ASAN Options History — January 2022

In January 2022, ASAN traded between $45.84 and $71.31. ATM implied volatility averaged 88.7%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 4.0% (HV 20d: 84.7%). Max pain ranged from $57.50 to $80.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.85.

Notable Days

  • 2022-01-18: Highest Volume — 16,784 contracts
  • 2022-01-21: Largest IV spike — 14.3% change
  • 2022-01-27: Highest IV Rank — 71.6%
  • 2022-01-27: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.32$45.84$71.31$71.31$51.88
Max Pain$62.88$57.50$80.00$80.00$57.50
ATM IV88.7%76.7%107.9%76.7%95.0%
Expected Move25.3%22.0%30.9%22.0%27.2%
HV 20d84.7%77.2%95.5%94.1%94.2%
HV 60d115.5%112.5%118.8%112.5%118.8%
IV Rank48.9%34.7%71.6%34.7%56.4%
IV Percentile87.1%75.4%97.6%76.6%91.3%
Term Structure3.1%-2.5%8.0%1.3%5.3%
VWIV89.2%77.1%107.7%77.1%96.9%
Skew 25d5.2%2.0%12.5%3.6%8.6%
Skew 10d10.8%3.2%25.3%8.2%19.4%
Call IV 25d86.8%75.7%100.8%75.7%93.6%
Put IV 25d92.1%79.3%113.1%79.3%102.2%
Bid-Ask Spread %44.5522.2254.3332.8442.32
Gamma HHI0.080.060.110.080.09
Net GEX398.3K-292.3K992.0K992.0K492.2K
Net DEX25.9M-20.1M66.1M-20.1M17.0M
Net VEX-554.4K-720.0K-400.7K-720.0K-488.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.381.410.640.65
Total Volume8,960.45,60816,7846,2049,731
Total OI85,430.9565,941100,55883,25471,860

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$71.31$80.0076.7%22.0%94.1%34.7%77.1%3.6%1.3%992.0K-20.1M-720.0K0.6432.84N/AN/A3,7902,41453,21430,040
2022-01-04$68.30$80.0079.3%22.7%95.5%37.9%79.9%3.5%-1.1%806.1K-793.9K-679.3K0.5222.22N/AN/A5,6132,93554,22030,350
2022-01-05$60.75$80.0082.5%23.7%92.7%41.6%84.1%3.1%-2.5%381.8K35.6M-590.7K0.7529.57N/AN/A5,8834,38755,68530,833
2022-01-06$61.45$60.0083.6%23.2%87.4%42.9%82.5%3.3%6.4%473.4K27.1M-616.4K0.8048.51N/AN/A5,4994,39556,98631,225
2022-01-07$61.30$60.0083.1%23.1%84.1%42.3%81.5%2.5%6.3%411.0K26.9M-626.8K0.7649.12N/AN/A3,4392,62858,02332,414
2022-01-10$60.32$60.0088.1%23.8%78.3%48.2%86.2%3.6%5.9%332.2K32.5M-598.5K1.2147.43N/AN/A3,7844,56458,37032,474
2022-01-11$66.11$60.0081.8%22.9%83.4%40.8%80.6%3.4%5.8%864.4K-4.1M-670.6K0.6046.56N/AN/A4,9862,99358,75833,019
2022-01-12$65.31$60.0076.8%22.0%83.5%34.9%78.6%4.0%7.5%812.9K1.2M-655.5K0.5650.64N/AN/A6,6653,72959,17033,184
2022-01-13$61.70$60.0078.4%22.5%81.2%36.7%78.8%2.3%8.0%415.0K23.9M-609.8K0.5454.33N/AN/A4,7782,58962,29333,513
2022-01-14$60.19$60.0079.3%22.7%80.2%37.8%79.2%2.4%6.5%316.9K33.3M-581.0K0.5353.23N/AN/A5,4032,88961,50033,823
2022-01-18$53.11$60.0086.4%24.8%81.8%46.1%86.5%2.6%3.5%-292.3K66.1M-475.0K0.3848.02N/AN/A12,1244,66062,05633,209
2022-01-19$53.36$60.0085.4%24.5%80.4%45.0%85.9%3.1%3.7%-28.6K52.3M-509.6K1.0447.53N/AN/A6,4826,71866,53032,621
2022-01-20$53.49$60.0083.7%24.0%77.2%43.0%85.3%2.0%4.6%-173.1K47.1M-518.0K1.4153.31N/AN/A3,9385,56267,72432,834
2022-01-21$51.06$60.0095.7%27.4%77.5%57.2%96.0%6.4%2.8%429.4K54.4M-480.1K1.4049.31N/AN/A5,3967,54967,59832,826
2022-01-24$54.46$60.00101.6%29.1%83.3%64.2%107.0%10.4%0.4%550.1K9.3M-521.8K1.0945.53N/AN/A4,6575,06344,22921,712
2022-01-25$51.20$60.00104.2%29.9%84.7%67.3%104.5%8.7%-1.8%448.8K18.0M-487.4K1.0842.55N/AN/A2,6932,91545,05722,718
2022-01-26$48.28$60.00101.6%29.1%85.7%64.2%101.0%7.7%0.3%324.3K28.1M-441.1K1.1032.97N/AN/A2,6972,96045,71323,117
2022-01-27$45.84$60.00107.9%30.9%86.2%71.6%107.7%12.5%-1.4%194.0K36.4M-400.7K1.2046.11N/AN/A2,8283,40446,11823,470
2022-01-28$46.88$60.00103.0%29.5%82.9%65.8%103.7%10.9%1.4%214.9K34.4M-418.0K0.7448.89N/AN/A3,7072,76146,28623,847
2022-01-31$51.88$57.5095.0%27.2%94.2%56.4%96.9%8.6%5.3%492.2K17.0M-488.5K0.6542.32N/AN/A5,8893,84247,59524,265