ASGN Options History — April 2022

In April 2022, ASGN traded between $111.03 and $122.73. ATM implied volatility averaged 38.9%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 8.9% (HV 20d: 30.0%). Max pain ranged from $105.00 to $115.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 2.16.

Notable Days

  • 2022-04-13: Highest Volume — 353 contracts
  • 2022-04-13: Largest IV drop — 37.2% change
  • 2022-04-11: Highest IV Rank — 98.9%
  • 2022-04-26: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.50$111.03$122.73$117.52$113.71
Max Pain$107.75$105.00$115.00$115.00$105.00
ATM IV38.9%29.0%60.6%32.0%41.6%
Expected Move10.6%9.5%12.4%9.5%11.9%
HV 20d30.0%25.6%36.9%36.9%36.0%
HV 60d33.7%32.7%36.2%34.1%36.2%
IV Rank44.0%25.1%98.9%32.3%48.8%
IV Percentile73.6%25.8%99.6%51.6%89.7%
Term Structure-2.2%-7.5%1.4%-3.4%-7.5%
VWIV35.8%30.3%44.5%33.1%38.0%
Skew 25d7.5%3.7%12.4%3.7%8.1%
Skew 10d18.0%9.7%32.2%23.0%19.0%
Call IV 25d34.8%30.3%41.0%34.0%35.4%
Put IV 25d42.4%37.6%49.6%37.7%43.5%
Bid-Ask Spread %84.2567.7993.0767.7987.39
Gamma HHI0.200.160.290.180.20
Net GEX-7.4K-31.1K16.4K1.4K-20.7K
Net DEX88.0K-594.9K619.8K53.0K139.9K
Net VEX-6.7K-7.6K-5.9K-7.6K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.161.892.722.491.99
Total Volume288.43353290332
Total OI682.4654763654691

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$117.52$115.0032.0%9.5%36.9%32.3%33.1%3.7%-3.4%1.4K53.0K-7.6K2.4967.79N/AN/A83207177477
2022-04-04$116.39$115.0029.0%9.7%29.5%25.1%34.0%4.7%-1.1%-332180.7K-7.5K2.4277.42N/AN/A79191177479
2022-04-05$114.50$115.0029.8%9.7%30.1%27.0%30.3%4.4%1.4%-1.9K288.5K-7.1K2.4290.36N/AN/A79191185482
2022-04-06$112.65$115.0031.6%10.0%29.5%31.4%41.3%7.0%0.9%-12.9K459.3K-7.1K2.4293.07N/AN/A79191185482
2022-04-07$113.39$115.0036.4%10.3%29.2%42.5%41.9%9.1%-1.2%-14.9K475.9K-7.3K2.3586.75N/AN/A79186185482
2022-04-08$113.60$105.0045.3%10.1%28.5%58.6%33.7%8.1%-0.8%-9.7K366.0K-7.3K2.3570.80N/AN/A79186187483
2022-04-11$111.47$105.0060.6%11.1%29.0%98.9%33.9%5.1%-2.7%-22.5K619.8K-7.3K2.3579.69N/AN/A79186187483
2022-04-12$112.72$105.0056.4%10.2%27.8%87.9%33.4%11.4%0.4%-13.5K476.1K-6.8K2.7282.36N/AN/A85231187483
2022-04-13$115.10$105.0035.4%10.2%28.3%32.5%31.1%4.9%-1.6%2.1K231.7K-6.3K1.8983.86N/AN/A122231194531
2022-04-14$115.99$105.0034.6%9.9%27.7%30.3%33.6%6.8%-0.7%16.4K-232.9K-6.9K1.8983.00N/AN/A122231232531
2022-04-18$115.13$105.0036.6%10.5%25.6%35.6%33.5%10.1%-1.4%-16.2K51.8K-7.0K2.0788.55N/AN/A100207180493
2022-04-19$119.92$105.0035.5%10.2%27.5%32.7%35.7%6.3%-1.7%4.4K-380.3K-6.0K2.0487.79N/AN/A102208181496
2022-04-20$122.73$105.0034.2%9.8%28.2%29.2%35.3%7.3%-1.3%15.0K-594.9K-6.0K1.9788.12N/AN/A106209183497
2022-04-21$120.22$105.0037.4%10.7%29.2%37.7%31.5%12.4%-4.7%7.2K-433.4K-6.2K1.9587.79N/AN/A107209188498
2022-04-22$116.92$105.0039.2%11.2%31.1%42.6%39.6%5.9%-3.7%-7.5K-176.3K-6.4K1.9586.00N/AN/A107209188498
2022-04-25$116.12$105.0041.7%11.9%31.2%49.0%38.9%10.2%-3.5%-15.0K-69.7K-7.2K1.9587.65N/AN/A107209188498
2022-04-26$113.82$105.0043.4%12.4%31.9%53.6%44.5%9.5%-5.2%-21.4K98.5K-6.4K1.9584.32N/AN/A107209188498
2022-04-27$111.03$105.0042.5%12.2%29.3%51.2%39.7%8.6%-3.1%-31.1K375.9K-6.5K2.0086.03N/AN/A12188498
2022-04-28$117.01$110.0035.8%10.3%34.5%33.6%34.0%7.3%-2.6%-6.9K-168.9K-5.9K1.9486.38N/AN/A109211188500
2022-04-29$113.71$105.0041.6%11.9%36.0%48.8%38.0%8.1%-7.5%-20.7K139.9K-6.1K1.9987.39N/AN/A111221192499