ASAN Options History — July 2023

In July 2023, ASAN traded between $20.98 and $24.27. ATM implied volatility averaged 57.9%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 5.8% (HV 20d: 52.1%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.33.

Notable Days

  • 2023-07-28: Highest Volume — 8,207 contracts
  • 2023-07-31: Largest IV spike — 6.1% change
  • 2023-07-31: Highest IV Rank — 6.4%
  • 2023-07-31: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.54$20.98$24.27$21.93$24.27
Max Pain$18.00$17.50$22.50$22.50$17.50
ATM IV57.9%55.8%61.2%55.8%61.2%
Expected Move16.3%15.1%17.1%15.1%17.1%
HV 20d52.1%48.7%56.4%50.0%56.2%
HV 60d51.3%48.5%53.1%48.5%53.1%
IV Rank3.3%1.3%6.4%1.3%6.4%
IV Percentile5.9%0.4%15.5%0.4%15.5%
Term Structure1.9%-1.5%8.9%0.5%8.8%
VWIV57.3%52.7%60.7%52.7%60.7%
Skew 25d0.3%-3.4%2.1%1.5%0.5%
Skew 10d1.1%-11.8%6.9%1.9%2.8%
Call IV 25d58.4%54.6%62.2%56.3%62.0%
Put IV 25d58.7%56.0%62.5%57.8%62.5%
Bid-Ask Spread %20.007.6742.1824.7638.44
Gamma HHI0.140.090.310.100.17
Net GEX745.3K-466.7K1.3M484.2K1.1M
Net DEX-31.0M-47.1M-13.9M-23.0M-47.1M
Net VEX-281.6K-301.0K-262.0K-275.4K-298.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.130.700.210.13
Total Volume4,409.81,5808,2071,5807,034
Total OI109,297.95102,611114,405102,611111,656

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$21.93$22.5055.8%15.1%50.0%1.3%52.7%1.5%0.5%484.2K-23.0M-275.4K0.2124.76N/AN/A1,30727362,90739,704
2023-07-05$21.73$22.5055.9%15.4%50.1%1.4%53.8%0.7%-0.6%390.9K-21.4M-265.6K0.4217.80N/AN/A1,69471963,68939,870
2023-07-06$20.98$17.5056.1%16.3%48.8%1.6%58.3%0.5%-0.3%140.5K-14.0M-262.0K0.527.67N/AN/A3,1441,62364,49040,431
2023-07-07$20.98$17.5056.0%15.9%48.7%1.5%56.7%1.3%-0.5%-466.7K-13.9M-268.4K0.4142.13N/AN/A2,00082465,94743,082
2023-07-10$21.63$17.5057.2%16.1%50.1%2.7%56.6%1.6%-1.1%516.8K-22.0M-276.3K0.2623.54N/AN/A2,39562964,50341,212
2023-07-11$23.23$17.5057.5%16.5%56.2%3.0%57.4%1.6%-0.5%970.5K-39.4M-290.7K0.2921.32N/AN/A4,9141,44765,80241,370
2023-07-12$22.73$17.5058.3%16.3%56.4%3.7%57.3%0.1%-1.5%953.3K-34.4M-285.7K0.249.33N/AN/A2,69465967,22641,876
2023-07-13$23.79$17.5057.6%16.5%49.6%3.0%57.3%0.6%-0.3%1.2M-45.7M-296.6K0.1317.66N/AN/A5,40369967,87942,046
2023-07-14$23.01$17.5057.2%16.1%50.9%2.6%56.9%-1.3%-1.1%1.3M-37.6M-287.2K0.188.65N/AN/A3,77266468,90942,289
2023-07-17$23.68$17.5058.9%16.9%51.9%4.2%57.9%0.4%-0.8%1.1M-42.9M-301.0K0.2913.28N/AN/A3,43499566,73341,486
2023-07-18$23.76$17.5057.5%16.4%51.8%2.9%57.8%-0.6%1.3%1.2M-43.9M-288.8K0.1913.39N/AN/A2,93454468,46941,839
2023-07-19$23.74$17.5058.3%16.7%50.3%3.7%58.6%0.3%-0.3%1.1M-42.6M-291.7K0.289.01N/AN/A3,11688069,47342,196
2023-07-20$22.30$17.5057.2%16.3%51.4%2.7%57.9%0.4%1.4%676.8K-27.7M-282.1K0.498.22N/AN/A3,3871,67070,20142,461
2023-07-21$21.45$17.5058.6%16.6%53.1%4.0%59.6%-2.4%2.2%208.2K-18.3M-270.3K0.7011.31N/AN/A2,6331,83771,04143,364
2023-07-24$22.16$17.5059.2%16.3%54.2%4.5%58.3%2.1%4.5%621.6K-25.6M-275.4K0.4527.05N/AN/A3,1121,39565,54341,595
2023-07-25$21.69$17.5060.5%16.3%52.9%5.8%58.0%-3.4%3.6%583.2K-23.4M-274.6K0.3430.22N/AN/A1,91665767,64742,361
2023-07-26$22.34$17.5057.8%16.3%52.3%3.2%57.0%1.5%8.9%816.5K-29.5M-279.4K0.3542.18N/AN/A2,44185168,31642,764
2023-07-27$22.09$17.5058.8%16.5%52.3%4.1%58.9%-0.9%7.8%745.6K-27.3M-275.9K0.2017.76N/AN/A5,2441,04968,97542,908
2023-07-28$23.27$17.5057.7%15.8%54.4%3.1%53.7%1.4%6.2%1.3M-40.3M-287.1K0.5416.36N/AN/A5,3382,86970,21943,480
2023-07-31$24.27$17.5061.2%17.1%56.2%6.4%60.7%0.5%8.8%1.1M-47.1M-298.4K0.1338.44N/AN/A6,23480067,54944,107