ASAN Options History — December 2023

In December 2023, ASAN traded between $18.73 and $23.29. ATM implied volatility averaged 54.3%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded below realized volatility by 26.8% (HV 20d: 81.0%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.41.

Notable Days

  • 2023-12-05: Highest Volume — 36,745 contracts
  • 2023-12-06: Largest IV drop — 37.6% change
  • 2023-12-05: Highest IV Rank — 61.2%
  • 2023-12-01: Largest Expected Move — 29.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.99$18.73$23.29$22.45$18.99
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV54.3%47.1%83.8%77.5%48.4%
Expected Move15.6%13.4%29.4%29.4%13.8%
HV 20d81.0%59.0%87.9%68.1%82.4%
HV 60d70.4%60.9%73.4%60.9%71.3%
IV Rank12.9%1.2%61.2%50.9%3.4%
IV Percentile15.3%0.4%83.7%67.9%2.8%
Term Structure-0.9%-5.4%1.1%-5.1%0.8%
VWIV55.0%47.9%101.8%101.8%47.9%
Skew 25d0.9%-0.7%4.0%3.9%-0.6%
Skew 10d1.9%-3.7%9.1%9.1%1.0%
Call IV 25d54.2%47.4%81.7%76.4%49.9%
Put IV 25d55.1%47.7%84.2%80.3%49.3%
Bid-Ask Spread %12.832.9149.9611.5711.77
Gamma HHI0.140.080.400.360.09
Net GEX478.0K-1.1M1.7M1.2M111.6K
Net DEX-16.6M-46.4M6.9M-40.1M-8.1M
Net VEX-262.4K-295.6K-238.8K-280.7K-238.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.130.770.590.71
Total Volume8,066.551,45736,7459,9691,457
Total OI121,174.5104,484153,463104,484116,366

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$22.45$20.0077.5%29.4%68.1%50.9%101.8%3.9%-5.1%1.2M-40.1M-280.7K0.5911.57N/AN/A6,2793,69063,00241,482
2023-12-04$22.81$20.0081.5%20.6%65.9%57.5%71.1%4.0%-5.4%554.2K-40.0M-289.7K0.5422.12N/AN/A5,6903,09663,87943,047
2023-12-05$23.29$20.0083.8%21.2%59.0%61.2%74.4%2.5%-5.4%638.7K-46.4M-295.6K0.5233.98N/AN/A24,17712,56866,75245,693
2023-12-06$19.38$20.0052.2%14.7%87.4%9.6%52.5%1.6%-0.4%-277.5K755.0K-256.6K0.393.46N/AN/A25,5609,91084,52854,933
2023-12-07$18.73$20.0048.8%14.4%87.8%3.9%49.9%0.9%1.1%-345.9K6.9M-252.7K0.634.19N/AN/A9,4926,01291,99856,001
2023-12-08$19.48$20.0047.8%13.8%87.9%2.3%49.1%0.1%0.5%-1.1M-9.0M-270.0K0.414.13N/AN/A4,9522,05095,78657,677
2023-12-11$19.38$20.0048.3%13.8%87.2%3.1%50.1%-0.7%-0.5%490.0K-11.2M-262.3K0.223.37N/AN/A4,08490076,44646,968
2023-12-12$18.79$20.0047.1%13.4%87.4%1.2%50.5%1.2%-0.6%261.1K-3.9M-253.2K0.133.76N/AN/A4,96664776,96547,372
2023-12-13$19.79$20.0047.7%13.5%82.4%2.1%50.2%0.9%-0.8%820.6K-16.8M-268.5K0.3228.80N/AN/A5,7931,87778,69347,386
2023-12-14$20.20$20.0049.9%14.2%82.6%5.8%49.4%0.3%-0.6%1.0M-23.9M-270.8K0.323.19N/AN/A4,1601,32978,81646,739
2023-12-15$19.96$20.0049.0%13.9%82.5%4.3%49.0%-0.2%-0.3%1.7M-19.4M-269.0K0.222.91N/AN/A2,63557478,83347,110
2023-12-18$20.13$20.0049.9%14.3%82.4%5.7%49.9%0.6%-0.2%614.6K-20.2M-265.5K0.3549.96N/AN/A1,87766470,72942,451
2023-12-19$20.04$20.0049.9%14.3%81.4%5.7%50.6%-0.3%-1.1%627.3K-19.6M-268.5K0.2012.45N/AN/A2,02641471,45442,829
2023-12-20$18.87$20.0051.3%14.7%82.2%8.1%51.9%0.7%-0.4%315.2K-7.7M-247.1K0.3412.31N/AN/A2,59787971,87342,808
2023-12-21$19.29$20.0050.3%14.4%82.8%6.5%47.9%0.5%-0.5%503.6K-12.6M-254.9K0.7713.37N/AN/A1,14187773,31342,461
2023-12-22$19.62$20.0050.7%14.5%83.1%7.0%50.7%1.1%-0.5%666.5K-16.5M-260.1K0.2811.16N/AN/A1,89153773,56842,758
2023-12-26$19.79$20.0050.7%14.4%83.2%7.0%51.4%1.5%0.5%677.5K-17.8M-255.7K0.267.97N/AN/A1,68544471,64141,904
2023-12-27$19.45$20.0050.5%14.3%82.9%6.7%53.0%0.9%-0.3%586.3K-13.9M-244.8K0.498.71N/AN/A1,17657172,08442,217
2023-12-28$19.44$20.0050.2%13.7%82.4%6.3%49.0%0.1%0.6%541.2K-12.8M-244.1K0.537.42N/AN/A1,73392172,20742,721
2023-12-29$18.99$20.0048.4%13.8%82.4%3.4%47.9%-0.6%0.8%111.6K-8.1M-238.8K0.7111.77N/AN/A85260572,95343,413