ASAN Options History — January 2024

In January 2024, ASAN traded between $16.88 and $19.16. ATM implied volatility averaged 51.3%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 3.7% (HV 20d: 55.0%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2024-01-31: Highest Volume — 7,224 contracts
  • 2024-01-04: Largest IV drop — 4.3% change
  • 2024-01-17: Highest IV Rank — 11.1%
  • 2024-01-29: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.18$16.88$19.16$17.70$17.45
Max Pain$19.90$18.00$20.00$20.00$20.00
ATM IV51.3%48.9%53.1%51.1%52.8%
Expected Move14.9%14.3%15.8%14.3%15.7%
HV 20d55.0%48.7%80.6%80.6%50.8%
HV 60d69.8%67.6%71.7%71.5%67.7%
IV Rank8.1%4.2%11.1%7.7%10.6%
IV Percentile12.9%4.4%19.4%10.3%19.4%
Term Structure0.8%-2.3%4.0%1.5%3.7%
VWIV52.4%49.7%55.7%51.8%55.4%
Skew 25d1.3%-0.9%4.5%2.7%0.4%
Skew 10d2.6%-0.4%6.4%1.6%1.2%
Call IV 25d51.4%48.8%54.1%51.2%54.1%
Put IV 25d52.7%49.9%55.2%53.8%54.5%
Bid-Ask Spread %14.107.1038.6624.0938.66
Gamma HHI0.120.100.200.100.10
Net GEX171.2K-197.3K523.1K56.9K51.1K
Net DEX-6.8M-17.2M6.6M2.9M-240.0K
Net VEX-212.1K-231.2K-197.4K-211.8K-198.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.063.700.593.70
Total Volume2,732.2386607,2244,7617,224
Total OI93,45055,683116,449112,49463,804

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$17.70$20.0051.1%14.3%80.6%7.7%51.8%2.7%1.5%56.9K2.9M-211.8K0.5924.09N/AN/A3,0001,76170,41942,075
2024-01-03$17.05$18.0052.5%14.3%80.3%10.1%49.9%1.5%-1.3%-125.3K6.6M-198.1K0.818.55N/AN/A1,7611,42871,92741,586
2024-01-04$17.06$20.0050.3%14.4%79.5%6.4%51.7%1.5%0.5%-147.2K4.4M-198.9K0.6312.28N/AN/A1,47492572,63440,632
2024-01-05$16.88$20.0048.9%14.3%48.7%4.2%53.9%0.8%2.8%-197.3K5.2M-197.4K0.5522.23N/AN/A95452873,03240,836
2024-01-08$17.95$20.0050.4%14.5%53.2%6.7%51.0%1.6%-0.4%-7.3K-4.1M-212.0K0.498.32N/AN/A2,5221,22670,14140,495
2024-01-09$18.39$20.0050.7%14.7%51.9%7.1%51.4%1.5%0.7%254.9K-9.3M-219.0K0.478.86N/AN/A1,78383372,46640,923
2024-01-10$19.16$20.0050.8%14.4%54.2%7.2%51.1%-0.7%0.1%523.1K-17.2M-231.2K0.2310.13N/AN/A3,18373872,68340,860
2024-01-11$18.69$20.0051.3%15.0%53.7%8.1%52.0%1.7%1.3%402.1K-12.2M-222.7K0.237.91N/AN/A2,11749073,99741,119
2024-01-12$18.49$20.0050.2%14.4%50.2%6.2%51.1%-0.9%0.9%402.8K-11.1M-220.5K0.619.04N/AN/A88753875,33941,110
2024-01-16$18.31$20.0052.3%15.0%49.4%9.7%53.3%1.4%-0.5%202.1K-8.6M-212.0K1.0910.87N/AN/A51956673,48640,192
2024-01-17$17.99$20.0053.1%15.2%49.6%11.1%52.2%3.9%-2.3%1.0K-5.1M-206.1K0.3611.85N/AN/A1,07739273,56040,432
2024-01-18$17.70$20.0051.4%14.8%49.4%8.3%51.3%4.5%-0.8%-189.0K-4.2M-199.5K0.998.42N/AN/A50149473,93339,773
2024-01-19$18.14$20.0051.0%14.7%50.6%7.6%49.7%2.6%-0.8%69.7K-9.8M-205.3K0.067.10N/AN/A4,83727474,03039,844
2024-01-22$19.04$20.0051.6%15.1%49.6%8.5%52.3%1.8%0.9%304.0K-11.2M-216.3K0.1213.34N/AN/A5,83368636,05919,624
2024-01-23$19.11$20.0050.8%14.9%49.0%7.2%52.6%1.1%0.0%454.2K-15.0M-226.5K0.3413.65N/AN/A81527739,73920,042
2024-01-24$18.48$20.0051.0%15.1%49.9%7.5%52.5%-0.3%1.0%355.9K-11.1M-215.2K0.2110.88N/AN/A54711340,17320,253
2024-01-25$18.34$20.0052.0%15.1%49.7%9.2%53.5%1.2%1.0%311.2K-9.9M-213.6K0.4013.94N/AN/A60724340,42020,309
2024-01-26$18.30$20.0050.8%14.8%49.4%7.3%53.0%-0.7%1.7%319.7K-9.8M-213.1K0.4111.87N/AN/A92137540,62520,531
2024-01-29$19.14$20.0052.1%15.8%52.3%9.3%55.7%0.8%3.8%453.8K-14.9M-223.5K2.7012.31N/AN/A1,1243,03339,90819,984
2024-01-30$18.39$20.0052.3%15.8%53.5%9.8%54.2%0.3%4.0%99.0K-7.2M-213.7K0.8931.83N/AN/A40936240,62022,835
2024-01-31$17.45$20.0052.8%15.7%50.8%10.6%55.4%0.4%3.7%51.1K-240.0K-198.3K3.7038.66N/AN/A1,5365,68840,69723,107