ASAN Options History — August 2023 In August 2023, ASAN traded between $19.73 and $24.45. ATM implied volatility averaged 72.9%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 17.7% (HV 20d: 55.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.63.
Notable Days 2023-08-10 : Highest Volume — 8,439 contracts2023-08-07 : Largest IV spike — 10.0% change2023-08-10 : Highest IV Rank — 21.4%2023-08-31 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.43 $19.73 $24.45 $24.45 $21.45 Max Pain $19.78 $17.50 $20.00 $17.50 $20.00 ATM IV 72.9% 59.3% 77.0% 62.3% 75.1% Expected Move 21.9% 17.2% 25.8% 17.2% 25.8% HV 20d 55.2% 46.2% 63.9% 56.1% 46.2% HV 60d 54.1% 52.4% 56.0% 53.1% 52.4% IV Rank 17.5% 4.6% 21.4% 7.5% 19.6% IV Percentile 30.0% 12.3% 36.5% 16.7% 33.7% Term Structure -0.4% -4.7% 14.4% 8.7% -4.4% VWIV 76.6% 59.6% 90.2% 59.6% 90.2% Skew 25d 1.9% -1.3% 4.6% 2.1% 1.2% Skew 10d 3.2% -1.9% 8.8% 1.3% 2.4% Call IV 25d 72.3% 59.7% 77.7% 61.1% 74.7% Put IV 25d 74.2% 60.1% 79.7% 63.2% 75.9% Bid-Ask Spread % 16.78 8.03 32.66 32.66 18.29 Gamma HHI 0.12 0.08 0.26 0.16 0.10 Net GEX 248.0K -406.6K 1.2M 1.2M 431.4K Net DEX -17.7M -49.1M -2.1M -49.1M -18.5M Net VEX -267.4K -302.1K -239.1K -302.1K -277.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.14 1.83 0.43 1.60 Total Volume 4,239.087 1,762 8,439 3,778 6,257 Total OI 108,701 92,081 123,006 112,984 98,774
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 2023-08-01 $24.45 $17.50 62.3% 17.2% 56.1% 7.5% 59.6% 2.1% 8.7% 1.2M -49.1M -302.1K 0.43 32.66 N/A N/A 2,650 1,128 68,651 44,333 2023-08-02 $22.54 $17.50 59.3% 17.7% 63.9% 4.6% 62.0% 0.5% 14.4% 629.3K -28.8M -286.4K 0.35 29.80 N/A N/A 5,694 2,006 68,874 44,813 2023-08-03 $22.11 $20.00 62.7% 20.9% 62.9% 7.9% 72.9% 1.3% 12.4% 350.0K -24.7M -280.3K 0.35 13.25 N/A N/A 2,577 910 70,267 45,470 2023-08-04 $21.96 $20.00 64.9% 20.7% 63.0% 9.9% 72.5% -1.0% 12.8% -29.4K -22.7M -276.2K 0.19 13.16 N/A N/A 4,955 943 70,437 45,463 2023-08-07 $22.02 $20.00 71.4% 20.6% 62.1% 16.1% 72.3% 2.3% -2.5% 551.6K -25.4M -280.2K 1.83 13.47 N/A N/A 1,590 2,911 69,294 42,780 2023-08-08 $21.54 $20.00 74.4% 20.9% 56.7% 18.9% 73.6% 2.3% -3.3% 365.6K -20.5M -269.4K 0.86 11.30 N/A N/A 1,723 1,478 69,985 44,726 2023-08-09 $21.30 $20.00 76.3% 20.8% 56.4% 20.7% 72.5% 2.8% -3.8% 210.2K -17.9M -263.5K 0.14 16.55 N/A N/A 2,574 360 70,356 45,849 2023-08-10 $21.05 $20.00 77.0% 21.5% 53.4% 21.4% 74.1% 1.2% -2.1% 29.7K -14.5M -257.5K 0.33 24.91 N/A N/A 6,364 2,075 69,951 45,972 2023-08-11 $21.14 $20.00 77.0% 21.5% 52.5% 21.3% 74.8% 2.4% -3.4% -406.6K -18.6M -263.8K 1.06 12.69 N/A N/A 1,465 1,550 73,658 47,310 2023-08-14 $21.79 $20.00 74.6% 21.1% 52.6% 19.1% 75.7% 4.2% -2.3% 659.4K -26.1M -263.9K 0.69 8.25 N/A N/A 3,274 2,274 71,043 45,715 2023-08-15 $20.70 $20.00 76.0% 21.7% 55.1% 20.4% 75.1% 1.0% -3.7% 362.0K -14.2M -255.1K 0.24 10.47 N/A N/A 1,592 386 72,513 47,268 2023-08-16 $20.19 $20.00 74.4% 21.3% 55.4% 18.9% 74.6% 1.5% -2.4% 217.3K -7.8M -245.8K 0.70 10.77 N/A N/A 1,038 724 72,887 47,464 2023-08-17 $19.73 $20.00 74.6% 21.5% 51.9% 19.1% 76.3% -1.3% -1.9% -13.7K -2.1M -239.1K 0.81 8.03 N/A N/A 2,139 1,742 73,279 47,650 2023-08-18 $20.23 $20.00 75.4% 21.9% 51.5% 19.9% 76.2% 1.1% -2.5% 99.6K -8.8M -247.5K 1.28 8.56 N/A N/A 1,530 1,953 74,134 48,872 2023-08-21 $20.44 $20.00 75.4% 22.5% 50.1% 19.9% 77.8% 2.7% -3.0% -242.0K -3.9M -255.4K 0.31 22.56 N/A N/A 1,483 464 51,288 40,892 2023-08-22 $21.68 $20.00 76.4% 23.0% 54.3% 20.8% 79.8% 2.6% -3.1% 40.8K -14.0M -267.6K 0.20 18.00 N/A N/A 5,299 1,057 52,112 41,195 2023-08-23 $22.26 $20.00 75.9% 23.2% 54.1% 20.4% 81.1% 2.1% -3.6% 332.2K -19.6M -276.2K 0.30 21.49 N/A N/A 3,096 931 53,689 41,322 2023-08-24 $20.88 $20.00 76.2% 23.4% 58.6% 20.7% 82.2% 1.9% -4.7% -342.9K -7.5M -261.9K 0.85 12.79 N/A N/A 1,848 1,563 54,721 41,734 2023-08-25 $21.62 $20.00 75.4% 23.5% 56.7% 19.8% 82.4% 4.6% -4.6% 336.2K -14.7M -265.7K 1.01 31.61 N/A N/A 2,301 2,321 55,497 42,190 2023-08-28 $21.21 $20.00 75.3% 24.5% 54.3% 19.7% 84.9% 2.5% -1.5% 221.8K -12.0M -260.3K 0.42 15.86 N/A N/A 4,870 2,042 53,079 39,002 2023-08-29 $21.33 $20.00 74.5% 24.3% 54.2% 19.0% 85.2% 2.7% -3.2% 297.5K -17.0M -278.1K 0.33 15.42 N/A N/A 1,954 641 56,852 40,490 2023-08-30 $21.38 $20.00 72.4% 24.6% 46.6% 17.1% 86.2% 2.8% -1.0% 404.2K -18.2M -278.1K 0.32 16.12 N/A N/A 1,342 425 57,861 40,411 2023-08-31 $21.45 $20.00 75.1% 25.8% 46.2% 19.6% 90.2% 1.2% -4.4% 431.4K -18.5M -277.4K 1.60 18.29 N/A N/A 2,409 3,848 58,223 40,551
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