ASAN Options History — February 2024

In February 2024, ASAN traded between $17.29 and $19.80. ATM implied volatility averaged 69.6%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 18.5% (HV 20d: 51.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.65.

Notable Days

  • 2024-02-09: Highest Volume — 10,314 contracts
  • 2024-02-12: Largest IV spike — 19.0% change
  • 2024-02-29: Highest IV Rank — 58.4%
  • 2024-02-29: Largest Expected Move — 28.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.56$17.29$19.80$17.52$19.73
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV69.6%51.1%80.3%52.5%80.3%
Expected Move23.1%19.3%28.5%19.5%28.5%
HV 20d51.2%44.9%57.6%48.9%51.6%
HV 60d63.3%61.4%66.6%66.6%62.6%
IV Rank38.7%7.7%58.4%10.0%58.4%
IV Percentile63.9%14.3%92.9%18.7%92.9%
Term Structure1.8%-6.1%20.3%3.4%-5.8%
VWIV81.0%67.4%102.8%67.7%102.8%
Skew 25d0.4%-2.1%2.5%0.6%0.7%
Skew 10d5.1%-1.8%21.9%3.0%3.4%
Call IV 25d70.3%51.6%82.4%52.6%82.4%
Put IV 25d70.7%51.4%83.1%53.2%83.1%
Bid-Ask Spread %20.739.6052.3033.7219.12
Gamma HHI0.140.100.200.130.12
Net GEX157.0K-108.5K595.8K-65.0K423.2K
Net DEX-9.4M-21.7M2.1M2.1M-20.8M
Net VEX-212.3K-229.8K-193.3K-198.0K-227.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.650.217.411.261.52
Total Volume3,8011,01710,3141,5317,815
Total OI65,064.856,77872,08365,79064,401

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$17.52$17.5052.5%19.5%48.9%10.0%67.7%0.6%3.4%-65.0K2.1M-198.0K1.2633.72N/AN/A67685540,86524,925
2024-02-02$17.61$17.5051.1%19.3%49.0%7.8%67.4%-0.0%1.0%150.5K974.6K-198.6K2.8452.30N/AN/A2,1456,09541,38325,003
2024-02-05$17.29$17.5052.5%19.8%49.3%10.0%69.6%1.4%15.7%-108.5K-962.0K-193.3K1.0230.99N/AN/A69070640,75423,520
2024-02-06$17.91$17.5052.0%19.9%45.8%9.2%69.0%1.5%17.0%-33.3K-5.5M-203.0K0.349.60N/AN/A91331141,14224,052
2024-02-07$17.94$17.5051.1%20.4%44.9%7.7%70.0%-0.6%20.2%-12.8K-6.1M-202.9K4.8511.34N/AN/A1,0034,86041,73724,222
2024-02-08$18.84$17.5055.0%20.4%46.0%14.1%71.3%1.0%19.4%288.1K-12.7M-216.1K0.4214.52N/AN/A1,81476142,16125,809
2024-02-09$19.80$17.5060.8%21.0%48.3%23.6%74.0%0.9%20.3%595.8K-21.7M-229.8K1.0511.73N/AN/A5,0305,28443,10226,174
2024-02-12$19.66$17.5072.4%22.0%48.2%42.5%77.3%1.1%-3.5%342.6K-18.0M-229.6K1.2211.22N/AN/A1,3081,59543,71424,925
2024-02-13$18.61$17.5078.1%23.1%52.3%52.0%80.4%-0.8%-5.6%59.4K-6.8M-215.9K1.3531.49N/AN/A7921,07244,02326,289
2024-02-14$19.34$17.5078.4%22.5%53.5%52.5%79.5%0.3%-4.3%132.1K-14.0M-227.5K0.2113.70N/AN/A1,21825544,25727,051
2024-02-15$19.31$17.5079.0%22.9%53.0%53.4%80.1%0.0%-4.0%65.9K-13.1M-224.1K0.4310.99N/AN/A71230544,70127,081
2024-02-16$18.95$17.5078.3%22.9%53.0%52.3%80.3%0.8%-5.0%428.6K-7.3M-218.4K7.4114.00N/AN/A6724,97944,77927,304
2024-02-20$18.64$17.5079.1%24.4%50.5%53.6%85.6%1.2%-3.9%111.0K-9.0M-208.9K0.5621.04N/AN/A1,11963234,54622,232
2024-02-21$17.55$17.5079.9%24.6%54.6%54.8%86.4%2.5%-4.6%126.6K-2.3M-193.9K0.6917.93N/AN/A1,19582735,36122,736
2024-02-22$17.84$17.5078.3%24.7%53.9%52.3%86.4%0.5%-2.9%156.0K-3.8M-199.7K4.4813.35N/AN/A1,2015,38335,86923,394
2024-02-23$17.81$17.5077.7%24.5%53.9%52.6%86.6%-2.1%-3.2%-52.1K-5.7M-202.6K0.3836.23N/AN/A1,29949236,33923,950
2024-02-26$18.84$17.5079.3%26.8%57.6%56.7%93.4%-0.3%-5.9%170.2K-13.7M-214.4K1.5815.19N/AN/A3,0814,86335,70023,198
2024-02-27$19.16$17.5078.5%27.1%55.7%55.4%95.1%0.5%-5.2%204.4K-15.4M-221.4K0.8813.40N/AN/A1,1601,02537,38424,136
2024-02-28$18.94$17.5078.4%28.1%53.8%55.1%97.4%-1.3%-6.1%157.3K-13.7M-219.8K0.5232.70N/AN/A1,23863938,10824,969
2024-02-29$19.73$17.5080.3%28.5%51.6%58.4%102.8%0.7%-5.8%423.2K-20.8M-227.3K1.5219.12N/AN/A3,0954,72038,94825,453