ASAN Options History — May 2021

In May 2021, ASAN traded between $28.18 and $36.76. ATM implied volatility averaged 57.5%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 11.0% (HV 20d: 46.5%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.37.

Notable Days

  • 2021-05-24: Highest Volume — 5,993 contracts
  • 2021-05-12: Largest IV spike — 16.2% change
  • 2021-05-13: Highest IV Rank — 16.3%
  • 2021-05-13: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.82$28.18$36.76$31.67$36.76
Max Pain$32.00$30.00$32.50$30.00$32.50
ATM IV57.5%49.4%63.3%49.6%60.0%
Expected Move16.9%14.2%18.2%14.2%17.2%
HV 20d46.5%40.9%49.8%42.5%49.4%
HV 60d61.2%55.6%63.4%62.4%55.6%
IV Rank10.4%2.1%16.3%2.3%12.9%
IV Percentile22.1%3.6%36.2%3.8%26.3%
Term Structure-3.2%-7.1%7.5%7.5%-7.0%
VWIV59.3%50.3%62.7%50.3%60.4%
Skew 25d-0.4%-2.9%1.6%-2.9%-0.5%
Skew 10d-0.5%-15.4%4.8%-7.0%1.4%
Call IV 25d59.7%50.2%63.3%52.1%60.2%
Put IV 25d59.3%49.2%64.0%49.2%59.7%
Bid-Ask Spread %38.8714.3764.0914.3729.79
Gamma HHI0.330.130.540.290.22
Net GEX552.0K289.2K745.3K707.2K733.4K
Net DEX-15.5M-28.7M-4.4M-17.8M-26.0M
Net VEX-101.3K-121.2K-90.3K-106.8K-121.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.101.250.150.20
Total Volume1,416.452675,9931,007764
Total OI29,768.4518,55334,28230,24423,936

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$31.67$30.0049.6%14.2%42.5%2.3%50.3%-2.9%7.5%707.2K-17.8M-106.8K0.1514.37N/AN/A87613121,5768,668
2021-05-04$30.68$30.0051.1%14.7%40.9%3.8%53.3%-1.9%7.5%634.9K-13.6M-103.6K0.4418.59N/AN/A54323721,9648,731
2021-05-05$30.24$30.0049.5%14.2%41.1%2.2%51.1%-0.3%7.4%607.1K-11.7M-99.7K0.2564.09N/AN/A45611421,9978,755
2021-05-06$28.36$32.5052.4%16.9%46.0%5.1%59.1%-0.6%-3.3%391.7K-5.1M-92.8K0.5346.45N/AN/A85845522,2988,827
2021-05-07$28.97$32.5049.4%16.4%46.2%2.1%57.6%-1.6%-1.9%509.1K-7.5M-96.2K0.5349.16N/AN/A43723222,6339,065
2021-05-10$28.71$32.5052.8%17.0%46.2%5.6%60.4%-1.7%-4.2%448.6K-6.0M-92.4K0.1738.53N/AN/A1,23021322,8609,097
2021-05-11$29.27$32.5054.0%17.3%46.0%6.8%58.9%-1.0%-4.7%604.6K-9.2M-97.5K0.3249.69N/AN/A1,30641423,5529,158
2021-05-12$28.50$30.0062.8%18.0%45.5%15.7%62.6%0.4%-4.5%419.7K-5.8M-93.2K1.0751.52N/AN/A12913823,3009,301
2021-05-13$28.18$32.5063.3%18.2%44.2%16.3%62.7%0.8%-5.7%374.9K-4.4M-90.3K1.2528.05N/AN/A15118823,3169,365
2021-05-14$29.22$32.5059.6%17.1%47.0%12.5%60.8%-1.3%-3.1%578.0K-7.9M-93.0K0.2949.75N/AN/A37810823,3189,331
2021-05-17$30.32$32.5061.3%17.6%45.6%14.2%62.3%-0.2%-4.3%745.3K-12.6M-93.9K0.7042.26N/AN/A42629823,2759,315
2021-05-18$31.38$32.5060.9%17.5%47.1%13.8%61.1%1.6%-5.4%706.8K-17.8M-94.2K0.1545.75N/AN/A96114723,2779,451
2021-05-19$32.03$32.5062.5%17.9%47.0%15.5%62.4%0.4%-5.3%503.9K-20.6M-94.7K0.2641.08N/AN/A74619523,2609,479
2021-05-20$33.16$32.5060.3%17.3%48.5%13.1%60.1%-0.3%-4.2%469.5K-25.2M-98.0K0.1048.14N/AN/A2,24722024,4029,493
2021-05-21$34.59$32.5059.7%17.1%48.8%12.6%60.6%0.7%-5.1%289.2K-28.7M-100.0K0.3738.49N/AN/A3,3201,23224,8509,432
2021-05-24$35.85$32.5060.7%17.4%49.8%13.6%61.4%-0.8%-6.6%358.3K-19.0M-103.8K0.1043.27N/AN/A5,46053312,4566,097
2021-05-25$35.85$32.5060.0%17.2%49.6%12.9%60.2%1.2%-6.8%607.2K-22.5M-117.1K0.1533.16N/AN/A84012816,5006,266
2021-05-26$36.31$32.5060.2%17.3%49.7%13.1%60.0%1.0%-7.0%654.1K-24.1M-117.8K0.1525.37N/AN/A1,04315916,7346,308
2021-05-27$36.43$32.5060.6%17.4%49.4%13.5%61.4%-0.3%-7.1%696.5K-24.9M-119.8K0.1819.87N/AN/A86315317,3776,349
2021-05-28$36.76$32.5060.0%17.2%49.4%12.9%60.4%-0.5%-7.0%733.4K-26.0M-121.2K0.2029.79N/AN/A63413017,4946,442