ASGN Options History — May 2022

In May 2022, ASGN traded between $93.71 and $119.04. ATM implied volatility averaged 41.9%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 4.0% (HV 20d: 45.9%). Max pain ranged from $105.00 to $115.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.38.

Notable Days

  • 2022-05-18: Highest Volume — 562 contracts
  • 2022-05-11: Largest IV drop — 24.9% change
  • 2022-05-09: Highest IV Rank — 82.4%
  • 2022-05-12: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.41$93.71$119.04$112.69$95.93
Max Pain$106.43$105.00$115.00$115.00$105.00
ATM IV41.9%36.8%54.3%40.8%42.4%
Expected Move11.4%10.2%13.3%11.7%12.1%
HV 20d45.9%35.9%55.2%35.9%51.1%
HV 60d39.0%35.6%42.3%36.2%42.0%
IV Rank49.6%36.1%82.4%46.8%50.9%
IV Percentile85.1%74.2%98.0%88.1%86.9%
Term Structure-2.0%-8.8%1.6%-8.8%-3.2%
VWIV46.5%40.9%53.6%45.6%48.0%
Skew 25d6.0%-0.6%13.9%13.2%6.4%
Skew 10d10.0%-8.9%31.3%20.9%-8.9%
Call IV 25d41.1%35.8%46.2%36.7%44.4%
Put IV 25d47.1%41.6%55.1%49.8%50.9%
Bid-Ask Spread %88.0980.1695.8686.9994.54
Gamma HHI0.210.170.250.170.24
Net GEX-67.1K-108.4K-2.1K-32.4K-99.7K
Net DEX1.2M-285.0K2.4M405.2K1.9M
Net VEX-6.8K-7.6K-5.9K-6.6K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.381.664.062.111.69
Total Volume393321562345323
Total OI867.197141,0277141,006

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$112.69$115.0040.8%11.7%35.9%46.8%45.6%13.2%-8.8%-32.4K405.2K-6.6K2.1186.99N/AN/A111234195519
2022-05-03$115.20$115.0040.6%11.6%36.8%46.2%41.4%12.4%-6.4%-24.5K55.4K-6.5K2.0691.21N/AN/A112231195525
2022-05-04$119.04$115.0036.8%10.5%38.1%36.1%50.6%0.2%-5.5%-2.1K-285.0K-5.9K2.0695.86N/AN/A112231197527
2022-05-05$114.90$105.0043.5%10.2%39.9%54.0%44.0%3.4%1.5%-22.7K74.2K-6.1K2.0480.16N/AN/A115235197528
2022-05-06$112.94$105.0045.7%10.7%40.3%59.8%44.2%6.6%-0.5%-31.6K318.8K-6.3K2.1181.22N/AN/A122257202533
2022-05-09$110.12$105.0054.3%11.5%41.3%82.4%47.0%4.6%-1.1%-45.2K566.2K-6.9K2.0287.99N/AN/A130263214560
2022-05-10$110.19$105.0051.5%10.8%40.8%74.9%50.2%3.4%1.6%-44.4K433.0K-6.5K2.0388.72N/AN/A127258222571
2022-05-11$107.18$105.0038.7%11.1%41.6%41.1%46.9%4.2%-0.6%-56.8K813.2K-7.6K2.1286.64N/AN/A127269237585
2022-05-12$101.07$105.0046.4%13.3%45.1%61.4%49.8%7.1%-6.8%-74.6K1.7M-7.1K2.6781.97N/AN/A99264237589
2022-05-13$105.13$105.0041.8%12.0%47.8%49.4%49.5%3.8%-1.3%-73.0K1.4M-7.1K3.3583.46N/AN/A99332237597
2022-05-16$102.10$105.0043.9%12.6%48.5%54.9%53.5%3.2%-2.4%-79.3K1.5M-6.9K3.6183.16N/AN/A101365237701
2022-05-17$106.51$105.0038.0%10.9%48.7%39.3%49.7%4.6%0.1%-76.0K1.0M-6.4K3.6190.73N/AN/A101365237701
2022-05-18$101.08$105.0043.4%12.4%50.1%53.6%43.8%-0.4%-2.5%-85.5K1.7M-6.0K4.0688.56N/AN/A111451237701
2022-05-19$98.76$105.0037.1%10.6%50.2%37.1%40.9%-0.6%-0.7%-107.4K2.1M-6.8K2.6888.24N/AN/A133357247747
2022-05-20$97.34$105.0043.2%12.4%49.8%53.0%42.7%2.1%-1.9%-93.6K2.2M-6.4K2.1489.30N/AN/A172368269758
2022-05-23$97.99$105.0037.2%10.7%50.1%37.2%43.3%8.4%-2.2%-91.7K1.7M-7.0K2.1987.12N/AN/A108236234659
2022-05-24$100.84$105.0038.8%11.1%51.6%41.4%53.6%12.4%0.0%-85.9K1.3M-7.6K2.2988.47N/AN/A104238252659
2022-05-25$94.59$105.0040.8%11.7%55.2%46.6%46.0%13.9%-2.9%-78.7K2.1M-6.6K1.7389.79N/AN/A120208258651
2022-05-26$93.71$105.0037.6%10.8%50.4%38.3%41.9%10.4%1.4%-96.3K2.4M-7.3K1.6690.66N/AN/A129214263725
2022-05-27$95.30$105.0037.5%10.8%50.8%38.1%43.1%7.7%-0.2%-108.4K2.2M-7.3K1.6895.19N/AN/A120201263739
2022-05-31$95.93$105.0042.4%12.1%51.1%50.9%48.0%6.4%-3.2%-99.7K1.9M-7.1K1.6994.54N/AN/A120203268738