ASGN Options History — March 2022

In March 2022, ASGN traded between $101.28 and $119.46. ATM implied volatility averaged 37.1%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 1.3% (HV 20d: 38.5%). Max pain ranged from $55.00 to $120.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 3.41.

Notable Days

  • 2022-03-01: Highest Volume — 353 contracts
  • 2022-03-03: Largest IV spike — 17.7% change
  • 2022-03-07: Highest IV Rank — 80.2%
  • 2022-03-08: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$111.26$101.28$119.46$107.21$116.73
Max Pain$105.63$55.00$120.00$110.00$115.00
ATM IV37.1%29.5%52.5%43.3%37.5%
Expected Move11.7%9.6%16.7%12.4%10.4%
HV 20d38.5%35.5%41.3%35.5%36.9%
HV 60d35.0%32.5%36.8%33.0%34.7%
IV Rank44.2%26.3%80.2%58.6%45.1%
IV Percentile71.4%34.1%98.4%92.5%81.0%
Term Structure1.5%-6.3%9.4%-6.0%3.2%
VWIV50.9%27.6%91.3%56.6%31.1%
Skew 25d6.8%0.2%18.8%5.9%5.5%
Skew 10d18.8%1.4%34.9%11.3%21.6%
Call IV 25d37.6%30.4%49.2%43.7%30.4%
Put IV 25d44.4%35.9%58.5%49.6%35.9%
Bid-Ask Spread %81.5161.50103.2891.0669.05
Gamma HHI0.160.140.190.140.18
Net GEX-34.7K-77.8K15.2K-42.4K-2.7K
Net DEX767.2K-743.5K2.0M1.2M198.7K
Net VEX-9.0K-10.7K-7.9K-10.5K-8.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.412.495.614.042.49
Total Volume283.522222353353290
Total OI829.4785441,045932654

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$107.21$110.0043.3%12.4%35.5%58.6%56.6%5.9%-6.0%-42.4K1.2M-10.5K4.0491.06N/AN/A70283270662
2022-03-02$110.16$110.0037.1%10.6%36.3%44.1%42.4%8.1%1.4%-32.3K800.9K-10.1K2.7087.98N/AN/A74200270662
2022-03-03$108.25$110.0043.6%12.5%36.6%59.5%48.9%4.9%1.5%-44.8K1.1M-10.7K2.8197.22N/AN/A74208281682
2022-03-04$108.14$110.0046.1%13.2%36.5%65.3%49.6%5.2%2.3%-57.6K1.2M-9.9K2.8197.86N/AN/A74208281685
2022-03-07$102.09$110.0052.5%15.1%41.3%80.2%59.8%8.6%0.1%-71.7K1.8M-9.6K2.8094.94N/AN/A74207281685
2022-03-08$101.28$110.0043.5%16.7%41.1%59.1%66.7%8.7%-6.3%-77.8K2.0M-10.2K2.7896.55N/AN/A74206281685
2022-03-09$104.57$110.0037.9%13.7%41.1%45.9%55.9%0.9%1.5%-71.0K1.7M-9.7K2.6497.05N/AN/A78206281685
2022-03-10$103.69$110.0037.6%13.9%40.8%45.4%57.1%6.6%1.6%-70.3K1.7M-9.1K2.61101.68N/AN/A79206294680
2022-03-11$105.87$110.0039.1%14.6%39.3%48.7%57.2%11.6%0.1%-64.0K1.3M-9.5K2.73103.28N/AN/A79216295680
2022-03-14$107.86$120.0035.7%11.0%37.8%40.8%47.4%8.3%2.7%-47.3K1.2M-9.2K2.7365.84N/AN/A79216295690
2022-03-15$110.73$120.0039.1%10.9%38.7%48.7%45.8%2.0%-2.6%-21.5K630.1K-9.2K3.0977.50N/AN/A79244305690
2022-03-16$112.24$120.0035.6%10.9%38.5%40.7%43.7%8.3%2.9%-14.9K430.1K-9.0K2.9382.03N/AN/A84246311731
2022-03-17$114.36$0.0033.8%10.4%39.0%36.4%0.0%6.5%2.7%15.2K-79.5K-8.7K3.0472.68N/AN/A81246311733
2022-03-18$117.84$0.0031.4%9.7%38.7%30.8%0.0%5.2%-0.8%-21.0K-743.5K-8.0K3.0976.30N/AN/A81250312733
2022-03-21$114.51$0.0029.5%11.0%40.4%26.3%0.0%7.2%3.6%-25.5K546.5K-8.1K5.0569.84N/AN/A39197116428
2022-03-22$116.07$0.0031.4%10.4%39.6%30.8%0.0%1.8%4.9%-21.6K532.0K-8.6K5.0574.38N/AN/A39197121435
2022-03-23$115.24$0.0030.8%10.3%39.2%29.3%0.0%6.4%5.8%-27.6K470.3K-8.2K4.6972.84N/AN/A39183121436
2022-03-24$115.37$0.0031.2%10.3%38.5%30.4%0.0%7.2%5.1%-29.2K434.7K-8.2K4.8969.45N/AN/A38186121441
2022-03-25$115.61$0.0029.7%10.1%37.0%26.9%51.8%0.2%9.4%-25.9K372.0K-8.2K5.6166.75N/AN/A38213125444
2022-03-28$114.81$55.0034.1%10.0%37.1%37.0%91.3%7.3%2.8%-26.6K457.9K-7.9K4.6661.50N/AN/A47219138481
2022-03-29$119.46$55.0035.1%9.6%37.3%39.6%33.1%11.6%-5.1%-8.2K222.3K-8.1K2.6971.14N/AN/A77207138481
2022-03-30$116.78$115.0038.6%10.2%37.7%47.7%27.6%18.8%2.6%-9.8K212.6K-8.2K2.4977.72N/AN/A83207170477
2022-03-31$116.73$115.0037.5%10.4%36.9%45.1%31.1%5.5%3.2%-2.7K198.7K-8.0K2.4969.05N/AN/A83207177477