ASAN Options History — July 2022

In July 2022, ASAN traded between $16.82 and $20.20. ATM implied volatility averaged 99.6%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 28.3%. IV traded below realized volatility by 3.8% (HV 20d: 103.5%). Max pain ranged from $17.50 to $30.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.92.

Notable Days

  • 2022-07-19: Highest Volume — 32,475 contracts
  • 2022-07-11: Largest IV spike — 24.4% change
  • 2022-07-12: Highest IV Rank — 56.7%
  • 2022-07-12: Largest Expected Move — 30.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.44$16.82$20.20$17.89$19.24
Max Pain$23.00$17.50$30.00$17.50$20.00
ATM IV99.6%86.5%119.5%98.9%86.5%
Expected Move28.3%24.8%30.6%28.3%24.8%
HV 20d103.5%89.7%117.7%109.8%89.7%
HV 60d120.9%117.6%123.0%117.6%122.4%
IV Rank39.2%27.5%56.7%38.5%27.5%
IV Percentile63.2%42.5%88.1%64.3%42.5%
Term Structure5.7%-3.7%16.1%3.1%16.1%
VWIV99.7%88.1%116.8%99.5%88.1%
Skew 25d8.3%2.0%13.4%2.0%12.3%
Skew 10d15.0%5.5%27.7%9.5%27.3%
Call IV 25d95.5%82.8%102.9%100.2%82.8%
Put IV 25d103.8%95.0%108.2%102.2%95.0%
Bid-Ask Spread %23.883.8562.5818.645.24
Gamma HHI0.280.100.560.410.11
Net GEX-51.8K-246.7K91.7K-114.4K91.7K
Net DEX9.2M2.5M17.3M13.4M2.5M
Net VEX-159.0K-202.3K-124.1K-174.0K-166.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.139.150.530.25
Total Volume7,374.23,20332,4753,4457,514
Total OI83,388.166,08994,26888,61280,356

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$17.89$17.5098.9%28.3%109.8%38.5%99.5%2.0%3.1%-114.4K13.4M-174.0K0.5318.64N/AN/A2,2491,19644,06644,546
2022-07-05$20.17$30.00108.2%30.1%115.6%46.7%103.5%6.4%-2.4%25.0K4.0M-202.3K0.3949.49N/AN/A3,9221,51844,66944,813
2022-07-06$19.22$30.00102.8%29.1%116.7%42.0%103.0%5.3%1.9%-22.7K7.9M-183.7K0.4962.58N/AN/A2,6271,27645,51045,233
2022-07-07$20.20$30.00100.7%28.5%117.7%40.1%98.6%9.4%0.6%20.8K5.2M-181.5K0.5135.83N/AN/A2,6141,32645,56745,384
2022-07-08$20.18$25.0090.9%28.3%116.9%31.5%98.9%4.9%1.1%23.9K5.4M-182.0K0.7056.90N/AN/A2,2551,57945,96045,518
2022-07-11$18.94$25.00113.1%29.1%116.3%51.0%102.9%7.1%-0.3%-60.7K10.2M-173.0K0.9926.45N/AN/A1,6291,61446,39645,993
2022-07-12$17.98$25.00119.5%30.6%114.3%56.7%105.8%5.5%-3.7%-131.1K13.1M-166.2K1.0811.36N/AN/A1,5381,66546,56146,171
2022-07-13$17.77$25.00104.7%30.0%107.9%43.6%105.0%5.2%-1.4%-163.7K14.2M-159.0K0.5326.03N/AN/A2,8751,52546,55346,179
2022-07-14$16.82$25.00103.3%29.6%109.6%42.3%103.1%7.2%5.9%-228.4K17.3M-148.5K0.479.09N/AN/A2,2411,05647,38446,181
2022-07-15$17.23$22.5098.2%28.2%106.7%37.9%96.6%7.1%8.0%-246.7K16.3M-143.1K0.4140.93N/AN/A3,2061,30348,22046,048
2022-07-18$17.64$22.5097.8%28.0%92.5%37.5%98.0%2.9%10.0%-199.4K12.7M-146.2K0.335.26N/AN/A3,5741,16738,49741,930
2022-07-19$17.31$22.5099.2%28.4%91.0%38.8%116.8%13.4%7.6%-222.2K15.7M-143.5K9.1555.08N/AN/A3,19829,27739,72242,194
2022-07-20$19.54$20.0095.1%27.3%98.4%35.2%96.6%11.3%8.9%52.9K4.9M-150.2K0.4929.10N/AN/A5,3132,58441,16024,929
2022-07-21$19.43$20.0095.7%27.4%98.4%35.7%96.3%12.7%7.9%58.8K4.9M-149.2K0.6118.47N/AN/A2,7021,66041,93325,222
2022-07-22$17.59$20.0097.6%28.0%96.5%37.3%97.7%10.7%10.2%-9.7K9.3M-130.3K0.788.92N/AN/A2,5872,02642,62825,883
2022-07-25$17.49$20.0098.9%28.3%93.6%38.4%102.4%11.7%7.7%-16.1K8.9M-124.1K0.143.85N/AN/A11,0961,57343,18525,728
2022-07-26$17.17$20.0098.6%28.3%92.8%38.2%98.8%8.7%12.1%-11.7K8.3M-148.4K0.133.90N/AN/A11,3641,47452,90425,779
2022-07-27$18.07$20.0093.9%26.9%91.7%34.0%92.4%10.9%10.9%29.0K6.1M-145.4K0.135.80N/AN/A11,5691,45653,30625,760
2022-07-28$18.95$20.0089.4%25.6%93.3%30.1%91.0%11.5%10.8%88.6K2.9M-162.6K0.254.71N/AN/A6,5141,62253,70625,988
2022-07-29$19.24$20.0086.5%24.8%89.7%27.5%88.1%12.3%16.1%91.7K2.5M-166.4K0.255.24N/AN/A6,0021,51254,21326,143