ASGN Options History — June 2022

In June 2022, ASGN traded between $79.69 and $98.18. ATM implied volatility averaged 41.6%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 7.3% (HV 20d: 48.9%). Max pain ranged from $85.00 to $105.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.66.

Notable Days

  • 2022-06-13: Highest Volume — 376 contracts
  • 2022-06-28: Largest IV spike — 37.3% change
  • 2022-06-28: Highest IV Rank — 72.2%
  • 2022-06-28: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$88.47$79.69$98.18$93.06$89.52
Max Pain$92.14$85.00$105.00$105.00$85.00
ATM IV41.6%29.5%50.4%41.3%49.5%
Expected Move11.7%8.4%14.5%11.8%14.2%
HV 20d48.9%45.9%52.2%50.4%45.9%
HV 60d42.8%40.8%44.6%40.8%44.6%
IV Rank48.8%16.8%72.2%48.1%69.8%
IV Percentile78.9%24.6%96.4%84.5%95.6%
Term Structure2.4%-6.2%11.3%-2.4%-6.2%
VWIV44.2%34.1%60.5%46.4%51.0%
Skew 25d7.2%-1.3%16.2%3.9%4.2%
Skew 10d11.7%-0.7%23.4%8.0%-0.7%
Call IV 25d42.5%35.1%56.3%50.0%54.8%
Put IV 25d49.7%36.9%72.5%53.9%59.0%
Bid-Ask Spread %89.9578.24103.1191.38103.11
Gamma HHI0.260.150.390.280.23
Net GEX-57.4K-112.3K-2.0K-106.7K-2.0K
Net DEX1.9M152.9K4.2M2.7M152.9K
Net VEX-4.1K-6.6K-2.2K-6.6K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.661.352.081.691.57
Total Volume325.286282376323344
Total OI771.5242441,0861,024378

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$93.06$105.0041.3%11.8%50.4%48.1%46.4%3.9%-2.4%-106.7K2.7M-6.6K1.6991.38N/AN/A120203268756
2022-06-02$97.22$95.0042.6%11.0%51.8%51.6%37.2%5.5%2.9%-109.0K2.0M-6.5K1.8478.24N/AN/A111204267756
2022-06-03$95.52$95.0036.7%10.8%51.0%35.9%36.2%2.4%4.6%-110.1K2.2M-6.5K1.7179.24N/AN/A117200272762
2022-06-06$96.17$95.0039.9%10.3%51.3%44.3%36.7%6.6%2.5%-104.3K2.1M-6.2K1.4680.79N/AN/A138201294770
2022-06-07$98.18$95.0047.0%10.4%51.8%63.2%38.7%13.4%0.1%-105.5K1.8M-5.8K1.6185.40N/AN/A127205294772
2022-06-08$96.82$95.0035.5%10.2%51.8%32.8%34.4%0.4%3.6%-95.3K1.8M-5.5K1.6979.99N/AN/A127215298766
2022-06-09$93.57$95.0043.4%12.4%52.2%53.5%43.0%11.9%-1.2%-108.0K2.4M-5.3K1.7788.27N/AN/A121214300784
2022-06-10$89.73$95.0046.2%13.2%50.3%60.9%43.9%4.8%-3.6%-112.3K3.3M-5.0K1.7580.28N/AN/A121212302784
2022-06-13$85.40$95.0045.9%13.2%49.6%60.3%51.5%-1.3%0.6%-86.7K3.6M-3.9K2.0879.78N/AN/A122254302758
2022-06-14$83.10$95.0041.3%11.8%49.5%48.0%43.1%7.4%4.2%-77.0K4.2M-3.0K2.0684.41N/AN/A123253304768
2022-06-15$84.40$95.0050.3%14.4%46.5%71.9%49.6%5.8%-0.9%-79.4K3.9M-3.1K2.0694.73N/AN/A123253304741
2022-06-16$79.78$95.0037.7%10.8%47.0%38.6%51.0%4.6%11.3%-49.9K3.7M-2.3K1.5986.86N/AN/A123195305676
2022-06-17$79.69$95.0040.8%11.7%47.0%46.6%60.5%8.6%2.4%-14.0K3.6M-2.2K1.5993.04N/AN/A123195305654
2022-06-21$81.92$95.0039.3%11.3%48.8%42.8%41.2%15.6%5.4%-14.7K681.4K-2.2K1.4796.58N/AN/A11416883161
2022-06-22$82.22$85.0041.9%12.0%48.7%49.7%42.8%7.0%6.0%-6.4K556.5K-2.7K1.4795.26N/AN/A114168133183
2022-06-23$82.51$85.0035.7%10.2%47.0%33.2%39.8%6.0%7.8%-6.0K544.0K-2.7K1.5598.77N/AN/A115178133183
2022-06-24$86.20$85.0029.5%8.4%46.1%16.8%34.1%1.5%10.8%-6.4K431.6K-3.0K1.51100.40N/AN/A115174134194
2022-06-27$87.83$85.0036.7%10.5%46.8%36.0%43.3%13.9%3.4%-4.5K309.0K-3.4K1.3595.54N/AN/A132178135203
2022-06-28$87.02$85.0050.4%14.5%46.2%72.2%57.9%16.2%-3.8%-3.3K336.5K-3.8K1.5998.64N/AN/A119189152202
2022-06-29$88.06$85.0041.4%11.9%46.4%48.3%46.4%13.1%2.3%-4.1K330.2K-3.7K1.4198.20N/AN/A134189151215
2022-06-30$89.52$85.0049.5%14.2%45.9%69.8%51.0%4.2%-6.2%-2.0K152.9K-3.9K1.57103.11N/AN/A134210161217