ASAN Options History — May 2022

In May 2022, ASAN traded between $18.48 and $29.85. ATM implied volatility averaged 141.2%, placing in the 76.9% IV rank vs the trailing year. The 30-day expected move averaged 40.4%. IV traded above realized volatility by 23.5% (HV 20d: 117.7%). Max pain ranged from $22.50 to $40.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.14.

Notable Days

2022-05-18: Highest Volume — 16,847 contracts
2022-05-09: Largest IV spike — 18.6% change
2022-05-24: Highest IV Rank — 93.8%
2022-05-24: Largest Expected Move — 46.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.68	$18.48	$29.85	$27.92	$21.35
Max Pain	$30.83	$22.50	$40.00	$40.00	$22.50
ATM IV	141.2%	104.6%	161.3%	114.8%	160.3%
Expected Move	40.4%	30.0%	46.2%	32.9%	46.0%
HV 20d	117.7%	74.3%	152.2%	78.3%	152.2%
HV 60d	127.8%	123.4%	135.3%	127.4%	127.7%
IV Rank	76.9%	46.3%	93.8%	54.8%	92.9%
IV Percentile	97.0%	87.3%	99.6%	94.0%	99.2%
Term Structure	-20.6%	-37.3%	11.0%	2.9%	-37.3%
VWIV	140.6%	105.3%	161.5%	116.9%	161.5%
Skew 25d	9.5%	1.9%	16.3%	5.7%	12.3%
Skew 10d	15.6%	-1.6%	31.0%	6.9%	22.6%
Call IV 25d	136.8%	102.7%	156.2%	116.2%	156.2%
Put IV 25d	146.3%	110.2%	168.5%	121.9%	168.5%
Bid-Ask Spread %	23.98	11.97	63.47	63.47	17.89
Gamma HHI	0.15	0.08	0.29	0.10	0.19
Net GEX	-44.1K	-195.7K	161.8K	82.2K	-96.8K
Net DEX	24.1M	12.9M	30.4M	22.2M	15.8M
Net VEX	-218.9K	-277.0K	-153.3K	-256.1K	-243.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.14	0.30	6.20	0.73	1.11
Total Volume	8,144.571	4,587	16,847	4,633	7,017
Total OI	89,267.81	76,997	117,511	79,714	89,188

Daily Data (21 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
2022-05-02	$27.92	$40.00	114.8%	32.9%	78.3%	54.8%	116.9%	5.7%	2.9%	82.2K	22.2M	-256.1K	0.73	63.47	N/A	N/A	2,671	1,962	55,179	24,535
2022-05-03	$27.44	$40.00	115.1%	33.0%	74.3%	55.1%	121.9%	1.9%	0.9%	65.4K	23.8M	-249.2K	0.30	35.81	N/A	N/A	5,807	1,720	55,518	24,793
2022-05-04	$29.85	$40.00	104.6%	30.0%	77.5%	46.3%	105.3%	7.5%	11.0%	161.8K	19.7M	-277.0K	0.43	32.54	N/A	N/A	4,151	1,765	57,745	25,530
2022-05-05	$26.77	$35.00	115.9%	34.2%	84.4%	55.8%	117.5%	8.6%	-13.9%	50.3K	26.4M	-242.5K	0.44	11.97	N/A	N/A	3,764	1,672	58,517	25,755
2022-05-06	$24.93	$35.00	118.1%	35.7%	85.4%	57.6%	124.3%	8.5%	-14.7%	19.1K	27.7M	-219.5K	0.80	14.57	N/A	N/A	3,065	2,454	59,242	25,752
2022-05-09	$22.40	$35.00	140.1%	38.0%	88.9%	76.0%	132.9%	6.0%	-18.3%	-10.4K	29.2M	-189.7K	0.64	14.84	N/A	N/A	3,752	2,417	60,026	26,037
2022-05-10	$21.30	$30.00	147.0%	39.7%	88.7%	81.8%	136.8%	7.6%	-17.8%	-2.4K	28.1M	-183.7K	1.40	17.44	N/A	N/A	2,675	3,738	61,391	26,438
2022-05-11	$18.63	$30.00	143.0%	41.0%	96.7%	78.5%	140.4%	6.3%	-19.5%	-6.9K	29.5M	-153.3K	0.53	15.79	N/A	N/A	3,997	2,118	62,248	27,209
2022-05-12	$19.48	$30.00	157.0%	45.0%	95.5%	90.2%	155.3%	11.6%	-30.2%	7.3K	26.6M	-167.5K	1.12	33.38	N/A	N/A	5,787	6,470	63,664	26,625
2022-05-13	$24.46	$30.00	151.7%	43.5%	131.3%	85.8%	153.4%	7.7%	-27.2%	64.9K	18.7M	-245.2K	0.43	26.50	N/A	N/A	9,457	4,106	65,099	30,104
2022-05-16	$21.81	$30.00	150.0%	43.0%	135.2%	84.3%	151.9%	7.6%	-27.3%	-56.0K	27.1M	-206.5K	0.67	12.72	N/A	N/A	3,875	2,589	66,347	31,170
2022-05-17	$21.88	$30.00	144.2%	41.3%	134.4%	79.4%	146.0%	12.2%	-24.1%	-87.4K	29.0M	-198.5K	1.08	18.73	N/A	N/A	3,725	4,040	66,643	31,379
2022-05-18	$20.86	$30.00	146.9%	42.1%	133.8%	81.8%	151.9%	8.2%	-28.2%	-70.3K	28.3M	-190.0K	6.20	20.97	N/A	N/A	2,341	14,506	67,281	30,662
2022-05-19	$23.03	$30.00	144.3%	41.4%	139.7%	79.6%	144.1%	7.2%	-20.4%	-130.8K	26.3M	-236.2K	1.71	26.78	N/A	N/A	6,078	10,385	67,331	41,882
2022-05-20	$21.19	$30.00	148.3%	42.5%	142.0%	82.9%	145.3%	10.6%	-21.2%	-143.0K	30.4M	-225.3K	2.79	31.20	N/A	N/A	2,495	6,964	69,713	47,798
2022-05-23	$20.86	$30.00	150.1%	43.0%	140.1%	84.4%	145.9%	12.0%	-26.2%	-173.8K	20.5M	-221.5K	0.53	17.51	N/A	N/A	3,809	2,034	33,292	43,705
2022-05-24	$18.48	$25.00	161.3%	46.2%	144.5%	93.8%	156.9%	15.6%	-31.8%	-195.7K	24.2M	-199.5K	0.83	15.64	N/A	N/A	2,508	2,079	35,361	44,095
2022-05-25	$20.05	$25.00	158.1%	45.3%	148.6%	91.1%	154.6%	16.3%	-31.9%	-160.0K	19.9M	-214.5K	0.53	27.67	N/A	N/A	3,749	1,972	36,480	43,911
2022-05-26	$20.75	$25.00	147.9%	42.4%	148.1%	82.6%	144.6%	12.8%	-29.9%	-151.2K	18.9M	-224.2K	0.87	23.67	N/A	N/A	3,491	3,048	37,827	44,535
2022-05-27	$22.81	$25.00	145.7%	41.8%	151.8%	80.8%	145.2%	13.2%	-27.6%	-92.3K	12.9M	-253.5K	0.69	24.53	N/A	N/A	6,394	4,389	38,743	45,874
2022-05-31	$21.35	$22.50	160.3%	46.0%	152.2%	92.9%	161.5%	12.3%	-37.3%	-96.8K	15.8M	-243.4K	1.11	17.89	N/A	N/A	3,320	3,697	41,167	48,021