ASGN Options History — January 2022

In January 2022, ASGN traded between $110.65 and $131.01. ATM implied volatility averaged 37.2%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 2.3% (HV 20d: 34.9%). Max pain ranged from $115.00 to $125.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3.60.

Notable Days

  • 2022-01-18: Highest Volume — 545 contracts
  • 2022-01-10: Largest IV spike — 17.3% change
  • 2022-01-26: Highest IV Rank — 63.9%
  • 2022-01-26: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.89$110.65$131.01$123.64$113.69
Max Pain$116.50$115.00$125.00$115.00$115.00
ATM IV37.2%27.3%47.9%27.9%45.0%
Expected Move11.0%7.8%13.7%8.0%12.9%
HV 20d34.9%26.2%37.8%26.2%36.6%
HV 60d31.7%27.6%32.9%27.6%32.9%
IV Rank40.8%19.5%63.9%20.7%57.6%
IV Percentile64.0%11.5%94.4%14.7%93.7%
Term Structure-2.4%-8.2%8.4%6.3%-8.2%
VWIV40.5%29.5%51.6%32.5%51.0%
Skew 25d4.3%-6.9%14.9%1.3%6.5%
Skew 10d11.6%-2.6%26.9%15.0%12.7%
Call IV 25d39.7%30.9%46.6%32.1%46.6%
Put IV 25d44.0%30.2%59.3%33.4%53.1%
Bid-Ask Spread %72.8058.0494.5590.8874.72
Gamma HHI0.160.120.230.160.12
Net GEX-2.4K-115.2K62.5K44.7K-22.4K
Net DEX-23.3K-1.8M937.5K-787.7K499.4K
Net VEX-14.5K-15.1K-13.0K-14.5K-14.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.602.865.013.103.57
Total Volume472.2418545418471
Total OI978.758751,084875958

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$123.64$115.0027.9%8.0%26.2%20.7%32.5%1.3%6.3%44.7K-787.7K-14.5K3.1090.88N/AN/A102316288587
2022-01-04$131.01$115.0027.3%7.8%31.7%19.5%29.5%-6.9%6.3%51.5K-1.8M-14.3K2.9590.40N/AN/A107316313593
2022-01-05$126.61$115.0028.8%8.3%33.6%22.8%33.5%7.8%8.4%62.5K-1.6M-13.0K2.9394.55N/AN/A110322321593
2022-01-06$124.58$125.0028.9%9.7%33.8%22.9%35.4%3.1%-3.0%60.9K-1.1M-14.7K2.8679.92N/AN/A113323329601
2022-01-07$119.51$125.0028.2%9.9%36.7%21.5%36.9%0.4%-0.1%40.5K-419.7K-15.0K3.1366.17N/AN/A102319333603
2022-01-10$118.10$125.0033.1%10.7%36.7%32.0%38.8%5.7%-4.5%35.4K-197.6K-15.0K3.6058.04N/AN/A104374346604
2022-01-11$120.88$115.0030.4%10.5%37.8%26.2%39.0%-2.9%-4.0%29.8K-557.4K-14.4K3.6061.61N/AN/A104374349652
2022-01-12$118.95$115.0035.3%10.1%37.2%36.7%36.0%4.1%-2.2%5.5K-137.6K-14.8K3.4161.59N/AN/A111379348652
2022-01-13$118.36$115.0036.9%10.6%37.2%40.1%37.1%0.7%-3.2%4.7K-193.4K-14.2K3.3864.09N/AN/A112379356658
2022-01-14$118.62$115.0034.7%9.9%36.1%35.4%37.2%4.7%-0.8%8.2K-190.3K-14.1K3.3563.15N/AN/A113379357658
2022-01-18$115.17$115.0039.0%11.2%37.6%44.7%39.4%5.2%-2.2%-15.3K389.9K-14.3K3.7466.80N/AN/A115430363660
2022-01-19$115.10$115.0038.8%11.1%36.2%44.1%41.7%1.4%-1.6%-80.6K680.1K-14.7K4.0661.65N/AN/A106430366714
2022-01-20$114.25$115.0036.4%10.4%34.4%39.0%37.8%4.7%-2.0%-81.5K826.5K-14.5K4.0672.54N/AN/A106430370714
2022-01-21$114.29$115.0041.5%11.9%34.4%50.1%43.8%5.9%-2.1%-115.2K937.5K-14.4K4.1466.87N/AN/A104431370714
2022-01-24$116.45$115.0047.6%13.7%34.6%63.2%47.0%9.7%-7.2%-3.0K291.1K-14.6K4.1071.73N/AN/A86353304644
2022-01-25$114.10$115.0044.3%12.7%34.4%56.0%45.0%7.0%-5.6%-10.4K487.6K-15.1K4.1071.24N/AN/A86353314651
2022-01-26$111.89$115.0047.9%13.7%34.6%63.9%51.6%14.9%-6.0%-15.9K632.6K-14.4K5.0183.48N/AN/A73366314651
2022-01-27$112.04$115.0047.3%13.6%34.6%62.5%48.0%7.4%-8.0%-18.5K789.9K-14.7K3.3975.47N/AN/A108366315656
2022-01-28$110.65$115.0044.7%12.8%34.7%56.8%49.3%5.0%-7.9%-29.0K898.6K-14.3K3.5781.05N/AN/A103368300656
2022-01-31$113.69$115.0045.0%12.9%36.6%57.6%51.0%6.5%-8.2%-22.4K499.4K-14.3K3.5774.72N/AN/A103368300658