ASAN Options History — May 2024 In May 2024, ASAN traded between $12.91 and $15.86. ATM implied volatility averaged 73.3%, placing in the 54.3% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 34.5% (HV 20d: 38.8%). 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 1 of 22 days. Put/call ratio averaged 0.91.
Notable Days 2024-05-30 : Highest Volume — 24,102 contracts2024-05-31 : Largest IV drop — 37.5% change2024-05-30 : Highest IV Rank — 67.1%2024-05-30 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.02 $12.91 $15.86 $15.39 $12.91 Max Pain $16.95 $15.00 $17.50 $15.00 $15.00 ATM IV 73.3% 49.9% 79.9% 55.1% 49.9% Expected Move 20.1% 13.6% 25.9% 14.1% 15.0% HV 20d 38.8% 33.7% 43.9% 41.7% 38.6% HV 60d 47.4% 43.9% 51.4% 51.4% 43.9% IV Rank 54.3% 9.1% 67.1% 19.2% 9.1% IV Percentile 76.5% 16.3% 94.8% 40.9% 16.3% Term Structure -4.5% -21.2% 11.7% 11.7% -2.8% VWIV 69.9% 48.4% 91.2% 48.4% 53.4% Skew 25d 1.4% -1.0% 3.3% 1.4% 0.2% Skew 10d 2.6% -3.7% 6.2% -1.4% -3.7% Call IV 25d 73.5% 51.0% 85.2% 55.4% 51.0% Put IV 25d 74.8% 51.2% 84.2% 56.9% 51.2% Bid-Ask Spread % 42.92 21.96 60.23 60.23 43.32 Gamma HHI 0.27 0.19 0.32 0.23 0.21 Net GEX 546.6K 73.5K 901.0K 786.3K 300.8K Net DEX -11.0M -20.8M 11.0M -15.7M 11.0M Net VEX -190.5K -209.5K -137.7K -204.6K -137.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.14 2.55 0.53 0.89 Total Volume 4,294.773 1,039 24,102 1,991 16,074 Total OI 86,405.682 77,791 111,960 83,004 111,960
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $15.39 $15.00 55.1% 14.1% 41.7% 19.2% 48.4% 1.4% 11.7% 786.3K -15.7M -204.6K 0.53 60.23 N/A N/A 1,298 693 59,362 23,642 2024-05-02 $15.59 $15.00 70.6% 13.6% 41.9% 49.2% 49.3% 0.3% -5.0% 901.0K -18.1M -207.1K 0.70 21.96 N/A N/A 654 456 59,909 24,042 2024-05-03 $15.77 $15.00 70.5% 13.7% 41.9% 48.9% 49.2% 3.2% -5.7% 681.7K -20.8M -209.5K 0.43 56.10 N/A N/A 2,444 1,042 60,166 24,350 2024-05-06 $15.86 $17.50 70.7% 18.4% 41.8% 49.3% 63.3% 3.2% -2.2% 839.5K -19.1M -209.4K 1.01 37.39 N/A N/A 919 931 59,065 23,837 2024-05-07 $15.59 $17.50 69.9% 18.4% 42.0% 47.7% 63.8% 3.2% -1.9% 775.3K -16.0M -202.1K 0.65 45.59 N/A N/A 797 517 59,306 24,394 2024-05-08 $14.82 $17.50 73.3% 18.9% 43.9% 54.4% 66.5% 0.9% -3.4% 434.0K -7.9M -188.3K 0.53 39.48 N/A N/A 3,333 1,755 59,226 24,580 2024-05-09 $14.86 $17.50 73.9% 19.5% 43.4% 55.5% 67.6% 3.3% -2.9% 382.9K -8.0M -190.6K 1.52 42.70 N/A N/A 412 627 61,134 25,458 2024-05-10 $15.11 $17.50 73.7% 19.2% 41.9% 55.2% 65.2% 1.5% -4.1% 376.0K -11.0M -197.1K 0.52 57.47 N/A N/A 725 377 61,304 25,570 2024-05-13 $15.45 $17.50 76.6% 20.4% 38.6% 60.7% 70.1% 2.0% -3.7% 619.3K -15.2M -198.7K 0.77 38.07 N/A N/A 1,408 1,080 59,607 24,788 2024-05-14 $15.71 $17.50 77.2% 21.0% 37.9% 61.9% 72.4% 1.5% -3.4% 679.5K -18.2M -204.2K 0.48 42.53 N/A N/A 2,061 994 60,599 25,591 2024-05-15 $15.77 $17.50 75.7% 20.7% 37.8% 59.0% 71.9% 1.3% -4.1% 762.6K -19.2M -203.2K 0.57 42.29 N/A N/A 754 431 61,540 25,940 2024-05-16 $15.64 $17.50 76.4% 20.7% 38.0% 60.3% 73.4% -1.0% -5.7% 836.3K -17.9M -201.0K 0.22 59.44 N/A N/A 863 192 62,230 26,145 2024-05-17 $15.77 $17.50 76.0% 20.8% 37.3% 59.5% 71.7% 1.7% -4.6% 628.0K -19.6M -202.4K 0.14 38.64 N/A N/A 2,122 307 62,651 26,172 2024-05-20 $15.73 $17.50 75.9% 21.5% 36.8% 59.3% 75.7% 1.4% -5.9% 676.3K -16.3M -197.9K 0.69 32.04 N/A N/A 2,451 1,693 54,798 22,993 2024-05-21 $15.14 $17.50 77.5% 22.1% 34.8% 62.4% 76.6% 0.5% -6.6% 538.0K -11.1M -192.1K 0.87 32.86 N/A N/A 1,159 1,009 56,597 24,558 2024-05-22 $15.21 $17.50 78.7% 22.6% 34.6% 64.9% 78.7% 1.4% -7.5% 532.1K -11.9M -195.5K 2.53 38.90 N/A N/A 597 1,510 57,425 25,476 2024-05-23 $14.71 $17.50 76.7% 22.2% 35.6% 60.9% 78.6% 1.2% -4.2% 380.4K -6.8M -184.6K 1.50 45.23 N/A N/A 816 1,221 57,834 26,001 2024-05-24 $14.50 $17.50 77.6% 22.9% 33.7% 62.7% 79.2% 2.2% -7.2% 269.7K -4.6M -179.5K 0.31 44.88 N/A N/A 2,925 903 58,207 26,806 2024-05-28 $13.89 $17.50 77.7% 24.9% 36.1% 62.8% 86.5% 1.3% -3.1% 279.4K -1.1M -165.5K 1.19 37.14 N/A N/A 1,870 2,221 58,562 26,273 2024-05-29 $13.89 $17.50 78.5% 24.7% 35.7% 64.3% 85.9% -0.1% -6.3% 272.3K -793.1K -167.3K 2.55 46.16 N/A N/A 2,463 6,279 59,941 27,847 2024-05-30 $13.04 $15.50 79.9% 25.9% 39.4% 67.1% 91.2% -0.9% -21.2% 73.5K 5.8M -153.4K 1.43 41.85 N/A N/A 9,909 14,193 61,835 33,204 2024-05-31 $12.91 $15.00 49.9% 15.0% 38.6% 9.1% 53.4% 0.2% -2.8% 300.8K 11.0M -137.7K 0.89 43.32 N/A N/A 8,501 7,573 69,403 42,557
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