ASAN Options History — December 2021 In December 2021, ASAN traded between $64.26 and $91.33. ATM implied volatility averaged 90.0%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded below realized volatility by 64.9% (HV 20d: 154.9%). Max pain ranged from $80.00 to $110.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2021-12-03 : Highest Volume — 34,678 contracts2021-12-15 : Largest IV drop — 20.8% change2021-12-02 : Highest IV Rank — 92.1%2021-12-02 : Largest Expected Move — 37.8%Monthly Statistics Metric Avg Min Max Open Close Price $74.43 $64.26 $91.33 $91.33 $74.99 Max Pain $92.39 $80.00 $110.00 $110.00 $85.00 ATM IV 90.0% 73.2% 131.9% 120.5% 73.2% Expected Move 24.9% 21.0% 37.8% 34.5% 21.0% HV 20d 154.9% 116.3% 171.8% 117.6% 145.9% HV 60d 109.2% 85.9% 114.5% 86.1% 112.2% IV Rank 48.9% 30.6% 92.1% 79.7% 30.6% IV Percentile 87.3% 72.6% 99.2% 98.4% 72.6% Term Structure -2.6% -28.9% 3.1% -26.7% 2.0% VWIV 88.5% 73.8% 136.5% 121.6% 73.8% Skew 25d 4.4% 2.1% 10.7% 10.7% 4.0% Skew 10d 9.7% 5.0% 22.4% 21.3% 7.2% Call IV 25d 86.6% 72.2% 133.1% 117.0% 72.2% Put IV 25d 91.0% 76.2% 139.6% 127.6% 76.2% Bid-Ask Spread % 28.58 21.28 40.86 40.86 25.63 Gamma HHI 0.08 0.05 0.15 0.05 0.08 Net GEX 799.0K -528.8K 1.4M -528.8K 1.2M Net DEX -5.8M -78.6M 98.1M -7.9M -44.6M Net VEX -744.4K -937.7K -571.5K -875.8K -775.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.36 1.45 0.80 0.64 Total Volume 13,539.227 5,418 34,678 16,115 5,418 Total OI 99,398.5 69,804 124,431 94,613 82,628
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 2021-12-01 $91.33 $110.00 120.5% 34.5% 117.6% 79.7% 121.6% 10.7% -26.7% -528.8K -7.9M -875.8K 0.80 40.86 N/A N/A 8,947 7,168 51,301 43,312 2021-12-02 $90.73 $110.00 131.9% 37.8% 116.3% 92.1% 136.5% 6.5% -28.9% -261.8K -35.7M -937.7K 0.76 28.37 N/A N/A 10,923 8,297 55,706 44,498 2021-12-03 $66.36 $105.00 111.5% 32.0% 156.0% 70.0% 112.9% 10.0% -14.4% 144.3K 98.1M -571.5K 0.65 21.91 N/A N/A 20,983 13,695 58,759 45,072 2021-12-06 $65.68 $100.00 98.7% 26.1% 156.2% 55.9% 91.3% 4.7% -2.5% 517.0K 78.8M -612.9K 1.05 31.59 N/A N/A 6,658 7,017 64,713 46,222 2021-12-07 $74.43 $100.00 88.4% 24.0% 163.3% 44.8% 84.6% 5.1% 0.2% 357.6K 34.0M -707.1K 0.60 31.34 N/A N/A 9,365 5,623 66,137 46,790 2021-12-08 $80.31 $97.50 91.0% 24.0% 165.1% 47.6% 85.1% 2.1% -1.1% 448.7K -7.1M -772.5K 0.40 31.64 N/A N/A 12,345 4,934 67,383 46,216 2021-12-09 $74.29 $97.50 93.3% 24.2% 164.1% 54.4% 86.4% 4.1% 0.7% 674.0K 27.9M -722.6K 1.10 25.49 N/A N/A 9,722 10,686 70,543 46,482 2021-12-10 $67.75 $95.00 86.2% 23.8% 164.6% 45.9% 86.9% 5.0% -0.1% 607.5K 68.3M -642.4K 1.29 36.07 N/A N/A 8,834 11,387 71,727 47,157 2021-12-13 $64.26 $95.00 100.8% 24.0% 160.5% 63.2% 88.6% 2.5% 0.6% 595.7K 74.2M -610.5K 0.92 32.59 N/A N/A 5,560 5,142 74,319 48,203 2021-12-14 $65.02 $92.50 104.0% 24.1% 161.6% 67.1% 84.9% 3.1% -0.5% 779.3K 50.2M -612.2K 0.97 33.94 N/A N/A 5,017 4,873 75,234 44,712 2021-12-15 $69.95 $90.00 82.4% 23.6% 166.0% 41.5% 83.5% 2.6% 3.1% 1.0M 8.3M -670.3K 0.50 32.32 N/A N/A 8,043 3,983 75,925 45,003 2021-12-16 $66.89 $90.00 85.1% 24.4% 166.0% 44.6% 85.8% 2.8% 0.2% 1.0M 24.4M -648.2K 0.49 29.57 N/A N/A 8,257 4,008 76,625 44,482 2021-12-17 $73.54 $90.00 83.7% 24.0% 170.6% 43.0% 84.5% 2.8% 1.4% 761.6K -39.8M -753.8K 0.36 24.49 N/A N/A 12,974 4,716 79,871 44,560 2021-12-20 $75.79 $85.00 87.9% 25.2% 171.8% 48.0% 89.8% 3.0% -1.0% 1.0M -57.5M -791.0K 0.40 22.97 N/A N/A 12,729 5,137 45,394 24,410 2021-12-21 $79.35 $85.00 82.1% 23.5% 155.4% 41.2% 83.4% 4.1% 1.1% 1.4M -78.6M -849.5K 0.61 28.46 N/A N/A 5,815 3,528 48,818 25,596 2021-12-22 $79.23 $85.00 78.3% 22.4% 154.3% 36.6% 79.4% 5.1% 1.1% 1.3M -73.8M -830.4K 0.47 27.33 N/A N/A 5,729 2,681 49,655 26,214 2021-12-23 $78.10 $85.00 76.4% 21.9% 152.1% 34.4% 78.2% 5.3% 2.0% 1.4M -65.2M -844.4K 0.45 21.85 N/A N/A 5,572 2,520 50,958 26,887 2021-12-27 $75.80 $85.00 78.0% 22.4% 152.2% 36.3% 79.0% 2.2% 0.6% 1.3M -52.7M -800.8K 0.59 21.28 N/A N/A 4,531 2,683 51,824 27,335 2021-12-28 $75.06 $85.00 77.0% 22.1% 151.0% 35.0% 81.2% 3.2% 0.7% 1.3M -47.1M -789.7K 1.45 31.83 N/A N/A 3,524 5,099 52,788 27,770 2021-12-29 $72.18 $85.00 74.9% 21.5% 151.0% 32.6% 75.5% 3.8% 2.2% 1.1M -27.1M -758.2K 0.50 25.56 N/A N/A 5,099 2,540 53,321 29,681 2021-12-30 $76.32 $80.00 74.6% 21.4% 145.9% 32.3% 75.1% 3.9% 1.0% 1.3M -54.6M -800.3K 0.68 23.64 N/A N/A 3,642 2,459 52,798 29,738 2021-12-31 $74.99 $85.00 73.2% 21.0% 145.9% 30.6% 73.8% 4.0% 2.0% 1.2M -44.6M -775.2K 0.64 25.63 N/A N/A 3,312 2,106 52,847 29,781
« Nov 2021 | All History | Jan 2022 » Home ASAN History December 2021