VWIV35.3%27.0%41.3%33.9%29.0%
Skew 25d1.8%-7.9%7.0%5.7%2.2%
Skew 10d9.2%-7.9%25.4%2.8%8.3%
Call IV 25d35.2%27.5%42.5%29.7%27.5%
Put IV 25d37.0%29.1%41.4%35.4%29.7%
Bid-Ask Spread %74.4463.3395.3995.3977.97
Gamma HHI0.270.220.310.300.31
Net GEX108.4K84.9K176.6K102.8K176.6K
Net DEX-2.5M-3.6M-1.6M-2.4M-2.4M
Net VEX-7.6K-10.3K-6.9K-7.6K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.004.630.351.80
Total Volume125.524242823389
Total OI565.333467812526812

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$116.04$110.0030.9%8.8%19.2%27.1%0.0%5.7%3.9%102.8K-2.4M-7.6K0.3595.39N/AN/A176375151
2021-10-04$116.06$125.0035.4%10.3%19.0%37.0%0.0%-0.5%-1.7%105.5K-2.4M-7.3K0.0086.24N/AN/A50375145
2021-10-05$117.08$115.0036.0%10.6%18.5%38.2%0.0%4.6%-2.1%104.3K-2.6M-7.7K0.0065.51N/AN/A100392151
2021-10-06$117.48$115.0033.3%10.3%18.5%32.4%0.0%3.7%-1.1%109.8K-2.7M-7.6K0.2069.81N/AN/A102396151
2021-10-07$121.74$115.0032.1%9.7%21.9%29.9%33.9%0.9%-1.1%89.7K-3.3M-7.2K0.0069.84N/AN/A370396151
2021-10-08$123.66$115.0025.9%9.2%21.8%16.4%33.5%0.1%-0.9%84.9K-3.6M-6.9K0.0067.26N/AN/A400403153
2021-10-11$121.34$115.0061.0%10.5%23.3%91.9%41.3%4.0%-4.1%117.1K-3.4M-7.6K0.5074.70N/AN/A84438153
2021-10-12$119.54$115.0034.3%10.1%23.5%34.4%35.1%3.5%-2.3%125.2K-3.4M-7.5K0.4263.33N/AN/A3314451153
2021-10-13$117.48$105.0035.5%10.2%24.6%37.1%34.6%0.1%-2.3%136.5K-3.0M-7.6K0.0071.14N/AN/A130453157
2021-10-14$118.34$105.0034.7%9.9%24.1%35.3%34.4%2.5%-0.9%126.9K-3.1M-7.6K0.1764.49N/AN/A61456171
2021-10-15$119.45$105.0033.7%9.7%23.8%33.3%0.0%1.3%-1.2%111.5K-3.2M-7.3K0.0070.36N/AN/A20434171
2021-10-18$118.81$105.0033.9%9.7%23.9%33.6%35.4%3.9%-2.4%89.2K-2.0M-7.1K1.0071.20N/AN/A11326141
2021-10-19$118.59$105.0033.6%9.6%23.9%33.1%34.1%0.0%-2.2%90.7K-2.0M-7.0K0.0074.44N/AN/A20327141
2021-10-20$117.95$110.0033.5%9.6%23.4%32.7%38.2%0.7%-2.2%91.0K-1.9M-7.1K1.7769.63N/AN/A82145328142
2021-10-21$117.62$110.0033.6%9.6%22.4%33.0%36.2%-0.5%-2.0%94.4K-1.9M-7.0K1.7775.92N/AN/A82145328142
2021-10-22$118.48$110.0035.9%10.3%22.5%38.0%41.0%-7.9%-2.1%92.3K-2.0M-7.0K1.7786.57N/AN/A82145327142
2021-10-25$117.60$110.0036.4%10.4%22.0%39.0%36.9%5.8%-4.1%91.9K-1.9M-7.2K1.7976.04N/AN/A81145339142
2021-10-26$116.78$110.0037.9%10.9%21.9%42.2%36.8%7.0%-7.2%98.5K-1.9M-7.2K3.6077.12N/AN/A86310343142
2021-10-27$115.38$110.0036.5%10.5%22.1%39.3%37.0%1.6%-5.3%86.6K-1.6M-9.0K1.3169.10N/AN/A185243363307
2021-10-28$117.00$115.0024.8%7.1%21.7%14.1%27.0%-0.4%4.4%150.5K-2.0M-9.0K4.6387.27N/AN/A54250485319
2021-10-29$120.10$115.0025.7%7.4%22.5%16.1%29.0%2.2%1.1%176.6K-2.4M-10.3K1.8077.97N/AN/A139250477335