ASGN Options History — July 2022

In July 2022, ASGN traded between $89.40 and $104.18. ATM implied volatility averaged 44.7%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 10.9% (HV 20d: 33.8%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 3.39.

Notable Days

2022-07-01: Highest Volume — 304 contracts
2022-07-05: Largest IV spike — 42.8% change
2022-07-11: Highest IV Rank — 100.0%
2022-07-11: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$94.05	$89.40	$104.18	$89.62	$104.18
Max Pain	$83.75	$80.00	$90.00	$85.00	$90.00
ATM IV	44.7%	29.8%	65.4%	39.1%	29.8%
Expected Move	11.8%	8.5%	13.2%	11.2%	8.5%
HV 20d	33.8%	25.4%	43.8%	42.7%	31.4%
HV 60d	44.3%	42.6%	45.2%	44.5%	44.2%
IV Rank	52.6%	15.7%	100.0%	42.2%	15.7%
IV Percentile	79.3%	23.8%	100.0%	74.2%	23.8%
Term Structure	-0.6%	-5.9%	10.5%	10.5%	0.0%
VWIV	48.5%	40.8%	54.6%	40.8%	50.7%
Skew 25d	10.6%	0.8%	18.8%	7.9%	7.6%
Skew 10d	18.2%	3.0%	38.2%	3.0%	18.5%
Call IV 25d	38.8%	29.0%	48.5%	39.5%	29.0%
Put IV 25d	49.4%	36.6%	56.1%	47.4%	36.6%
Bid-Ask Spread %	85.46	65.16	100.90	100.90	89.54
Gamma HHI	0.23	0.17	0.28	0.22	0.23
Net GEX	-3.3K	-14.4K	8.6K	3.1K	-9.7K
Net DEX	-10.1K	-300.3K	175.0K	54.8K	-181.5K
Net VEX	-2.9K	-3.3K	-2.2K	-3.3K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.39	2.23	5.22	2.23	2.90
Total Volume	236.25	191	304	304	246
Total OI	359.4	272	469	359	340

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-07-01	$89.62	$85.00	39.1%	11.2%	42.7%	42.2%	40.8%	7.9%	10.5%	3.1K	54.8K	-3.3K	2.23	100.90	N/A	N/A	94	210	161	198
2022-07-05	$89.40	$85.00	55.8%	12.7%	42.4%	86.5%	51.8%	7.9%	-1.1%	1.3K	143.5K	-3.1K	2.29	82.46	N/A	N/A	90	206	163	198
2022-07-06	$91.02	$85.00	49.6%	12.3%	42.9%	70.1%	49.2%	10.8%	1.1%	4.1K	-18.7K	-3.2K	2.61	81.55	N/A	N/A	74	193	163	210
2022-07-07	$93.90	$85.00	38.4%	10.4%	43.8%	40.4%	47.1%	2.3%	4.9%	5.3K	-300.3K	-3.0K	2.23	90.06	N/A	N/A	78	174	170	219
2022-07-08	$92.63	$85.00	48.9%	11.7%	43.8%	68.1%	49.4%	11.3%	1.0%	8.6K	-206.9K	-3.1K	2.25	82.20	N/A	N/A	76	171	174	219
2022-07-11	$91.03	$85.00	65.4%	13.2%	42.6%	100.0%	52.3%	13.4%	-2.2%	6.4K	-165.3K	-3.0K	2.25	83.03	N/A	N/A	76	171	178	223
2022-07-12	$91.28	$85.00	64.8%	13.0%	39.8%	98.5%	50.5%	10.8%	-1.9%	8.5K	-85.9K	-2.8K	2.25	83.06	N/A	N/A	76	171	178	223
2022-07-13	$91.53	$85.00	43.6%	12.5%	35.1%	48.6%	54.6%	10.3%	0.6%	6.7K	-77.6K	-2.8K	3.00	78.12	N/A	N/A	76	228	178	223
2022-07-14	$90.31	$85.00	40.9%	11.7%	33.8%	42.0%	51.1%	18.8%	2.7%	930	1.5K	-2.5K	2.50	80.34	N/A	N/A	76	190	178	277
2022-07-15	$91.48	$80.00	43.8%	12.5%	33.7%	48.8%	47.3%	5.4%	-0.0%	-9.5K	-113.9K	-2.2K	2.34	91.35	N/A	N/A	76	178	178	291
2022-07-18	$90.75	$80.00	44.7%	12.8%	25.6%	51.1%	44.2%	15.5%	-5.9%	-9.1K	155.6K	-2.2K	4.66	91.91	N/A	N/A	35	163	72	200
2022-07-19	$93.84	$80.00	41.0%	11.8%	27.1%	42.4%	50.5%	16.3%	1.0%	-9.9K	175.0K	-3.0K	4.31	88.28	N/A	N/A	36	155	76	234
2022-07-20	$96.20	$80.00	40.6%	11.6%	26.9%	41.4%	47.1%	13.5%	-3.6%	-10.5K	118.5K	-3.1K	4.31	79.65	N/A	N/A	36	155	77	240
2022-07-21	$97.38	$80.00	44.5%	12.8%	26.9%	50.5%	47.4%	11.2%	-3.4%	-9.2K	87.7K	-3.2K	4.31	86.51	N/A	N/A	36	155	77	240
2022-07-22	$95.10	$80.00	41.3%	11.8%	29.2%	43.1%	42.6%	15.6%	-4.2%	-9.0K	92.2K	-3.1K	4.31	91.43	N/A	N/A	36	155	77	240
2022-07-25	$96.32	$80.00	41.7%	11.9%	25.9%	43.9%	46.1%	15.0%	0.0%	-9.6K	88.9K	-3.0K	4.24	86.03	N/A	N/A	37	157	77	240
2022-07-26	$95.67	$80.00	41.6%	11.9%	25.8%	43.7%	47.4%	10.1%	-3.2%	-9.9K	86.1K	-2.9K	4.64	87.45	N/A	N/A	36	167	78	242
2022-07-27	$96.82	$90.00	43.8%	12.6%	25.4%	48.9%	49.9%	0.8%	-4.0%	-14.4K	104.1K	-2.9K	4.89	65.16	N/A	N/A	36	176	77	259
2022-07-28	$102.55	$90.00	33.9%	9.7%	31.4%	25.4%	50.4%	7.1%	-3.6%	-9.8K	-158.8K	-2.4K	5.22	90.18	N/A	N/A	36	188	77	263
2022-07-29	$104.18	$90.00	29.8%	8.5%	31.4%	15.7%	50.7%	7.6%	0.0%	-9.7K	-181.5K	-2.5K	2.90	89.54	N/A	N/A	63	183	77	263