ASAN Options History — March 2023 In March 2023, ASAN traded between $14.70 and $22.34. ATM implied volatility averaged 78.8%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded below realized volatility by 9.5% (HV 20d: 88.3%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.00.
Notable Days 2023-03-09 : Highest Volume — 59,414 contracts2023-03-09 : Largest IV drop — 27.1% change2023-03-07 : Highest IV Rank — 31.8%2023-03-03 : Largest Expected Move — 35.8%Monthly Statistics Metric Avg Min Max Open Close Price $19.70 $14.70 $22.34 $14.70 $21.07 Max Pain $18.48 $15.00 $20.00 $15.00 $20.00 ATM IV 78.8% 65.1% 104.5% 98.4% 65.1% Expected Move 23.0% 18.1% 35.8% 33.0% 18.1% HV 20d 88.3% 71.4% 100.6% 77.3% 89.4% HV 60d 79.4% 70.3% 83.1% 78.4% 80.5% IV Rank 8.0% 0.0% 31.8% 25.3% 0.0% IV Percentile 13.7% 0.0% 66.7% 47.2% 0.0% Term Structure -0.6% -5.5% 2.4% -1.1% 2.4% VWIV 80.1% 63.2% 121.6% 117.2% 64.3% Skew 25d 5.5% 2.0% 8.4% 5.0% 2.6% Skew 10d 9.9% 4.0% 15.6% 6.5% 9.7% Call IV 25d 76.4% 62.9% 102.4% 96.5% 63.4% Put IV 25d 81.9% 66.0% 106.7% 101.5% 66.0% Bid-Ask Spread % 17.18 8.45 32.29 18.32 21.24 Gamma HHI 0.10 0.07 0.18 0.10 0.14 Net GEX 423.9K 11.4K 1.0M 11.4K 721.5K Net DEX -30.1M -68.7M -2.3M -2.3M -28.3M Net VEX -221.6K -241.3K -180.1K -180.1K -239.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.25 4.72 0.63 0.65 Total Volume 8,659.652 989 59,414 2,284 5,019 Total OI 131,240.696 116,087 162,347 122,610 119,098
Daily Data (23 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 2023-03-01 $14.70 $15.00 98.4% 33.0% 77.3% 25.3% 117.2% 5.0% -1.1% 11.4K -2.3M -180.1K 0.63 18.32 N/A N/A 1,402 882 52,432 70,178 2023-03-02 $15.30 $15.00 97.2% 34.3% 73.4% 24.1% 118.0% 5.7% -3.0% 99.3K -6.3M -182.4K 1.14 20.75 N/A N/A 1,487 1,699 52,888 70,630 2023-03-03 $16.64 $15.00 97.5% 35.8% 76.0% 24.4% 121.6% 4.1% -4.5% 405.3K -17.6M -193.3K 0.47 24.71 N/A N/A 5,362 2,512 53,794 71,716 2023-03-06 $17.20 $17.50 99.2% 25.8% 72.8% 26.1% 89.4% 3.2% -5.5% 339.7K -20.3M -195.2K 0.69 10.06 N/A N/A 4,023 2,757 53,597 71,169 2023-03-07 $17.37 $15.00 104.5% 27.1% 71.4% 31.8% 94.1% 4.3% -5.0% 336.2K -22.9M -202.1K 0.25 10.47 N/A N/A 8,896 2,190 55,632 72,930 2023-03-08 $17.88 $15.00 100.0% 26.7% 71.4% 27.0% 92.9% 3.5% -5.1% 513.2K -29.7M -212.3K 0.67 9.66 N/A N/A 11,841 7,904 61,359 74,397 2023-03-09 $21.21 $15.00 72.9% 20.8% 92.6% 0.0% 72.5% 2.0% 1.0% 1.0M -68.7M -209.8K 0.60 8.45 N/A N/A 37,097 22,317 71,417 81,935 2023-03-10 $18.98 $20.00 76.1% 21.6% 100.6% 3.3% 77.3% 2.1% 0.7% 729.1K -29.0M -210.8K 1.34 15.71 N/A N/A 10,370 13,939 71,978 90,369 2023-03-13 $20.80 $17.50 76.0% 21.7% 98.2% 3.2% 74.5% 5.8% -0.0% 360.4K -38.7M -217.5K 0.95 21.33 N/A N/A 5,737 5,433 56,026 78,909 2023-03-14 $20.88 $20.00 76.4% 21.8% 98.4% 3.6% 74.3% 5.3% 0.4% 343.4K -40.4M -220.8K 0.52 30.79 N/A N/A 6,718 3,470 58,201 81,519 2023-03-15 $22.04 $20.00 75.2% 21.3% 97.8% 2.3% 74.6% 6.3% -0.9% 505.1K -52.8M -238.6K 0.70 20.12 N/A N/A 4,087 2,844 60,851 82,282 2023-03-16 $22.34 $20.00 71.9% 20.6% 95.7% 0.0% 72.0% 6.3% 0.2% 591.1K -58.3M -241.3K 0.57 22.40 N/A N/A 2,684 1,543 62,590 83,318 2023-03-17 $21.92 $20.00 73.4% 21.1% 92.5% 1.5% 75.9% 7.4% 1.3% 519.5K -54.1M -239.7K 0.60 32.29 N/A N/A 3,035 1,818 63,581 83,526 2023-03-20 $21.66 $20.00 73.8% 21.1% 92.0% 2.0% 74.4% 8.3% 0.2% 459.1K -35.4M -238.6K 1.37 11.61 N/A N/A 1,031 1,413 52,631 73,220 2023-03-21 $21.73 $20.00 70.8% 20.2% 88.5% 0.0% 71.4% 7.6% 1.8% 477.4K -35.7M -240.7K 1.24 11.58 N/A N/A 931 1,154 53,216 74,052 2023-03-22 $20.63 $20.00 68.5% 19.6% 92.1% 0.0% 70.5% 6.0% -0.3% 396.1K -27.5M -231.9K 4.72 22.81 N/A N/A 756 3,567 53,544 74,311 2023-03-23 $20.71 $20.00 73.3% 21.0% 92.1% 4.8% 72.0% 8.2% -1.0% 346.0K -26.6M -236.6K 0.33 15.15 N/A N/A 2,607 864 53,781 75,805 2023-03-24 $20.34 $20.00 70.8% 20.3% 90.7% 2.3% 69.9% 5.4% -0.7% 351.7K -23.6M -232.6K 1.36 19.20 N/A N/A 1,566 2,124 55,414 76,708 2023-03-27 $20.18 $20.00 70.8% 20.1% 91.0% 2.3% 68.8% 8.4% -0.1% 362.9K -20.9M -233.3K 1.50 11.66 N/A N/A 916 1,376 52,713 63,374 2023-03-28 $19.48 $20.00 69.0% 19.8% 92.8% 0.6% 68.8% 5.4% 1.7% 256.3K -15.6M -233.2K 1.75 13.06 N/A N/A 533 931 53,029 64,457 2023-03-29 $19.99 $20.00 66.2% 19.0% 92.5% 0.0% 65.6% 7.0% 1.8% 306.7K -18.9M -234.0K 0.47 12.23 N/A N/A 915 433 53,129 64,540 2023-03-30 $20.05 $20.00 65.8% 18.8% 92.1% 0.0% 63.2% 6.0% 1.0% 296.4K -19.3M -232.6K 0.42 11.55 N/A N/A 696 293 53,663 64,627 2023-03-31 $21.07 $20.00 65.1% 18.1% 89.4% 0.0% 64.3% 2.6% 2.4% 721.5K -28.3M -239.6K 0.65 21.24 N/A N/A 3,051 1,968 54,364 64,734
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