ASAN Options History — April 2022

In April 2022, ASAN traded between $26.94 and $41.80. ATM implied volatility averaged 100.3%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded below realized volatility by 1.8% (HV 20d: 102.1%). Max pain ranged from $40.00 to $55.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.64.

Notable Days

  • 2022-04-06: Highest Volume — 11,609 contracts
  • 2022-04-11: Largest IV spike — 24.6% change
  • 2022-04-11: Highest IV Rank — 58.5%
  • 2022-04-26: Largest Expected Move — 32.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.19$26.94$41.80$39.82$26.94
Max Pain$48.00$40.00$55.00$55.00$40.00
ATM IV100.3%84.8%118.4%84.8%112.8%
Expected Move27.7%24.5%32.4%24.5%32.3%
HV 20d102.1%70.7%148.3%145.3%75.8%
HV 60d130.1%127.9%132.2%130.3%128.2%
IV Rank43.7%30.9%58.5%30.9%53.9%
IV Percentile83.4%71.4%94.8%72.2%93.3%
Term Structure1.2%-5.4%6.9%0.6%3.8%
VWIV97.5%84.2%113.5%85.7%113.5%
Skew 25d4.1%0.9%7.3%0.9%2.1%
Skew 10d6.0%0.4%13.2%2.0%0.5%
Call IV 25d96.2%82.8%113.2%86.3%112.7%
Put IV 25d100.4%87.3%117.7%87.3%114.8%
Bid-Ask Spread %62.5848.8171.9868.1956.22
Gamma HHI0.130.070.270.170.10
Net GEX123.6K-365.5K1.2M693.9K74.8K
Net DEX23.3M-6.3M43.5M7.2M22.3M
Net VEX-309.0K-434.3K-246.4K-417.3K-254.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.241.170.800.88
Total Volume6,5383,56211,6097,4833,857
Total OI87,244.8564,765105,48598,94679,229

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$39.82$55.0084.8%24.5%145.3%30.9%85.7%0.9%0.6%693.9K7.2M-417.3K0.8068.19N/AN/A4,1683,31563,66835,278
2022-04-04$41.80$55.0090.6%24.5%145.4%35.6%84.2%6.3%-3.5%1.2M-6.3M-434.3K0.4366.47N/AN/A4,5481,93464,35234,888
2022-04-05$37.94$55.0091.0%24.6%148.3%36.0%86.6%5.6%-3.8%332.4K19.9M-379.5K0.4269.53N/AN/A5,3462,22265,63935,033
2022-04-06$36.43$55.00101.3%26.3%142.3%44.4%91.7%5.2%-5.4%166.5K24.3M-362.2K0.4871.98N/AN/A7,8313,77867,32734,912
2022-04-07$37.21$50.0099.8%26.4%106.6%43.2%92.1%6.2%-4.2%397.5K18.3M-367.0K0.6863.47N/AN/A5,0423,42269,20334,277
2022-04-08$34.55$50.0095.0%26.4%104.6%39.3%93.4%3.9%-3.4%-169.0K32.8M-330.6K0.6967.52N/AN/A3,5062,40768,70733,697
2022-04-11$34.86$50.00118.4%27.2%102.9%58.5%95.2%5.8%-4.9%-190.0K32.2M-323.4K0.5663.26N/AN/A4,4072,47069,30934,107
2022-04-12$34.28$50.00113.2%27.0%102.4%54.3%93.4%3.9%-3.8%-365.5K35.4M-313.9K0.2457.91N/AN/A8,2391,93769,84033,547
2022-04-13$36.22$50.0090.2%25.9%101.4%35.3%87.7%5.9%-0.5%-97.0K25.0M-335.9K0.8255.01N/AN/A2,6152,13971,91633,539
2022-04-14$33.84$50.0087.1%25.0%100.3%32.8%88.0%3.7%6.2%63.1K43.5M-290.8K1.0666.97N/AN/A2,7562,91871,98833,497
2022-04-18$31.99$50.0095.8%27.5%89.4%40.0%95.2%2.7%3.4%31.3K23.7M-268.0K0.6464.17N/AN/A3,3442,14543,85520,910
2022-04-19$32.86$45.0090.3%25.9%90.6%35.4%91.2%2.4%6.9%49.4K21.7M-281.1K0.4757.28N/AN/A3,0531,43644,92821,554
2022-04-20$30.79$45.0094.0%27.0%92.3%38.5%94.6%1.8%5.7%29.1K24.8M-256.3K0.5761.70N/AN/A4,4252,51145,60921,721
2022-04-21$29.36$45.0097.4%27.9%90.2%41.2%101.7%1.5%6.1%28.5K25.2M-252.1K0.4448.81N/AN/A4,4771,95647,58622,532
2022-04-22$29.03$45.00103.7%29.7%88.9%46.4%107.9%3.6%1.6%37.8K24.5M-253.8K0.5565.92N/AN/A3,7102,04849,73122,997
2022-04-25$30.41$45.00108.7%31.2%85.4%50.6%110.8%4.2%4.1%86.8K20.3M-280.6K1.1760.12N/AN/A2,1112,47150,16423,198
2022-04-26$29.03$45.00113.1%32.4%85.1%54.2%113.5%4.5%3.3%49.3K23.1M-266.4K0.5958.85N/AN/A3,1181,83150,41323,701
2022-04-27$27.57$40.00111.4%31.9%70.7%52.8%113.3%4.7%5.7%42.8K24.8M-246.4K1.0965.14N/AN/A1,7051,85751,58723,782
2022-04-28$28.81$40.00108.3%31.0%74.2%50.2%110.2%7.3%5.3%54.6K22.7M-265.3K0.2963.12N/AN/A7,5392,16652,36324,313
2022-04-29$26.94$40.00112.8%32.3%75.8%53.9%113.5%2.1%3.8%74.8K22.3M-254.7K0.8856.22N/AN/A2,0501,80754,79424,435