ASAN Options History — January 2023 In January 2023, ASAN traded between $11.82 and $15.57. ATM implied volatility averaged 81.8%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 9.9% (HV 20d: 71.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.64.
Notable Days 2023-01-27 : Highest Volume — 9,416 contracts2023-01-30 : Largest IV spike — 10.0% change2023-01-03 : Highest IV Rank — 13.4%2023-01-31 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $13.80 $11.82 $15.57 $13.16 $15.41 Max Pain $15.25 $15.00 $17.50 $17.50 $15.00 ATM IV 81.8% 74.6% 87.9% 86.0% 85.1% Expected Move 23.7% 22.2% 25.3% 25.1% 25.3% HV 20d 71.9% 65.2% 77.8% 73.6% 73.1% HV 60d 90.8% 88.8% 93.1% 91.8% 89.0% IV Rank 6.0% 0.0% 13.4% 13.4% 11.2% IV Percentile 6.4% 0.0% 18.3% 13.5% 13.9% Term Structure 0.9% -6.8% 5.3% -2.8% 4.2% VWIV 82.0% 76.4% 88.2% 83.0% 88.2% Skew 25d 8.5% 6.1% 11.1% 8.1% 7.1% Skew 10d 14.2% 4.2% 27.4% 14.5% 11.0% Call IV 25d 77.7% 70.2% 82.9% 82.2% 82.2% Put IV 25d 86.2% 80.4% 90.4% 90.4% 89.3% Bid-Ask Spread % 17.19 8.57 49.70 10.01 20.72 Gamma HHI 0.11 0.08 0.15 0.13 0.10 Net GEX 47.2K -195.2K 234.3K -49.9K 170.3K Net DEX 3.4M -9.4M 16.1M 10.2M -9.4M Net VEX -129.5K -162.5K -104.6K -117.9K -162.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.16 1.51 0.38 0.16 Total Volume 4,754.05 2,696 9,416 6,339 6,127 Total OI 90,883.5 70,037 103,296 91,223 82,988
Daily Data (20 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 2023-01-03 $13.16 $17.50 86.0% 25.1% 73.6% 13.4% 83.0% 8.1% -2.8% -49.9K 10.2M -117.9K 0.38 10.01 N/A N/A 4,590 1,749 59,618 31,605 2023-01-04 $13.50 $17.50 83.8% 23.3% 65.2% 7.7% 83.3% 8.4% -0.2% -16.6K 8.7M -122.2K 0.36 49.70 N/A N/A 2,644 965 61,441 32,689 2023-01-05 $12.14 $15.00 87.9% 25.1% 70.0% 12.2% 84.5% 6.7% 1.7% -195.2K 15.0M -105.8K 0.75 19.32 N/A N/A 3,071 2,290 62,815 33,345 2023-01-06 $11.82 $15.00 84.8% 24.1% 70.3% 8.7% 85.4% 9.6% 0.9% -95.0K 16.1M -104.6K 0.63 18.38 N/A N/A 4,499 2,820 64,795 34,419 2023-01-09 $12.29 $15.00 85.6% 24.9% 68.3% 9.6% 86.7% 7.0% 1.2% -62.4K 11.4M -114.5K 0.35 10.85 N/A N/A 5,165 1,806 63,816 32,878 2023-01-10 $12.91 $15.00 84.9% 24.5% 70.3% 8.9% 83.8% 8.2% 0.0% 40.4K 7.7M -124.3K 0.31 10.98 N/A N/A 2,051 645 66,313 34,110 2023-01-11 $13.57 $15.00 82.6% 25.0% 70.5% 6.4% 83.4% 9.5% 4.8% 167.1K 3.1M -130.8K 0.77 13.14 N/A N/A 1,529 1,182 67,627 34,316 2023-01-12 $14.04 $15.00 82.6% 23.4% 71.3% 6.4% 87.0% 11.1% -0.8% 234.3K -279.7K -134.1K 0.60 8.71 N/A N/A 2,336 1,413 67,851 34,734 2023-01-13 $14.34 $15.00 79.8% 22.7% 71.6% 3.3% 79.8% 7.6% -0.7% 105.9K -2.5M -134.4K 0.89 9.90 N/A N/A 2,520 2,235 68,329 34,967 2023-01-17 $14.43 $15.00 79.6% 22.8% 68.7% 3.2% 80.9% 8.7% 2.3% 105.7K 1.6M -135.1K 1.04 10.82 N/A N/A 1,975 2,050 64,865 33,554 2023-01-18 $14.05 $15.00 80.8% 23.2% 68.8% 4.4% 80.9% 7.4% -2.1% 86.5K 3.9M -130.5K 0.58 13.39 N/A N/A 2,004 1,171 65,666 35,060 2023-01-19 $13.16 $15.00 82.6% 23.9% 72.6% 6.4% 81.2% 6.1% -3.5% -56.8K 9.7M -122.0K 0.98 8.57 N/A N/A 1,554 1,519 66,193 35,577 2023-01-20 $13.64 $15.00 81.1% 23.7% 73.5% 4.8% 78.2% 7.3% -6.8% -11.8K 6.2M -126.3K 0.72 21.83 N/A N/A 2,040 1,474 66,822 35,984 2023-01-23 $14.34 $15.00 77.5% 22.4% 75.1% 0.8% 76.6% 10.3% 2.9% 32.8K 39.9K -129.3K 0.53 14.72 N/A N/A 2,130 1,129 41,789 28,248 2023-01-24 $13.88 $15.00 80.2% 22.6% 75.4% 3.8% 76.4% 9.0% 1.5% 12.0K 2.0M -127.7K 0.28 29.44 N/A N/A 2,186 618 42,572 28,566 2023-01-25 $14.25 $15.00 77.3% 22.5% 75.9% 0.6% 80.2% 8.2% 5.3% 82.6K -269.6K -131.8K 1.51 19.66 N/A N/A 1,606 2,432 43,810 29,042 2023-01-26 $14.39 $15.00 77.4% 22.3% 73.5% 0.8% 78.3% 10.7% 2.3% 116.5K -1.2M -138.2K 1.06 20.97 N/A N/A 2,321 2,457 44,467 30,998 2023-01-27 $15.57 $15.00 74.6% 22.2% 77.8% 0.0% 78.9% 10.1% 3.6% 162.3K -9.3M -148.1K 0.31 16.18 N/A N/A 7,199 2,217 45,732 32,374 2023-01-30 $15.11 $15.00 82.0% 25.0% 72.9% 8.0% 84.2% 8.4% 4.6% 115.4K -5.3M -149.2K 0.59 16.44 N/A N/A 4,623 2,739 46,207 31,488 2023-01-31 $15.41 $15.00 85.1% 25.3% 73.1% 11.2% 88.2% 7.1% 4.2% 170.3K -9.4M -162.5K 0.16 20.72 N/A N/A 5,280 847 49,647 33,341
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