ASGN Options History — January 2023

In January 2023, ASGN traded between $82.08 and $90.84. ATM implied volatility averaged 36.3%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 4.0% (HV 20d: 32.3%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3.77.

Notable Days

  • 2023-01-06: Highest Volume — 76 contracts
  • 2023-01-11: Largest IV spike — 12.0% change
  • 2023-01-03: Highest IV Rank — 10.0%
  • 2023-01-05: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.57$82.08$90.84$82.25$90.84
Max Pain$87.00$80.00$90.00$80.00$90.00
ATM IV36.3%32.5%39.3%36.4%39.3%
Expected Move10.7%9.9%11.7%10.4%11.3%
HV 20d32.3%23.7%39.1%37.7%23.7%
HV 60d41.1%35.5%44.6%43.9%35.5%
IV Rank7.2%3.9%10.0%10.0%9.7%
IV Percentile37.2%17.5%56.3%38.1%56.3%
Term Structure-2.8%-6.3%3.8%2.9%-6.3%
VWIV35.8%21.8%54.2%27.4%37.7%
Skew 25d7.2%1.4%13.3%4.3%12.9%
Skew 10d18.9%-0.2%30.0%4.9%22.5%
Call IV 25d35.0%28.9%44.2%31.6%31.6%
Put IV 25d42.2%35.8%51.1%35.8%44.4%
Bid-Ask Spread %92.6586.2898.0996.0693.17
Gamma HHI0.340.280.470.470.30
Net GEX-25.4K-52.4K10.4K-37.4K10.4K
Net DEX479.3K-13.8K1.0M569.1K-13.8K
Net VEX-3.1K-3.7K-2.6K-3.0K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.770.0034.5034.501.25
Total Volume21.2076719
Total OI472.15291591436362

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$82.25$80.0036.4%10.4%37.7%10.0%27.4%4.3%2.9%-37.4K569.1K-3.0K34.5096.06N/AN/A269175261
2023-01-04$83.78$90.0034.5%9.9%37.5%6.6%29.5%4.1%3.8%-38.0K751.6K-3.5K1.4294.92N/AN/A1217176321
2023-01-05$82.08$80.0034.4%11.7%37.5%6.4%0.0%6.6%-6.3%-52.4K1.0M-3.3K3.0087.16N/AN/A39172326
2023-01-06$85.31$80.0032.5%10.3%39.1%3.9%21.8%1.4%-1.9%-40.8K720.4K-3.4K0.7386.28N/AN/A4432175331
2023-01-09$85.19$80.0032.7%10.7%39.1%4.1%0.0%3.5%-1.6%-40.1K720.3K-3.5K1.0086.54N/AN/A88202350
2023-01-10$85.25$80.0034.4%10.9%38.4%5.7%0.0%8.6%-4.0%-36.8K658.8K-3.5K0.0088.69N/AN/A015210347
2023-01-11$86.47$80.0038.6%11.1%38.4%9.0%32.1%7.1%0.6%-30.3K525.6K-3.7K0.0090.12N/AN/A06210361
2023-01-12$86.24$90.0038.2%10.9%37.4%8.7%36.9%5.1%-3.4%-37.8K600.5K-3.6K0.0089.44N/AN/A014210360
2023-01-13$87.11$90.0036.7%10.5%37.5%7.3%31.2%5.3%-1.6%-26.1K432.4K-3.6K0.4493.47N/AN/A2511210360
2023-01-17$86.34$90.0037.8%10.8%30.4%8.3%39.7%4.2%-1.3%-32.4K535.8K-3.2K0.0093.89N/AN/A012235356
2023-01-18$85.55$90.0036.1%10.4%30.3%6.7%40.3%5.4%-2.2%-32.6K649.1K-3.1K0.0095.12N/AN/A011235356
2023-01-19$85.35$90.0035.7%10.2%29.3%6.4%34.3%9.7%-2.8%-19.9K649.1K-3.0K0.0097.11N/AN/A09235355
2023-01-20$87.43$90.0038.4%11.0%29.6%8.8%0.0%10.3%-4.2%-24.3K400.2K-2.7K0.3591.01N/AN/A238235352
2023-01-23$88.64$90.0036.1%10.3%29.6%6.7%36.7%4.2%-2.4%-22.2K294.9K-2.7K0.0092.41N/AN/A9078213
2023-01-24$87.81$90.0035.3%10.1%27.6%6.0%0.0%13.2%-2.0%-23.0K308.5K-2.6K2.5096.79N/AN/A2587213
2023-01-25$87.88$90.0035.7%10.2%26.9%6.3%32.9%13.3%-4.9%-22.3K314.9K-2.8K0.0098.09N/AN/A50089216
2023-01-26$88.65$90.0036.4%10.4%26.6%7.0%0.0%5.1%-5.1%-2.7K178.7K-3.0K0.0095.46N/AN/A00139216
2023-01-27$90.35$90.0037.0%10.6%25.3%7.6%54.2%12.5%-6.1%6.0K29.5K-3.0K0.0091.45N/AN/A08139216
2023-01-30$88.91$90.0039.1%11.2%23.8%9.5%46.6%6.9%-6.3%-6.1K237.4K-2.6K0.0095.76N/AN/A30139220
2023-01-31$90.84$90.0039.3%11.3%23.7%9.7%37.7%12.9%-6.3%10.4K-13.8K-2.8K1.2593.17N/AN/A45142220