ASGN Options History — February 2022

In February 2022, ASGN traded between $104.41 and $117.17. ATM implied volatility averaged 40.7%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 9.3% (HV 20d: 31.4%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 3.68.

Notable Days

  • 2022-02-07: Highest Volume — 476 contracts
  • 2022-02-09: Largest IV drop — 32.6% change
  • 2022-02-07: Highest IV Rank — 92.7%
  • 2022-02-02: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$111.18$104.41$117.17$115.97$110.54
Max Pain$113.95$110.00$115.00$115.00$110.00
ATM IV40.7%33.3%57.8%44.9%40.6%
Expected Move10.9%9.6%13.5%12.9%11.7%
HV 20d31.4%24.6%37.6%37.6%35.5%
HV 60d33.7%32.6%35.0%33.1%33.5%
IV Rank52.5%35.3%92.7%62.3%52.4%
IV Percentile80.0%55.6%99.6%93.3%90.1%
Term Structure-2.0%-9.5%2.2%-7.4%-6.6%
VWIV48.3%41.5%58.7%51.2%49.9%
Skew 25d6.0%-0.3%9.1%9.1%3.5%
Skew 10d16.8%7.2%35.3%21.1%29.8%
Call IV 25d38.5%32.4%47.8%47.7%41.3%
Put IV 25d44.4%38.3%56.8%56.8%44.8%
Bid-Ask Spread %83.7071.0693.6973.9393.53
Gamma HHI0.140.120.170.130.14
Net GEX-37.6K-92.8K13.0K-2.6K-33.5K
Net DEX879.0K72.0K1.5M276.1K837.6K
Net VEX-12.0K-13.8K-10.3K-13.4K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.683.294.263.574.04
Total Volume430.421349476471353
Total OI972.2118751,049958932

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$115.97$115.0044.9%12.9%37.6%62.3%51.2%9.1%-7.4%-2.6K276.1K-13.4K3.5773.93N/AN/A103368300658
2022-02-02$115.29$115.0047.0%13.5%29.8%67.3%50.2%8.4%-9.5%-7.5K343.8K-13.8K3.5780.07N/AN/A103368301658
2022-02-03$114.07$115.0049.0%11.0%28.0%71.9%46.3%3.5%-0.4%-6.5K319.9K-13.1K3.5779.53N/AN/A103368301658
2022-02-04$114.32$115.0049.3%11.3%27.8%72.6%47.4%8.8%-2.3%-8.2K461.8K-13.7K3.5771.06N/AN/A103368301658
2022-02-07$112.44$115.0057.8%11.4%24.6%92.7%47.0%6.2%-2.6%-16.9K605.5K-13.1K3.4174.97N/AN/A108368301658
2022-02-08$116.09$115.0053.5%11.3%27.3%82.6%46.3%2.5%-2.3%2.1K156.9K-12.7K3.4183.69N/AN/A108368301658
2022-02-09$117.17$115.0036.1%10.3%26.1%41.7%45.9%2.3%0.5%13.0K72.0K-12.8K3.4972.13N/AN/A106370302659
2022-02-10$112.19$115.0033.3%9.6%29.7%35.3%41.5%5.9%2.1%-37.0K833.6K-12.2K3.6689.13N/AN/A101370301748
2022-02-11$108.10$115.0035.5%10.2%32.1%40.4%43.9%8.6%1.5%-88.7K1.5M-12.5K3.6084.71N/AN/A103371300726
2022-02-14$109.63$115.0036.9%10.6%32.7%43.7%49.5%7.1%-0.3%-64.3K1.3M-12.0K3.6085.50N/AN/A103371299726
2022-02-15$111.58$115.0035.8%10.3%32.1%41.0%48.2%8.1%-3.8%-36.3K959.4K-11.9K4.2681.67N/AN/A87371299726
2022-02-16$111.10$115.0034.2%9.8%32.1%37.4%53.5%9.0%0.1%-52.6K960.7K-11.1K3.7592.02N/AN/A87326289726
2022-02-17$108.09$115.0034.9%10.0%33.3%39.1%50.9%5.3%-0.5%-92.8K1.5M-11.5K3.4486.30N/AN/A89306289731
2022-02-18$108.02$115.0034.3%9.8%33.3%37.5%45.8%5.0%2.2%-59.8K1.3M-11.3K3.3188.28N/AN/A93308289731
2022-02-22$105.83$115.0036.8%10.6%32.8%43.5%46.0%4.7%-0.5%-67.2K1.5M-10.5K3.2985.66N/AN/A87286229646
2022-02-23$104.41$110.0037.1%10.6%32.5%44.1%47.9%-0.3%-1.2%-64.4K1.5M-10.7K4.2188.15N/AN/A67282259654
2022-02-24$107.02$110.0039.9%11.4%33.5%50.7%58.7%7.0%-4.2%-56.1K1.3M-10.7K4.0393.69N/AN/A70282265662
2022-02-25$110.59$110.0035.9%10.3%35.8%41.5%47.4%9.1%-2.7%-34.8K895.1K-11.0K4.0486.32N/AN/A70283270661
2022-02-28$110.54$110.0040.6%11.7%35.5%52.4%49.9%3.5%-6.6%-33.5K837.6K-10.3K4.0493.53N/AN/A70283270662