ASGN Options History — November 2022

In November 2022, ASGN traded between $81.25 and $90.32. ATM implied volatility averaged 38.2%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 14.3% (HV 20d: 52.5%). 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 10 of 21 days. Put/call ratio averaged 1.55.

Notable Days

  • 2022-11-02: Highest Volume — 182 contracts
  • 2022-11-25: Largest IV spike — 28.0% change
  • 2022-11-02: Highest IV Rank — 28.5%
  • 2022-11-02: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.82$81.25$90.32$84.98$89.55
Max Pain$95.24$85.00$105.00$85.00$90.00
ATM IV38.2%31.6%55.5%43.5%36.9%
Expected Move10.6%9.0%15.9%12.5%10.6%
HV 20d52.5%42.1%61.6%49.7%44.0%
HV 60d74.6%62.9%95.3%95.1%63.3%
IV Rank12.7%5.7%28.5%17.9%10.4%
IV Percentile45.8%15.9%95.2%74.2%41.7%
Term Structure-0.9%-14.8%7.9%-2.8%-5.9%
VWIV37.9%33.5%50.7%42.8%38.5%
Skew 25d9.6%-0.1%34.4%13.6%15.4%
Skew 10d22.7%9.4%43.0%25.7%13.1%
Call IV 25d37.5%30.2%45.7%42.4%34.7%
Put IV 25d47.1%36.2%80.1%55.9%50.1%
Bid-Ask Spread %95.4490.93103.8496.69103.84
Gamma HHI0.300.200.420.390.23
Net GEX-19.4K-34.9K-12.7K-18.0K-19.8K
Net DEX342.1K206.1K544.9K402.3K264.3K
Net VEX-2.0K-2.3K-1.8K-2.2K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.001.981.920.00
Total Volume133.23801821750
Total OI266.762232308253269

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$84.98$85.0043.5%12.5%49.7%17.9%42.8%13.6%-2.8%-18.0K402.3K-2.2K1.9296.69N/AN/A60115102151
2022-11-02$81.97$85.0055.5%15.9%50.8%28.5%50.7%34.4%-14.8%-16.6K434.7K-2.3K1.98101.86N/AN/A61121102151
2022-11-03$81.25$105.0043.3%10.8%50.8%17.8%36.5%9.8%5.1%-21.2K528.0K-2.1K1.9891.39N/AN/A61121102157
2022-11-04$82.08$105.0046.4%11.7%50.5%20.5%36.3%3.3%-0.5%-21.4K537.7K-2.1K1.9892.61N/AN/A61121102157
2022-11-07$82.31$105.0047.8%11.0%50.4%21.7%33.5%4.9%3.1%-24.7K544.2K-2.0K1.7092.79N/AN/A61104102157
2022-11-08$83.76$105.0042.5%10.2%51.0%17.0%34.0%-0.1%3.2%-25.3K472.7K-2.1K1.7092.27N/AN/A61104103161
2022-11-09$81.51$105.0036.2%10.4%51.6%11.5%34.0%2.6%7.9%-23.9K544.9K-2.0K1.7295.47N/AN/A61105104161
2022-11-10$89.61$105.0035.3%10.1%61.6%10.7%42.6%13.8%4.4%-16.5K247.7K-2.1K1.6392.97N/AN/A65106104163
2022-11-11$89.32$95.0035.6%10.2%60.5%10.9%38.9%2.5%3.3%-13.5K212.5K-2.2K1.5992.40N/AN/A66105109163
2022-11-14$89.23$95.0035.5%10.2%58.0%10.9%39.5%7.1%0.2%-13.9K228.7K-2.1K1.3390.93N/AN/A6485109164
2022-11-15$90.12$95.0034.4%9.9%56.9%9.9%39.4%11.0%1.9%-12.7K228.4K-2.0K1.2392.48N/AN/A6985112167
2022-11-16$89.22$95.0032.1%9.2%56.7%7.8%36.6%12.6%4.5%-15.1K228.0K-2.1K1.3995.34N/AN/A6996120170
2022-11-17$86.71$95.0037.1%10.6%57.3%12.3%37.1%1.1%-3.7%-34.9K375.1K-2.3K1.3992.57N/AN/A6996120188
2022-11-18$87.85$95.0031.6%9.0%56.6%7.4%34.0%2.9%-0.8%-18.2K307.9K-2.0K1.4395.48N/AN/A6999120188
2022-11-21$88.60$90.0033.2%9.5%56.2%7.2%36.0%6.3%-3.0%-17.9K259.1K-2.0K1.5592.66N/AN/A558590142
2022-11-22$90.32$90.0031.9%9.1%56.3%6.0%37.0%5.8%-2.4%-15.1K206.1K-1.9K1.5596.35N/AN/A558593160
2022-11-23$89.64$90.0031.6%9.1%56.2%5.7%35.3%6.0%1.4%-16.4K216.4K-1.9K1.7395.76N/AN/A559593160
2022-11-25$90.20$90.0040.4%11.6%42.1%13.7%0.0%24.6%-7.9%-18.8K249.4K-2.0K0.00103.53N/AN/A1093169
2022-11-28$87.70$90.0036.6%10.5%43.3%10.2%0.0%10.0%-7.7%-22.2K350.3K-1.8K0.00100.33N/AN/A0093169
2022-11-29$87.25$90.0036.0%10.3%43.1%9.7%38.5%12.9%-4.0%-22.0K345.7K-1.8K0.0096.44N/AN/A0793169
2022-11-30$89.55$90.0036.9%10.6%44.0%10.4%0.0%15.4%-5.9%-19.8K264.3K-1.8K0.00103.84N/AN/A0093176