ASAN Options History — April 2024

In April 2024, ASAN traded between $13.57 and $15.43. ATM implied volatility averaged 49.0%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 11.1% (HV 20d: 37.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.53.

Notable Days

  • 2024-04-10: Highest Volume — 6,158 contracts
  • 2024-04-29: Largest IV spike — 7.0% change
  • 2024-04-30: Highest IV Rank — 20.8%
  • 2024-04-16: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.58$13.57$15.43$15.43$14.96
Max Pain$15.34$15.00$17.50$17.50$15.00
ATM IV49.0%46.1%56.0%48.3%56.0%
Expected Move13.8%13.1%14.8%13.3%14.4%
HV 20d37.9%20.2%56.7%56.5%40.7%
HV 60d51.6%50.6%53.5%53.2%51.1%
IV Rank7.4%1.7%20.8%6.0%20.8%
IV Percentile12.6%1.6%44.0%5.6%44.0%
Term Structure2.5%-2.4%10.2%-0.2%10.0%
VWIV48.0%45.1%51.2%45.3%49.5%
Skew 25d1.5%-0.8%4.7%0.7%1.9%
Skew 10d-0.2%-11.0%17.7%0.5%3.0%
Call IV 25d48.5%43.8%55.0%48.0%55.0%
Put IV 25d50.0%46.8%56.8%48.7%56.8%
Bid-Ask Spread %22.426.6847.5526.1147.55
Gamma HHI0.260.170.390.200.23
Net GEX283.1K88.8K695.4K204.6K619.8K
Net DEX-3.5M-14.4M2.5M-3.8M-10.8M
Net VEX-182.4K-203.1K-167.2K-186.0K-196.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.091.860.371.05
Total Volume3,027.5911,3776,1583,9661,634
Total OI79,221.31872,16684,41572,16682,050

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$15.43$17.5048.3%13.3%56.5%6.0%45.3%0.7%-0.2%204.6K-3.8M-186.0K0.3726.11N/AN/A2,8921,07448,06524,101
2024-04-02$14.98$17.5047.2%13.3%56.7%3.8%45.9%1.5%1.0%139.5K-1.1M-182.1K0.1623.12N/AN/A2,83044750,17224,877
2024-04-03$14.84$17.5047.5%13.2%50.1%4.5%45.9%-0.7%0.0%108.1K-802.4K-182.3K0.2112.61N/AN/A1,65834351,16424,907
2024-04-04$14.79$15.0049.2%13.9%49.3%7.7%48.3%0.4%0.3%88.8K-311.9K-180.5K0.1431.02N/AN/A2,25030551,72724,999
2024-04-05$14.73$15.0048.0%13.7%48.8%5.5%47.7%1.5%-0.8%174.5K-179.4K-178.6K0.7417.88N/AN/A79358453,12725,008
2024-04-08$14.88$15.0046.8%13.6%48.1%3.2%47.5%2.3%0.4%180.2K-1.7M-178.8K0.259.53N/AN/A1,65341950,80323,921
2024-04-09$15.18$15.0046.4%13.4%49.4%2.4%47.1%1.6%0.1%290.7K-4.3M-185.9K0.258.60N/AN/A1,25231451,80624,234
2024-04-10$14.64$15.0046.6%13.6%20.2%2.8%45.1%1.1%0.9%153.4K490.7K-173.3K0.909.99N/AN/A3,2342,92452,48024,433
2024-04-11$14.91$15.0046.1%13.2%21.6%1.7%46.0%4.3%-0.4%215.4K-3.1M-183.6K0.096.68N/AN/A3,50230454,11924,604
2024-04-12$14.41$15.0048.6%14.2%24.0%6.5%49.6%0.6%1.3%93.7K-397.8K-180.2K0.629.68N/AN/A1,56297456,63624,429
2024-04-15$13.79$15.0051.3%14.8%27.4%11.8%50.7%-0.8%1.2%162.0K2.1M-167.2K0.3218.40N/AN/A4,5821,44755,19223,622
2024-04-16$13.57$15.0051.5%14.8%27.3%12.2%50.1%-0.5%-1.2%207.9K2.5M-168.8K0.1817.42N/AN/A1,35324058,65724,076
2024-04-17$13.79$15.0050.1%14.4%28.6%9.4%50.2%1.7%-0.6%273.4K406.9K-175.8K1.0318.02N/AN/A1,2561,29859,51123,830
2024-04-18$13.75$15.0050.7%14.6%28.6%10.6%50.5%-0.4%-2.4%275.8K958.4K-173.5K0.7628.84N/AN/A82562960,13424,117
2024-04-19$13.57$15.0050.5%14.7%28.6%10.2%51.2%2.2%-1.4%172.5K2.5M-168.0K0.7817.68N/AN/A1,06482760,41124,004
2024-04-22$13.93$15.0048.3%13.7%30.8%6.1%49.0%4.7%5.9%297.7K-2.2M-171.2K0.1734.42N/AN/A3,95466555,17821,841
2024-04-23$14.75$15.0048.1%13.7%38.0%5.7%48.0%1.2%6.7%506.1K-10.6M-194.7K0.3437.28N/AN/A4,3041,47958,45321,937
2024-04-24$14.93$15.0046.7%13.1%38.3%2.9%46.1%3.6%7.5%512.6K-11.0M-196.6K1.8629.29N/AN/A9261,72057,83222,473
2024-04-25$14.57$15.0048.6%13.5%39.1%6.6%47.8%1.0%7.9%417.4K-7.3M-187.0K0.3035.59N/AN/A1,25337158,06123,087
2024-04-26$15.07$15.0049.0%13.1%41.1%7.3%46.5%1.5%7.7%438.8K-13.2M-199.5K0.3229.89N/AN/A3,6671,16558,67923,188
2024-04-29$15.27$15.0052.4%13.6%41.4%13.9%48.0%3.3%10.2%695.4K-14.4M-203.1K0.7323.65N/AN/A1,5211,11358,49022,434
2024-04-30$14.96$15.0056.0%14.4%40.7%20.8%49.5%1.9%10.0%619.8K-10.8M-196.9K1.0547.55N/AN/A79683858,89323,157