ASAN Options History — October 2024 In October 2024, ASAN traded between $11.18 and $12.29. ATM implied volatility averaged 53.4%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 18.3% (HV 20d: 35.1%). Max pain ranged from $11.00 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2024-10-11 : Highest Volume — 2,095 contracts2024-10-07 : Largest IV spike — 8.4% change2024-10-31 : Highest IV Rank — 23.6%2024-10-31 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $11.86 $11.18 $12.29 $11.21 $12.02 Max Pain $12.39 $11.00 $12.50 $11.50 $12.50 ATM IV 53.4% 50.7% 56.5% 51.5% 56.5% Expected Move 15.4% 14.2% 16.9% 14.3% 16.9% HV 20d 35.1% 26.4% 50.2% 50.2% 27.0% HV 60d 47.2% 42.6% 49.8% 49.6% 43.0% IV Rank 17.8% 12.7% 23.6% 14.1% 23.6% IV Percentile 54.7% 39.7% 64.3% 45.2% 64.3% Term Structure 2.2% -2.7% 13.7% 2.0% 11.3% VWIV 53.4% 48.5% 58.0% 49.7% 58.0% Skew 25d 3.7% 0.8% 7.1% 2.7% 2.6% Skew 10d 7.5% -6.3% 22.9% 2.0% -2.5% Call IV 25d 52.1% 47.3% 55.1% 49.2% 54.3% Put IV 25d 55.8% 51.9% 59.0% 51.9% 57.0% Bid-Ask Spread % 26.93 3.51 55.36 55.36 18.00 Gamma HHI 0.16 0.14 0.18 0.16 0.14 Net GEX 176.5K 45.1K 351.4K 45.1K 194.1K Net DEX -1.9M -4.5M 2.6M 2.6M -2.3M Net VEX -111.7K -117.8K -103.5K -103.5K -107.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.08 2.65 0.39 0.62 Total Volume 1,224.652 290 2,095 2,079 1,181 Total OI 67,399.957 63,994 69,528 63,994 67,780
Daily Data (23 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 2024-10-01 $11.21 $11.50 51.5% 14.3% 50.2% 14.1% 49.7% 2.7% 2.0% 45.1K 2.6M -103.5K 0.39 55.36 N/A N/A 1,492 587 41,863 22,131 2024-10-02 $11.41 $11.00 50.7% 14.2% 45.6% 12.7% 48.5% 3.2% 1.2% 83.2K 885.0K -108.5K 0.13 18.69 N/A N/A 1,660 217 42,834 22,382 2024-10-03 $11.18 $12.50 53.8% 16.0% 45.3% 18.7% 52.3% 2.5% 1.9% 53.0K 1.6M -107.8K 0.25 29.34 N/A N/A 730 181 44,279 22,433 2024-10-04 $11.48 $12.50 51.0% 14.5% 43.0% 13.2% 52.3% 4.8% 5.0% 56.4K -233.7K -111.3K 0.84 17.94 N/A N/A 864 722 44,685 22,517 2024-10-07 $11.32 $12.50 55.3% 15.5% 40.0% 21.4% 54.8% 6.2% -2.7% 109.5K 179.1K -109.1K 1.76 19.06 N/A N/A 707 1,241 44,039 22,068 2024-10-08 $11.73 $12.50 53.6% 15.4% 41.5% 18.2% 53.4% 3.6% -0.8% 164.0K -2.1M -116.7K 0.27 21.40 N/A N/A 1,412 386 44,578 23,237 2024-10-09 $11.64 $12.50 52.9% 15.0% 39.0% 16.9% 52.1% 2.3% -0.8% 163.1K -1.6M -113.2K 0.47 20.71 N/A N/A 410 192 45,066 23,538 2024-10-10 $11.77 $12.50 52.9% 15.1% 39.1% 16.9% 53.8% 5.3% -0.4% 193.5K -2.4M -114.4K 0.26 20.32 N/A N/A 676 178 45,254 23,571 2024-10-11 $11.91 $12.50 52.6% 14.9% 38.4% 16.3% 53.1% 0.8% -0.7% 276.9K -3.3M -113.8K 0.90 42.45 N/A N/A 1,100 995 45,396 23,594 2024-10-14 $12.16 $12.50 52.5% 14.8% 39.1% 16.2% 51.7% 4.6% 1.3% 285.2K -4.1M -117.8K 0.80 12.78 N/A N/A 1,011 813 44,609 23,391 2024-10-15 $12.20 $12.50 55.1% 15.8% 39.1% 20.9% 55.0% 7.1% -1.3% 322.7K -4.4M -116.9K 0.68 5.67 N/A N/A 425 287 45,095 23,465 2024-10-16 $12.20 $12.50 53.4% 15.3% 38.4% 17.9% 52.7% 6.8% -0.0% 342.1K -4.0M -115.8K 0.21 30.81 N/A N/A 506 107 45,290 23,638 2024-10-17 $12.09 $12.50 53.7% 15.3% 32.1% 18.4% 51.9% 3.6% 3.8% 351.4K -3.6M -117.1K 0.76 51.73 N/A N/A 330 252 45,285 24,158 2024-10-18 $12.27 $12.50 52.7% 15.1% 26.8% 16.5% 52.6% 2.8% -0.0% 192.1K -4.5M -116.4K 0.65 3.51 N/A N/A 603 392 45,312 24,216 2024-10-21 $12.14 $12.50 52.3% 15.8% 26.7% 15.8% 54.9% 2.9% 2.0% 180.6K -2.8M -112.7K 0.74 41.78 N/A N/A 515 379 42,729 23,234 2024-10-22 $12.23 $12.50 53.8% 15.7% 26.7% 18.5% 53.5% 4.0% -1.8% 186.9K -2.8M -112.6K 1.17 50.19 N/A N/A 317 370 43,044 23,502 2024-10-23 $11.82 $12.50 54.9% 16.2% 28.8% 20.6% 54.1% 3.6% -1.1% 120.4K -769.7K -108.5K 2.65 31.60 N/A N/A 365 968 43,292 23,483 2024-10-24 $11.91 $12.50 53.6% 15.6% 28.9% 18.2% 54.1% 3.4% -0.1% 135.7K -1.3M -110.5K 0.32 43.51 N/A N/A 219 71 43,524 23,770 2024-10-25 $11.84 $12.50 52.9% 15.6% 29.0% 16.9% 53.0% 4.6% -0.7% 84.3K -535.5K -108.1K 1.26 24.42 N/A N/A 661 834 43,632 23,767 2024-10-28 $11.96 $12.50 55.0% 15.5% 28.3% 20.8% 54.1% 2.9% 8.1% 110.0K -1.6M -109.1K 0.08 15.98 N/A N/A 1,832 153 42,785 23,207 2024-10-29 $12.02 $12.50 53.0% 15.9% 26.4% 17.0% 56.6% 3.3% 10.9% 166.4K -2.1M -108.2K 0.40 18.34 N/A N/A 385 155 43,817 23,274 2024-10-30 $12.29 $12.50 54.0% 16.1% 26.8% 19.0% 55.6% 2.0% 13.7% 241.9K -3.9M -109.7K 0.20 25.69 N/A N/A 1,075 211 44,094 23,341 2024-10-31 $12.02 $12.50 56.5% 16.9% 27.0% 23.6% 58.0% 2.6% 11.3% 194.1K -2.3M -107.7K 0.62 18.00 N/A N/A 728 453 44,419 23,361
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