ASAN Options History — June 2021 In June 2021, ASAN traded between $36.56 and $63.94. ATM implied volatility averaged 58.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 7.1% (HV 20d: 51.3%). Max pain ranged from $32.50 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.88.
Notable Days 2021-06-18 : Highest Volume — 17,700 contracts2021-06-04 : Largest IV drop — 29.7% change2021-06-03 : Highest IV Rank — 24.2%2021-06-02 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.00 $36.56 $63.94 $36.95 $62.83 Max Pain $41.36 $32.50 $55.00 $32.50 $55.00 ATM IV 58.3% 49.3% 71.1% 65.2% 63.9% Expected Move 16.5% 14.0% 19.1% 18.7% 18.3% HV 20d 51.3% 37.3% 65.3% 44.2% 65.3% HV 60d 53.6% 50.9% 55.6% 55.6% 53.8% IV Rank 11.2% 2.0% 24.2% 18.2% 16.9% IV Percentile 27.4% 3.1% 54.8% 42.5% 44.3% Term Structure -1.6% -11.9% 2.3% -10.8% 0.7% VWIV 58.9% 49.7% 68.5% 65.5% 66.3% Skew 25d -2.8% -6.0% 1.1% 0.2% -6.0% Skew 10d -5.4% -11.5% 0.7% -2.4% -9.3% Call IV 25d 60.8% 50.0% 72.0% 65.3% 69.6% Put IV 25d 58.0% 49.1% 67.6% 65.5% 63.6% Bid-Ask Spread % 29.23 13.24 48.93 43.85 33.19 Gamma HHI 0.22 0.14 0.31 0.22 0.21 Net GEX 1.5M 720.7K 2.1M 761.7K 1.3M Net DEX -93.4M -165.1M -25.1M -26.4M -144.2M Net VEX -191.3K -323.0K -115.9K -117.9K -323.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.09 4.14 0.61 4.14 Total Volume 8,743.773 649 17,700 708 4,718 Total OI 43,108.682 24,125 64,752 24,125 64,752
Daily Data (22 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 2021-06-01 $36.95 $32.50 65.2% 18.7% 44.2% 18.2% 65.5% 0.2% -10.8% 761.7K -26.4M -117.9K 0.61 43.85 N/A N/A 440 268 17,658 6,467 2021-06-02 $36.69 $32.50 66.6% 19.1% 42.1% 19.6% 66.9% 1.1% -11.9% 740.6K -25.5M -115.9K 0.31 29.15 N/A N/A 497 152 17,740 6,548 2021-06-03 $36.56 $35.00 71.1% 16.5% 41.4% 24.2% 57.2% -2.5% -1.5% 720.7K -25.1M -116.2K 2.37 38.96 N/A N/A 1,482 3,518 17,838 6,648 2021-06-04 $39.29 $32.50 50.0% 14.0% 37.3% 2.7% 51.3% -1.1% 2.3% 1.1M -36.2M -117.5K 0.10 48.93 N/A N/A 12,796 1,332 18,650 9,891 2021-06-07 $38.59 $35.00 50.7% 14.2% 39.2% 3.4% 50.0% 1.0% 1.6% 1.3M -35.3M -133.0K 0.19 32.98 N/A N/A 3,454 653 25,206 10,320 2021-06-08 $39.76 $35.00 50.1% 14.2% 38.5% 2.9% 51.0% -0.5% 1.9% 1.5M -41.3M -134.9K 0.12 29.93 N/A N/A 3,006 357 25,098 10,505 2021-06-09 $41.14 $35.00 49.3% 14.1% 39.1% 2.0% 49.7% -0.9% 1.7% 1.7M -49.1M -136.7K 0.17 21.90 N/A N/A 2,541 439 24,801 10,583 2021-06-10 $45.97 $35.00 50.0% 14.3% 48.1% 2.7% 50.7% -1.9% -0.5% 1.7M -77.3M -135.6K 0.09 42.05 N/A N/A 13,594 1,212 24,722 10,643 2021-06-11 $46.27 $37.50 49.6% 14.2% 46.8% 2.3% 50.4% -1.4% 1.2% 2.1M -84.5M -149.3K 0.13 41.95 N/A N/A 5,469 697 28,031 11,296 2021-06-14 $46.32 $37.50 51.2% 14.7% 47.3% 3.9% 51.6% -1.6% -0.8% 2.1M -86.2M -149.8K 0.21 17.08 N/A N/A 6,664 1,426 29,466 11,664 2021-06-15 $46.68 $40.00 50.3% 14.4% 47.3% 3.0% 50.6% -1.5% -0.2% 2.1M -87.3M -151.2K 0.25 16.34 N/A N/A 2,482 625 29,967 12,572 2021-06-16 $49.91 $40.00 53.4% 15.3% 49.8% 6.2% 55.2% -2.2% 0.1% 2.1M -110.6M -151.2K 0.43 20.36 N/A N/A 10,384 4,414 30,327 12,844 2021-06-17 $53.69 $42.50 58.9% 16.9% 52.9% 11.8% 60.4% -3.3% -2.2% 1.7M -140.9M -172.6K 0.35 47.56 N/A N/A 12,208 4,295 33,365 15,453 2021-06-18 $57.10 $42.50 61.5% 17.6% 54.3% 14.5% 64.1% -4.4% -4.9% 1.2M -165.1M -189.9K 0.29 16.10 N/A N/A 13,672 4,028 36,160 17,080 2021-06-21 $59.53 $45.00 66.0% 18.9% 54.3% 19.0% 68.5% -5.8% -4.7% 1.5M -128.5M -228.6K 0.59 32.19 N/A N/A 10,818 6,412 30,588 12,257 2021-06-22 $56.00 $47.50 65.7% 18.8% 62.5% 18.7% 66.7% -5.4% -5.5% 1.4M -103.1M -271.3K 3.62 13.24 N/A N/A 2,851 10,329 33,445 15,604 2021-06-23 $59.11 $50.00 64.3% 18.4% 62.9% 17.3% 65.6% -4.8% -3.5% 1.4M -123.1M -265.9K 0.65 17.14 N/A N/A 6,674 4,349 33,416 17,509 2021-06-24 $59.96 $50.00 59.6% 17.1% 62.9% 12.5% 62.6% -5.1% 0.8% 1.6M -130.1M -272.5K 0.88 25.03 N/A N/A 3,043 2,677 35,128 18,051 2021-06-25 $62.47 $50.00 60.7% 17.4% 62.5% 13.6% 63.2% -5.3% 1.3% 1.7M -145.2M -274.3K 0.92 14.64 N/A N/A 4,905 4,500 35,359 19,028 2021-06-28 $61.17 $50.00 61.2% 17.5% 64.6% 14.1% 63.5% -5.1% 0.9% 1.5M -133.9M -292.0K 1.82 30.10 N/A N/A 3,833 6,983 36,809 21,409 2021-06-29 $63.94 $50.00 64.1% 18.4% 64.4% 17.1% 65.3% -6.0% -0.3% 1.5M -155.7M -310.4K 1.08 30.41 N/A N/A 3,929 4,237 38,306 25,187 2021-06-30 $62.83 $55.00 63.9% 18.3% 65.3% 16.9% 66.3% -6.0% 0.7% 1.3M -144.2M -323.0K 4.14 33.19 N/A N/A 918 3,800 38,392 26,360
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