ASAN Options History — September 2021 In September 2021, ASAN traded between $78.30 and $124.41. ATM implied volatility averaged 62.8%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 5.8% (HV 20d: 68.7%). Max pain ranged from $70.00 to $105.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.70.
Notable Days 2021-09-16 : Highest Volume — 63,160 contracts2021-09-02 : Largest IV drop — 26.4% change2021-09-01 : Highest IV Rank — 30.8%2021-09-01 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $105.72 $78.30 $124.41 $78.30 $104.67 Max Pain $89.40 $70.00 $105.00 $75.00 $105.00 ATM IV 62.8% 55.2% 77.6% 77.6% 66.0% Expected Move 18.0% 16.3% 22.2% 22.2% 18.9% HV 20d 68.7% 59.0% 84.2% 59.0% 81.8% HV 60d 65.6% 63.6% 69.0% 64.5% 67.6% IV Rank 15.8% 8.0% 30.8% 30.8% 19.0% IV Percentile 40.9% 15.9% 82.1% 82.1% 53.4% Term Structure -2.0% -13.5% 0.3% -13.5% -1.6% VWIV 64.9% 58.0% 79.9% 79.9% 70.2% Skew 25d 1.0% -0.5% 4.0% -0.1% 2.7% Skew 10d 3.2% -0.4% 7.0% 0.5% 6.7% Call IV 25d 64.6% 58.7% 79.4% 79.4% 66.6% Put IV 25d 65.6% 58.9% 79.3% 79.3% 69.3% Bid-Ask Spread % 19.68 10.41 29.46 10.41 21.51 Gamma HHI 0.13 0.07 0.23 0.12 0.11 Net GEX 2.2M -63.8K 3.5M 1.0M -63.8K Net DEX -325.8M -471.4M -147.7M -147.7M -263.1M Net VEX -562.2K -911.9K -375.0K -429.1K -911.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.30 1.65 0.37 1.65 Total Volume 15,950.19 5,232 63,160 13,956 7,697 Total OI 73,972.81 54,799 95,587 54,799 95,587
Daily Data (21 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 2021-09-01 $78.30 $75.00 77.6% 22.2% 59.0% 30.8% 79.9% -0.1% -13.5% 1.0M -147.7M -429.1K 0.37 10.41 N/A N/A 10,182 3,774 33,035 21,764 2021-09-02 $89.38 $70.00 57.1% 16.6% 70.0% 9.9% 59.3% 0.6% -1.0% 2.0M -228.8M -375.0K 0.34 21.12 N/A N/A 26,173 8,809 34,404 22,656 2021-09-03 $94.24 $70.00 55.2% 16.3% 70.1% 8.0% 58.0% 0.2% -0.2% 3.0M -290.3M -378.0K 0.40 21.77 N/A N/A 13,329 5,335 39,469 25,164 2021-09-07 $94.68 $75.00 59.0% 16.4% 69.1% 11.9% 58.7% 0.4% -0.6% 3.1M -291.9M -413.4K 0.62 14.54 N/A N/A 5,560 3,442 41,393 27,611 2021-09-08 $92.62 $77.50 57.4% 16.5% 68.8% 10.2% 58.6% 0.5% -0.4% 2.9M -270.5M -446.9K 0.72 21.99 N/A N/A 3,036 2,196 42,590 29,072 2021-09-09 $97.97 $77.50 57.4% 16.4% 70.4% 10.2% 59.4% 0.5% -0.2% 3.1M -314.1M -428.7K 0.30 19.37 N/A N/A 6,819 2,043 42,513 29,323 2021-09-10 $98.13 $80.00 57.3% 16.4% 67.8% 10.2% 59.2% 1.1% -0.5% 3.1M -316.0M -424.0K 0.43 16.20 N/A N/A 10,308 4,392 42,547 29,702 2021-09-13 $101.67 $80.00 63.2% 18.1% 65.7% 16.2% 64.4% -0.2% -3.9% 3.5M -343.3M -416.0K 0.41 24.55 N/A N/A 12,701 5,259 43,188 30,368 2021-09-14 $105.88 $80.00 60.9% 17.5% 64.7% 13.8% 62.9% 0.1% -1.9% 3.0M -365.8M -403.6K 0.42 18.31 N/A N/A 6,193 2,606 42,546 32,113 2021-09-15 $109.11 $87.50 59.6% 17.1% 64.8% 12.5% 61.5% 0.8% -1.4% 3.0M -394.6M -428.6K 0.39 14.02 N/A N/A 7,597 2,989 44,901 34,519 2021-09-16 $117.46 $90.00 64.0% 18.4% 67.6% 17.0% 66.1% -0.5% -2.5% 2.8M -460.6M -422.5K 0.36 16.44 N/A N/A 46,481 16,679 46,082 35,677 2021-09-17 $117.96 $90.00 62.0% 17.8% 63.7% 14.9% 63.9% 0.4% -0.6% 1.7M -471.4M -449.4K 0.71 24.38 N/A N/A 13,473 9,528 47,319 36,541 2021-09-20 $117.75 $100.00 66.5% 19.1% 63.2% 19.5% 70.2% 0.6% -2.9% 1.6M -351.1M -595.0K 1.55 17.54 N/A N/A 4,120 6,385 40,688 24,612 2021-09-21 $114.31 $100.00 66.7% 19.1% 65.4% 19.7% 68.5% 0.5% -2.9% 1.7M -332.8M -709.3K 0.92 21.22 N/A N/A 5,108 4,713 44,514 27,725 2021-09-22 $119.83 $100.00 63.3% 18.2% 64.4% 16.3% 65.2% 2.0% 0.2% 2.3M -379.7M -722.6K 0.79 29.46 N/A N/A 4,798 3,787 45,569 27,505 2021-09-23 $124.41 $100.00 61.4% 17.6% 64.4% 14.3% 64.5% 1.2% 0.3% 2.8M -425.4M -731.2K 0.77 18.93 N/A N/A 6,083 4,661 46,768 28,242 2021-09-24 $120.41 $105.00 61.1% 17.5% 65.1% 14.0% 62.6% 1.9% -0.3% 2.6M -393.4M -744.8K 0.95 16.37 N/A N/A 3,868 3,686 47,475 28,790 2021-09-27 $114.90 $105.00 63.1% 18.1% 69.4% 16.1% 64.5% 2.0% -1.3% 1.9M -341.7M -780.6K 0.75 20.74 N/A N/A 4,405 3,324 48,445 30,607 2021-09-28 $102.36 $105.00 71.1% 20.4% 84.2% 24.2% 74.0% 4.0% -3.1% 772.7K -225.6M -793.6K 1.25 25.97 N/A N/A 15,778 19,686 49,401 31,326 2021-09-29 $103.99 $105.00 69.4% 19.9% 82.3% 22.5% 71.5% 3.2% -2.6% 785.8K -233.3M -802.7K 0.61 18.32 N/A N/A 4,926 3,025 49,575 32,103 2021-09-30 $104.67 $105.00 66.0% 18.9% 81.8% 19.0% 70.2% 2.7% -1.6% -63.8K -263.1M -911.9K 1.65 21.51 N/A N/A 2,909 4,788 54,568 41,019
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