ASAN Options History — April 2023

In April 2023, ASAN traded between $16.18 and $20.69. ATM implied volatility averaged 65.6%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 17.3% (HV 20d: 48.3%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.64.

Notable Days

  • 2023-04-06: Highest Volume — 10,739 contracts
  • 2023-04-17: Largest IV drop — 8.3% change
  • 2023-04-25: Highest IV Rank — 6.3%
  • 2023-04-14: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.37$16.18$20.69$20.69$16.18
Max Pain$17.89$17.50$20.00$20.00$17.50
ATM IV65.6%60.7%69.0%66.2%64.9%
Expected Move18.5%17.3%19.3%18.6%18.1%
HV 20d48.3%33.4%91.2%89.6%38.8%
HV 60d75.3%72.3%77.4%77.2%72.3%
IV Rank2.6%0.0%6.3%1.0%3.9%
IV Percentile2.2%0.0%6.0%1.2%2.4%
Term Structure1.6%-4.3%7.2%1.4%6.5%
VWIV64.0%58.7%68.4%63.9%63.1%
Skew 25d6.3%4.3%7.6%7.6%7.4%
Skew 10d12.4%5.4%19.1%17.0%10.4%
Call IV 25d62.7%57.6%66.2%63.3%59.5%
Put IV 25d68.9%63.5%72.6%70.9%66.9%
Bid-Ask Spread %18.616.6740.5127.1840.51
Gamma HHI0.100.080.190.100.19
Net GEX204.3K-185.2K495.2K495.2K-185.2K
Net DEX-7.9M-22.1M3.7M-22.1M3.0M
Net VEX-223.6K-235.1K-203.0K-233.0K-203.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.111.951.790.61
Total Volume3,678.47499310,7392,6241,944
Total OI104,550.63296,786112,15196,786107,529

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$20.69$20.0066.2%18.6%89.6%1.0%63.9%7.6%1.4%495.2K-22.1M-233.0K1.7927.18N/AN/A9421,68252,02444,762
2023-04-04$20.30$20.0066.3%18.3%90.2%1.1%64.8%6.3%1.1%364.4K-19.3M-232.3K0.5517.01N/AN/A64035352,46945,696
2023-04-05$19.55$20.0068.4%19.1%91.2%3.2%65.4%7.4%0.3%195.9K-13.1M-223.1K0.7837.65N/AN/A2,2161,72152,71345,926
2023-04-06$19.42$17.5067.0%18.9%66.8%1.8%66.2%5.4%0.2%191.0K-12.2M-219.6K0.1822.25N/AN/A9,0671,67253,26046,408
2023-04-10$19.27$17.5067.7%19.1%53.7%2.5%66.9%7.1%-1.1%281.6K-13.6M-228.8K0.8221.17N/AN/A1,12691954,50546,771
2023-04-11$19.19$17.5068.4%19.1%41.6%3.1%65.8%7.3%-1.2%284.1K-12.8M-231.3K0.187.21N/AN/A1,29723655,17147,362
2023-04-12$18.77$17.5069.0%18.8%41.9%3.7%68.4%5.9%-4.3%228.8K-10.0M-228.4K0.7029.89N/AN/A2,3641,65756,57347,379
2023-04-13$18.79$17.5065.2%18.6%35.7%0.0%65.5%5.5%-0.3%240.3K-9.5M-235.1K0.868.84N/AN/A1,5121,30157,89448,615
2023-04-14$18.39$17.5066.2%19.3%35.1%1.0%64.3%6.1%2.0%181.2K-5.9M-230.9K1.9511.16N/AN/A1,4992,92358,57649,442
2023-04-17$18.82$17.5060.7%17.3%36.8%0.0%62.7%5.7%4.5%217.8K-9.2M-230.4K0.7112.33N/AN/A1,9171,35255,96549,052
2023-04-18$18.70$17.5063.0%18.1%36.7%2.1%60.2%5.5%2.5%229.4K-8.9M-230.2K1.166.67N/AN/A62972757,19049,700
2023-04-19$18.52$17.5062.0%17.8%36.5%1.2%58.7%4.3%1.2%187.2K-7.2M-228.1K0.117.91N/AN/A3,36437657,51650,150
2023-04-20$18.04$17.5063.3%18.1%33.4%2.4%59.8%6.8%0.1%219.7K-5.6M-231.4K0.168.91N/AN/A3,75561860,21950,221
2023-04-21$18.13$17.5062.2%17.8%33.5%1.4%61.8%7.6%0.2%386.9K-8.7M-232.5K0.6219.74N/AN/A1,52394162,51549,636
2023-04-24$17.26$17.5063.7%18.1%36.6%2.8%62.3%4.6%3.2%303.4K-3.0M-215.3K0.5018.52N/AN/A5,2662,62957,01446,659
2023-04-25$16.30$17.5067.5%19.2%40.5%6.3%65.4%7.2%2.4%42.8K3.4M-204.7K0.1622.63N/AN/A5,88796458,03348,691
2023-04-26$16.18$17.5067.0%19.1%39.4%5.9%65.7%6.6%3.7%-4.6K3.7M-203.7K0.2316.59N/AN/A1,08424856,54548,969
2023-04-27$16.52$17.5067.2%18.8%38.9%6.0%64.7%4.9%7.2%21.8K2.0M-206.6K0.1617.41N/AN/A3,06447656,33448,978
2023-04-28$16.18$17.5064.9%18.1%38.8%3.9%63.1%7.4%6.5%-185.2K3.0M-203.0K0.6140.51N/AN/A1,20973558,33749,192