ASAN Options History — November 2021 In November 2021, ASAN traded between $100.94 and $142.95. ATM implied volatility averaged 83.3%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 6.6% (HV 20d: 76.6%). Max pain ranged from $90.00 to $110.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2021-11-22 : Highest Volume — 27,106 contracts2021-11-22 : Largest IV spike — 29.3% change2021-11-30 : Highest IV Rank — 69.4%2021-11-30 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $126.29 $100.94 $142.95 $135.88 $105.21 Max Pain $101.90 $90.00 $110.00 $105.00 $110.00 ATM IV 83.3% 65.7% 111.0% 65.7% 111.0% Expected Move 24.0% 18.8% 31.8% 18.8% 31.8% HV 20d 76.6% 50.8% 110.4% 50.8% 109.2% HV 60d 70.9% 63.3% 85.3% 63.3% 80.9% IV Rank 36.8% 18.7% 69.4% 18.7% 69.4% IV Percentile 81.7% 50.8% 96.4% 50.8% 96.4% Term Structure -7.5% -19.9% 5.6% 4.9% -19.9% VWIV 85.4% 67.9% 111.8% 68.0% 111.8% Skew 25d 2.7% 0.9% 5.4% 3.0% 5.4% Skew 10d 6.6% 0.6% 13.6% 6.7% 13.6% Call IV 25d 84.8% 66.1% 110.4% 66.1% 110.4% Put IV 25d 87.4% 69.1% 115.8% 69.1% 115.8% Bid-Ask Spread % 39.01 23.45 50.50 41.12 34.63 Gamma HHI 0.09 0.06 0.13 0.09 0.06 Net GEX 1.2M -676.9K 3.5M 1.8M -553.7K Net DEX -385.1M -594.4M -82.9M -507.8M -108.9M Net VEX -1.0M -1.1M -968.5K -1.0M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.29 1.24 0.63 1.07 Total Volume 12,278.524 7,300 27,106 8,295 10,113 Total OI 102,787.429 78,963 116,301 101,649 93,606
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 2021-11-01 $135.88 $105.00 65.7% 18.8% 50.8% 18.7% 68.0% 3.0% 4.9% 1.8M -507.8M -1.0M 0.63 41.12 N/A N/A 5,094 3,201 56,273 45,376 2021-11-02 $128.50 $105.00 66.0% 18.9% 55.6% 19.0% 67.9% 2.5% 5.6% 1.1M -428.5M -1.0M 0.56 24.26 N/A N/A 5,040 2,801 56,643 46,228 2021-11-03 $132.65 $105.00 66.9% 19.2% 55.3% 19.9% 68.9% 2.7% 5.0% 1.5M -476.0M -1.0M 0.52 42.34 N/A N/A 5,533 2,861 56,836 46,524 2021-11-04 $131.61 $90.00 69.1% 21.0% 55.7% 22.2% 74.1% 2.7% -5.4% 1.4M -455.9M -1.1M 0.53 47.08 N/A N/A 5,463 2,870 56,741 47,134 2021-11-05 $128.48 $90.00 71.4% 21.6% 55.4% 24.5% 76.6% 3.0% -6.1% 1.1M -423.8M -1.1M 0.42 47.94 N/A N/A 7,227 3,004 56,946 47,030 2021-11-08 $135.75 $90.00 77.2% 22.3% 57.7% 30.4% 79.2% 1.5% -7.5% 1.9M -509.7M -1.0M 0.36 47.52 N/A N/A 10,712 3,887 57,238 47,192 2021-11-09 $142.95 $90.00 77.1% 22.4% 58.8% 30.3% 80.6% 3.0% -7.9% 3.1M -594.4M -1.0M 0.29 48.27 N/A N/A 14,578 4,221 59,068 47,717 2021-11-10 $129.54 $90.00 77.5% 22.2% 70.3% 30.7% 79.4% 2.2% -6.3% 1.4M -432.8M -1.1M 0.76 47.48 N/A N/A 8,633 6,555 59,116 48,324 2021-11-11 $132.38 $95.00 77.6% 22.3% 70.3% 30.8% 80.1% 2.2% -7.3% 2.0M -471.2M -1.1M 0.55 39.59 N/A N/A 5,055 2,776 60,146 49,352 2021-11-12 $141.15 $95.00 75.2% 21.6% 73.1% 28.3% 76.8% 1.7% -7.1% 3.5M -585.0M -1.0M 0.53 25.74 N/A N/A 8,635 4,581 60,339 49,457 2021-11-15 $136.64 $100.00 77.9% 22.3% 74.6% 31.1% 78.9% 1.5% -7.9% 2.7M -521.1M -1.0M 0.57 26.23 N/A N/A 7,366 4,198 61,303 50,596 2021-11-16 $135.48 $105.00 78.7% 22.6% 70.0% 31.9% 79.7% 2.0% -7.6% 2.5M -501.6M -1.0M 0.74 46.47 N/A N/A 6,313 4,691 61,347 51,606 2021-11-17 $132.35 $105.00 84.4% 24.2% 70.4% 37.7% 86.1% 0.9% -6.9% 1.7M -457.9M -1.1M 0.71 50.50 N/A N/A 7,239 5,161 61,936 52,571 2021-11-18 $136.99 $105.00 82.3% 23.6% 69.3% 35.6% 84.6% 1.2% -8.7% 2.9M -518.8M -1.0M 1.01 40.02 N/A N/A 6,493 6,534 62,427 53,441 2021-11-19 $136.37 $110.00 79.5% 22.8% 69.1% 32.8% 81.7% 2.4% -4.5% 784.7K -504.6M -1.0M 0.45 23.45 N/A N/A 9,894 4,426 62,041 54,260 2021-11-22 $107.84 $110.00 102.8% 29.5% 108.1% 56.5% 103.9% 4.0% -16.7% -483.0K -134.2M -968.5K 0.74 33.61 N/A N/A 15,622 11,484 43,790 35,173 2021-11-23 $100.94 $110.00 103.5% 29.7% 107.7% 57.2% 105.1% 5.0% -13.9% -522.9K -82.9M -999.9K 1.24 36.03 N/A N/A 8,489 10,516 47,219 39,441 2021-11-24 $106.84 $110.00 96.7% 27.7% 110.4% 50.3% 100.3% 1.7% -10.8% -618.8K -123.9M -1.1M 0.90 39.88 N/A N/A 5,407 4,891 48,082 41,670 2021-11-26 $105.38 $110.00 103.0% 29.5% 108.6% 56.6% 100.7% 4.4% -10.9% -676.9K -106.2M -1.1M 1.20 44.67 N/A N/A 3,321 3,979 49,044 42,887 2021-11-29 $109.26 $110.00 105.7% 30.3% 109.0% 59.4% 108.6% 2.7% -17.3% -583.8K -142.2M -1.0M 1.07 32.42 N/A N/A 4,345 4,640 49,578 42,838 2021-11-30 $105.21 $110.00 111.0% 31.8% 109.2% 69.4% 111.8% 5.4% -19.9% -553.7K -108.9M -1.0M 1.07 34.63 N/A N/A 4,880 5,233 50,533 43,073
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