ASAN Options History — August 2021 In August 2021, ASAN traded between $71.32 and $79.47. ATM implied volatility averaged 65.7%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded below realized volatility by 0.3% (HV 20d: 66.1%). Max pain ranged from $55.00 to $75.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2021-08-12 : Highest Volume — 9,048 contracts2021-08-11 : Largest IV spike — 6.5% change2021-08-31 : Highest IV Rank — 25.9%2021-08-31 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $75.55 $71.32 $79.47 $71.32 $75.10 Max Pain $68.30 $55.00 $75.00 $55.00 $75.00 ATM IV 65.7% 59.9% 72.8% 63.3% 72.8% Expected Move 19.1% 17.4% 20.9% 18.2% 20.9% HV 20d 66.1% 53.2% 74.2% 62.9% 57.3% HV 60d 62.3% 58.7% 65.0% 58.9% 64.3% IV Rank 18.7% 12.8% 25.9% 16.3% 25.9% IV Percentile 52.3% 30.5% 73.7% 46.4% 73.7% Term Structure -3.7% -10.4% 5.4% 2.7% -10.4% VWIV 68.2% 63.4% 74.7% 65.0% 74.7% Skew 25d 0.9% -1.3% 2.8% 1.8% 2.2% Skew 10d 3.5% 0.7% 8.7% 4.6% 3.1% Call IV 25d 68.3% 62.2% 72.6% 64.6% 72.6% Put IV 25d 69.2% 65.0% 74.8% 66.4% 74.8% Bid-Ask Spread % 25.84 10.06 46.97 44.88 10.06 Gamma HHI 0.19 0.10 0.54 0.12 0.12 Net GEX 2.1M 769.2K 6.1M 1.9M 769.2K Net DEX -179.9M -243.5M -125.8M -171.6M -125.8M Net VEX -411.9K -457.7K -369.8K -446.9K -424.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.13 1.59 0.63 0.54 Total Volume 3,654.636 1,360 9,048 2,172 4,456 Total OI 66,275.318 43,774 81,237 68,382 53,269
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 2021-08-02 $71.32 $55.00 63.3% 18.2% 62.9% 16.3% 65.0% 1.8% 2.7% 1.9M -171.6M -446.9K 0.63 44.88 N/A N/A 1,334 838 41,248 27,134 2021-08-03 $72.08 $57.50 62.7% 18.0% 62.7% 15.7% 63.4% 2.8% 3.3% 1.7M -173.6M -457.7K 0.42 46.97 N/A N/A 1,291 536 41,468 29,057 2021-08-04 $72.72 $57.50 60.8% 17.4% 61.9% 13.7% 64.4% 2.7% 5.4% 1.8M -178.4M -454.1K 0.28 33.45 N/A N/A 2,089 580 41,613 29,418 2021-08-05 $78.72 $65.00 61.3% 19.3% 67.3% 14.2% 67.9% -1.2% -4.0% 2.1M -227.1M -423.1K 0.51 21.98 N/A N/A 4,849 2,454 41,114 29,567 2021-08-06 $76.06 $65.00 59.9% 18.8% 68.8% 12.8% 66.6% 0.7% -2.9% 2.1M -207.9M -429.2K 0.36 11.64 N/A N/A 1,961 710 42,094 29,682 2021-08-09 $74.42 $67.50 61.9% 19.1% 69.2% 14.8% 67.9% -0.3% -3.8% 1.9M -190.5M -425.4K 0.73 22.13 N/A N/A 784 576 42,137 30,076 2021-08-10 $72.49 $67.50 61.8% 18.9% 69.6% 14.7% 67.7% 0.2% -2.6% 1.7M -174.7M -416.7K 0.52 13.09 N/A N/A 1,503 774 42,250 30,021 2021-08-11 $74.52 $67.50 65.8% 18.9% 69.6% 18.8% 67.1% -0.0% -3.4% 2.0M -191.1M -413.6K 0.42 20.81 N/A N/A 972 412 42,309 30,115 2021-08-12 $79.47 $67.50 67.1% 19.2% 72.3% 20.2% 67.8% -1.3% -3.9% 2.5M -236.1M -399.8K 0.57 29.67 N/A N/A 5,781 3,267 42,271 30,141 2021-08-13 $76.42 $67.50 65.8% 18.9% 73.3% 18.8% 66.6% -0.3% -4.0% 2.3M -209.6M -385.9K 0.27 23.22 N/A N/A 3,739 999 42,095 30,235 2021-08-16 $74.57 $70.00 66.8% 19.2% 73.7% 19.8% 68.3% -0.2% -6.0% 3.1M -196.5M -394.0K 0.46 18.80 N/A N/A 2,212 1,025 47,261 30,807 2021-08-17 $75.82 $70.00 67.8% 19.4% 73.2% 20.8% 68.6% 0.0% -5.4% 4.1M -213.3M -393.3K 0.50 21.19 N/A N/A 1,494 746 49,120 30,786 2021-08-18 $78.42 $70.00 67.4% 19.3% 73.9% 20.4% 69.0% -0.2% -5.7% 6.1M -243.5M -392.5K 0.44 24.41 N/A N/A 2,527 1,118 49,267 30,948 2021-08-19 $75.10 $70.00 68.8% 19.7% 73.1% 21.9% 71.2% 0.2% -4.3% 3.5M -197.0M -381.2K 0.13 30.44 N/A N/A 7,358 936 49,309 31,263 2021-08-20 $74.31 $70.00 66.9% 19.2% 73.0% 19.9% 68.4% 1.3% -3.6% 2.6M -179.7M -369.8K 0.42 27.82 N/A N/A 3,298 1,385 49,525 31,712 2021-08-23 $77.49 $70.00 67.4% 19.3% 74.2% 20.4% 67.9% 1.9% -5.4% 1.3M -140.8M -389.3K 1.47 22.87 N/A N/A 2,312 3,396 28,755 15,019 2021-08-24 $76.01 $70.00 66.2% 19.0% 58.4% 19.2% 68.2% 2.1% -3.9% 1.2M -139.2M -385.7K 0.50 36.31 N/A N/A 1,495 741 29,713 15,664 2021-08-25 $76.77 $75.00 66.5% 19.1% 53.2% 19.5% 67.3% 1.1% -4.5% 1.2M -140.0M -423.0K 1.31 30.50 N/A N/A 843 1,108 31,274 18,358 2021-08-26 $74.78 $75.00 66.8% 19.2% 54.2% 19.8% 68.2% 1.3% -4.7% 1.0M -129.1M -418.3K 0.47 35.89 N/A N/A 1,050 496 31,226 18,592 2021-08-27 $77.88 $75.00 67.2% 19.3% 55.7% 20.2% 69.8% 2.4% -5.5% 1.1M -145.5M -422.6K 1.59 28.90 N/A N/A 1,621 2,576 31,417 19,392 2021-08-30 $77.64 $75.00 71.4% 20.5% 55.8% 24.5% 74.1% 2.0% -7.8% 1.1M -145.7M -414.7K 0.38 13.51 N/A N/A 2,006 754 31,641 19,694 2021-08-31 $75.10 $75.00 72.8% 20.9% 57.3% 25.9% 74.7% 2.2% -10.4% 769.2K -125.8M -424.2K 0.54 10.06 N/A N/A 2,897 1,559 31,850 21,419
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