ASAN Options History — October 2021 In October 2021, ASAN traded between $99.30 and $136.19. ATM implied volatility averaged 64.9%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 0.5% (HV 20d: 64.3%). Max pain ranged from $70.00 to $105.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2021-10-19 : Highest Volume — 29,650 contracts2021-10-11 : Largest IV spike — 14.7% change2021-10-11 : Highest IV Rank — 28.8%2021-10-12 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $118.57 $99.30 $136.19 $102.30 $135.28 Max Pain $86.43 $70.00 $105.00 $105.00 $105.00 ATM IV 64.9% 59.5% 75.6% 65.3% 62.6% Expected Move 18.4% 17.0% 19.8% 18.7% 17.9% HV 20d 64.3% 52.5% 70.4% 69.8% 53.2% HV 60d 66.6% 62.5% 69.1% 67.9% 63.9% IV Rank 17.9% 12.3% 28.8% 18.2% 15.5% IV Percentile 48.8% 23.6% 81.6% 50.2% 40.9% Term Structure 4.2% -0.9% 6.9% -0.9% 6.9% VWIV 66.2% 60.6% 69.9% 68.0% 65.0% Skew 25d 2.0% -0.3% 3.6% 2.0% 3.2% Skew 10d 5.2% 1.5% 8.7% 4.4% 8.4% Call IV 25d 65.4% 60.7% 70.0% 65.7% 63.4% Put IV 25d 67.4% 63.8% 72.1% 67.7% 66.7% Bid-Ask Spread % 35.37 13.36 53.42 21.09 19.20 Gamma HHI 0.09 0.07 0.17 0.13 0.09 Net GEX 1.6M -489.4K 5.6M -489.4K 1.8M Net DEX -392.2M -526.2M -211.8M -241.9M -502.6M Net VEX -939.6K -1.1M -824.9K -894.8K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.28 1.08 1.08 0.57 Total Volume 11,645.048 4,002 29,650 7,263 7,733 Total OI 96,626.762 79,277 109,634 97,320 101,416
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 2021-10-01 $102.30 $105.00 65.3% 18.7% 69.8% 18.2% 68.0% 2.0% -0.9% -489.4K -241.9M -894.8K 1.08 21.09 N/A N/A 3,487 3,776 55,582 41,738 2021-10-04 $99.30 $70.00 70.8% 19.3% 68.7% 23.9% 68.5% 3.6% 1.3% -301.2K -211.8M -879.6K 0.92 42.36 N/A N/A 3,350 3,075 56,245 38,923 2021-10-05 $103.71 $70.00 65.9% 18.3% 70.2% 18.9% 66.1% 3.4% 2.6% 261.6K -259.8M -893.2K 0.38 39.67 N/A N/A 2,902 1,100 56,557 39,401 2021-10-06 $107.66 $75.00 69.5% 19.2% 70.4% 22.6% 68.6% 2.3% 1.0% 973.8K -312.0M -889.4K 0.63 42.56 N/A N/A 6,878 4,345 56,882 40,153 2021-10-07 $108.58 $75.00 66.4% 18.8% 68.1% 19.4% 67.7% 1.6% 1.7% 1.2M -320.8M -879.4K 0.41 41.84 N/A N/A 5,145 2,125 57,158 39,448 2021-10-08 $105.63 $75.00 65.9% 18.9% 69.0% 18.9% 68.2% 2.4% 4.4% 808.2K -287.1M -865.7K 1.04 44.74 N/A N/A 5,172 5,371 57,762 39,065 2021-10-11 $106.72 $75.00 75.6% 19.1% 68.1% 28.8% 67.8% 1.4% 1.3% 947.9K -300.7M -824.9K 0.45 46.03 N/A N/A 3,360 1,508 58,521 39,194 2021-10-12 $110.56 $75.00 68.6% 19.8% 67.7% 21.6% 69.6% 2.1% 1.0% 1.7M -344.0M -839.2K 0.48 53.42 N/A N/A 12,694 6,040 58,869 41,187 2021-10-13 $114.12 $75.00 63.0% 18.1% 67.8% 15.9% 64.1% 2.3% 6.4% 2.6M -391.2M -827.2K 0.48 46.10 N/A N/A 6,489 3,129 59,236 41,549 2021-10-14 $116.48 $80.00 61.9% 17.7% 62.8% 14.8% 62.9% 1.7% 4.7% 5.6M -470.7M -860.0K 0.30 37.12 N/A N/A 11,899 3,610 64,810 43,739 2021-10-15 $116.15 $80.00 61.7% 17.7% 62.8% 14.6% 63.7% 2.7% 6.0% 1.5M -472.7M -870.1K 0.36 49.49 N/A N/A 10,072 3,597 65,113 44,521 2021-10-18 $117.58 $80.00 59.5% 17.0% 63.0% 12.3% 60.6% 3.0% 6.8% 2.0M -370.3M -913.5K 0.28 30.26 N/A N/A 6,023 1,697 48,958 30,319 2021-10-19 $127.14 $85.00 62.8% 18.0% 67.7% 15.8% 64.8% 0.1% 4.8% 2.2M -452.7M -917.4K 0.91 28.51 N/A N/A 15,496 14,154 49,619 32,025 2021-10-20 $129.32 $90.00 62.0% 17.8% 66.0% 14.9% 64.2% 1.2% 5.1% 2.0M -465.2M -1.0M 0.54 42.42 N/A N/A 8,039 4,323 53,336 36,665 2021-10-21 $135.73 $92.50 61.9% 17.7% 66.9% 14.8% 64.2% -0.3% 6.4% 2.3M -526.2M -992.6K 0.50 38.83 N/A N/A 14,254 7,063 53,853 37,378 2021-10-22 $133.82 $97.50 61.8% 17.7% 65.8% 14.8% 65.5% 0.5% 6.5% 2.0M -503.5M -1.0M 0.68 35.51 N/A N/A 7,127 4,821 55,431 39,288 2021-10-25 $136.19 $100.00 63.8% 18.3% 63.0% 16.7% 65.5% 1.5% 5.7% 2.1M -520.5M -1.0M 0.51 13.36 N/A N/A 6,788 3,466 55,619 40,609 2021-10-26 $126.83 $100.00 65.6% 18.8% 52.5% 18.6% 69.9% 2.0% 4.8% 1.4M -418.6M -1.1M 0.76 31.54 N/A N/A 9,041 6,900 55,731 41,117 2021-10-27 $125.57 $105.00 64.1% 18.4% 53.0% 17.0% 66.4% 2.5% 5.6% 849.5K -402.1M -1.1M 0.55 22.34 N/A N/A 5,779 3,171 56,120 44,857 2021-10-28 $131.33 $105.00 63.8% 18.3% 54.4% 16.8% 68.1% 2.8% 6.3% 1.3M -461.8M -1.1M 0.78 16.40 N/A N/A 5,370 4,177 56,056 45,112 2021-10-29 $135.28 $105.00 62.6% 17.9% 53.2% 15.5% 65.0% 3.2% 6.9% 1.8M -502.6M -1.1M 0.57 19.20 N/A N/A 4,939 2,794 56,388 45,028
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