ASAN Options History — March 2024

In March 2024, ASAN traded between $15.34 and $19.91. ATM implied volatility averaged 62.5%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 0.5% (HV 20d: 62.0%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.58.

Notable Days

  • 2024-03-11: Highest Volume — 32,244 contracts
  • 2024-03-12: Largest IV drop — 42.9% change
  • 2024-03-11: Highest IV Rank — 100.0%
  • 2024-03-01: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.90$15.34$19.91$19.91$15.45
Max Pain$18.38$17.50$20.00$17.50$17.50
ATM IV62.5%45.2%96.9%80.0%45.4%
Expected Move17.4%12.3%30.0%30.0%12.3%
HV 20d62.0%51.6%72.1%51.6%56.9%
HV 60d55.7%51.5%62.5%62.5%53.7%
IV Rank29.5%0.0%100.0%57.8%0.3%
IV Percentile37.7%0.0%100.0%92.5%0.4%
Term Structure-1.6%-8.1%1.9%-6.2%-0.4%
VWIV60.8%43.0%104.9%104.9%43.0%
Skew 25d-0.7%-6.9%1.8%-0.2%0.5%
Skew 10d0.0%-3.0%4.3%2.5%1.4%
Call IV 25d63.5%44.7%96.2%84.2%44.7%
Put IV 25d62.7%44.9%95.8%84.0%45.1%
Bid-Ask Spread %35.099.7755.4717.0822.51
Gamma HHI0.160.090.510.320.24
Net GEX87.9K-880.0K836.4K836.4K517.0K
Net DEX-3.3M-22.1M13.0M-22.1M-3.7M
Net VEX-193.7K-229.4K-170.1K-228.1K-187.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.132.020.470.37
Total Volume7,408.21,87132,2446,2472,758
Total OI77,819.764,034105,29667,83375,235

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$19.91$17.5080.0%30.0%51.6%57.8%104.9%-0.2%-6.2%836.4K-22.1M-228.1K0.4717.08N/AN/A4,2571,99039,65628,177
2024-03-04$19.89$20.0084.4%21.4%51.6%65.4%74.9%-0.4%-4.2%324.0K-20.6M-229.4K0.4836.00N/AN/A1,70081440,06227,091
2024-03-05$18.27$20.0087.6%22.4%60.5%71.0%77.9%-6.9%-5.1%133.9K-7.4M-211.4K0.2842.49N/AN/A6,0881,73340,96126,964
2024-03-06$18.55$20.0089.1%22.8%59.5%73.6%79.6%-0.7%-4.4%193.5K-10.8M-216.0K0.3449.71N/AN/A2,67791244,34827,965
2024-03-07$18.71$20.0091.8%23.5%59.5%78.2%81.6%0.2%-5.6%213.3K-12.2M-219.4K0.939.77N/AN/A2,6312,44246,01228,707
2024-03-08$19.09$20.0094.9%24.7%57.3%90.5%86.5%-0.4%-7.2%342.2K-14.5M-225.3K0.6227.12N/AN/A7,3674,58446,70330,922
2024-03-11$18.82$20.0096.9%25.1%54.5%100.0%88.1%-0.9%-8.1%358.8K-16.5M-222.3K0.6629.13N/AN/A19,44612,79846,25731,116
2024-03-12$16.44$20.0055.3%16.1%72.1%17.7%56.6%-1.1%0.9%-338.5K12.2M-170.1K0.6828.72N/AN/A15,73410,70759,27039,661
2024-03-13$16.19$17.5052.7%15.2%70.1%12.5%53.6%-3.4%-0.1%-329.1K10.9M-175.7K2.0229.76N/AN/A3,3576,77963,24739,450
2024-03-14$16.19$17.5050.1%14.5%68.1%7.4%50.7%-0.1%0.0%-304.6K10.7M-176.0K1.3446.64N/AN/A2,1902,92764,41439,659
2024-03-15$15.93$17.5050.0%14.2%68.1%7.2%49.2%0.4%-0.4%-880.0K13.0M-173.5K0.8329.97N/AN/A2,7062,24265,36639,930
2024-03-18$15.95$17.5047.8%13.7%68.1%2.7%47.1%-0.5%1.9%8.1K1.3M-174.7K0.1334.93N/AN/A6,22282739,96124,073
2024-03-19$15.79$17.5047.3%13.5%68.0%1.7%47.2%-0.3%0.4%83.1K-756.1K-180.6K0.2938.63N/AN/A1,44642544,60624,499
2024-03-20$15.63$17.5046.1%13.2%65.2%0.0%47.3%-2.0%1.8%43.1K136.9K-178.6K0.4355.47N/AN/A2,7841,19245,56624,775
2024-03-21$15.63$17.5046.3%13.2%64.7%0.4%46.0%0.1%0.4%95.4K-840.9K-180.2K0.2948.39N/AN/A2,22165246,98925,079
2024-03-22$15.43$17.5045.7%13.0%64.7%0.0%45.3%-0.3%0.8%131.3K161.2K-178.6K0.2746.01N/AN/A3,13185348,12525,339
2024-03-25$15.43$17.5046.4%13.1%60.3%1.2%46.2%0.5%1.3%91.6K-1.5M-180.4K0.4149.10N/AN/A3,1531,28545,88824,226
2024-03-26$15.34$17.5046.9%12.9%59.5%2.4%45.1%1.8%1.2%128.0K-2.2M-183.8K0.4630.84N/AN/A1,28259647,91224,834
2024-03-27$15.36$17.5045.2%13.0%59.7%0.0%45.5%-0.7%1.9%110.3K-2.1M-182.7K0.2129.60N/AN/A2,68956748,45124,898
2024-03-28$15.45$17.5045.4%12.3%56.9%0.3%43.0%0.5%-0.4%517.0K-3.7M-187.2K0.3722.51N/AN/A2,02073850,17625,059