ASAN Options History — October 2020 In October 2020, ASAN traded between $21.86 and $24.18. ATM implied volatility averaged 61.0%. The 30-day expected move averaged 17.5%. Max pain ranged from $25.00 to $25.00. Net GEX was positive for 9 of 9 trading days. Term structure was in contango for 9 of 9 days. Put/call ratio averaged 0.26.
Notable Days 2020-10-29 : Highest Volume — 930 contracts2020-10-23 : Largest IV drop — 10.6% change2020-10-30 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.50 $21.86 $24.18 $24.03 $21.86 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 61.0% 56.5% 64.8% 60.9% 64.8% Expected Move 17.5% 16.2% 18.6% 17.5% 18.6% Term Structure 6.6% 3.5% 9.6% 6.9% 6.6% VWIV 63.4% 58.5% 68.7% 63.1% 68.7% Skew 25d -5.3% -8.4% -2.9% -4.5% -4.6% Skew 10d -11.7% -15.9% -2.6% -13.3% -7.5% Call IV 25d 65.6% 60.8% 68.2% 64.3% 68.1% Put IV 25d 60.4% 55.3% 63.6% 59.7% 63.6% Bid-Ask Spread % 39.66 25.71 50.27 42.03 25.71 Gamma HHI 0.31 0.25 0.35 0.35 0.25 Net GEX 58.3K 35.0K 74.5K 61.8K 35.0K Net DEX -2.1M -2.5M -1.2M -2.2M -1.2M Net VEX -18.0K -19.8K -16.6K -16.6K -19.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.05 0.85 0.11 0.27 Total Volume 553 228 930 448 509 Total OI 5,409.889 4,510 6,607 4,510 6,607
Daily Data (9 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 2020-10-20 $24.03 $25.00 60.9% 17.5% 0.0% 0.0% 63.1% -4.5% 6.9% 61.8K -2.2M -16.6K 0.11 42.03 N/A N/A 404 44 3,524 986 2020-10-21 $24.18 $25.00 60.8% 17.4% 0.0% 0.0% 62.3% -5.6% 6.5% 65.0K -2.3M -17.1K 0.05 45.42 N/A N/A 681 37 3,662 1,022 2020-10-22 $24.03 $25.00 63.2% 18.1% 0.0% 0.0% 62.7% -4.5% 3.5% 74.5K -2.5M -17.9K 0.28 37.97 N/A N/A 320 89 3,972 1,044 2020-10-23 $23.41 $25.00 56.5% 16.2% 0.0% 0.0% 58.5% -5.5% 7.2% 59.6K -2.0M -17.4K 0.21 50.27 N/A N/A 426 88 4,111 1,108 2020-10-26 $23.75 $25.00 62.1% 17.8% 0.0% 0.0% 63.8% -4.3% 6.4% 69.8K -2.4M -18.0K 0.23 44.36 N/A N/A 497 116 4,185 1,157 2020-10-27 $23.49 $25.00 57.4% 16.5% 0.0% 0.0% 63.6% -8.4% 9.6% 57.5K -2.1M -17.4K 0.85 39.16 N/A N/A 328 280 4,218 1,180 2020-10-28 $23.54 $25.00 61.0% 17.5% 0.0% 0.0% 64.6% -7.2% 6.9% 55.2K -2.2M -19.8K 0.27 40.56 N/A N/A 180 48 4,451 1,444 2020-10-29 $23.21 $25.00 62.5% 17.9% 0.0% 0.0% 63.2% -2.9% 6.3% 46.6K -1.8M -19.0K 0.06 31.43 N/A N/A 878 52 4,552 1,466 2020-10-30 $21.86 $25.00 64.8% 18.6% 0.0% 0.0% 68.7% -4.6% 6.6% 35.0K -1.2M -19.3K 0.27 25.71 N/A N/A 400 109 5,118 1,489
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