ASAN Options History — October 2022 In October 2022, ASAN traded between $18.57 and $26.20. ATM implied volatility averaged 96.1%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 3.8% (HV 20d: 92.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.94.
Notable Days 2022-10-13 : Highest Volume — 12,516 contracts2022-10-10 : Largest IV spike — 8.4% change2022-10-11 : Highest IV Rank — 38.7%2022-10-19 : Largest Expected Move — 29.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.57 $18.57 $26.20 $24.01 $20.81 Max Pain $23.81 $22.50 $25.00 $22.50 $22.50 ATM IV 96.1% 89.7% 101.8% 92.9% 92.9% Expected Move 27.5% 25.7% 29.1% 26.6% 26.6% HV 20d 92.3% 79.2% 126.3% 126.3% 82.9% HV 60d 104.1% 102.6% 106.1% 104.2% 102.6% IV Rank 32.7% 25.5% 38.7% 30.6% 28.5% IV Percentile 43.2% 23.8% 59.1% 38.9% 33.3% Term Structure 5.5% 1.6% 8.8% 4.7% 7.8% VWIV 96.0% 86.9% 104.9% 95.7% 89.7% Skew 25d 9.0% 6.0% 11.0% 8.8% 8.1% Skew 10d 17.2% 10.0% 22.7% 19.3% 18.2% Call IV 25d 92.3% 85.9% 98.4% 91.7% 88.1% Put IV 25d 101.3% 95.3% 105.7% 100.4% 96.2% Bid-Ask Spread % 13.39 5.46 33.43 10.39 9.89 Gamma HHI 0.14 0.10 0.21 0.13 0.10 Net GEX 35.8K -292.6K 497.4K 269.9K 70.2K Net DEX 2.7M -27.4M 23.9M -14.4M 4.2M Net VEX -248.6K -309.9K -213.2K -279.2K -230.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.46 1.72 0.62 0.62 Total Volume 7,720.143 3,964 12,516 7,797 3,964 Total OI 107,893.762 96,839 125,646 99,782 101,294
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 2022-10-03 $24.01 $22.50 92.9% 26.6% 126.3% 30.6% 95.7% 8.8% 4.7% 269.9K -14.4M -279.2K 0.62 10.39 N/A N/A 4,802 2,995 64,492 35,290 2022-10-04 $25.09 $22.50 92.2% 26.4% 126.0% 30.0% 92.2% 6.0% 2.5% 362.6K -19.9M -288.7K 0.71 14.31 N/A N/A 4,892 3,489 64,310 35,771 2022-10-05 $26.20 $22.50 93.8% 26.9% 126.3% 31.4% 93.3% 9.0% 1.6% 472.6K -27.2M -305.9K 0.82 10.03 N/A N/A 3,665 2,990 64,879 35,946 2022-10-06 $26.17 $25.00 95.0% 27.1% 100.6% 32.5% 93.9% 11.0% 5.9% 497.4K -27.4M -309.9K 0.79 16.79 N/A N/A 3,889 3,065 65,587 36,692 2022-10-07 $23.88 $25.00 91.4% 26.4% 105.6% 29.2% 95.1% 10.7% 7.7% 229.7K -10.6M -279.7K 0.99 16.95 N/A N/A 3,496 3,468 65,393 37,395 2022-10-10 $22.21 $25.00 99.1% 28.4% 90.3% 36.2% 104.9% 10.9% 4.4% 18.4K 1.5M -248.1K 1.40 33.43 N/A N/A 4,687 6,552 65,806 37,956 2022-10-11 $21.83 $25.00 101.8% 28.2% 79.2% 38.7% 98.6% 10.1% 4.1% -25.7K 3.5M -253.9K 0.69 13.85 N/A N/A 4,963 3,414 67,384 41,512 2022-10-12 $21.18 $25.00 100.9% 28.9% 79.5% 37.9% 99.2% 8.4% 5.1% -65.8K 6.5M -247.9K 0.65 24.35 N/A N/A 3,130 2,047 68,851 42,232 2022-10-13 $21.08 $25.00 100.3% 28.8% 79.4% 37.4% 98.1% 8.4% 4.4% -134.9K 8.4M -244.0K 0.93 15.97 N/A N/A 6,495 6,021 69,030 42,679 2022-10-14 $19.42 $25.00 100.7% 28.9% 82.3% 37.7% 100.1% 7.2% 3.7% -217.3K 18.2M -224.1K 0.46 19.76 N/A N/A 4,833 2,222 70,994 45,120 2022-10-17 $20.44 $25.00 100.0% 28.7% 82.1% 37.1% 99.0% 8.9% 5.3% -204.2K 12.2M -235.7K 1.16 11.32 N/A N/A 5,433 6,293 71,778 44,742 2022-10-18 $20.53 $25.00 98.7% 28.3% 81.2% 35.9% 97.6% 8.9% 4.9% -233.3K 12.9M -235.2K 1.43 7.92 N/A N/A 4,444 6,375 72,335 48,834 2022-10-19 $18.57 $25.00 101.6% 29.1% 86.9% 37.2% 100.3% 7.3% 4.7% -292.6K 23.9M -213.2K 0.55 5.46 N/A N/A 4,171 2,314 73,843 49,197 2022-10-20 $18.85 $25.00 97.9% 28.1% 86.5% 33.7% 99.3% 7.9% 5.7% -289.5K 21.9M -216.5K 1.25 10.86 N/A N/A 3,637 4,536 74,855 48,984 2022-10-21 $19.39 $22.50 95.0% 27.2% 84.3% 31.0% 94.0% 9.1% 7.2% 3.0K 21.9M -223.4K 0.77 7.05 N/A N/A 3,323 2,561 75,000 50,646 2022-10-24 $19.53 $22.50 96.2% 27.6% 84.4% 32.1% 98.9% 10.4% 4.0% 7.6K 8.3M -221.9K 0.80 8.69 N/A N/A 3,256 2,590 59,575 37,264 2022-10-25 $21.75 $22.50 90.9% 26.1% 91.8% 26.7% 94.1% 9.4% 8.5% 113.1K 231.3K -247.7K 0.76 6.97 N/A N/A 5,735 4,349 59,972 37,873 2022-10-26 $20.98 $22.50 94.3% 27.0% 88.0% 29.9% 93.4% 8.6% 6.5% 74.3K 3.2M -244.0K 1.59 7.30 N/A N/A 2,498 3,979 61,015 39,588 2022-10-27 $20.51 $22.50 92.7% 26.6% 87.0% 28.3% 90.4% 9.0% 7.8% 54.7K 4.3M -239.2K 1.72 9.39 N/A N/A 2,020 3,472 61,621 39,246 2022-10-28 $20.52 $22.50 89.7% 25.7% 86.9% 25.5% 86.9% 10.5% 8.8% 40.9K 5.3M -231.7K 1.01 20.47 N/A N/A 3,018 3,040 61,713 39,075 2022-10-31 $20.81 $22.50 92.9% 26.6% 82.9% 28.5% 89.7% 8.1% 7.8% 70.2K 4.2M -230.4K 0.62 9.89 N/A N/A 2,446 1,518 62,188 39,106
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