ASGN Options History — November 2021

In November 2021, ASGN traded between $121.09 and $130.65. ATM implied volatility averaged 27.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 5.2% (HV 20d: 22.5%). Max pain ranged from $105.00 to $115.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 2.78.

Notable Days

  • 2021-11-24: Highest Volume — 620 contracts
  • 2021-11-26: Largest IV spike — 20.1% change
  • 2021-11-26: Highest IV Rank — 36.1%
  • 2021-11-26: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$125.72$121.09$130.65$121.09$122.84
Max Pain$110.48$105.00$115.00$115.00$115.00
ATM IV27.7%23.1%35.0%27.3%34.7%
Expected Move7.9%6.6%10.0%7.8%10.0%
HV 20d22.5%18.3%32.1%22.6%30.8%
HV 60d22.0%20.4%24.4%22.0%24.2%
IV Rank20.2%10.5%36.1%19.5%35.4%
IV Percentile13.9%0.4%55.2%5.2%55.2%
Term Structure2.2%-2.6%5.5%0.9%-0.0%
VWIV29.5%25.3%42.1%30.6%42.1%
Skew 25d1.2%-4.8%4.3%0.9%0.7%
Skew 10d3.4%-13.8%15.5%4.4%15.5%
Call IV 25d28.4%24.4%39.3%29.2%35.8%
Put IV 25d29.6%23.5%36.9%30.1%36.4%
Bid-Ask Spread %84.5674.9093.6082.0292.50
Gamma HHI0.280.170.520.310.17
Net GEX212.3K75.5K412.3K199.4K78.1K
Net DEX-3.8M-4.7M-2.1M-3.0M-2.1M
Net VEX-12.7K-20.6K-9.3K-10.1K-19.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.781.046.382.384.23
Total Volume463.667337620365492
Total OI1,045.4298451,3368561,335

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$121.09$115.0027.3%7.8%22.6%19.5%30.6%0.9%0.9%199.4K-3.0M-10.1K2.3882.02N/AN/A108257521335
2021-11-02$122.47$115.0027.3%7.8%22.7%19.4%30.4%3.1%0.2%220.6K-3.2M-10.0K3.2186.12N/AN/A80257524345
2021-11-03$122.56$115.0026.2%7.5%22.7%17.2%26.4%-4.8%0.2%224.6K-3.3M-10.3K3.2791.61N/AN/A79258529346
2021-11-04$124.45$105.0023.1%7.3%19.7%10.5%25.3%-0.9%5.4%260.5K-3.8M-10.1K1.9378.98N/AN/A136262534348
2021-11-05$127.50$105.0027.4%7.7%20.7%19.6%26.1%1.4%4.0%194.5K-4.1M-9.3K1.7681.69N/AN/A149262492353
2021-11-08$128.10$105.0026.9%7.7%19.3%18.6%28.0%3.4%2.5%203.3K-4.6M-10.8K1.2980.87N/AN/A206265542353
2021-11-09$127.82$105.0028.1%7.8%18.3%21.3%28.3%1.9%4.0%219.6K-4.5M-11.6K1.3376.18N/AN/A199265590358
2021-11-10$125.44$105.0024.3%7.0%18.5%13.1%27.6%0.9%5.5%219.5K-3.9M-11.9K1.6480.09N/AN/A162265591358
2021-11-11$128.57$105.0025.8%7.4%19.9%16.3%27.1%3.7%4.2%244.7K-4.6M-11.6K1.3274.91N/AN/A201265601359
2021-11-12$126.99$105.0026.4%7.6%20.7%17.5%27.3%4.2%4.4%254.8K-4.4M-12.3K1.3779.14N/AN/A196269630359
2021-11-15$126.14$110.0027.1%7.8%20.7%19.1%29.0%3.1%4.7%255.0K-4.2M-11.1K1.0474.90N/AN/A245256629365
2021-11-16$126.86$110.0025.9%7.4%20.7%16.5%28.9%2.4%5.1%355.9K-4.6M-11.5K2.6384.61N/AN/A135355695366
2021-11-17$124.90$110.0026.7%7.7%21.6%18.2%29.2%3.2%4.7%283.7K-3.8M-12.7K4.1888.03N/AN/A85355692463
2021-11-18$125.93$110.0023.2%6.6%21.5%10.6%26.8%0.8%3.8%302.8K-4.0M-12.7K3.4187.07N/AN/A104355702463
2021-11-19$125.19$110.0027.3%7.8%21.7%19.4%26.4%2.7%-1.1%412.3K-3.9M-12.0K4.1887.13N/AN/A110460703463
2021-11-22$127.79$115.0025.9%7.4%22.2%16.4%26.1%1.7%1.6%89.7K-3.5M-13.0K2.0188.15N/AN/A174350503557
2021-11-23$130.65$115.0030.1%8.6%22.7%25.4%29.9%-2.0%-2.6%131.6K-4.7M-13.0K2.0392.40N/AN/A172350574559
2021-11-24$129.74$115.0029.2%8.4%22.2%23.5%30.2%-2.2%1.4%144.7K-4.4M-14.3K6.3887.38N/AN/A84536589559
2021-11-26$122.14$115.0035.0%10.0%32.1%36.1%37.8%-3.3%-0.8%75.5K-2.1M-20.6K4.3793.60N/AN/A91398593740
2021-11-29$122.95$115.0032.9%9.4%30.9%31.6%35.8%4.3%-2.4%86.6K-2.2M-18.8K4.3788.38N/AN/A91398591745
2021-11-30$122.84$115.0034.7%10.0%30.8%35.4%42.1%0.7%-0.0%78.1K-2.1M-19.5K4.2392.50N/AN/A94398591744