ASAN Options History — June 2024

In June 2024, ASAN traded between $11.36 and $13.91. ATM implied volatility averaged 46.1%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 6.4% (HV 20d: 52.5%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.67.

Notable Days

  • 2024-06-21: Highest Volume — 15,540 contracts
  • 2024-06-20: Largest IV spike — 6.2% change
  • 2024-06-20: Highest IV Rank — 11.6%
  • 2024-06-20: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.96$11.36$13.91$13.20$13.91
Max Pain$14.21$12.50$15.00$15.00$12.50
ATM IV46.1%44.0%50.1%47.5%45.7%
Expected Move13.3%12.4%14.5%14.3%12.6%
HV 20d52.5%39.5%72.8%39.5%69.5%
HV 60d43.5%37.0%51.8%44.1%51.8%
IV Rank3.6%0.0%11.6%4.5%3.3%
IV Percentile5.5%0.0%23.0%7.1%4.0%
Term Structure0.3%-3.5%2.5%0.9%1.9%
VWIV46.5%43.2%50.4%50.4%44.9%
Skew 25d1.6%-1.2%9.7%0.9%-0.9%
Skew 10d3.9%-11.4%20.4%2.7%14.8%
Call IV 25d45.8%37.8%52.7%46.7%46.4%
Put IV 25d47.4%44.4%55.3%47.6%45.5%
Bid-Ask Spread %45.798.3774.5746.5464.57
Gamma HHI0.160.120.280.190.28
Net GEX136.7K-166.9K657.5K137.5K657.5K
Net DEX2.1M-12.0M9.7M4.8M-12.0M
Net VEX-133.0K-154.9K-107.6K-143.6K-154.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.074.080.360.17
Total Volume3,95862215,5404,2483,896
Total OI85,171.05367,28192,67990,18374,791

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$13.20$15.0047.5%14.3%39.5%4.5%50.4%0.9%0.9%137.5K4.8M-143.6K0.3646.54N/AN/A3,1241,12462,24527,938
2024-06-04$13.73$15.0046.4%14.0%42.8%2.3%49.8%-0.5%0.4%320.8K334.9K-154.9K0.1857.51N/AN/A2,96552863,54128,416
2024-06-05$13.25$15.0045.0%14.0%43.9%0.0%48.2%0.7%1.4%98.8K5.3M-140.5K0.5857.88N/AN/A1,10663763,79328,659
2024-06-06$13.70$15.0044.4%12.8%43.2%0.0%44.5%2.4%-1.5%276.9K883.9K-148.4K0.7252.23N/AN/A1,4501,04364,45628,223
2024-06-07$13.48$15.0044.0%13.1%43.3%0.0%44.6%0.2%1.0%185.2K3.2M-139.9K0.3323.70N/AN/A92430464,17328,119
2024-06-10$13.34$15.0044.5%12.4%42.6%1.0%43.2%1.5%-1.1%100.6K4.2M-136.1K0.4142.44N/AN/A1,92579062,31126,099
2024-06-11$13.39$15.0044.0%12.9%41.5%0.0%43.4%1.0%2.5%101.0K4.2M-135.9K0.368.37N/AN/A45916363,01426,698
2024-06-12$13.34$15.0044.0%12.7%40.5%0.1%43.5%0.3%0.7%91.2K4.7M-131.6K0.0767.39N/AN/A1,97513863,02126,585
2024-06-13$12.38$15.0046.3%12.9%46.6%4.3%46.6%3.0%-1.1%-166.9K9.7M-117.4K4.0832.62N/AN/A1,8367,49763,13526,230
2024-06-14$12.32$15.0046.2%13.3%46.6%4.1%45.6%1.5%0.3%-107.7K7.4M-119.6K1.5474.57N/AN/A9951,53764,28624,754
2024-06-17$12.00$15.0046.5%13.4%46.3%4.8%46.9%-1.2%0.1%-124.7K8.2M-113.9K0.5730.84N/AN/A2,1161,20562,38224,570
2024-06-18$11.86$15.0047.2%13.6%46.1%6.0%47.3%9.7%-0.5%-93.7K7.7M-114.2K0.2718.85N/AN/A1,33635764,31324,762
2024-06-20$11.36$15.0050.1%14.5%46.4%11.6%48.5%2.8%-3.5%-117.8K9.1M-107.6K0.9073.24N/AN/A3,0862,79164,77724,423
2024-06-21$13.04$12.5049.6%14.2%71.2%10.6%49.6%2.7%0.7%203.1K-3.4M-132.1K0.1918.86N/AN/A13,0362,50466,97822,071
2024-06-24$12.57$12.5047.1%13.6%71.4%5.8%48.6%1.1%1.3%160.9K-403.6K-124.5K0.4358.89N/AN/A3,7781,62646,47120,810
2024-06-25$12.79$12.5045.6%12.9%71.9%3.0%45.9%2.9%-0.3%208.2K-2.3M-133.7K0.7137.37N/AN/A97869349,06721,990
2024-06-26$13.00$12.5045.3%12.6%70.9%2.6%45.6%1.7%2.1%272.4K-3.6M-134.5K0.3765.75N/AN/A1,08340149,74822,541
2024-06-27$13.57$12.5045.9%12.9%72.8%3.7%45.8%0.9%1.0%394.0K-8.5M-144.2K0.5138.44N/AN/A3,8381,95850,21422,646
2024-06-28$13.91$12.5045.7%12.6%69.5%3.3%44.9%-0.9%1.9%657.5K-12.0M-154.7K0.1764.57N/AN/A3,31757952,00022,791