ASGN Options History — August 2022

In August 2022, ASGN traded between $81.97 and $106.71. ATM implied volatility averaged 37.9%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 42.0% (HV 20d: 79.9%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.11.

Notable Days

  • 2022-08-04: Highest Volume — 268 contracts
  • 2022-08-17: Largest IV spike — 338.7% change
  • 2022-08-17: Highest IV Rank — 100.0%
  • 2022-08-17: Largest Expected Move — 39.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.83$81.97$106.71$105.10$96.66
Max Pain$95.87$90.00$100.00$90.00$100.00
ATM IV37.9%29.3%136.7%34.4%39.2%
Expected Move10.7%8.4%39.2%9.9%11.2%
HV 20d79.9%31.3%134.4%31.3%132.6%
HV 60d60.5%38.4%83.4%43.7%81.9%
IV Rank21.0%5.4%100.0%26.6%14.2%
IV Percentile42.1%16.7%100.0%45.2%69.0%
Term Structure-3.1%-112.4%5.5%-2.9%1.9%
VWIV41.9%29.6%73.0%49.7%36.2%
Skew 25d5.9%-2.6%13.0%5.5%4.5%
Skew 10d14.1%-3.9%31.2%28.2%5.1%
Call IV 25d35.2%28.1%53.0%35.9%42.5%
Put IV 25d41.0%34.2%66.0%41.3%46.9%
Bid-Ask Spread %92.9787.4199.2790.1196.82
Gamma HHI0.150.130.170.160.14
Net GEX-2.7K-12.4K5.7K-1.8K-12.4K
Net DEX-244.4K-517.1K63.5K-320.7K41.0K
Net VEX-3.2K-3.7K-2.7K-3.1K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.002.922.901.14
Total Volume79.9130268246199
Total OI378.304303440378331

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$105.10$90.0034.4%9.9%31.3%26.6%49.7%5.5%-2.9%-1.8K-320.7K-3.1K2.9090.11N/AN/A63183108270
2022-08-02$101.51$90.0035.2%10.1%34.6%28.6%48.3%4.5%-1.2%-4.6K-160.0K-3.3K2.9289.77N/AN/A63184108270
2022-08-03$103.62$90.0034.1%9.8%34.8%25.8%46.1%7.4%-3.5%-2.7K-244.0K-3.0K2.8392.49N/AN/A65184108272
2022-08-04$102.26$95.0042.4%9.4%34.1%45.6%37.1%7.2%2.3%-4.0K-201.0K-3.1K2.8390.41N/AN/A70198110271
2022-08-05$102.54$95.0031.2%8.9%33.5%19.2%36.8%2.4%3.4%-4.2K-228.6K-3.3K2.8389.70N/AN/A70198117286
2022-08-08$103.37$95.0035.9%9.0%32.4%30.3%36.3%12.5%2.2%-4.1K-231.9K-3.3K2.4987.41N/AN/A74184117286
2022-08-09$102.06$95.0035.2%9.2%33.1%28.5%29.6%6.7%2.9%-3.4K-252.7K-3.3K1.0088.00N/AN/A55121286
2022-08-10$104.75$95.0029.8%8.5%33.9%15.8%0.0%8.7%5.5%406-333.8K-3.3K0.0091.38N/AN/A110126291
2022-08-11$103.74$95.0029.4%8.4%33.6%14.9%0.0%7.7%4.6%1.6K-379.9K-3.3K0.0091.69N/AN/A40137291
2022-08-12$106.34$95.0030.4%8.7%34.1%17.2%0.0%0.3%5.1%4.5K-474.5K-3.4K0.0089.85N/AN/A20137291
2022-08-15$106.71$95.0031.5%9.0%33.7%19.8%54.8%3.7%2.4%5.3K-517.1K-3.2K0.0090.20N/AN/A110139291
2022-08-16$106.25$95.0031.2%8.9%32.6%19.0%38.1%-2.6%2.9%5.7K-512.1K-3.4K0.0090.42N/AN/A30146291
2022-08-17$81.97$95.00136.7%39.2%99.2%100.0%0.0%13.0%-112.4%-3.1K63.5K-3.7K0.0094.20N/AN/A00149291
2022-08-18$104.99$95.0029.8%8.5%134.4%5.9%0.0%2.7%3.0%5.2K-484.3K-3.4K0.0096.45N/AN/A00149291
2022-08-19$104.60$95.0029.3%8.4%134.1%5.4%0.0%3.2%5.1%5.2K-478.6K-3.3K0.0096.89N/AN/A00149291
2022-08-22$102.34$95.0033.9%9.7%134.4%9.5%32.0%7.3%0.8%-4.8K-204.2K-3.2K0.0095.59N/AN/A70134172
2022-08-23$101.23$100.0031.9%9.1%134.4%7.7%73.0%6.1%1.9%-7.7K-107.1K-3.2K0.0093.75N/AN/A05131172
2022-08-24$101.97$100.0037.2%10.7%134.4%12.4%0.0%5.7%-3.3%-5.1K-152.4K-3.1K0.0096.44N/AN/A00131177
2022-08-25$103.48$100.0030.9%8.9%132.9%6.9%36.6%6.9%3.4%-4.4K-232.6K-3.1K0.0096.37N/AN/A06131177
2022-08-26$99.98$100.0032.2%9.2%133.4%8.0%0.0%5.4%0.3%-7.6K-113.1K-3.1K0.0096.47N/AN/A60131177
2022-08-29$99.16$100.0035.0%10.0%133.3%10.5%36.9%6.5%1.8%-9.8K-92.5K-3.0K0.0099.27N/AN/A200137177
2022-08-30$97.49$100.0035.2%10.1%132.9%10.7%37.3%10.0%1.8%-11.2K-4.4K-2.7K0.0094.64N/AN/A180156177
2022-08-31$96.66$100.0039.2%11.2%132.6%14.2%36.2%4.5%1.9%-12.4K41.0K-2.8K1.1496.82N/AN/A93106154177