ASAN Options History — August 2024 In August 2024, ASAN traded between $12.25 and $14.54. ATM implied volatility averaged 79.2%, placing in the 66.5% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 28.3% (HV 20d: 50.9%). 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 2 of 22 days. Put/call ratio averaged 0.38.
Notable Days 2024-08-02 : Highest Volume — 5,577 contracts2024-08-05 : Largest IV spike — 22.5% change2024-08-07 : Highest IV Rank — 81.9%2024-08-30 : Largest Expected Move — 26.3%Monthly Statistics Metric Avg Min Max Open Close Price $13.32 $12.25 $14.54 $13.93 $14.00 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 79.2% 66.1% 87.3% 70.8% 81.0% Expected Move 22.3% 15.8% 26.3% 15.8% 26.3% HV 20d 50.9% 43.0% 53.2% 44.4% 43.0% HV 60d 54.7% 52.7% 55.7% 52.7% 54.5% IV Rank 66.5% 41.8% 81.9% 50.7% 69.9% IV Percentile 90.8% 67.1% 98.0% 69.4% 94.8% Term Structure -1.6% -27.7% 64.4% 64.4% -5.2% VWIV 77.0% 56.2% 91.3% 56.2% 91.3% Skew 25d 4.9% 1.8% 7.4% 1.8% 3.5% Skew 10d 8.9% -10.6% 21.3% -0.6% 9.4% Call IV 25d 76.6% 54.2% 84.8% 54.2% 80.6% Put IV 25d 81.5% 56.0% 91.7% 56.0% 84.0% Bid-Ask Spread % 51.54 19.56 75.73 66.42 38.53 Gamma HHI 0.16 0.13 0.25 0.17 0.25 Net GEX 222.1K 62.0K 628.6K 212.8K 628.6K Net DEX -6.8M -14.4M -507.2K -8.0M -11.3M Net VEX -142.0K -154.8K -131.0K -143.3K -148.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.07 1.04 0.28 0.30 Total Volume 1,938.955 502 5,577 1,458 3,566 Total OI 62,901.136 58,693 66,339 59,712 64,357
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 2024-08-01 $13.93 $12.50 70.8% 15.8% 44.4% 50.7% 56.2% 1.8% 64.4% 212.8K -8.0M -143.3K 0.28 66.42 N/A N/A 1,139 319 40,443 19,269 2024-08-02 $12.88 $12.50 66.1% 18.0% 52.7% 41.8% 63.0% 4.2% 20.9% 111.2K -2.9M -134.1K 1.03 75.73 N/A N/A 2,753 2,824 41,085 19,529 2024-08-05 $12.63 $12.50 81.0% 23.2% 52.7% 69.9% 79.9% 6.9% -27.7% 87.8K -2.8M -139.7K 0.43 57.29 N/A N/A 1,456 628 41,700 21,658 2024-08-06 $12.61 $12.50 79.6% 22.0% 51.9% 67.3% 75.7% 6.7% -3.7% 84.1K -2.4M -136.9K 0.26 62.81 N/A N/A 439 112 41,999 22,060 2024-08-07 $12.46 $12.50 87.3% 22.0% 52.0% 81.9% 74.9% 6.6% -5.5% 69.0K -1.8M -135.5K 0.25 56.13 N/A N/A 797 201 42,174 22,255 2024-08-08 $12.75 $12.50 82.0% 21.6% 51.0% 71.9% 72.7% 7.1% -6.0% 85.9K -2.8M -138.8K 0.07 66.02 N/A N/A 615 43 42,392 22,317 2024-08-09 $12.25 $12.50 83.1% 21.4% 52.5% 74.0% 74.1% 7.4% -3.6% 62.0K -507.2K -131.0K 0.27 63.52 N/A N/A 801 214 42,799 22,016 2024-08-12 $12.52 $12.50 81.7% 22.0% 52.6% 71.2% 75.6% 5.4% -2.5% 73.2K -2.4M -132.8K 1.04 66.08 N/A N/A 1,082 1,130 42,433 21,575 2024-08-13 $12.95 $12.50 80.3% 21.6% 50.1% 68.6% 71.5% 5.1% -4.2% 90.6K -4.3M -137.7K 0.56 64.96 N/A N/A 1,774 998 42,806 22,610 2024-08-14 $12.75 $12.50 78.1% 21.2% 49.9% 64.4% 73.0% 4.1% -4.0% 83.2K -3.3M -135.2K 0.21 48.51 N/A N/A 696 145 43,497 22,312 2024-08-15 $13.21 $12.50 77.6% 20.9% 52.0% 63.6% 73.7% 6.1% -4.7% 140.7K -6.7M -138.1K 0.19 49.34 N/A N/A 1,342 260 43,750 22,338 2024-08-16 $13.20 $12.50 78.7% 21.6% 52.0% 65.5% 73.1% 2.7% -4.8% 171.3K -6.8M -136.9K 0.26 69.96 N/A N/A 3,398 895 44,020 22,319 2024-08-19 $13.55 $12.50 78.8% 22.2% 53.1% 65.8% 75.4% 5.6% -6.6% 254.5K -7.6M -144.4K 0.32 41.34 N/A N/A 1,282 411 38,047 20,646 2024-08-20 $13.63 $12.50 78.4% 22.3% 52.9% 65.0% 78.0% 3.4% -3.9% 273.3K -8.7M -146.5K 0.44 19.56 N/A N/A 728 320 38,890 20,908 2024-08-21 $13.82 $12.50 78.6% 22.5% 52.8% 65.4% 78.4% 5.0% -6.5% 339.3K -9.9M -148.5K 0.22 42.76 N/A N/A 817 182 39,435 21,078 2024-08-22 $13.41 $12.50 79.3% 23.0% 46.7% 66.8% 82.1% 4.2% -5.5% 243.6K -7.4M -143.6K 0.26 47.99 N/A N/A 397 105 39,317 21,220 2024-08-23 $13.86 $12.50 79.1% 23.3% 48.4% 66.3% 80.3% 4.7% -7.7% 394.6K -9.9M -148.3K 0.13 46.96 N/A N/A 2,116 272 39,533 21,279 2024-08-26 $14.54 $12.50 79.2% 24.6% 51.9% 66.5% 84.1% 3.2% -3.3% 345.7K -14.4M -154.8K 0.16 29.13 N/A N/A 3,031 477 39,490 21,003 2024-08-27 $14.32 $12.50 79.3% 24.3% 51.8% 66.8% 86.0% 4.8% -4.2% 436.5K -13.7M -152.7K 0.29 41.25 N/A N/A 1,233 361 41,166 21,328 2024-08-28 $13.71 $12.50 81.2% 25.7% 53.2% 70.4% 88.2% 4.3% -6.9% 291.7K -9.3M -146.3K 0.66 35.79 N/A N/A 1,167 768 41,612 21,539 2024-08-29 $14.16 $12.50 80.4% 25.4% 51.9% 68.9% 87.7% 5.3% -4.3% 406.4K -12.1M -151.2K 0.71 43.80 N/A N/A 795 568 41,771 21,850 2024-08-30 $14.00 $12.50 81.0% 26.3% 43.0% 69.9% 91.3% 3.5% -5.2% 628.6K -11.3M -148.5K 0.30 38.53 N/A N/A 2,747 819 42,329 22,028
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