ASAN Options History — November 2022

In November 2022, ASAN traded between $16.02 and $22.00. ATM implied volatility averaged 108.5%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 8.3% (HV 20d: 100.2%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.05.

Notable Days

2022-11-11: Highest Volume — 16,718 contracts
2022-11-09: Largest IV spike — 18.2% change
2022-11-21: Highest IV Rank — 48.7%
2022-11-29: Largest Expected Move — 37.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.65	$16.02	$22.00	$20.36	$18.02
Max Pain	$22.38	$20.00	$25.00	$22.50	$20.00
ATM IV	108.5%	91.7%	119.8%	93.3%	107.3%
Expected Move	32.8%	26.7%	37.7%	26.7%	37.5%
HV 20d	100.2%	77.7%	113.6%	80.7%	111.6%
HV 60d	104.5%	98.6%	109.7%	101.0%	107.3%
IV Rank	37.9%	22.6%	48.7%	26.7%	35.6%
IV Percentile	67.3%	27.4%	85.3%	33.3%	66.7%
Term Structure	-9.7%	-18.9%	7.8%	7.4%	-1.8%
VWIV	113.1%	92.7%	129.8%	92.9%	129.8%
Skew 25d	10.0%	5.6%	13.1%	5.6%	9.9%
Skew 10d	18.2%	6.8%	27.0%	6.8%	19.6%
Call IV 25d	105.6%	89.5%	119.5%	89.7%	103.6%
Put IV 25d	115.6%	95.3%	126.5%	95.3%	113.5%
Bid-Ask Spread %	25.35	3.06	73.80	7.03	7.18
Gamma HHI	0.13	0.09	0.22	0.10	0.09
Net GEX	4.3K	-203.1K	461.0K	44.4K	8.9K
Net DEX	6.9M	-16.1M	18.5M	5.9M	5.4M
Net VEX	-199.6K	-251.2K	-164.3K	-223.8K	-186.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.41	4.54	0.67	1.10
Total Volume	8,243.762	1,296	16,718	3,699	9,456
Total OI	105,268.476	93,675	120,918	101,797	102,300

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
2022-11-01	$20.36	$22.50	93.3%	26.7%	80.7%	26.7%	92.9%	5.6%	7.4%	44.4K	5.9M	-223.8K	0.67	7.03	N/A	N/A	2,211	1,488	62,512	39,285
2022-11-02	$18.55	$22.50	96.0%	27.5%	83.2%	29.2%	92.7%	8.2%	7.8%	-82.1K	13.3M	-198.1K	1.05	11.29	N/A	N/A	2,838	2,992	62,894	39,335
2022-11-03	$18.24	$25.00	96.3%	29.8%	83.0%	28.9%	100.5%	8.5%	-7.4%	-112.8K	13.3M	-189.5K	1.20	25.35	N/A	N/A	3,147	3,767	63,389	39,111
2022-11-04	$17.08	$25.00	91.7%	30.3%	80.4%	22.6%	105.5%	11.7%	-9.9%	-191.9K	17.9M	-175.9K	0.94	65.02	N/A	N/A	3,751	3,531	63,660	39,391
2022-11-07	$16.93	$25.00	97.9%	31.2%	77.7%	27.2%	107.0%	11.1%	-10.2%	-176.2K	17.2M	-174.8K	1.15	5.35	N/A	N/A	3,512	4,039	64,550	39,288
2022-11-08	$17.34	$25.00	97.7%	31.4%	78.8%	25.6%	107.6%	13.1%	-11.9%	-151.4K	15.7M	-178.2K	0.92	3.60	N/A	N/A	3,592	3,289	65,538	39,716
2022-11-09	$16.02	$25.00	115.4%	33.1%	82.2%	44.2%	113.0%	9.0%	-13.7%	-203.1K	18.5M	-164.3K	0.67	3.17	N/A	N/A	3,708	2,487	66,293	39,934
2022-11-10	$18.75	$25.00	112.1%	32.1%	102.3%	40.7%	109.1%	11.6%	-14.5%	-39.8K	7.5M	-199.8K	0.47	73.80	N/A	N/A	6,332	2,998	67,040	39,583
2022-11-11	$21.85	$22.50	109.0%	31.2%	112.6%	37.4%	108.6%	12.7%	-13.9%	311.4K	-10.8M	-235.3K	0.49	43.04	N/A	N/A	11,212	5,506	68,419	39,546
2022-11-14	$21.61	$22.50	110.7%	31.7%	111.4%	39.2%	109.9%	11.8%	-15.0%	312.0K	-11.8M	-238.8K	0.41	8.46	N/A	N/A	8,395	3,410	71,407	41,095
2022-11-15	$22.00	$22.50	114.4%	32.8%	111.5%	43.1%	114.5%	11.6%	-14.4%	461.0K	-16.1M	-251.2K	1.38	72.17	N/A	N/A	6,830	9,391	73,082	42,094
2022-11-16	$20.84	$22.50	115.7%	33.2%	106.9%	44.4%	113.3%	9.3%	-13.3%	-121.6K	299.2K	-235.1K	4.54	20.72	N/A	N/A	2,894	13,130	73,394	47,524
2022-11-17	$19.04	$22.50	118.5%	34.0%	112.1%	47.4%	120.0%	5.8%	-16.9%	64.8K	14.6M	-208.7K	1.77	55.63	N/A	N/A	5,055	8,955	73,391	46,993
2022-11-18	$18.05	$22.50	119.6%	34.3%	113.2%	48.5%	117.4%	8.1%	-18.4%	500	15.0M	-195.5K	0.59	54.97	N/A	N/A	5,880	3,483	73,254	45,978
2022-11-21	$17.45	$20.00	119.8%	34.4%	113.6%	48.7%	119.4%	8.9%	-16.6%	-29.3K	8.1M	-186.1K	0.70	3.06	N/A	N/A	3,287	2,312	58,888	34,787
2022-11-22	$17.52	$20.00	118.6%	34.0%	105.6%	47.5%	117.7%	12.0%	-18.9%	-27.6K	8.2M	-187.4K	0.84	3.20	N/A	N/A	3,005	2,513	59,734	35,290
2022-11-23	$18.80	$20.00	108.5%	32.8%	108.9%	36.9%	115.1%	9.3%	-4.9%	33.2K	2.6M	-203.2K	0.42	7.63	N/A	N/A	4,612	1,916	60,424	35,476
2022-11-25	$18.20	$20.00	111.7%	35.5%	109.2%	40.2%	122.3%	9.4%	-10.8%	24.9K	4.6M	-193.5K	0.93	3.16	N/A	N/A	673	623	61,666	35,862
2022-11-28	$17.82	$20.00	112.7%	36.7%	109.3%	41.3%	128.8%	10.9%	-4.3%	3.4K	6.1M	-187.4K	0.87	5.31	N/A	N/A	1,793	1,556	61,971	36,407
2022-11-29	$17.12	$20.00	111.8%	37.7%	109.6%	40.4%	129.8%	10.5%	-3.1%	-39.0K	9.0M	-178.6K	0.94	53.24	N/A	N/A	1,834	1,716	62,636	37,501
2022-11-30	$18.02	$20.00	107.3%	37.5%	111.6%	35.6%	129.8%	9.9%	-1.8%	8.9K	5.4M	-186.7K	1.10	7.18	N/A	N/A	4,506	4,950	63,471	38,829