ASAN Options History — July 2024 In July 2024, ASAN traded between $13.11 and $15.36. ATM implied volatility averaged 48.2%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 8.3% (HV 20d: 56.5%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2024-07-16 : Highest Volume — 4,013 contracts2024-07-17 : Largest IV spike — 7.0% change2024-07-30 : Highest IV Rank — 15.6%2024-07-30 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $14.17 $13.11 $15.36 $13.98 $14.61 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 48.2% 45.2% 52.2% 45.9% 50.3% Expected Move 14.0% 12.3% 15.5% 12.7% 15.3% HV 20d 56.5% 35.3% 70.1% 69.3% 40.6% HV 60d 51.5% 50.1% 52.2% 51.8% 51.9% IV Rank 8.0% 2.3% 15.6% 3.5% 11.9% IV Percentile 20.7% 2.8% 46.8% 4.8% 34.5% Term Structure 2.3% -1.4% 15.6% 0.6% 15.6% VWIV 48.7% 41.4% 53.7% 46.4% 51.8% Skew 25d 1.1% -2.8% 3.7% 1.0% 2.1% Skew 10d 1.3% -15.8% 15.9% -4.1% 4.4% Call IV 25d 48.5% 45.3% 52.5% 46.6% 51.1% Put IV 25d 49.6% 45.1% 54.1% 47.6% 53.2% Bid-Ask Spread % 38.38 5.74 74.13 66.37 74.13 Gamma HHI 0.17 0.13 0.34 0.19 0.16 Net GEX 274.2K 114.0K 708.8K 307.6K 272.9K Net DEX -9.3M -16.3M -3.2M -10.4M -10.9M Net VEX -145.7K -156.8K -136.5K -156.8K -145.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.05 3.48 0.07 0.05 Total Volume 1,873.909 655 4,013 4,004 2,430 Total OI 66,689.636 56,721 74,118 72,347 58,343
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 2024-07-01 $13.98 $12.50 45.9% 12.7% 69.3% 3.5% 46.4% 1.0% 0.6% 307.6K -10.4M -156.8K 0.07 66.37 N/A N/A 3,730 274 50,864 21,483 2024-07-02 $13.54 $12.50 45.4% 12.6% 70.1% 2.7% 41.4% 1.3% -1.3% 197.7K -5.9M -143.3K 0.29 27.64 N/A N/A 1,125 330 49,390 21,685 2024-07-03 $13.43 $12.50 45.2% 12.3% 68.7% 2.3% 43.4% 1.3% 0.1% 187.5K -5.4M -142.4K 3.48 70.92 N/A N/A 176 612 49,846 21,781 2024-07-05 $13.30 $12.50 45.6% 13.5% 67.5% 3.1% 46.7% 1.6% 0.6% 123.4K -4.3M -138.2K 0.60 31.09 N/A N/A 1,246 751 49,887 21,803 2024-07-08 $13.48 $12.50 47.0% 13.9% 66.6% 5.7% 46.6% 1.1% 1.1% 160.7K -5.7M -144.5K 0.16 33.85 N/A N/A 793 124 49,274 21,490 2024-07-09 $13.11 $12.50 47.4% 14.0% 67.1% 6.5% 47.0% 0.2% 1.9% 115.2K -3.2M -136.5K 0.60 23.26 N/A N/A 443 265 49,692 21,523 2024-07-10 $13.11 $12.50 46.0% 13.8% 67.0% 3.8% 47.5% 2.3% 2.1% 114.0K -3.2M -137.0K 0.50 23.43 N/A N/A 438 217 49,769 21,620 2024-07-11 $13.59 $12.50 46.3% 14.0% 68.3% 4.4% 46.4% 0.3% 3.1% 184.9K -5.9M -140.1K 0.05 54.42 N/A N/A 2,021 103 49,789 21,753 2024-07-12 $13.61 $12.50 45.5% 13.8% 68.2% 2.9% 47.9% -2.8% 4.1% 203.6K -6.0M -138.6K 0.96 19.80 N/A N/A 696 665 50,071 21,803 2024-07-15 $13.89 $12.50 46.9% 13.5% 62.4% 5.5% 48.3% -1.0% 1.1% 217.4K -7.3M -140.7K 0.16 5.74 N/A N/A 1,564 255 49,093 20,910 2024-07-16 $14.66 $12.50 47.2% 13.6% 64.5% 6.0% 46.2% 0.9% -0.3% 387.5K -12.8M -149.4K 0.10 9.19 N/A N/A 3,662 351 50,149 20,977 2024-07-17 $14.75 $12.50 50.5% 14.5% 63.2% 12.3% 50.6% 0.7% -1.4% 431.3K -13.5M -149.2K 0.12 10.58 N/A N/A 2,884 353 51,084 21,118 2024-07-18 $14.50 $12.50 50.1% 14.3% 63.4% 11.6% 50.4% 3.7% 0.8% 300.1K -10.9M -151.0K 0.24 33.45 N/A N/A 2,813 683 51,197 21,734 2024-07-19 $14.39 $12.50 48.9% 14.0% 60.7% 9.2% 51.1% 2.3% -0.4% 708.8K -10.0M -147.7K 0.21 24.68 N/A N/A 1,236 264 52,448 21,670 2024-07-22 $14.30 $12.50 48.7% 14.1% 38.5% 9.0% 50.2% -0.1% 0.7% 207.7K -9.1M -144.5K 0.42 57.15 N/A N/A 1,265 526 37,657 19,064 2024-07-23 $14.50 $12.50 48.6% 13.8% 35.3% 8.8% 48.8% 2.7% -0.7% 250.1K -10.5M -147.8K 0.15 59.84 N/A N/A 843 128 38,152 19,383 2024-07-24 $14.20 $12.50 50.2% 14.6% 36.4% 11.8% 52.5% 1.0% 0.9% 224.3K -9.1M -146.2K 0.12 71.18 N/A N/A 1,549 183 38,417 19,485 2024-07-25 $15.21 $12.50 50.7% 15.4% 42.8% 12.7% 52.8% 0.0% 0.7% 359.6K -15.0M -152.9K 0.16 33.41 N/A N/A 2,880 469 38,627 19,415 2024-07-26 $15.36 $12.50 50.2% 14.5% 40.7% 11.8% 51.4% 2.1% 1.2% 428.0K -16.3M -152.7K 0.21 39.44 N/A N/A 1,126 242 39,600 19,405 2024-07-29 $15.30 $12.50 51.3% 14.6% 40.3% 13.9% 51.0% 1.9% 12.8% 328.8K -15.1M -150.6K 0.11 38.06 N/A N/A 607 64 38,712 18,946 2024-07-30 $15.00 $12.50 52.2% 15.5% 41.2% 15.6% 53.7% 0.9% 6.5% 322.3K -13.4M -149.4K 0.49 36.84 N/A N/A 564 276 39,067 18,996 2024-07-31 $14.61 $12.50 50.3% 15.3% 40.6% 11.9% 51.8% 2.1% 15.6% 272.9K -10.9M -145.8K 0.05 74.13 N/A N/A 2,308 122 39,120 19,223
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