ASAN Options History — September 2022

In September 2022, ASAN traded between $17.70 and $28.66. ATM implied volatility averaged 99.9%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded below realized volatility by 18.5% (HV 20d: 118.4%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2022-09-07: Highest Volume — 45,142 contracts
  • 2022-09-08: Largest IV drop — 45.3% change
  • 2022-09-07: Highest IV Rank — 92.2%
  • 2022-09-02: Largest Expected Move — 35.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.66$17.70$28.66$17.70$22.42
Max Pain$21.67$20.00$22.50$20.00$22.50
ATM IV99.9%79.1%160.1%122.1%93.8%
Expected Move26.8%22.7%35.9%35.0%26.9%
HV 20d118.4%84.8%133.7%96.2%124.7%
HV 60d104.9%98.2%109.5%100.0%103.4%
IV Rank37.3%19.5%92.2%58.9%31.4%
IV Percentile47.5%23.4%98.4%87.7%40.5%
Term Structure0.0%-18.0%7.0%-17.7%4.9%
VWIV94.7%82.1%126.4%126.4%93.6%
Skew 25d6.8%1.8%10.1%3.6%6.7%
Skew 10d12.5%3.2%19.6%10.8%10.3%
Call IV 25d92.2%77.0%125.5%122.9%92.6%
Put IV 25d99.0%84.9%127.3%126.5%99.3%
Bid-Ask Spread %12.167.9816.6811.999.83
Gamma HHI0.130.090.340.100.11
Net GEX178.6K-21.5K956.8K23.7K152.5K
Net DEX-11.1M-60.0M8.4M8.4M-5.9M
Net VEX-240.8K-280.7K-175.3K-175.3K-264.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.352.411.310.62
Total Volume12,850.5242,94345,1426,0647,666
Total OI99,724.23882,975124,93282,97598,546

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$17.70$20.00122.1%35.0%96.2%58.9%126.4%3.6%-17.7%23.7K8.4M-175.3K1.3111.99N/AN/A2,6293,43554,86928,106
2022-09-02$18.07$20.00125.2%35.9%92.8%61.6%125.9%1.8%-18.0%55.2K6.4M-185.0K0.837.98N/AN/A2,5392,10255,85228,920
2022-09-06$19.02$20.00152.6%31.2%88.8%85.8%110.1%5.5%-6.1%99.4K2.4M-203.1K0.5412.55N/AN/A8,4854,61656,82529,948
2022-09-07$19.02$20.00160.1%31.0%84.8%92.2%109.7%9.1%-4.8%120.1K1.7M-198.0K2.4116.68N/AN/A13,25131,89159,79131,531
2022-09-08$23.71$20.0087.6%23.9%111.6%27.2%85.0%6.1%0.6%449.3K-26.5M-243.1K0.6912.46N/AN/A23,91416,49265,14343,160
2022-09-09$24.49$20.0079.1%22.7%112.5%19.5%82.1%7.9%2.3%456.1K-28.4M-251.3K1.0713.12N/AN/A6,0896,50865,09347,887
2022-09-12$28.66$20.00102.1%23.6%125.8%40.2%86.0%6.7%-0.4%956.8K-60.0M-280.7K0.438.34N/AN/A18,7108,01364,68749,470
2022-09-13$25.19$22.50102.6%25.1%133.7%39.4%89.1%8.7%0.5%69.6K-26.8M-258.8K1.3311.11N/AN/A9,62812,83465,74453,916
2022-09-14$25.34$22.5087.6%25.1%133.5%25.7%89.8%10.1%3.3%51.5K-26.8M-262.8K0.938.12N/AN/A3,3043,06366,17554,687
2022-09-15$25.28$22.5088.9%25.5%131.2%26.9%89.1%8.3%2.5%124.9K-29.8M-267.0K0.7214.09N/AN/A4,1492,97767,95055,072
2022-09-16$24.00$22.5087.4%25.1%132.5%25.5%89.4%4.5%1.5%182.9K-15.3M-248.6K0.7911.38N/AN/A9,0237,09569,30555,627
2022-09-19$25.29$22.5085.6%24.5%124.3%23.9%86.0%5.2%2.5%247.7K-15.0M-264.3K0.4611.69N/AN/A4,0611,87754,75629,959
2022-09-20$24.15$22.5087.5%25.1%119.7%25.6%88.1%6.5%3.0%197.2K-10.8M-267.0K0.3515.66N/AN/A3,9241,38056,87631,730
2022-09-21$23.15$22.5088.6%25.4%120.9%26.6%88.1%4.8%2.9%139.7K-6.6M-254.7K0.4614.48N/AN/A2,5491,17257,28231,842
2022-09-22$22.19$22.5084.7%24.3%122.2%23.1%88.0%5.9%7.0%62.5K53.3K-237.0K1.039.16N/AN/A1,4511,49258,24232,479
2022-09-23$20.72$22.5090.8%26.0%125.1%28.7%90.3%7.9%5.7%-9.1K6.0M-219.1K0.6715.03N/AN/A4,1542,76858,83732,956
2022-09-26$20.58$22.5092.1%26.4%125.1%29.9%91.8%7.1%0.2%-21.5K6.2M-217.6K0.5915.28N/AN/A5,1753,05259,27133,450
2022-09-27$21.48$22.5092.7%26.6%124.6%30.4%93.7%7.5%3.1%51.0K875.4K-234.5K0.5410.03N/AN/A6,5403,55160,47633,604
2022-09-28$23.21$22.5092.7%26.6%127.1%30.4%90.4%9.4%2.9%192.3K-9.0M-265.2K0.4316.26N/AN/A6,3172,72062,27333,925
2022-09-29$22.19$22.5093.7%26.9%128.6%31.3%96.9%8.8%4.9%148.5K-4.3M-258.2K0.8910.04N/AN/A4,9014,36463,91034,037
2022-09-30$22.42$22.5093.8%26.9%124.7%31.4%93.6%6.7%4.9%152.5K-5.9M-264.8K0.629.83N/AN/A4,7282,93863,67534,871