ASAN Options History — November 2023 In November 2023, ASAN traded between $17.88 and $21.88. ATM implied volatility averaged 71.6%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 0.6% (HV 20d: 71.0%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.25.
Notable Days 2023-11-15 : Highest Volume — 14,790 contracts2023-11-06 : Largest IV spike — 16.0% change2023-11-30 : Highest IV Rank — 46.5%2023-11-30 : Largest Expected Move — 28.6%Monthly Statistics Metric Avg Min Max Open Close Price $20.33 $17.88 $21.88 $17.88 $20.94 Max Pain $18.93 $17.50 $20.00 $17.50 $20.00 ATM IV 71.6% 57.5% 76.8% 65.8% 76.8% Expected Move 21.8% 16.9% 28.6% 16.9% 28.6% HV 20d 71.0% 62.3% 78.2% 63.5% 68.9% HV 60d 64.9% 59.1% 67.9% 59.1% 60.4% IV Rank 35.2% 15.2% 46.5% 26.4% 46.5% IV Percentile 47.0% 18.3% 64.7% 36.1% 64.7% Term Structure -1.6% -6.0% 17.4% 6.0% -4.6% VWIV 76.1% 61.0% 97.1% 61.0% 97.1% Skew 25d 4.6% 2.7% 7.5% 5.4% 3.2% Skew 10d 12.7% 1.5% 28.5% 10.4% 10.2% Call IV 25d 69.5% 51.3% 77.3% 63.3% 77.3% Put IV 25d 74.1% 55.3% 80.5% 68.7% 80.5% Bid-Ask Spread % 18.22 11.24 40.12 33.75 11.54 Gamma HHI 0.11 0.08 0.20 0.08 0.10 Net GEX 483.0K -278.8K 772.2K 221.1K 587.0K Net DEX -26.7M -41.4M -5.4M -5.4M -25.5M Net VEX -282.1K -300.8K -265.1K -275.9K -269.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.13 10.37 0.90 0.45 Total Volume 3,373.476 824 14,790 1,208 1,588 Total OI 113,836.667 101,117 123,815 119,827 103,511
Daily Data (21 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 2023-11-01 $17.88 $17.50 65.8% 16.9% 63.5% 26.4% 61.0% 5.4% 6.0% 221.1K -5.4M -275.9K 0.90 33.75 N/A N/A 637 571 73,088 46,739 2023-11-02 $19.29 $17.50 57.5% 19.9% 63.4% 15.2% 68.7% 6.3% 16.8% 772.2K -20.7M -290.2K 0.38 12.83 N/A N/A 2,379 910 73,161 46,806 2023-11-03 $20.39 $17.50 59.9% 20.0% 62.3% 18.4% 69.2% 4.0% 17.4% 737.1K -34.7M -300.7K 0.24 33.84 N/A N/A 5,294 1,263 73,997 46,871 2023-11-06 $18.95 $17.50 69.5% 19.6% 68.8% 31.4% 69.7% 5.8% -5.7% 490.4K -16.7M -283.2K 1.98 12.32 N/A N/A 835 1,652 72,810 45,054 2023-11-07 $20.27 $17.50 71.9% 20.9% 71.1% 34.8% 70.6% 7.5% -1.5% 684.3K -31.2M -300.8K 0.13 31.19 N/A N/A 3,092 416 73,129 45,436 2023-11-08 $19.80 $17.50 74.7% 20.3% 71.8% 38.6% 71.1% 4.1% -4.0% 688.6K -26.1M -290.6K 0.49 13.19 N/A N/A 1,437 704 73,907 45,674 2023-11-09 $19.05 $17.50 75.3% 20.5% 73.2% 39.3% 72.0% 4.3% -4.9% 513.2K -17.7M -279.9K 0.28 11.24 N/A N/A 1,358 380 73,695 45,634 2023-11-10 $19.66 $17.50 74.8% 20.6% 73.3% 38.7% 72.8% 5.9% -3.8% 758.3K -24.7M -283.9K 0.71 11.40 N/A N/A 1,141 808 74,343 45,833 2023-11-13 $19.13 $17.50 74.2% 20.9% 72.3% 37.9% 73.3% 4.0% -2.2% 313.6K -16.2M -273.2K 0.62 13.60 N/A N/A 937 582 73,028 47,007 2023-11-14 $21.02 $20.00 74.6% 21.3% 78.2% 38.5% 73.9% 4.4% -6.0% 711.0K -39.8M -292.9K 0.95 13.47 N/A N/A 5,053 4,821 73,487 47,074 2023-11-15 $21.31 $20.00 73.4% 21.0% 76.9% 36.7% 74.5% 6.4% -3.8% 603.3K -41.4M -295.3K 10.37 14.54 N/A N/A 1,301 13,489 73,639 49,299 2023-11-16 $20.91 $20.00 73.4% 21.3% 76.8% 36.8% 74.4% 5.4% -5.1% -38.0K -34.0M -287.7K 2.98 14.35 N/A N/A 813 2,423 73,769 50,046 2023-11-17 $21.20 $20.00 73.2% 21.5% 74.3% 36.4% 74.3% 3.5% -5.0% -278.8K -40.1M -286.8K 0.18 40.12 N/A N/A 1,656 303 73,748 49,229 2023-11-20 $21.88 $20.00 71.7% 21.6% 74.7% 34.4% 75.8% 4.3% -2.8% 477.8K -34.6M -286.2K 1.61 13.45 N/A N/A 1,550 2,494 60,915 42,529 2023-11-21 $20.82 $20.00 72.6% 22.1% 75.2% 35.7% 78.1% 3.3% -4.6% 478.6K -25.0M -275.7K 0.69 31.47 N/A N/A 1,541 1,070 61,524 41,274 2023-11-22 $20.73 $20.00 73.1% 22.9% 69.1% 36.3% 79.8% 3.2% -4.8% 426.9K -24.1M -274.1K 0.71 13.25 N/A N/A 613 437 61,943 41,871 2023-11-24 $20.73 $20.00 72.2% 23.1% 69.2% 35.7% 78.1% 5.1% -4.5% 374.8K -24.1M -270.7K 0.39 14.75 N/A N/A 594 230 62,200 42,153 2023-11-27 $20.59 $20.00 72.5% 24.6% 69.1% 39.4% 85.4% 3.1% -4.1% 451.1K -22.0M -265.1K 0.49 15.55 N/A N/A 1,033 505 60,601 40,516 2023-11-28 $20.99 $20.00 73.0% 25.0% 69.3% 40.2% 88.3% 4.1% -3.6% 537.8K -25.4M -268.2K 1.25 11.93 N/A N/A 944 1,181 61,341 40,959 2023-11-29 $21.45 $20.00 73.4% 26.0% 69.4% 40.8% 90.6% 2.7% -3.8% 632.2K -30.3M -274.5K 0.39 14.86 N/A N/A 2,015 793 61,834 40,896 2023-11-30 $20.94 $20.00 76.8% 28.6% 68.9% 46.5% 97.1% 3.2% -4.6% 587.0K -25.5M -269.1K 0.45 11.54 N/A N/A 1,093 495 62,451 41,060
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