ASAN Options History — February 2021

In February 2021, ASAN traded between $34.71 and $41.65. ATM implied volatility averaged 81.3%. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 26.3% (HV 20d: 55.1%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-02-16: Highest Volume — 4,113 contracts
  • 2021-02-10: Largest IV spike — 16.7% change
  • 2021-02-26: Largest Expected Move — 25.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.40$34.71$41.65$35.37$34.71
Max Pain$37.37$30.00$40.00$30.00$40.00
ATM IV81.3%70.0%88.1%78.1%88.1%
Expected Move24.0%21.1%25.3%22.4%25.3%
HV 20d55.1%46.3%61.5%61.2%53.5%
HV 60d60.2%57.5%62.9%61.7%57.6%
Term Structure-4.6%-10.4%9.5%6.9%-10.4%
VWIV85.7%74.8%92.1%80.3%90.6%
Skew 25d-7.6%-10.0%-5.7%-8.7%-7.4%
Skew 10d-18.7%-38.8%-9.7%-26.0%-37.2%
Call IV 25d89.6%78.0%93.5%84.3%93.4%
Put IV 25d82.0%71.6%86.7%75.6%85.9%
Bid-Ask Spread %37.088.9449.5144.4728.13
Gamma HHI0.370.260.690.270.27
Net GEX662.6K177.7K1.4M602.0K177.7K
Net DEX-41.9M-62.9M-16.3M-35.6M-16.3M
Net VEX-133.7K-137.5K-127.5K-136.4K-133.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.071.180.340.20
Total Volume1,607.1587034,1131,644817
Total OI28,683.42120,44233,38229,31523,329

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$35.37$30.0078.1%22.4%61.2%0.0%80.3%-8.7%6.9%602.0K-35.6M-136.4K0.3444.47N/AN/A1,23141320,9128,403
2021-02-02$36.74$30.0073.5%21.1%61.5%0.0%76.2%-7.3%8.5%669.7K-40.8M-137.0K0.2336.45N/AN/A57013321,0958,581
2021-02-03$37.90$30.0074.4%21.3%61.2%0.0%74.8%-6.4%9.5%711.7K-45.0M-137.5K0.0740.94N/AN/A1,0137321,1608,659
2021-02-04$38.35$35.0073.2%24.0%59.4%0.0%84.6%-7.4%-4.4%740.4K-46.4M-134.1K1.1839.38N/AN/A43251121,0688,656
2021-02-05$38.96$35.0070.0%24.1%58.8%0.0%84.3%-6.9%-5.7%782.9K-48.4M-136.9K0.3141.04N/AN/A69621921,1489,049
2021-02-08$40.01$35.0072.6%24.4%54.0%0.0%87.6%-8.2%-6.0%823.8K-53.0M-131.8K0.2142.51N/AN/A1,07523021,1619,052
2021-02-09$39.02$35.0072.6%24.1%55.5%0.0%86.2%-7.9%-6.0%838.2K-49.2M-132.2K0.4745.83N/AN/A1,02948321,4579,061
2021-02-10$39.64$40.0084.7%24.3%47.6%0.0%86.1%-8.9%-5.2%848.7K-51.4M-135.3K0.1238.00N/AN/A1,35916821,6719,348
2021-02-11$38.73$40.0084.8%24.3%46.3%0.0%85.0%-7.0%-5.4%828.8K-46.7M-133.2K1.1637.91N/AN/A70981921,5819,444
2021-02-12$41.42$40.0083.4%23.9%51.5%0.0%85.6%-10.0%-4.8%925.4K-58.2M-133.6K0.4937.91N/AN/A1,59879121,6339,700
2021-02-16$40.98$40.0085.9%24.6%49.7%0.0%89.0%-8.8%-7.4%1.0M-56.5M-127.5K0.3040.09N/AN/A3,17394021,8699,783
2021-02-17$40.13$40.0086.4%24.8%49.8%0.0%86.9%-8.6%-7.2%1.1M-52.3M-135.0K0.4826.12N/AN/A85340922,71110,306
2021-02-18$40.26$40.0086.6%24.8%49.8%0.0%87.2%-7.6%-8.1%1.4M-53.1M-133.3K0.1940.82N/AN/A1,30024122,79510,463
2021-02-19$41.65$40.0083.1%23.8%51.1%0.0%85.5%-6.9%-7.0%271.4K-62.9M-131.1K0.148.94N/AN/A2,26832822,89610,486
2021-02-22$38.45$40.0086.8%24.9%58.7%0.0%88.0%-8.0%-8.6%247.9K-23.7M-131.5K0.5214.34N/AN/A1,18661213,4397,003
2021-02-23$36.41$40.0086.0%24.7%61.4%0.0%88.9%-6.2%-7.9%209.4K-19.8M-132.2K0.5748.09N/AN/A1,9241,10213,9497,417
2021-02-24$35.87$40.0086.7%24.9%61.5%0.0%90.0%-5.7%-7.6%199.6K-19.1M-134.6K0.3049.51N/AN/A70320914,4838,243
2021-02-25$35.09$40.0088.0%25.2%53.6%0.0%92.1%-6.8%-9.7%180.5K-17.3M-133.2K0.3944.14N/AN/A66225714,5778,397
2021-02-26$34.71$40.0088.1%25.3%53.5%0.0%90.6%-7.4%-10.4%177.7K-16.3M-133.6K0.2028.13N/AN/A68213514,7558,574