ASAN Options History — April 2021

In April 2021, ASAN traded between $30.56 and $34.49. ATM implied volatility averaged 52.4%, placing in the 1.7% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 5.7% (HV 20d: 58.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.47.

Notable Days

  • 2021-04-01: Highest Volume — 2,862 contracts
  • 2021-04-12: Largest IV spike — 17.3% change
  • 2021-04-22: Highest IV Rank — 4.3%
  • 2021-04-05: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.07$30.56$34.49$30.56$33.44
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV52.4%47.3%59.2%56.0%47.3%
Expected Move15.3%13.6%17.4%16.0%13.6%
HV 20d58.0%40.4%76.2%74.1%40.4%
HV 60d64.2%61.5%68.4%68.0%61.5%
IV Rank1.7%0.0%4.3%4.3%0.0%
IV Percentile1.3%0.0%2.4%2.4%0.0%
Term Structure5.4%3.1%8.9%4.1%8.9%
VWIV53.9%48.2%61.1%56.9%48.3%
Skew 25d-1.3%-2.6%0.5%-0.0%-1.5%
Skew 10d-3.1%-13.7%1.7%-0.3%-13.7%
Call IV 25d54.6%48.6%62.8%58.1%48.6%
Put IV 25d53.3%47.1%60.3%58.1%47.1%
Bid-Ask Spread %19.1412.8632.0424.6120.91
Gamma HHI0.290.260.350.280.30
Net GEX872.1K590.5K1.3M623.8K811.8K
Net DEX-28.5M-39.3M-17.6M-20.1M-26.3M
Net VEX-133.6K-150.6K-116.6K-143.0K-116.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.141.460.210.19
Total Volume1,088.2862062,8622,862878
Total OI32,401.42928,64835,41333,84430,098

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$30.56$30.0056.0%16.0%74.1%0.0%56.9%-0.0%4.1%623.8K-20.1M-143.0K0.2124.61N/AN/A2,36150124,3969,448
2021-04-05$31.99$30.0059.2%17.4%75.7%0.0%61.1%-2.5%3.7%810.9K-27.4M-145.9K0.3420.48N/AN/A80327525,1819,440
2021-04-06$33.32$30.0058.4%17.3%76.2%0.0%60.2%-1.0%3.1%951.4K-33.9M-150.6K0.2812.86N/AN/A2,20660725,4839,560
2021-04-07$33.17$30.0055.0%16.7%67.9%0.0%58.4%-1.3%4.6%1.0M-32.7M-149.7K0.3518.15N/AN/A92432025,7879,452
2021-04-08$33.32$30.0052.4%16.3%67.3%0.0%57.2%-1.8%4.1%1.1M-33.4M-148.9K0.1414.93N/AN/A4776725,7419,558
2021-04-09$33.94$30.0047.9%15.9%64.5%0.0%55.6%-0.5%5.2%1.2M-36.2M-147.6K0.2014.64N/AN/A89217825,7889,563
2021-04-12$33.77$30.0056.2%16.3%60.2%0.0%56.7%-0.4%4.3%1.2M-35.1M-143.6K0.2922.61N/AN/A94727325,7659,648
2021-04-13$34.49$30.0054.4%15.8%59.8%0.0%55.5%-2.5%4.6%1.3M-39.3M-141.0K0.2621.62N/AN/A1,60941425,5569,636
2021-04-14$33.30$30.0052.6%15.1%60.8%0.0%53.5%-2.6%5.2%1.1M-31.2M-136.2K0.2928.13N/AN/A91926425,3389,705
2021-04-15$34.02$30.0052.7%15.1%61.1%0.0%52.8%-1.2%5.4%1.2M-35.0M-136.3K0.4717.57N/AN/A67731625,3549,741
2021-04-16$33.53$30.0050.4%14.5%51.7%0.0%50.9%-1.9%6.1%699.3K-32.1M-133.0K0.9022.99N/AN/A48743825,2229,759
2021-04-19$31.69$30.0052.1%14.9%54.9%0.0%53.0%-1.1%6.1%619.8K-19.3M-124.0K0.5520.45N/AN/A73240120,5748,074
2021-04-20$31.19$30.0053.1%15.2%54.9%0.0%54.4%0.5%4.4%590.5K-17.6M-122.2K0.7014.55N/AN/A37026020,7798,261
2021-04-21$31.85$30.0052.5%15.1%54.1%0.0%53.2%-1.8%4.6%632.5K-19.9M-124.3K1.4616.49N/AN/A40759420,8618,414
2021-04-22$32.18$30.0052.1%14.9%51.2%4.3%52.7%-0.7%3.8%660.0K-21.1M-124.8K0.3117.29N/AN/A74422820,9708,307
2021-04-23$33.48$30.0048.8%14.0%52.1%0.9%49.6%-2.0%7.4%738.5K-26.5M-126.6K0.3814.98N/AN/A45917520,9958,307
2021-04-26$34.18$30.0050.8%14.6%50.6%3.0%51.9%-2.0%5.8%796.2K-29.8M-125.7K0.3317.25N/AN/A36211821,2518,347
2021-04-27$33.85$30.0050.1%14.4%48.3%2.2%52.1%-1.2%6.9%795.4K-28.0M-124.9K1.3015.71N/AN/A23630621,4788,387
2021-04-28$33.78$30.0049.1%14.1%47.4%1.2%49.4%0.1%8.1%799.2K-27.5M-121.6K0.4932.04N/AN/A1386821,4758,608
2021-04-29$33.37$30.0048.0%13.8%45.6%0.1%48.2%-0.8%8.0%798.9K-25.7M-118.2K0.5413.73N/AN/A27414921,5318,592
2021-04-30$33.44$30.0047.3%13.6%40.4%0.0%48.3%-1.5%8.9%811.8K-26.3M-116.6K0.1920.91N/AN/A73614221,4708,628