ASAN Options History — June 2022

In June 2022, ASAN traded between $16.33 and $24.23. ATM implied volatility averaged 108.2%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded below realized volatility by 26.3% (HV 20d: 134.5%). Max pain ranged from $15.00 to $22.50. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.62.

Notable Days

2022-06-02: Highest Volume — 27,372 contracts
2022-06-03: Largest IV drop — 36.2% change
2022-06-01: Highest IV Rank — 100.0%
2022-06-01: Largest Expected Move — 48.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.93	$16.33	$24.23	$21.14	$17.50
Max Pain	$17.50	$15.00	$22.50	$22.50	$17.50
ATM IV	108.2%	95.8%	168.8%	168.8%	98.2%
Expected Move	30.4%	27.5%	48.4%	48.4%	28.2%
HV 20d	134.5%	118.3%	157.7%	152.2%	121.8%
HV 60d	119.4%	114.0%	130.5%	127.4%	118.7%
IV Rank	47.7%	36.2%	100.0%	100.0%	37.9%
IV Percentile	74.8%	63.1%	100.0%	100.0%	63.5%
Term Structure	-3.9%	-42.9%	2.8%	-42.9%	2.8%
VWIV	106.3%	93.3%	166.8%	166.8%	100.6%
Skew 25d	6.3%	0.8%	13.5%	13.5%	0.8%
Skew 10d	9.8%	-2.8%	21.0%	18.7%	3.3%
Call IV 25d	103.6%	91.6%	159.7%	159.7%	100.9%
Put IV 25d	109.9%	99.4%	173.2%	173.2%	101.7%
Bid-Ask Spread %	18.81	9.25	31.64	12.75	22.60
Gamma HHI	0.26	0.14	0.43	0.19	0.43
Net GEX	-90.4K	-278.6K	78.2K	-96.1K	-117.2K
Net DEX	14.8M	2.6M	30.6M	15.7M	14.6M
Net VEX	-208.0K	-283.0K	-163.1K	-247.1K	-163.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.28	1.37	1.24	1.37
Total Volume	7,864.524	3,113	27,372	10,838	4,454
Total OI	98,062.286	83,188	111,522	90,469	86,814

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
2022-06-01	$21.14	$22.50	168.8%	48.4%	152.2%	100.0%	166.8%	13.5%	-42.9%	-96.1K	15.7M	-247.1K	1.24	12.75	N/A	N/A	4,846	5,992	41,823	48,646
2022-06-02	$24.23	$22.50	158.3%	34.8%	157.7%	91.2%	129.4%	7.1%	-10.8%	-50.4K	7.4M	-283.0K	0.73	19.71	N/A	N/A	15,788	11,584	42,672	52,403
2022-06-03	$22.07	$15.00	101.0%	28.6%	156.5%	43.2%	107.3%	9.8%	1.6%	-133.0K	12.0M	-241.8K	0.51	20.95	N/A	N/A	16,214	8,310	51,701	56,073
2022-06-06	$21.86	$15.00	104.4%	28.4%	154.8%	46.1%	95.1%	9.4%	0.5%	-71.7K	14.1M	-233.6K	0.58	13.32	N/A	N/A	4,647	2,699	51,741	54,742
2022-06-07	$22.53	$15.00	101.8%	28.1%	150.6%	43.9%	96.2%	9.4%	-1.3%	12.8K	9.6M	-238.6K	0.73	11.09	N/A	N/A	2,982	2,190	52,455	54,339
2022-06-08	$23.24	$15.00	95.8%	27.5%	149.7%	38.9%	93.3%	9.7%	0.3%	78.2K	5.4M	-244.3K	0.54	13.76	N/A	N/A	6,007	3,259	52,723	54,562
2022-06-09	$21.62	$17.50	96.5%	27.7%	143.6%	39.3%	97.2%	3.0%	0.4%	-24.7K	13.1M	-227.7K	0.30	27.81	N/A	N/A	4,324	1,296	53,585	54,407
2022-06-10	$19.94	$17.50	98.2%	28.2%	146.2%	40.7%	99.2%	6.4%	0.4%	-157.7K	21.8M	-211.1K	1.05	12.23	N/A	N/A	2,506	2,621	54,210	54,424
2022-06-13	$17.93	$17.50	113.0%	32.4%	124.0%	52.9%	113.6%	5.8%	-6.0%	-258.3K	28.2M	-188.6K	0.65	12.48	N/A	N/A	3,795	2,452	54,410	53,549
2022-06-14	$17.65	$17.50	109.3%	31.3%	118.3%	49.7%	109.1%	3.3%	-3.6%	-262.9K	28.4M	-187.0K	0.28	15.93	N/A	N/A	5,700	1,586	55,214	53,322
2022-06-15	$18.94	$17.50	104.3%	29.9%	121.7%	44.1%	104.4%	5.6%	-4.0%	-126.3K	21.9M	-197.1K	0.38	24.70	N/A	N/A	4,574	1,738	57,834	52,808
2022-06-16	$16.33	$17.50	108.9%	31.2%	131.0%	47.3%	110.4%	3.0%	-3.0%	-278.6K	30.6M	-174.1K	0.38	12.28	N/A	N/A	5,630	2,166	57,832	52,705
2022-06-17	$17.20	$17.50	108.4%	31.1%	126.7%	46.9%	106.6%	6.0%	-4.6%	-124.2K	28.4M	-181.4K	1.07	31.64	N/A	N/A	2,574	2,764	59,304	52,218
2022-06-21	$18.31	$17.50	102.6%	29.4%	126.8%	41.7%	101.6%	3.6%	-2.8%	-96.1K	12.3M	-186.8K	0.29	19.67	N/A	N/A	4,057	1,190	40,328	42,860
2022-06-22	$18.18	$17.50	101.9%	29.2%	126.8%	41.2%	101.0%	6.8%	-3.0%	-84.2K	13.6M	-184.4K	0.44	19.50	N/A	N/A	2,334	1,029	41,256	42,963
2022-06-23	$20.28	$17.50	102.1%	29.3%	125.6%	41.3%	101.9%	7.4%	-4.1%	-4.0K	5.2M	-202.2K	0.69	9.25	N/A	N/A	3,087	2,132	41,829	42,778
2022-06-24	$21.43	$17.50	96.3%	27.6%	123.8%	36.2%	97.4%	6.3%	-0.2%	16.1K	2.6M	-214.3K	0.33	24.19	N/A	N/A	4,431	1,466	41,397	42,476
2022-06-27	$20.49	$17.50	100.0%	28.7%	124.4%	39.5%	99.4%	5.8%	-0.9%	-4.2K	5.5M	-192.3K	0.46	19.99	N/A	N/A	2,892	1,329	42,118	42,586
2022-06-28	$19.02	$17.50	100.9%	28.9%	121.7%	40.3%	101.1%	6.0%	-0.2%	-56.5K	9.8M	-185.0K	0.31	30.97	N/A	N/A	4,110	1,287	42,756	42,814
2022-06-29	$18.74	$17.50	100.6%	28.9%	119.8%	40.0%	100.1%	3.5%	0.4%	-58.7K	10.8M	-183.5K	0.67	20.23	N/A	N/A	1,860	1,253	43,669	42,962
2022-06-30	$17.50	$17.50	98.2%	28.2%	121.8%	37.9%	100.6%	0.8%	2.8%	-117.2K	14.6M	-163.1K	1.37	22.60	N/A	N/A	1,879	2,575	43,825	42,989