ASAN Options History — May 2023 In May 2023, ASAN traded between $15.61 and $23.73. ATM implied volatility averaged 80.0%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 36.9% (HV 20d: 43.1%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2023-05-23 : Highest Volume — 18,511 contracts2023-05-02 : Largest IV spike — 12.6% change2023-05-31 : Highest IV Rank — 25.0%2023-05-31 : Largest Expected Move — 30.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.71 $15.61 $23.73 $16.16 $23.73 Max Pain $15.57 $15.00 $17.50 $17.50 $17.50 ATM IV 80.0% 70.4% 87.7% 70.4% 87.7% Expected Move 23.2% 18.8% 30.5% 18.8% 30.5% HV 20d 43.1% 31.9% 54.4% 31.9% 44.3% HV 60d 66.3% 63.2% 70.9% 70.9% 64.1% IV Rank 17.9% 9.0% 25.0% 9.0% 25.0% IV Percentile 22.0% 9.5% 41.7% 9.5% 41.7% Term Structure -3.0% -6.2% 0.2% 0.2% -4.0% VWIV 80.1% 61.8% 106.3% 61.8% 106.3% Skew 25d 5.8% 2.4% 10.4% 6.9% 5.6% Skew 10d 10.3% -5.0% 28.4% 8.0% 11.9% Call IV 25d 77.6% 69.0% 85.6% 69.0% 85.6% Put IV 25d 83.5% 75.8% 91.2% 75.8% 91.2% Bid-Ask Spread % 17.83 7.25 40.15 17.27 18.35 Gamma HHI 0.14 0.08 0.48 0.09 0.10 Net GEX 561.6K 59.6K 2.5M 144.2K 683.8K Net DEX -17.6M -51.1M 4.7M 2.2M -51.1M Net VEX -228.6K -283.4K -194.3K -200.3K -283.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.15 1.49 0.34 0.27 Total Volume 4,162.682 923 18,511 2,269 11,595 Total OI 103,080.045 83,210 110,475 104,345 97,480
Daily Data (22 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 2023-05-01 $16.16 $17.50 70.4% 18.8% 31.9% 9.0% 61.8% 6.9% 0.2% 144.2K 2.2M -200.3K 0.34 17.27 N/A N/A 1,694 575 56,495 47,850 2023-05-02 $15.61 $17.50 79.3% 19.5% 32.7% 17.2% 66.5% 6.5% -2.9% 59.6K 4.7M -194.3K 0.80 40.15 N/A N/A 1,535 1,231 57,572 48,250 2023-05-03 $15.66 $17.50 81.4% 19.7% 33.2% 19.1% 67.9% 4.3% -3.2% 71.9K 4.1M -198.9K 0.33 36.34 N/A N/A 1,926 630 58,464 48,736 2023-05-04 $15.79 $15.00 82.0% 23.0% 32.7% 19.8% 78.1% 4.1% -3.8% 88.3K 2.3M -202.7K 1.49 9.68 N/A N/A 502 748 59,274 48,737 2023-05-05 $16.24 $15.00 79.6% 22.3% 35.5% 17.5% 74.3% 3.7% -0.8% 183.8K -87.0K -205.4K 0.15 24.31 N/A N/A 1,468 216 59,504 48,816 2023-05-08 $16.69 $15.00 80.1% 21.6% 37.8% 18.0% 74.6% 10.4% -4.5% 283.4K -2.5M -209.0K 0.25 9.35 N/A N/A 1,365 344 58,892 47,711 2023-05-09 $16.77 $15.00 78.6% 21.7% 38.0% 16.6% 75.4% 7.0% -2.5% 327.1K -3.9M -209.0K 0.38 13.00 N/A N/A 668 255 59,873 47,777 2023-05-10 $17.46 $15.00 78.3% 21.8% 41.0% 16.3% 73.9% 5.1% -2.2% 463.7K -9.3M -216.8K 0.15 10.25 N/A N/A 2,324 351 60,256 47,862 2023-05-11 $17.56 $15.00 77.5% 22.1% 41.1% 15.5% 75.3% 5.0% -0.4% 440.7K -9.1M -214.9K 0.23 13.27 N/A N/A 940 217 60,815 47,999 2023-05-12 $17.19 $15.00 78.3% 22.1% 41.1% 16.3% 75.7% 9.6% -1.3% 373.3K -6.0M -209.5K 0.21 24.98 N/A N/A 1,221 259 61,190 48,129 2023-05-15 $18.59 $15.00 79.6% 22.8% 49.6% 17.5% 77.4% 7.7% -6.2% 457.5K -17.4M -219.9K 0.23 10.87 N/A N/A 2,554 594 58,551 47,484 2023-05-16 $18.20 $15.00 79.2% 22.6% 50.1% 17.1% 76.3% 6.8% -4.9% 525.3K -15.2M -218.5K 1.01 11.02 N/A N/A 782 793 59,810 47,780 2023-05-17 $19.24 $15.00 77.7% 22.3% 53.9% 15.7% 77.2% 8.5% -2.9% 479.9K -24.0M -224.8K 0.34 18.40 N/A N/A 2,642 889 60,006 47,915 2023-05-18 $19.99 $15.00 76.3% 22.0% 54.3% 14.4% 77.9% 8.0% -3.0% 515.8K -31.8M -235.1K 0.22 17.19 N/A N/A 2,722 605 61,073 48,389 2023-05-19 $19.89 $15.00 78.2% 23.0% 54.4% 16.2% 79.7% 4.7% -5.7% 628.9K -29.5M -233.2K 0.34 7.25 N/A N/A 3,097 1,066 61,712 48,763 2023-05-22 $20.57 $15.00 77.3% 23.4% 51.4% 15.3% 80.9% 5.2% -2.9% 514.2K -26.1M -236.6K 0.32 19.94 N/A N/A 3,061 989 50,137 33,073 2023-05-23 $20.94 $15.00 84.4% 25.6% 45.1% 22.0% 90.5% 4.1% -2.8% 590.0K -30.3M -250.1K 0.19 23.62 N/A N/A 15,582 2,929 51,726 33,473 2023-05-24 $21.02 $15.00 84.5% 25.8% 44.6% 22.0% 89.4% 4.3% -3.1% 1.2M -36.4M -266.4K 0.36 16.64 N/A N/A 1,322 482 61,735 34,637 2023-05-25 $20.66 $15.00 82.2% 25.3% 45.8% 19.9% 88.7% 4.4% -2.9% 1.1M -31.9M -261.5K 0.73 13.34 N/A N/A 1,600 1,170 61,922 34,932 2023-05-26 $21.30 $15.00 81.4% 25.6% 44.6% 19.2% 92.3% 2.4% -1.5% 2.5M -37.4M -267.2K 0.55 22.57 N/A N/A 6,874 3,808 62,973 35,646 2023-05-30 $22.29 $17.50 86.5% 28.8% 45.6% 23.9% 101.3% 4.3% -4.8% 628.7K -39.5M -272.3K 0.68 14.38 N/A N/A 4,732 3,222 57,658 36,684 2023-05-31 $23.73 $17.50 87.7% 30.5% 44.3% 25.0% 106.3% 5.6% -4.0% 683.8K -51.1M -283.4K 0.27 18.35 N/A N/A 9,142 2,453 59,344 38,136
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