ASAN Options History — February 2023

In February 2023, ASAN traded between $14.43 and $17.76. ATM implied volatility averaged 100.7%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded above realized volatility by 23.2% (HV 20d: 77.5%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.91.

Notable Days

  • 2023-02-10: Highest Volume — 42,510 contracts
  • 2023-02-06: Largest IV spike — 10.5% change
  • 2023-02-21: Highest IV Rank — 34.9%
  • 2023-02-27: Largest Expected Move — 34.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.67$14.43$17.76$16.63$14.84
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV100.7%83.4%107.5%83.4%99.3%
Expected Move30.3%25.1%34.2%25.1%33.8%
HV 20d77.5%69.5%83.4%74.6%77.7%
HV 60d82.9%78.3%91.7%90.4%78.5%
IV Rank27.7%9.3%34.9%9.3%26.3%
IV Percentile53.6%11.1%69.4%11.1%50.0%
Term Structure-1.6%-8.1%14.0%7.6%-2.9%
VWIV105.7%87.1%120.9%87.1%120.9%
Skew 25d5.8%1.7%12.2%12.2%4.9%
Skew 10d11.0%1.5%31.5%31.5%3.9%
Call IV 25d98.4%78.2%108.7%78.2%97.4%
Put IV 25d104.2%85.8%110.6%90.4%102.3%
Bid-Ask Spread %15.4710.3835.8135.8116.89
Gamma HHI0.110.080.170.110.10
Net GEX174.6K-91.5K601.7K341.9K10.5K
Net DEX-10.4M-28.4M66.3K-19.2M-3.0M
Net VEX-184.4K-200.3K-161.6K-175.3K-183.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.103.610.240.10
Total Volume6,800.6841,90042,5103,2553,259
Total OI107,773.05385,836131,07885,836119,786

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$16.63$15.0083.4%25.1%74.6%9.3%87.1%12.2%7.6%341.9K-19.2M-175.3K0.2435.81N/AN/A2,61663952,27333,563
2023-02-02$17.76$15.0084.9%27.3%76.9%11.0%96.0%2.2%11.9%382.1K-28.4M-186.6K0.2515.78N/AN/A9,3942,35453,02133,932
2023-02-03$16.57$15.0088.3%27.7%70.1%14.6%97.3%7.8%14.0%527.8K-19.1M-184.1K0.7510.53N/AN/A3,7422,82055,01235,005
2023-02-06$15.98$15.0097.6%28.8%70.9%24.4%100.5%7.0%0.4%160.3K-12.3M-176.9K0.8310.52N/AN/A2,0211,68252,49734,214
2023-02-07$16.45$15.0099.7%28.1%70.5%26.7%99.1%9.7%-3.6%185.8K-15.2M-181.5K0.6510.38N/AN/A1,15574553,76935,407
2023-02-08$16.44$15.00102.6%28.5%69.5%29.7%101.1%5.9%-3.0%190.5K-16.0M-181.9K0.9111.32N/AN/A1,2361,12454,23235,885
2023-02-09$15.70$15.00105.7%30.3%70.9%33.0%104.0%5.2%-0.2%107.3K-10.3M-176.0K0.2715.15N/AN/A4,9561,32654,78536,430
2023-02-10$14.43$15.00106.3%29.8%77.2%33.7%104.3%1.7%-2.2%-53.0K66.3K-161.6K3.6110.98N/AN/A9,22833,28256,17337,509
2023-02-13$14.73$15.00106.1%30.3%77.2%33.5%104.4%7.0%-5.7%20.8K-1.9M-186.6K0.7023.06N/AN/A7,4475,20858,21862,483
2023-02-14$15.71$15.00104.4%29.9%80.3%31.7%102.8%6.1%-6.8%239.0K-10.6M-195.0K1.0013.24N/AN/A3,2173,22759,48367,419
2023-02-15$16.86$15.00103.5%29.7%82.8%30.7%103.9%4.9%-5.9%601.7K-23.0M-200.3K0.1812.76N/AN/A4,60983459,52770,116
2023-02-16$15.88$15.00105.3%30.5%82.1%32.6%106.1%2.8%-6.1%346.5K-13.3M-193.8K0.4511.12N/AN/A1,84482459,51970,440
2023-02-17$15.52$15.00104.7%30.7%82.3%32.0%106.2%3.9%-8.1%304.7K-9.8M-188.3K0.9014.10N/AN/A1,7081,54060,16470,914
2023-02-21$14.73$15.00107.5%33.2%83.1%34.9%114.6%5.5%-4.6%8.6K-2.8M-181.9K2.9718.68N/AN/A1,5724,66947,29260,483
2023-02-22$15.07$15.00105.9%33.2%82.4%33.2%116.1%7.3%-4.1%30.5K-5.1M-187.8K1.4913.38N/AN/A1,1281,68548,03566,894
2023-02-23$15.21$15.00103.5%32.8%82.0%30.8%112.3%6.9%-3.2%40.9K-5.3M-192.5K0.7415.28N/AN/A1,4401,06248,48768,427
2023-02-24$14.61$15.00103.6%32.3%83.4%30.8%112.6%4.9%-4.5%-91.5K-977.4K-188.0K0.8117.97N/AN/A1,5541,26349,26269,338
2023-02-27$14.68$15.00101.0%34.2%78.2%28.1%118.2%4.2%-3.0%-37.7K-1.6M-182.0K0.5017.08N/AN/A1,87093348,39069,304
2023-02-28$14.84$15.0099.3%33.8%77.7%26.3%120.9%4.9%-2.9%10.5K-3.0M-183.2K0.1016.89N/AN/A2,95830149,87469,912