ASGN Options History — December 2021

In December 2021, ASGN traded between $116.07 and $128.34. ATM implied volatility averaged 33.7%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 1.6% (HV 20d: 35.3%). Max pain ranged from $115.00 to $125.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 4.67.

Notable Days

  • 2021-12-16: Highest Volume — 498 contracts
  • 2021-12-13: Largest IV spike — 83.4% change
  • 2021-12-13: Highest IV Rank — 81.5%
  • 2021-12-03: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$122.99$116.07$128.34$119.20$124.12
Max Pain$117.95$115.00$125.00$115.00$115.00
ATM IV33.7%25.2%56.1%37.1%25.2%
Expected Move9.1%7.2%13.0%10.6%7.2%
HV 20d35.3%27.6%38.9%32.4%27.6%
HV 60d27.6%24.9%28.8%24.9%28.5%
IV Rank33.2%15.0%81.5%40.6%15.0%
IV Percentile46.4%3.2%98.4%71.8%3.2%
Term Structure3.0%-8.4%7.6%-3.3%6.6%
VWIV33.7%28.9%51.1%38.4%28.9%
Skew 25d2.4%-8.9%7.6%3.9%3.5%
Skew 10d5.2%-7.5%26.1%13.0%6.9%
Call IV 25d34.4%28.6%52.1%36.8%28.6%
Put IV 25d36.9%32.1%51.6%40.7%32.1%
Bid-Ask Spread %83.9870.9797.8089.0090.71
Gamma HHI0.200.130.410.160.16
Net GEX48.7K-180.0K163.2K64.4K40.1K
Net DEX-1.6M-3.7M189.8K-1.1M-881.9K
Net VEX-16.0K-20.0K-14.1K-20.0K-14.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.673.206.034.334.03
Total Volume437.636355498490387
Total OI1,135.9557821,3761,338873

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$119.20$115.0037.1%10.6%32.4%40.6%38.4%3.9%-3.3%64.4K-1.1M-20.0K4.3389.00N/AN/A92398594744
2021-12-02$123.73$115.0037.2%10.7%35.2%40.7%36.0%1.6%-1.9%87.5K-2.3M-19.0K4.3394.59N/AN/A92398592744
2021-12-03$120.92$115.0045.5%13.0%35.6%58.7%51.1%-0.5%-8.4%68.9K-1.8M-19.1K4.1997.80N/AN/A95398592744
2021-12-06$124.52$125.0039.2%10.4%36.2%45.2%38.5%3.0%0.0%98.5K-2.4M-18.7K5.7777.93N/AN/A69398592744
2021-12-07$126.90$125.0034.7%10.1%36.8%35.4%35.6%-5.6%-0.9%131.4K-3.2M-17.2K6.0372.40N/AN/A66398595744
2021-12-08$128.34$120.0036.1%9.4%37.1%38.5%33.5%3.1%6.2%144.8K-3.7M-15.9K5.8789.53N/AN/A67393594739
2021-12-09$128.00$120.0033.6%8.9%36.4%33.0%32.4%5.0%4.1%163.2K-3.7M-16.3K5.7170.97N/AN/A69394590739
2021-12-10$126.53$120.0030.6%8.3%35.5%26.6%31.0%3.8%7.1%135.3K-3.3M-15.8K5.7079.52N/AN/A69393593744
2021-12-13$125.68$120.0056.1%9.0%35.4%81.5%31.1%3.1%4.1%122.7K-3.0M-15.4K5.7080.70N/AN/A69393593747
2021-12-14$122.45$120.0039.0%9.1%36.4%44.7%32.2%3.6%4.0%25.4K-2.0M-15.6K5.1880.00N/AN/A76394593747
2021-12-15$122.61$120.0030.7%8.8%36.4%26.7%32.0%-0.7%5.0%39.0K-2.2M-14.7K4.7890.00N/AN/A82392594748
2021-12-16$119.54$120.0031.6%9.0%37.0%28.6%29.3%3.3%-2.4%-180.0K-1.2M-15.0K5.3879.32N/AN/A78420594747
2021-12-17$119.39$120.0030.5%8.8%36.8%26.4%33.8%2.6%7.6%-33.9K-1.0M-14.6K4.6185.94N/AN/A88406594782
2021-12-20$116.07$120.0033.1%9.5%37.9%32.1%34.1%2.9%4.1%-6.8K189.8K-15.5K5.1278.59N/AN/A58297232550
2021-12-21$119.68$115.0031.9%9.1%38.9%29.4%31.5%7.5%4.1%2.6K-101.6K-15.8K5.1283.65N/AN/A58297246574
2021-12-22$119.78$115.0030.2%8.7%37.8%25.8%35.9%-8.9%3.5%7.4K-246.3K-14.9K3.8084.12N/AN/A79300246574
2021-12-23$121.64$115.0028.7%8.2%38.4%22.6%31.4%1.2%5.3%23.1K-425.3K-15.3K3.8081.25N/AN/A79300266577
2021-12-27$123.81$115.0028.8%8.3%32.6%22.8%32.5%7.6%4.4%25.5K-725.0K-14.1K3.4986.32N/AN/A86300266577
2021-12-28$124.57$115.0027.5%7.9%32.6%20.0%31.4%3.4%6.1%31.0K-838.9K-14.5K3.4978.36N/AN/A86300274577
2021-12-29$124.35$115.0026.7%7.7%32.6%18.3%29.9%6.3%5.6%41.1K-815.6K-15.1K3.2086.75N/AN/A97310286577
2021-12-30$123.92$115.0026.5%7.6%30.6%17.8%30.7%3.7%4.7%39.2K-866.2K-14.3K3.2090.05N/AN/A97310286587
2021-12-31$124.12$115.0025.2%7.2%27.6%15.0%28.9%3.5%6.6%40.1K-881.9K-14.1K4.0390.71N/AN/A77310286587