ASAN Options History — June 2023

In June 2023, ASAN traded between $21.57 and $25.11. ATM implied volatility averaged 60.2%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 6.2% (HV 20d: 53.9%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2023-06-01: Highest Volume — 21,212 contracts
  • 2023-06-02: Largest IV drop — 24.6% change
  • 2023-06-01: Highest IV Rank — 25.5%
  • 2023-06-01: Largest Expected Move — 32.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.97$21.57$25.11$23.02$22.01
Max Pain$20.83$20.00$22.50$20.00$22.50
ATM IV60.2%54.4%88.3%88.3%54.4%
Expected Move17.4%14.6%32.1%32.1%14.6%
HV 20d53.9%47.6%59.1%47.6%52.0%
HV 60d50.4%45.8%65.0%64.5%49.2%
IV Rank2.6%0.0%25.5%25.5%0.0%
IV Percentile3.6%0.0%42.9%42.9%0.0%
Term Structure0.3%-3.0%2.6%-0.5%1.2%
VWIV61.1%51.5%111.9%111.9%51.5%
Skew 25d0.4%-2.7%3.0%3.0%1.2%
Skew 10d1.8%-6.3%9.7%9.7%-0.2%
Call IV 25d60.4%53.9%88.7%88.7%53.9%
Put IV 25d60.9%55.2%91.7%91.7%55.2%
Bid-Ask Spread %22.918.7045.9925.0424.97
Gamma HHI0.140.100.360.100.11
Net GEX973.1K423.2K2.1M676.0K515.1K
Net DEX-38.4M-64.9M-19.9M-45.2M-23.6M
Net VEX-278.7K-297.5K-265.2K-289.8K-277.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.110.770.750.71
Total Volume6,110.4291,76521,21221,2124,170
Total OI102,332.04897,515110,976100,791104,931

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$23.02$20.0088.3%32.1%47.6%25.5%111.9%3.0%-0.5%676.0K-45.2M-289.8K0.7525.04N/AN/A12,1419,07161,33239,459
2023-06-02$22.09$20.0066.5%19.3%52.1%5.4%68.4%1.7%-3.0%463.8K-32.6M-272.3K0.5018.77N/AN/A11,6705,87365,37145,605
2023-06-05$22.04$20.0058.5%16.7%52.4%0.0%58.6%1.9%-0.6%763.7K-32.3M-265.2K0.6622.71N/AN/A1,8461,22459,18638,329
2023-06-06$22.99$20.0057.2%16.4%53.1%0.0%57.4%1.6%0.4%970.0K-41.2M-272.1K0.4314.98N/AN/A2,9531,27459,87438,845
2023-06-07$22.73$20.0058.8%16.7%53.8%1.5%58.3%-1.7%1.2%1.1M-39.6M-274.0K0.1918.07N/AN/A4,73188263,18139,177
2023-06-08$22.48$20.0058.0%16.5%53.8%0.7%57.1%0.7%0.7%975.0K-36.8M-271.9K0.2431.90N/AN/A2,23153563,58539,436
2023-06-09$22.16$20.0057.6%16.5%54.6%0.4%56.7%1.9%1.0%907.2K-33.1M-273.7K0.1630.68N/AN/A2,04733464,07939,587
2023-06-12$22.63$20.0059.7%16.8%53.2%2.4%58.7%2.2%-1.1%1.0M-37.4M-272.2K0.278.70N/AN/A1,53441762,16137,792
2023-06-13$24.66$20.0060.8%17.3%54.5%3.5%60.8%-0.4%-0.9%1.4M-59.9M-276.3K0.1126.76N/AN/A14,2001,60863,15337,822
2023-06-14$24.61$20.0059.6%17.0%53.3%2.3%60.6%0.5%-0.3%1.6M-58.0M-293.9K0.2545.99N/AN/A3,79694064,60238,636
2023-06-15$24.93$20.0059.4%17.2%51.1%2.2%59.9%0.9%1.3%1.6M-61.4M-290.3K0.7418.46N/AN/A2,0241,49664,71738,776
2023-06-16$25.11$20.0059.0%16.9%50.2%1.8%61.2%-0.6%-0.2%2.1M-64.9M-289.1K0.3537.64N/AN/A8,3492,91366,21939,714
2023-06-20$24.24$20.0059.5%17.1%52.6%2.2%60.8%0.3%0.0%991.9K-45.0M-283.3K0.6723.83N/AN/A1,8351,23461,55637,398
2023-06-21$22.93$20.0058.5%16.8%56.6%1.3%58.8%-0.5%1.1%881.5K-33.1M-273.3K0.5226.96N/AN/A5,0502,62962,11637,901
2023-06-22$22.86$22.5058.0%16.5%56.5%0.7%57.7%-0.9%1.8%884.7K-33.5M-280.2K0.4219.93N/AN/A1,24352264,40239,490
2023-06-23$22.44$22.5057.1%16.2%57.1%0.0%56.8%-2.7%2.6%1.3M-29.8M-279.7K0.2518.35N/AN/A3,31183665,06639,716
2023-06-26$21.57$22.5059.4%16.5%58.7%2.2%58.4%0.1%-1.5%423.2K-19.9M-265.7K0.4318.40N/AN/A2,5311,08859,80039,270
2023-06-27$22.37$22.5058.8%16.4%59.1%1.6%58.2%1.2%-0.0%593.4K-26.6M-276.9K0.2116.99N/AN/A2,03943160,89939,848
2023-06-28$22.56$22.5058.2%16.2%57.0%1.0%56.0%0.5%2.0%678.3K-29.4M-297.5K0.1416.97N/AN/A4,50865361,35240,153
2023-06-29$21.91$22.5056.0%15.3%52.9%0.0%55.0%-1.9%1.2%532.6K-22.4M-276.8K0.7715.05N/AN/A1,21693463,83340,604
2023-06-30$22.01$22.5054.4%14.6%52.0%0.0%51.5%1.2%1.2%515.1K-23.6M-277.7K0.7124.97N/AN/A2,4441,72664,13040,801