ASAN Options History — October 2023

In October 2023, ASAN traded between $15.98 and $19.48. ATM implied volatility averaged 56.8%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 2.0% (HV 20d: 58.9%). Max pain ranged from $17.50 to $18.50. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.66.

Notable Days

  • 2023-10-02: Highest Volume — 8,311 contracts
  • 2023-10-25: Largest IV spike — 6.5% change
  • 2023-10-30: Highest IV Rank — 26.6%
  • 2023-10-30: Largest Expected Move — 18.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.06$15.98$19.48$18.30$18.45
Max Pain$17.64$17.50$18.50$18.50$17.50
ATM IV56.8%52.5%65.9%56.1%64.9%
Expected Move16.3%15.1%18.0%16.4%17.1%
HV 20d58.9%46.7%70.4%63.9%62.4%
HV 60d58.7%56.5%61.0%57.8%59.0%
IV Rank14.2%8.4%26.6%13.3%25.2%
IV Percentile14.4%4.8%36.1%9.5%34.1%
Term Structure1.8%-3.4%8.1%-0.8%8.1%
VWIV56.1%45.9%63.0%57.7%58.7%
Skew 25d3.9%2.1%5.7%4.0%4.5%
Skew 10d8.3%3.5%14.2%5.3%7.8%
Call IV 25d55.2%50.5%64.5%53.7%63.9%
Put IV 25d59.1%55.4%70.1%57.7%68.3%
Bid-Ask Spread %18.659.0546.3322.6814.81
Gamma HHI0.130.080.410.150.09
Net GEX292.5K-775.6K1.1M1.1M384.6K
Net DEX-7.0M-25.6M21.9M-14.1M-11.2M
Net VEX-281.7K-300.4K-239.6K-300.2K-283.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.101.810.200.22
Total Volume3,707.6361,6278,3118,3112,936
Total OI126,325113,154145,800133,935118,660

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$18.30$18.5056.1%16.4%63.9%13.3%57.7%4.0%-0.8%1.1M-14.1M-300.2K0.2022.68N/AN/A6,9421,36985,05848,877
2023-10-03$17.20$18.5058.2%16.9%66.6%16.1%58.3%4.2%0.4%652.7K4.3M-277.4K0.7717.60N/AN/A3,3552,59191,20149,917
2023-10-04$17.05$18.5055.1%15.6%48.3%11.9%55.3%2.9%0.3%306.1K9.1M-271.7K1.1138.87N/AN/A1,2911,43192,93151,492
2023-10-05$15.98$17.5056.3%16.5%46.7%13.5%56.4%3.0%-0.2%-179.5K21.9M-239.6K0.6931.23N/AN/A3,8212,62593,08151,601
2023-10-06$17.06$17.5054.0%15.2%53.6%10.4%53.3%3.2%0.8%-293.1K8.0M-265.6K0.1913.84N/AN/A5,9661,14394,83950,961
2023-10-09$17.20$17.5055.7%15.8%53.9%12.7%55.2%2.9%0.1%78.5K3.0M-264.6K0.4212.46N/AN/A1,36457174,27347,875
2023-10-10$17.95$17.5053.8%15.4%54.4%10.0%53.1%2.4%0.3%261.2K-6.7M-281.4K0.379.42N/AN/A2,53292975,00648,050
2023-10-11$18.20$17.5053.5%15.3%54.1%9.7%50.9%5.7%-0.1%306.9K-9.1M-280.2K0.1712.36N/AN/A2,87347575,54148,529
2023-10-12$17.94$17.5052.5%15.1%54.3%8.4%52.8%3.0%-0.5%231.4K-6.1M-279.1K0.299.05N/AN/A2,71478076,25448,641
2023-10-13$17.59$17.5054.1%15.5%53.2%10.5%53.4%3.7%0.3%110.4K-2.3M-279.0K1.3913.25N/AN/A1,2271,70577,74748,939
2023-10-16$18.48$17.5053.1%15.3%56.1%9.1%53.5%4.6%-0.3%390.6K-13.3M-289.6K0.419.56N/AN/A1,44658876,22447,920
2023-10-17$19.30$17.5053.1%15.2%56.3%9.1%54.7%3.2%-0.3%774.7K-25.6M-298.1K0.3424.32N/AN/A3,8781,31076,56248,076
2023-10-18$18.66$17.5056.4%16.2%57.5%13.7%45.9%2.9%-2.0%511.8K-15.8M-289.8K1.5811.33N/AN/A1,1671,84278,28348,035
2023-10-19$19.29$17.5055.2%15.9%58.1%12.1%55.9%2.1%-0.8%926.5K-24.2M-298.0K0.4719.50N/AN/A1,85286878,55149,406
2023-10-20$18.38$17.5057.1%16.7%61.2%14.6%57.5%4.0%-3.4%-775.6K-8.6M-280.6K0.8512.81N/AN/A2,3612,01378,38149,689
2023-10-23$18.41$17.5056.4%16.3%61.1%13.6%57.8%2.9%6.8%233.0K-9.0M-281.9K0.3346.33N/AN/A2,15772068,50544,649
2023-10-24$19.48$17.5055.8%16.3%63.9%12.9%56.6%5.7%6.4%461.7K-20.9M-300.4K0.1014.35N/AN/A3,80537869,68944,851
2023-10-25$18.04$17.5059.4%17.9%70.4%17.8%61.4%5.3%7.1%313.3K-7.4M-284.1K1.8132.92N/AN/A9311,68672,29744,895
2023-10-26$18.20$17.5061.4%17.9%66.3%20.4%61.6%4.3%6.8%323.5K-9.3M-286.1K1.1111.97N/AN/A1,1291,25772,52345,177
2023-10-27$18.05$17.5062.5%17.4%66.4%21.9%60.4%4.7%5.8%1.7K-7.8M-284.1K1.4219.85N/AN/A67195673,12645,831
2023-10-30$18.20$17.5065.9%18.0%66.4%26.6%63.0%5.6%5.1%342.3K-9.2M-280.8K0.3511.76N/AN/A1,41649771,46345,544
2023-10-31$18.45$17.5064.9%17.1%62.4%25.2%58.7%4.5%8.1%384.6K-11.2M-283.9K0.2214.81N/AN/A2,40053672,25446,406