ASAN Options History — July 2021

In July 2021, ASAN traded between $61.40 and $74.04. ATM implied volatility averaged 61.6%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 0.5% (HV 20d: 62.1%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.13.

Notable Days

  • 2021-07-02: Highest Volume — 25,966 contracts
  • 2021-07-12: Largest IV spike — 15.1% change
  • 2021-07-27: Highest IV Rank — 22.3%
  • 2021-07-27: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.33$61.40$74.04$61.40$70.84
Max Pain$52.86$50.00$55.00$55.00$55.00
ATM IV61.6%55.1%69.3%61.4%61.7%
Expected Move17.4%15.8%19.9%17.6%17.7%
HV 20d62.1%49.8%70.8%66.8%69.7%
HV 60d56.8%54.2%62.3%54.2%61.1%
IV Rank14.5%7.9%22.3%14.3%14.7%
IV Percentile35.9%18.1%58.9%38.3%41.5%
Term Structure3.4%1.1%5.4%1.6%5.3%
VWIV62.6%57.1%72.8%61.8%64.1%
Skew 25d-1.5%-5.4%3.8%-5.4%1.2%
Skew 10d-2.2%-10.0%5.5%-10.0%4.4%
Call IV 25d64.1%58.1%71.6%66.4%63.5%
Put IV 25d62.6%57.2%73.6%61.0%64.7%
Bid-Ask Spread %21.668.3150.3128.5850.31
Gamma HHI0.130.100.200.190.11
Net GEX1.3M-269.9K1.8M1.1M1.8M
Net DEX-167.5M-195.8M-126.3M-126.3M-169.2M
Net VEX-419.6K-466.3K-337.6K-337.6K-457.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.244.590.512.39
Total Volume7,499.5712,14025,96612,3883,828
Total OI72,016.28658,34787,62866,28168,004

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$61.40$55.0061.4%17.6%66.8%14.3%61.8%-5.4%1.6%1.1M-126.3M-337.6K0.5128.58N/AN/A8,2234,16538,13328,148
2021-07-02$67.01$55.0059.8%17.1%68.4%12.6%62.4%-4.3%2.5%1.8M-187.5M-360.0K1.4921.92N/AN/A10,44815,51841,85029,753
2021-07-06$68.34$50.0067.0%18.5%66.5%20.0%66.8%-4.1%2.5%924.4K-187.7M-404.0K0.9323.08N/AN/A7,6757,10141,82237,656
2021-07-07$66.79$50.0065.3%18.3%68.9%18.3%64.6%-4.3%1.1%800.3K-173.1M-440.6K2.0231.25N/AN/A3,4296,93844,05839,206
2021-07-08$66.43$50.0065.4%18.0%69.7%18.4%65.7%-3.1%2.7%814.5K-166.4M-432.5K2.308.66N/AN/A1,6873,87343,71938,758
2021-07-09$67.75$50.0058.7%17.2%61.7%11.6%62.2%-3.1%3.5%1.2M-181.4M-411.7K0.6010.35N/AN/A1,9641,18843,78539,124
2021-07-12$66.95$50.0067.6%17.2%62.5%20.6%62.6%-1.3%1.5%1.2M-176.5M-402.7K1.099.48N/AN/A3,8134,16644,60439,029
2021-07-13$68.72$50.0067.0%17.0%62.2%20.0%60.7%-1.5%2.6%1.8M-195.8M-406.4K0.548.31N/AN/A3,1761,71745,10839,692
2021-07-14$67.34$50.0059.0%16.9%63.7%11.9%60.3%-1.5%2.5%1.5M-181.2M-414.1K1.079.57N/AN/A1,8742,00445,34340,084
2021-07-15$66.43$50.0058.8%16.9%62.0%11.7%61.0%-1.6%3.5%1.3M-171.2M-414.3K4.5910.69N/AN/A1,4156,50045,51840,366
2021-07-16$64.74$55.0057.1%16.4%59.4%9.9%58.5%-0.8%4.9%-269.9K-143.6M-424.2K0.719.24N/AN/A4,0362,86945,28742,341
2021-07-19$66.72$55.0059.5%17.1%56.7%12.4%61.9%-0.6%3.4%1.1M-130.9M-430.1K1.2210.98N/AN/A2,1692,63935,74922,762
2021-07-20$68.75$55.0056.5%16.2%56.0%9.3%58.5%-1.0%4.9%1.3M-149.8M-430.9K0.6312.46N/AN/A1,50894936,71523,764
2021-07-21$69.35$52.5055.1%15.8%49.8%7.9%57.1%-0.9%5.4%1.6M-157.0M-421.8K0.4526.13N/AN/A1,77579736,98821,359
2021-07-22$73.59$52.5059.5%17.1%50.4%12.4%61.0%-2.1%4.8%1.8M-188.8M-415.4K0.2429.19N/AN/A8,4072,04137,81021,828
2021-07-23$72.59$55.0059.0%16.9%51.2%11.9%60.4%-1.4%4.4%1.8M-179.9M-440.5K0.3040.33N/AN/A3,25496538,79822,517
2021-07-26$74.04$55.0061.9%17.7%50.0%14.8%63.5%-1.4%3.5%1.8M-190.9M-419.8K0.3221.03N/AN/A3,10399238,79822,517
2021-07-27$65.46$55.0069.3%19.9%67.9%22.3%72.8%2.0%1.3%1.4M-127.3M-444.8K1.3039.10N/AN/A6,4558,36739,30122,447
2021-07-28$70.35$55.0062.9%18.0%70.8%15.9%65.4%-0.6%4.9%1.7M-163.5M-436.6K0.4129.61N/AN/A3,0671,25639,49322,722
2021-07-29$71.28$55.0061.4%17.6%70.3%14.3%63.1%3.8%4.4%1.8M-169.8M-466.3K0.5624.54N/AN/A1,37576540,82926,557
2021-07-30$70.84$55.0061.7%17.7%69.7%14.7%64.1%1.2%5.3%1.8M-169.2M-457.3K2.3950.31N/AN/A1,1292,69941,14426,860