ASGN Options History — February 2023 In February 2023, ASGN traded between $88.33 and $96.36. ATM implied volatility averaged 34.6%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 4.4% (HV 20d: 30.2%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 2.91.
Notable Days 2023-02-02 : Highest Volume — 227 contracts2023-02-08 : Largest IV drop — 26.8% change2023-02-07 : Highest IV Rank — 15.8%2023-02-21 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $91.63 $88.33 $96.36 $93.19 $89.12 Max Pain $90.00 $90.00 $90.00 $90.00 $90.00 ATM IV 34.6% 26.7% 45.9% 35.2% 30.0% Expected Move 9.3% 7.6% 10.3% 10.1% 8.6% HV 20d 30.2% 24.2% 33.2% 24.7% 32.1% HV 60d 33.3% 31.7% 36.6% 35.7% 31.7% IV Rank 6.7% 0.0% 15.8% 5.9% 3.1% IV Percentile 28.7% 0.0% 85.3% 27.8% 6.3% Term Structure -0.7% -7.4% 3.6% -3.4% -0.6% VWIV 34.3% 24.6% 47.3% 35.1% 35.8% Skew 25d 5.2% -0.5% 10.0% 8.7% 1.9% Skew 10d 12.6% -8.9% 27.0% 18.0% 10.2% Call IV 25d 32.8% 28.2% 38.5% 35.8% 33.0% Put IV 25d 38.0% 31.5% 44.5% 44.5% 34.9% Bid-Ask Spread % 94.06 89.34 102.76 96.67 97.78 Gamma HHI 0.30 0.17 0.49 0.34 0.23 Net GEX 45.2K -5.0K 140.1K 25.5K 1.5K Net DEX -385.9K -1.4M 18.1K -171.5K -130.1K Net VEX -2.7K -4.4K -1.9K -2.5K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.91 0.00 25.50 0.03 0.05 Total Volume 35.579 0 227 36 64 Total OI 621.053 364 858 364 396
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $93.19 $90.00 35.2% 10.1% 24.7% 5.9% 35.1% 8.7% -3.4% 25.5K -171.5K -2.5K 0.03 96.67 N/A N/A 35 1 143 221 2023-02-02 $96.36 $90.00 41.0% 9.2% 26.3% 11.3% 0.0% 3.3% -0.2% 38.7K -701.1K -2.9K 0.01 95.34 N/A N/A 225 2 178 222 2023-02-03 $95.92 $90.00 41.7% 9.2% 24.6% 11.9% 30.5% -0.5% 0.9% 140.1K -1.4M -4.4K 0.00 94.29 N/A N/A 4 0 403 222 2023-02-06 $93.66 $90.00 44.3% 9.3% 24.2% 14.3% 0.0% 7.4% -1.4% 110.1K -839.7K -3.7K 0.00 89.34 N/A N/A 0 157 407 222 2023-02-07 $94.86 $90.00 45.9% 9.4% 24.3% 15.8% 0.0% 10.0% -1.1% 126.9K -1.1M -3.9K 0.50 95.19 N/A N/A 2 1 407 377 2023-02-08 $90.97 $90.00 33.6% 9.6% 29.5% 4.4% 32.2% 7.4% -1.9% 70.7K -508.4K -3.6K 4.67 94.25 N/A N/A 3 14 409 378 2023-02-09 $88.67 $90.00 26.7% 7.6% 30.9% 0.0% 0.0% 3.3% 3.5% -2.6K 18.1K -2.3K 25.50 102.76 N/A N/A 2 51 412 391 2023-02-10 $91.41 $90.00 31.0% 8.9% 32.5% 3.9% 0.0% 5.3% 3.4% 69.4K -353.8K -3.3K 8.83 94.75 N/A N/A 6 53 414 406 2023-02-13 $91.98 $90.00 35.1% 10.1% 32.4% 7.7% 31.8% 4.8% -1.8% 91.7K -462.3K -3.0K 0.60 92.03 N/A N/A 10 6 418 440 2023-02-14 $91.84 $90.00 33.0% 9.5% 32.2% 5.8% 24.6% 8.6% 1.3% 73.9K -391.5K -2.5K 0.00 91.34 N/A N/A 2 0 408 440 2023-02-15 $92.62 $90.00 29.9% 8.6% 31.9% 3.0% 0.0% 5.6% 3.6% 97.0K -443.9K -2.4K 0.00 92.70 N/A N/A 0 0 408 440 2023-02-16 $91.69 $90.00 32.4% 9.3% 32.2% 5.2% 0.0% 8.1% 0.2% 32.5K -224.8K -2.0K 0.00 93.07 N/A N/A 3 0 408 440 2023-02-17 $92.66 $90.00 28.9% 8.3% 31.4% 2.0% 47.3% 10.0% -2.1% 214 -239.9K -2.1K 0.00 95.28 N/A N/A 0 5 411 441 2023-02-21 $90.09 $90.00 36.0% 10.3% 33.0% 8.5% 36.9% 8.8% -3.4% -5.0K -93.7K -2.1K 0.56 90.28 N/A N/A 9 5 86 288 2023-02-22 $89.21 $90.00 31.3% 9.0% 33.0% 4.2% 33.4% -0.5% 1.1% -3.2K -72.2K -2.3K 0.00 92.78 N/A N/A 0 3 92 293 2023-02-23 $89.42 $90.00 32.4% 9.3% 33.0% 5.2% 35.4% -0.3% -1.1% -2.1K -75.6K -2.2K 0.00 97.59 N/A N/A 5 0 92 296 2023-02-24 $88.33 $90.00 34.9% 10.0% 33.2% 7.5% 33.4% 3.6% -7.4% -4.2K -17.6K -2.3K 0.00 92.24 N/A N/A 6 0 97 296 2023-02-27 $88.99 $90.00 34.4% 9.9% 32.6% 7.0% 35.4% 2.8% -2.1% -1.3K -99.2K -2.2K 0.00 89.46 N/A N/A 0 2 102 296 2023-02-28 $89.12 $90.00 30.0% 8.6% 32.1% 3.1% 35.8% 1.9% -0.6% 1.5K -130.1K -1.9K 0.05 97.78 N/A N/A 61 3 102 294
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