ASAN Options History — December 2022

In December 2022, ASAN traded between $12.50 and $18.32. ATM implied volatility averaged 83.9%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded below realized volatility by 12.2% (HV 20d: 96.0%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2022-12-02: Highest Volume — 28,968 contracts
2022-12-02: Largest IV drop — 27.8% change
2022-12-01: Highest IV Rank — 34.5%
2022-12-01: Largest Expected Move — 38.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.22	$12.50	$18.32	$18.32	$13.77
Max Pain	$19.29	$17.50	$22.50	$20.00	$17.50
ATM IV	83.9%	76.7%	106.2%	106.2%	81.1%
Expected Move	24.7%	22.4%	38.3%	38.3%	22.9%
HV 20d	96.0%	79.4%	123.0%	106.9%	85.2%
HV 60d	95.2%	90.5%	107.3%	107.3%	91.5%
IV Rank	11.1%	3.6%	34.5%	34.5%	8.2%
IV Percentile	11.0%	2.0%	65.1%	65.1%	5.2%
Term Structure	0.7%	-3.8%	4.8%	-3.8%	1.1%
VWIV	85.0%	75.0%	132.0%	132.0%	79.6%
Skew 25d	7.4%	4.9%	11.6%	11.6%	8.6%
Skew 10d	12.8%	3.5%	32.6%	21.7%	10.8%
Call IV 25d	80.4%	72.4%	101.3%	101.3%	76.6%
Put IV 25d	87.8%	79.8%	112.9%	112.9%	85.2%
Bid-Ask Spread %	21.09	4.19	63.81	47.17	7.95
Gamma HHI	0.15	0.08	0.30	0.08	0.12
Net GEX	-56.2K	-521.8K	173.3K	-10.3K	-11.2K
Net DEX	13.7M	3.8M	22.7M	3.8M	7.4M
Net VEX	-134.6K	-193.3K	-105.8K	-193.3K	-124.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.16	2.16	0.58	1.04
Total Volume	7,391.905	2,043	28,968	17,509	3,480
Total OI	107,376.19	88,505	125,115	107,453	94,650

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
2022-12-01	$18.32	$20.00	106.2%	38.3%	106.9%	34.5%	132.0%	11.6%	-3.8%	-10.3K	3.8M	-193.3K	0.58	47.17	N/A	N/A	11,116	6,393	65,119	42,334
2022-12-02	$16.02	$20.00	76.7%	24.6%	116.9%	3.6%	86.2%	7.5%	0.9%	-521.8K	20.8M	-145.6K	0.85	10.09	N/A	N/A	15,668	13,300	74,489	46,985
2022-12-05	$14.41	$22.50	82.2%	24.0%	120.4%	9.3%	83.8%	7.8%	0.6%	-193.5K	20.3M	-133.3K	0.39	5.14	N/A	N/A	8,486	3,307	72,228	39,961
2022-12-06	$13.32	$22.50	87.5%	25.7%	123.0%	14.9%	86.8%	6.5%	1.2%	-186.0K	22.7M	-121.6K	0.63	12.08	N/A	N/A	7,813	4,960	76,266	40,957
2022-12-07	$13.41	$20.00	87.9%	25.3%	122.5%	15.4%	89.3%	8.8%	-0.4%	-168.7K	21.5M	-134.2K	0.87	24.31	N/A	N/A	4,000	3,480	79,614	42,888
2022-12-08	$14.21	$20.00	86.0%	24.9%	122.3%	13.4%	87.6%	4.9%	1.0%	-56.5K	17.3M	-144.2K	0.22	15.41	N/A	N/A	4,614	1,034	81,061	43,252
2022-12-09	$14.57	$20.00	83.2%	24.2%	106.9%	10.4%	83.1%	5.2%	2.1%	173.3K	16.1M	-146.0K	0.18	4.19	N/A	N/A	4,608	843	81,372	43,743
2022-12-12	$15.29	$20.00	86.5%	25.0%	90.6%	13.8%	87.4%	9.0%	0.7%	-20.5K	11.8M	-152.1K	0.16	63.81	N/A	N/A	7,273	1,171	75,811	41,661
2022-12-13	$15.61	$20.00	81.8%	23.7%	91.6%	8.9%	81.3%	8.5%	0.8%	169.6K	7.5M	-156.7K	0.20	17.27	N/A	N/A	9,904	1,953	80,664	42,338
2022-12-14	$15.30	$20.00	81.0%	23.6%	90.7%	8.1%	81.9%	7.0%	0.8%	108.5K	8.9M	-151.9K	1.16	10.60	N/A	N/A	2,399	2,773	79,302	41,155
2022-12-15	$14.44	$20.00	82.6%	24.0%	90.9%	9.8%	83.1%	5.4%	1.4%	34.3K	14.7M	-141.2K	0.27	5.14	N/A	N/A	2,952	793	79,756	41,369
2022-12-16	$14.09	$20.00	82.8%	23.6%	86.9%	10.0%	82.4%	8.9%	0.2%	-27.1K	16.8M	-133.2K	0.50	17.06	N/A	N/A	2,349	1,185	80,700	41,135
2022-12-19	$13.96	$20.00	82.6%	23.7%	85.8%	9.8%	80.4%	7.3%	-0.3%	-13.4K	11.6M	-129.0K	0.36	41.92	N/A	N/A	2,012	724	57,482	31,197
2022-12-20	$13.68	$17.50	82.1%	23.6%	85.5%	9.3%	80.0%	5.2%	-1.0%	-33.4K	12.4M	-125.8K	0.43	24.83	N/A	N/A	1,451	621	58,458	31,748
2022-12-21	$13.36	$17.50	78.2%	22.4%	85.3%	5.2%	75.0%	5.5%	4.8%	-75.5K	14.0M	-121.6K	0.67	26.53	N/A	N/A	2,964	1,988	59,377	32,148
2022-12-22	$13.02	$17.50	82.8%	23.8%	79.4%	10.0%	81.8%	6.6%	-1.1%	-101.5K	12.9M	-117.1K	0.43	27.21	N/A	N/A	2,177	928	61,040	30,736
2022-12-23	$13.09	$17.50	80.5%	22.9%	79.6%	7.6%	77.8%	8.2%	2.0%	-81.4K	13.1M	-115.8K	0.44	44.90	N/A	N/A	1,417	626	60,807	31,201
2022-12-27	$12.50	$17.50	83.8%	24.2%	80.3%	11.0%	83.2%	7.7%	2.7%	-110.9K	13.7M	-105.8K	0.41	10.32	N/A	N/A	2,539	1,039	58,601	29,904
2022-12-28	$12.55	$17.50	84.8%	24.3%	80.2%	12.1%	81.4%	6.8%	-0.9%	-118.7K	13.1M	-108.8K	2.16	18.18	N/A	N/A	2,330	5,043	59,997	30,286
2022-12-29	$13.75	$17.50	80.9%	23.5%	85.7%	8.0%	79.8%	7.7%	3.1%	63.4K	7.7M	-124.7K	0.52	8.72	N/A	N/A	2,321	1,196	61,687	31,421
2022-12-30	$13.77	$17.50	81.1%	22.9%	85.2%	8.2%	79.6%	8.6%	1.1%	-11.2K	7.4M	-124.8K	1.04	7.95	N/A	N/A	1,709	1,771	62,717	31,933