ASAN Options History — February 2022

In February 2022, ASAN traded between $45.68 and $74.04. ATM implied volatility averaged 108.6%, placing in the 71.1% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded below realized volatility by 6.2% (HV 20d: 114.8%). Max pain ranged from $57.50 to $65.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.73.

Notable Days

  • 2022-02-10: Highest Volume — 33,800 contracts
  • 2022-02-23: Largest IV spike — 17.5% change
  • 2022-02-23: Highest IV Rank — 100.0%
  • 2022-02-23: Largest Expected Move — 39.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.23$45.68$74.04$53.41$54.54
Max Pain$62.63$57.50$65.00$57.50$60.00
ATM IV108.6%94.1%137.9%94.1%129.7%
Expected Move31.3%27.0%39.5%27.0%37.2%
HV 20d114.8%92.8%154.8%94.8%153.3%
HV 60d123.9%118.6%133.5%119.2%130.7%
IV Rank71.1%55.3%100.0%55.3%91.0%
IV Percentile95.5%90.9%100.0%90.9%99.2%
Term Structure-13.4%-23.5%5.5%3.8%-22.1%
VWIV109.8%93.4%136.9%93.4%131.6%
Skew 25d6.2%2.9%9.3%9.2%7.3%
Skew 10d12.0%4.4%18.0%18.0%16.0%
Call IV 25d107.5%90.4%134.1%90.4%129.1%
Put IV 25d113.7%99.5%143.4%99.5%136.4%
Bid-Ask Spread %44.7518.4355.8045.2945.33
Gamma HHI0.110.080.180.090.11
Net GEX1.3M25.5K3.3M664.2K479.8K
Net DEX-43.7M-191.7M37.5M10.1M-6.1M
Net VEX-650.2K-877.0K-404.2K-517.0K-684.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.303.440.860.46
Total Volume11,683.3684,85933,8007,7595,842
Total OI86,758.84269,703103,17975,08087,035

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$53.41$57.5094.1%27.0%94.8%55.3%93.4%9.2%3.8%664.2K10.1M-517.0K0.8645.29N/AN/A4,1793,58050,16224,918
2022-02-02$50.07$57.5095.8%27.5%96.0%57.3%96.7%4.7%5.5%516.8K22.5M-470.1K0.7718.43N/AN/A3,9273,00951,61225,352
2022-02-03$45.68$65.00102.7%30.0%92.8%65.5%104.0%6.4%-14.1%267.9K37.5M-404.2K0.7555.80N/AN/A3,6242,70252,09325,498
2022-02-04$48.14$65.0097.4%29.9%95.4%59.3%103.6%5.8%-13.4%435.8K27.7M-449.7K0.8147.39N/AN/A2,6842,17553,19826,176
2022-02-07$48.80$65.00103.7%30.2%95.8%66.6%105.5%6.5%-13.1%493.5K25.4M-454.7K0.5638.77N/AN/A4,6972,61853,64526,486
2022-02-08$55.27$65.00100.8%29.4%107.2%63.3%104.0%6.4%-15.3%1.1M-13.0M-555.0K0.4848.91N/AN/A6,6983,24255,02027,007
2022-02-09$60.73$60.0099.2%28.4%107.5%61.3%98.8%5.0%-13.4%1.7M-51.1M-637.4K0.6048.47N/AN/A8,7905,26356,33028,233
2022-02-10$64.36$60.00101.0%28.9%109.7%63.4%101.6%3.7%-15.4%2.0M-84.7M-696.9K0.3041.37N/AN/A26,0217,77957,04629,536
2022-02-11$61.63$60.00106.6%30.6%108.9%70.1%106.6%4.3%-17.0%1.8M-69.6M-744.7K0.7350.94N/AN/A7,7705,65464,55131,543
2022-02-14$68.74$65.00109.0%31.2%115.0%72.9%109.1%5.1%-17.4%2.5M-139.7M-833.5K0.3740.17N/AN/A12,9074,83365,44632,711
2022-02-15$73.35$65.00103.3%29.6%105.5%66.2%104.3%4.1%-15.0%3.3M-189.1M-877.0K0.3339.99N/AN/A12,4914,12167,62633,923
2022-02-16$74.04$65.00101.7%29.2%105.5%64.3%102.8%4.2%-14.8%3.3M-191.7M-871.3K0.6439.04N/AN/A5,2323,34467,20834,680
2022-02-17$67.46$65.00105.3%30.2%112.4%68.6%105.2%5.5%-11.2%2.1M-115.9M-801.5K0.6344.26N/AN/A5,4553,45067,12934,984
2022-02-18$63.51$65.00109.6%31.4%113.4%73.6%109.6%9.0%-9.7%1.4M-78.1M-746.1K0.7949.71N/AN/A4,9283,91368,12635,053
2022-02-22$61.32$65.00117.3%33.6%112.7%82.8%121.4%9.2%-15.3%1.1M-43.1M-713.7K3.4446.41N/AN/A3,59412,37947,57322,130
2022-02-23$47.01$65.00137.9%39.5%147.0%100.0%136.9%9.3%-23.5%25.5K33.4M-529.0K0.5447.77N/AN/A9,8735,37248,24729,913
2022-02-24$54.43$60.00128.7%36.9%154.8%89.8%131.9%2.9%-17.0%384.7K-5.7M-694.0K0.4850.21N/AN/A7,6243,68551,22832,275
2022-02-25$53.87$60.00119.2%34.2%153.4%79.3%120.0%9.3%-15.5%348.3K1.3M-674.2K0.3752.04N/AN/A6,2192,31052,24132,484
2022-02-28$54.54$60.00129.7%37.2%153.3%91.0%131.6%7.3%-22.1%479.8K-6.1M-684.5K0.4645.33N/AN/A4,0021,84054,36632,669