ASAN Options History — August 2022 In August 2022, ASAN traded between $18.78 and $28.30. ATM implied volatility averaged 106.3%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 10.8% (HV 20d: 95.5%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.65.
Notable Days 2022-08-08 : Highest Volume — 13,501 contracts2022-08-10 : Largest IV spike — 15.9% change2022-08-30 : Highest IV Rank — 63.2%2022-08-30 : Largest Expected Move — 36.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.93 $18.78 $28.30 $19.61 $19.11 Max Pain $22.28 $20.00 $25.00 $20.00 $20.00 ATM IV 106.3% 90.6% 127.0% 92.4% 123.9% Expected Move 31.0% 26.4% 36.4% 26.5% 35.5% HV 20d 95.5% 80.7% 106.3% 89.6% 93.4% HV 60d 109.8% 99.1% 121.3% 121.1% 99.1% IV Rank 45.0% 31.2% 63.2% 32.7% 60.5% IV Percentile 71.3% 45.2% 88.5% 49.2% 88.1% Term Structure -9.4% -20.1% 11.0% 11.0% -18.8% VWIV 108.7% 91.8% 129.9% 93.6% 125.1% Skew 25d 7.8% 3.0% 12.1% 9.9% 7.4% Skew 10d 15.3% 5.1% 39.6% 25.0% 7.2% Call IV 25d 105.3% 87.8% 125.5% 89.1% 122.8% Put IV 25d 113.2% 97.9% 131.0% 99.0% 130.2% Bid-Ask Spread % 15.62 4.55 38.50 38.50 17.90 Gamma HHI 0.13 0.09 0.19 0.11 0.09 Net GEX 249.9K -19.4K 485.6K 106.6K 76.1K Net DEX -11.6M -36.7M 8.1M 1.9M 3.0M Net VEX -211.1K -271.4K -157.1K -157.1K -200.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.21 1.98 0.26 0.49 Total Volume 5,474.609 1,714 13,501 7,980 6,840 Total OI 82,638.087 64,898 94,746 80,924 82,459
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 2022-08-01 $19.61 $20.00 92.4% 26.5% 89.6% 32.7% 93.6% 9.9% 11.0% 106.6K 1.9M -157.1K 0.26 38.50 N/A N/A 6,340 1,640 54,496 26,428 2022-08-02 $20.61 $20.00 94.2% 27.0% 80.7% 34.3% 94.1% 10.8% 10.5% 177.0K -2.9M -190.7K 0.35 4.62 N/A N/A 5,045 1,753 55,178 26,704 2022-08-03 $23.06 $20.00 91.9% 26.4% 87.5% 32.3% 91.8% 10.1% 8.8% 308.5K -11.8M -185.3K 0.31 4.55 N/A N/A 7,468 2,326 55,787 26,859 2022-08-04 $23.13 $20.00 92.6% 29.3% 86.2% 32.9% 103.6% 10.8% -6.7% 307.1K -12.5M -202.4K 0.39 15.08 N/A N/A 4,624 1,793 55,723 27,282 2022-08-05 $24.65 $20.00 90.6% 29.6% 88.4% 31.2% 105.0% 9.8% -9.2% 371.6K -19.2M -218.0K 0.35 13.89 N/A N/A 6,063 2,140 55,494 27,548 2022-08-08 $26.81 $20.00 98.4% 30.8% 87.7% 38.0% 106.9% 12.1% -9.6% 448.9K -30.0M -253.5K 0.25 29.26 N/A N/A 10,770 2,731 56,363 28,127 2022-08-09 $24.54 $20.00 94.1% 30.7% 92.3% 34.3% 107.1% 10.4% -12.0% 402.8K -19.2M -230.9K 0.77 24.21 N/A N/A 1,576 1,219 58,682 28,735 2022-08-10 $27.28 $20.00 109.1% 31.3% 97.0% 47.5% 106.6% 8.1% -13.8% 468.8K -33.7M -265.2K 1.42 25.40 N/A N/A 2,560 3,634 58,701 28,985 2022-08-11 $27.27 $22.50 107.9% 30.9% 93.2% 46.4% 106.0% 9.9% -10.6% 485.6K -33.6M -264.8K 0.56 11.57 N/A N/A 4,512 2,527 59,425 29,451 2022-08-12 $28.30 $22.50 102.1% 29.3% 93.3% 41.3% 104.3% 10.0% -10.4% 483.4K -36.7M -271.4K 0.59 16.72 N/A N/A 1,081 633 59,337 31,259 2022-08-15 $27.56 $22.50 103.0% 29.5% 95.1% 42.0% 105.9% 7.5% -10.5% 464.1K -32.8M -246.4K 0.30 11.73 N/A N/A 2,530 761 59,528 31,267 2022-08-16 $26.86 $22.50 106.5% 30.5% 95.5% 45.1% 104.4% 7.5% -13.4% 441.7K -29.1M -247.6K 0.29 12.68 N/A N/A 1,843 542 59,820 31,569 2022-08-17 $25.06 $25.00 107.5% 30.8% 93.2% 46.0% 106.0% 6.1% -13.1% 408.7K -21.5M -226.2K 0.54 14.48 N/A N/A 2,361 1,265 60,326 31,567 2022-08-18 $25.07 $25.00 104.7% 30.0% 93.0% 43.6% 106.8% 5.7% -8.1% 436.0K -21.4M -227.6K 0.30 11.83 N/A N/A 1,799 541 61,491 32,349 2022-08-19 $21.95 $25.00 106.4% 30.5% 99.0% 45.1% 107.1% 5.7% -9.8% 139.8K -4.1M -195.3K 1.33 12.83 N/A N/A 3,506 4,651 62,546 32,200 2022-08-22 $19.88 $25.00 116.9% 33.5% 106.3% 54.3% 117.4% 7.0% -13.8% 55.7K 4.5M -177.7K 0.72 15.24 N/A N/A 2,474 1,793 45,240 19,658 2022-08-23 $19.70 $25.00 116.0% 33.3% 106.1% 53.5% 116.5% 3.0% -11.7% 41.7K 5.2M -173.6K 0.91 22.03 N/A N/A 1,155 1,046 46,520 20,798 2022-08-24 $19.69 $25.00 113.4% 32.5% 104.8% 51.2% 114.7% 5.1% -10.9% 23.7K 6.0M -174.4K 0.45 13.29 N/A N/A 1,640 731 46,955 21,537 2022-08-25 $19.80 $25.00 110.5% 31.7% 103.6% 48.7% 110.4% 6.1% -13.7% 31.1K 5.3M -184.2K 1.98 13.72 N/A N/A 2,395 4,736 47,841 21,919 2022-08-26 $19.63 $25.00 114.1% 32.7% 103.5% 51.8% 114.7% 4.6% -11.8% 14.9K 5.5M -189.4K 0.98 9.43 N/A N/A 1,843 1,800 49,534 26,153 2022-08-29 $18.78 $22.50 121.6% 34.9% 104.5% 58.4% 122.4% 6.9% -17.8% -19.4K 8.1M -178.4K 0.21 9.73 N/A N/A 5,747 1,206 50,284 26,897 2022-08-30 $19.03 $20.00 127.0% 36.4% 102.9% 63.2% 129.9% 5.5% -20.1% 72.9K 3.3M -194.9K 1.21 10.46 N/A N/A 1,028 1,248 54,180 27,474 2022-08-31 $19.11 $20.00 123.9% 35.5% 93.4% 60.5% 125.1% 7.4% -18.8% 76.1K 3.0M -200.1K 0.49 17.90 N/A N/A 4,601 2,239 54,446 28,013
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