ASGN Options History — September 2022

In September 2022, ASGN traded between $88.17 and $107.97. ATM implied volatility averaged 42.6%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded below realized volatility by 64.9% (HV 20d: 107.5%). Max pain ranged from $85.00 to $100.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.18.

Notable Days

  • 2022-09-16: Highest Volume — 270 contracts
  • 2022-09-13: Largest IV spike — 51.6% change
  • 2022-09-13: Highest IV Rank — 39.7%
  • 2022-09-14: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.72$88.17$107.97$96.12$91.15
Max Pain$88.10$85.00$100.00$100.00$85.00
ATM IV42.6%30.6%68.3%43.4%45.6%
Expected Move11.3%8.0%18.5%12.4%13.1%
HV 20d107.5%84.5%144.0%132.6%87.6%
HV 60d87.2%80.2%92.6%81.7%92.4%
IV Rank17.1%6.6%39.7%17.8%19.8%
IV Percentile64.9%23.4%99.6%81.0%86.5%
Term Structure1.2%-11.6%7.1%-6.1%3.1%
VWIV49.4%35.8%93.0%50.3%51.1%
Skew 25d8.4%-4.6%34.4%3.8%8.8%
Skew 10d10.9%-3.0%23.9%14.9%12.7%
Call IV 25d38.3%25.2%54.8%44.0%45.6%
Put IV 25d46.7%30.7%71.3%47.8%54.4%
Bid-Ask Spread %97.8890.16106.6894.5998.08
Gamma HHI0.210.110.310.140.25
Net GEX-9.4K-15.2K7.6K-10.8K-6.3K
Net DEX67.3K-520.0K293.0K56.7K105.0K
Net VEX-2.4K-2.8K-2.0K-2.8K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.001.830.001.60
Total Volume92.52402705187
Total OI273.667175352333227

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$96.12$100.0043.4%12.4%132.6%17.8%50.3%3.8%-6.1%-10.8K56.7K-2.8K0.0094.59N/AN/A50156177
2022-09-02$94.39$100.0036.8%10.5%132.7%12.0%93.0%-4.6%0.6%-13.0K85.2K-2.6K0.0097.63N/AN/A06161177
2022-09-06$95.33$90.0042.3%10.3%132.7%16.9%40.5%5.3%1.0%-12.8K25.0K-2.6K1.0690.16N/AN/A106112161183
2022-09-07$96.62$90.0037.7%9.2%132.8%12.9%37.5%3.1%5.1%-15.2K75.0K-2.3K1.06101.16N/AN/A106112154183
2022-09-08$95.78$90.0030.6%8.6%132.4%6.6%0.0%9.1%6.1%-13.0K110.0K-2.2K0.00103.17N/AN/A00154183
2022-09-09$97.53$90.0034.8%8.0%132.6%10.3%0.0%4.1%7.1%-12.6K31.3K-2.3K0.00106.68N/AN/A00154183
2022-09-12$98.76$90.0045.0%9.5%132.3%19.3%0.0%14.1%0.6%-14.3K-12.1K-2.2K0.0096.04N/AN/A015154183
2022-09-13$93.42$90.0068.3%10.0%133.6%39.7%36.6%10.3%0.1%-13.6K134.0K-2.2K1.1994.96N/AN/A106126154183
2022-09-14$107.97$90.0064.6%18.5%144.0%36.5%64.1%34.4%-11.6%7.6K-520.0K-2.3K0.0098.34N/AN/A023154160
2022-09-15$107.93$85.0063.1%18.1%106.3%35.2%0.0%12.5%-0.1%4.0K-480.3K-2.7K0.0097.32N/AN/A015154183
2022-09-16$91.57$85.0033.7%9.6%84.5%9.3%39.1%7.9%5.1%-10.0K130.0K-2.3K1.5598.63N/AN/A106164154198
2022-09-19$94.80$85.0032.0%9.2%85.8%7.8%35.8%3.8%3.5%-7.9K151.3K-2.0K0.0097.35N/AN/A9065110
2022-09-20$93.49$85.0032.4%9.3%85.6%8.2%0.0%8.1%5.7%-6.9K126.4K-2.2K0.00101.20N/AN/A01474110
2022-09-21$93.48$85.0034.3%9.8%85.6%9.8%0.0%16.2%5.6%-7.1K110.4K-2.5K0.0097.04N/AN/A0074124
2022-09-22$91.20$85.0037.0%10.6%85.8%12.2%0.0%3.2%2.2%-10.7K204.2K-2.5K0.0095.75N/AN/A0074124
2022-09-23$89.27$85.0035.5%10.2%85.6%10.9%0.0%11.5%4.3%-12.9K252.6K-2.4K0.0097.63N/AN/A01074124
2022-09-26$88.82$85.0040.6%11.6%85.0%15.4%42.3%4.8%-0.3%-12.8K246.0K-2.4K1.8396.89N/AN/A5910874134
2022-09-27$88.17$85.0042.4%12.2%85.0%17.0%47.8%9.4%1.7%-13.0K293.0K-2.4K1.5097.40N/AN/A7210874134
2022-09-28$92.78$85.0044.7%12.8%87.2%19.0%53.0%5.9%-5.1%-6.5K105.8K-2.6K1.6096.82N/AN/A7211587134
2022-09-29$90.56$85.0049.1%14.1%87.5%22.9%50.7%5.1%-3.3%-8.7K182.8K-2.5K1.6098.72N/AN/A7211587140
2022-09-30$91.15$85.0045.6%13.1%87.6%19.8%51.1%8.8%3.1%-6.3K105.0K-2.7K1.6098.08N/AN/A7211587140