ASAN Options History — March 2022 In March 2022, ASAN traded between $32.72 and $54.92. ATM implied volatility averaged 109.1%, placing in the 54.6% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded below realized volatility by 47.5% (HV 20d: 156.7%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.68.
Notable Days 2022-03-10 : Highest Volume — 51,329 contracts2022-03-08 : Largest IV drop — 23.0% change2022-03-03 : Highest IV Rank — 100.0%2022-03-09 : Largest Expected Move — 56.6%Monthly Statistics Metric Avg Min Max Open Close Price $42.20 $32.72 $54.92 $54.92 $40.20 Max Pain $59.13 $50.00 $65.00 $60.00 $55.00 ATM IV 109.1% 86.0% 168.7% 135.3% 86.9% Expected Move 32.5% 24.1% 56.6% 38.8% 24.2% HV 20d 156.7% 138.7% 174.6% 149.3% 146.6% HV 60d 124.6% 112.4% 132.3% 130.7% 132.2% IV Rank 54.6% 31.9% 100.0% 97.2% 32.6% IV Percentile 86.7% 73.8% 100.0% 99.6% 74.6% Term Structure -5.5% -22.0% -0.3% -22.0% -2.6% VWIV 115.2% 83.6% 205.8% 136.2% 84.3% Skew 25d 5.5% 1.8% 9.4% 5.8% 2.3% Skew 10d 10.2% 1.1% 16.2% 11.2% 4.2% Call IV 25d 103.5% 86.0% 134.3% 134.3% 87.9% Put IV 25d 109.0% 87.8% 140.1% 140.1% 90.1% Bid-Ask Spread % 51.14 6.92 67.00 42.98 67.00 Gamma HHI 0.14 0.10 0.21 0.11 0.15 Net GEX 354.7K -717.4K 1.2M 553.3K 693.4K Net DEX 26.2M -27.8M 92.2M -12.4M 5.2M Net VEX -472.2K -697.7K -308.1K -697.7K -430.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.30 1.93 0.48 0.68 Total Volume 15,725.609 5,146 51,329 5,146 13,303 Total OI 105,707.87 81,684 147,668 88,349 99,430
Daily Data (23 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 2022-03-01 $54.92 $60.00 135.3% 38.8% 149.3% 97.2% 136.2% 5.8% -22.0% 553.3K -12.4M -697.7K 0.48 42.98 N/A N/A 3,469 1,677 55,526 32,823 2022-03-02 $53.43 $60.00 132.4% 38.0% 149.3% 93.9% 132.4% 8.2% -7.4% 400.9K 1.1M -652.7K 0.51 45.69 N/A N/A 4,052 2,069 55,702 32,853 2022-03-03 $47.85 $60.00 139.7% 40.1% 152.8% 100.0% 140.8% 7.2% -8.8% 85.8K 28.4M -561.4K 0.44 37.77 N/A N/A 4,089 1,794 56,295 32,957 2022-03-04 $45.06 $60.00 152.1% 43.6% 150.7% 100.0% 153.1% 6.7% -9.8% 33.4K 35.8M -524.8K 0.37 53.14 N/A N/A 5,422 2,003 57,475 33,191 2022-03-07 $42.64 $60.00 168.7% 48.4% 150.5% 100.0% 173.5% 4.4% -11.5% 18.9K 40.8M -484.1K 0.80 48.01 N/A N/A 7,102 5,683 59,185 33,544 2022-03-08 $44.46 $60.00 129.9% 50.7% 151.3% 68.0% 179.6% 5.7% -11.4% 192.8K 27.3M -527.7K 1.93 54.35 N/A N/A 9,537 18,364 62,327 34,536 2022-03-09 $49.43 $55.00 130.9% 56.6% 149.4% 68.9% 205.8% 5.8% -14.4% -25.5K 16.2M -666.3K 1.39 39.19 N/A N/A 14,542 20,171 66,920 50,979 2022-03-10 $37.79 $55.00 102.4% 33.4% 171.1% 45.3% 121.8% 9.4% -4.2% -717.4K 87.6M -369.4K 0.83 6.92 N/A N/A 28,011 23,318 74,224 44,655 2022-03-11 $34.40 $50.00 103.9% 32.3% 170.0% 46.6% 114.4% 6.4% -2.1% -499.0K 92.1M -339.6K 0.45 8.31 N/A N/A 14,709 6,623 82,659 51,333 2022-03-14 $32.72 $65.00 107.1% 29.7% 170.1% 49.3% 104.9% 6.5% -3.5% -508.3K 92.2M -308.1K 0.80 46.19 N/A N/A 8,073 6,432 85,523 51,032 2022-03-15 $33.84 $65.00 104.5% 29.2% 163.8% 47.1% 102.9% 6.9% -2.2% -449.0K 87.1M -323.2K 0.46 36.83 N/A N/A 7,168 3,311 86,337 50,555 2022-03-16 $36.21 $65.00 100.7% 28.4% 164.0% 44.0% 98.5% 4.2% -0.9% -204.7K 80.1M -352.3K 0.69 62.11 N/A N/A 7,562 5,246 87,526 50,536 2022-03-17 $38.97 $65.00 96.2% 27.4% 167.9% 40.3% 96.3% 4.5% -0.5% 471.9K 66.5M -391.8K 0.70 62.10 N/A N/A 11,134 7,841 89,105 50,525 2022-03-18 $43.99 $60.00 93.6% 26.6% 174.6% 38.1% 94.4% 4.2% -0.3% 791.6K 33.1M -494.8K 0.37 55.96 N/A N/A 28,356 10,486 94,485 53,183 2022-03-21 $42.98 $60.00 94.7% 26.0% 174.0% 39.0% 91.7% 4.9% -4.6% 1.0M -18.7M -490.5K 1.55 58.79 N/A N/A 3,060 4,740 56,121 25,563 2022-03-22 $42.89 $60.00 91.7% 24.8% 174.0% 36.5% 88.7% 2.2% -5.4% 1.0M -16.4M -487.1K 0.60 62.61 N/A N/A 4,124 2,491 56,769 26,543 2022-03-23 $44.75 $60.00 92.8% 25.3% 148.3% 37.4% 91.0% 4.9% -4.0% 1.2M -27.8M -517.2K 0.52 63.13 N/A N/A 9,096 4,745 57,401 26,814 2022-03-24 $42.05 $60.00 90.1% 25.2% 138.7% 35.2% 89.0% 5.8% -2.7% 913.8K -8.0M -466.9K 0.30 64.49 N/A N/A 6,721 2,020 58,097 28,166 2022-03-25 $37.82 $60.00 90.9% 25.5% 142.5% 35.9% 91.8% 7.6% -1.7% 428.9K 14.7M -404.5K 0.48 66.88 N/A N/A 9,186 4,422 59,772 31,974 2022-03-28 $38.84 $55.00 91.6% 25.5% 143.0% 36.4% 90.4% 4.6% -2.3% 544.6K 7.7M -421.1K 0.49 64.65 N/A N/A 4,942 2,430 61,519 33,812 2022-03-29 $43.58 $55.00 87.3% 24.4% 150.4% 32.9% 85.2% 6.2% -2.1% 1.2M -22.5M -498.1K 0.39 64.12 N/A N/A 8,115 3,130 61,863 34,353 2022-03-30 $41.82 $55.00 86.0% 24.1% 150.7% 31.9% 83.6% 1.8% -1.9% 996.2K -7.4M -450.1K 0.52 64.97 N/A N/A 7,197 3,723 62,256 34,837 2022-03-31 $40.20 $55.00 86.9% 24.2% 146.6% 32.6% 84.3% 2.3% -2.6% 693.4K 5.2M -430.2K 0.68 67.00 N/A N/A 7,930 5,373 63,179 36,251
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