ASGN Options History — December 2022

In December 2022, ASGN traded between $79.56 and $90.06. ATM implied volatility averaged 34.1%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 2.6% (HV 20d: 36.7%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 2.64.

Notable Days

  • 2022-12-29: Highest Volume — 114 contracts
  • 2022-12-14: Largest IV drop — 24.5% change
  • 2022-12-13: Highest IV Rank — 17.4%
  • 2022-12-08: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.35$79.56$90.06$90.06$81.54
Max Pain$84.52$80.00$90.00$90.00$80.00
ATM IV34.1%28.8%44.7%37.4%31.4%
Expected Move9.4%8.3%10.8%10.7%9.0%
HV 20d36.7%27.2%44.6%41.6%37.9%
HV 60d49.7%43.3%63.4%63.2%43.9%
IV Rank8.0%3.3%17.4%11.0%5.6%
IV Percentile26.5%3.2%77.4%46.4%13.1%
Term Structure2.7%-9.3%9.0%-3.9%5.6%
VWIV33.5%28.3%39.9%34.7%31.8%
Skew 25d5.1%-2.6%19.2%9.4%0.8%
Skew 10d10.7%-13.5%38.7%38.7%-13.5%
Call IV 25d33.1%26.3%55.5%55.5%34.8%
Put IV 25d38.2%31.8%64.9%64.9%35.6%
Bid-Ask Spread %96.3188.52105.90105.16100.28
Gamma HHI0.320.220.510.220.33
Net GEX-11.4K-33.9K11.5K-17.8K-15.0K
Net DEX262.2K-36.0K570.3K213.3K451.4K
Net VEX-1.7K-2.7K-1.4K-1.7K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.640.0021.670.0021.67
Total Volume18.2860114168
Total OI279.905234382269370

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$90.06$90.0037.4%10.7%41.6%11.0%34.7%9.4%-3.9%-17.8K213.3K-1.7K0.00105.16N/AN/A1093176
2022-12-02$88.20$90.0037.1%10.7%42.3%10.7%0.0%15.0%-7.5%-20.9K297.6K-1.7K0.00105.90N/AN/A0093176
2022-12-05$85.91$90.0034.2%10.4%43.6%8.1%0.0%2.4%-0.9%-26.0K415.5K-1.6K0.0096.10N/AN/A0093176
2022-12-06$84.15$90.0034.5%9.2%44.3%8.4%39.9%3.5%4.7%-31.8K510.3K-1.5K0.0096.56N/AN/A01093176
2022-12-07$82.29$90.0039.8%9.4%44.6%13.1%0.0%-0.7%8.7%-33.6K570.3K-1.5K2.0090.65N/AN/A1293176
2022-12-08$82.27$90.0033.6%10.8%43.5%7.5%0.0%10.9%2.3%-33.9K461.9K-1.5K0.0096.00N/AN/A0093162
2022-12-09$84.10$90.0034.8%9.1%27.2%8.6%33.7%19.2%5.8%-32.2K391.2K-1.4K0.1393.85N/AN/A15293162
2022-12-12$85.36$85.0043.3%9.3%28.0%16.2%0.0%3.5%3.3%-27.7K277.9K-1.5K0.0088.52N/AN/A00108164
2022-12-13$87.42$85.0044.7%9.4%29.5%17.4%34.6%3.8%2.3%-15.9K160.2K-1.5K0.0091.49N/AN/A1000108164
2022-12-14$87.02$85.0033.7%9.7%29.2%7.7%0.0%2.8%1.1%9.9K-36.0K-2.3K0.0092.17N/AN/A06208164
2022-12-15$81.96$85.0036.4%10.4%35.7%10.0%34.6%6.4%-9.3%-14.8K363.6K-1.8K0.0094.55N/AN/A100208164
2022-12-16$81.10$85.0029.3%8.4%34.7%3.6%30.1%4.8%3.6%-26.0K429.3K-1.6K1.3897.28N/AN/A811218164
2022-12-19$79.56$80.0030.9%8.8%34.5%5.1%38.5%-1.2%4.8%4.4K127.6K-1.6K0.0095.87N/AN/A2014985
2022-12-20$81.17$80.0030.6%8.8%35.4%4.9%29.7%11.6%4.3%2.5K139.4K-1.5K0.1496.81N/AN/A7114990
2022-12-21$82.41$80.0031.6%9.1%35.0%5.8%37.7%-2.6%5.5%6.6K91.9K-1.6K0.1798.73N/AN/A12214391
2022-12-22$80.14$80.0032.0%9.2%36.0%6.1%31.0%2.0%3.3%3.1K161.1K-1.6K1.0093.46N/AN/A1115593
2022-12-23$81.92$80.0030.6%8.8%37.1%4.8%31.4%6.3%5.7%7.3K109.9K-1.7K0.1399.79N/AN/A8115694
2022-12-27$81.36$80.0031.0%8.9%36.1%5.2%0.0%3.2%3.7%9.2K114.0K-1.6K0.0093.30N/AN/A0016495
2022-12-28$79.67$80.0028.8%8.3%36.6%3.3%0.0%1.7%9.0%1.8K179.8K-1.5K0.0097.99N/AN/A0116495
2022-12-29$82.65$80.0029.8%8.6%38.0%4.1%28.3%5.0%3.9%11.5K75.8K-1.6K7.7798.06N/AN/A1310116496
2022-12-30$81.54$80.0031.4%9.0%37.9%5.6%31.8%0.8%5.6%-15.0K451.4K-2.7K21.67100.28N/AN/A365174196