ASGN Options History — October 2022

In October 2022, ASGN traded between $84.91 and $98.36. ATM implied volatility averaged 45.5%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 15.5% (HV 20d: 61.0%). Max pain ranged from $85.00 to $85.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.99.

Notable Days

  • 2022-10-07: Highest Volume — 699 contracts
  • 2022-10-11: Largest IV spike — 18.9% change
  • 2022-10-11: Highest IV Rank — 29.7%
  • 2022-10-14: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.99$84.91$98.36$93.20$84.91
Max Pain$85.00$85.00$85.00$85.00$85.00
ATM IV45.5%39.6%56.9%44.8%41.9%
Expected Move12.7%11.4%14.4%12.8%12.0%
HV 20d61.0%38.5%89.1%87.8%52.2%
HV 60d93.3%92.5%95.1%92.5%95.1%
IV Rank19.7%14.5%29.7%19.1%16.6%
IV Percentile80.5%58.7%96.4%84.1%68.3%
Term Structure-2.8%-11.9%3.2%0.3%-3.5%
VWIV48.8%38.6%63.5%54.5%43.2%
Skew 25d7.6%-2.3%12.9%3.1%6.5%
Skew 10d19.2%-10.1%42.2%10.3%19.8%
Call IV 25d44.3%36.6%52.0%52.0%45.4%
Put IV 25d51.9%45.2%55.5%55.1%51.9%
Bid-Ask Spread %92.5276.16100.9998.2196.56
Gamma HHI0.510.170.900.240.36
Net GEX104.3K-17.8K400.7K-5.1K-17.8K
Net DEX-529.3K-2.8M403.5K76.3K403.5K
Net VEX-3.4K-5.6K-2.3K-2.5K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.202.251.601.92
Total Volume402.333169699187175
Total OI544.8572131,029227252

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$93.20$85.0044.8%12.8%87.8%19.1%54.5%3.1%0.3%-5.1K76.3K-2.5K1.6098.21N/AN/A7211587140
2022-10-04$96.93$85.0040.8%11.7%88.9%15.5%50.4%-2.3%3.2%-1.6K-50.2K-2.4K1.60100.99N/AN/A7211587140
2022-10-05$96.17$85.0046.4%13.3%88.8%20.5%48.9%7.0%-0.3%-928-25.5K-2.7K1.5396.22N/AN/A7511597140
2022-10-06$95.26$85.0047.6%12.6%88.8%21.5%46.5%7.7%-1.9%-1.8K-42.1K-2.6K0.2087.60N/AN/A57211597140
2022-10-07$92.49$85.0052.5%13.2%89.1%25.9%47.8%2.5%-3.9%154.5K-1.1M-5.6K0.2286.75N/AN/A572127597140
2022-10-10$92.93$85.0047.8%12.7%89.0%21.7%47.0%9.1%-2.2%148.7K-928.0K-5.0K0.2285.68N/AN/A572127597152
2022-10-11$91.51$85.0056.9%13.3%87.0%29.7%45.9%8.2%-3.9%119.5K-658.0K-4.7K0.2286.95N/AN/A572127597152
2022-10-12$91.56$85.0047.7%13.7%67.9%21.7%44.3%9.6%-4.0%113.7K-451.5K-4.1K0.2298.39N/AN/A572127597152
2022-10-13$94.45$85.0044.4%12.7%69.3%18.7%49.5%11.4%-7.0%202.6K-1.0M-4.6K0.2292.72N/AN/A572124597152
2022-10-14$91.32$85.0050.1%14.4%38.5%23.8%47.5%7.9%-11.9%153.6K-876.1K-4.5K0.2293.15N/AN/A572124597132
2022-10-17$95.56$85.0045.3%13.0%40.0%19.5%51.1%5.3%-2.9%201.6K-1.4M-4.2K1.1590.19N/AN/A108124597132
2022-10-18$98.36$85.0043.5%12.5%40.8%17.9%55.9%4.3%-3.7%376.7K-2.2M-4.4K0.4185.78N/AN/A303124666132
2022-10-19$96.38$85.0042.9%12.3%41.6%17.4%49.0%12.7%2.5%400.7K-2.8M-4.6K0.4186.91N/AN/A303124897132
2022-10-20$95.22$85.0045.3%13.0%40.8%19.6%49.7%12.2%-2.3%392.2K-970.1K-3.2K0.4197.89N/AN/A303124897132
2022-10-21$92.13$85.0044.7%12.8%41.9%19.0%49.6%2.1%-2.4%-5.8K62.1K-2.3K0.4292.54N/AN/A296125897132
2022-10-24$93.89$85.0045.2%12.9%42.2%19.4%52.1%11.5%-5.1%-3.4K40.2K-2.3K2.1796.84N/AN/A5411790123
2022-10-25$95.41$85.0042.2%12.1%42.3%16.8%63.5%12.9%-0.9%-1.6K3.1K-2.9K2.2596.97N/AN/A5211795143
2022-10-26$94.15$85.0046.1%13.2%38.8%20.2%49.0%10.3%-3.7%-4.1K98.8K-2.7K1.7976.16N/AN/A6812295143
2022-10-27$84.99$85.0039.6%11.4%52.9%14.5%40.4%8.5%-3.0%-15.5K377.7K-2.4K1.8997.04N/AN/A65123104148
2022-10-28$85.96$85.0039.6%11.4%53.0%14.5%38.6%8.6%-1.5%-16.2K344.3K-2.4K1.6999.42N/AN/A6811598147
2022-10-31$84.91$85.0041.9%12.0%52.2%16.6%43.2%6.5%-3.5%-17.8K403.5K-2.3K1.9296.56N/AN/A60115101151