ASAN Options History — November 2024

In November 2024, ASAN traded between $12.61 and $15.80. ATM implied volatility averaged 74.9%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 34.1% (HV 20d: 40.9%). Max pain ranged from $12.50 to $14.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.43.

Notable Days

  • 2024-11-22: Highest Volume — 9,257 contracts
  • 2024-11-04: Largest IV spike — 26.7% change
  • 2024-11-22: Highest IV Rank — 74.7%
  • 2024-11-29: Largest Expected Move — 26.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.26$12.61$15.80$12.73$15.24
Max Pain$12.75$12.50$14.00$12.50$14.00
ATM IV74.9%56.9%83.5%56.9%82.0%
Expected Move21.5%16.7%26.6%16.7%26.6%
HV 20d40.9%31.3%50.6%32.2%49.2%
HV 60d44.6%42.6%46.0%44.4%42.6%
IV Rank58.5%24.5%74.7%24.5%71.8%
IV Percentile78.8%64.7%96.8%64.7%94.8%
Term Structure-4.8%-22.9%14.5%14.5%-5.1%
VWIV74.1%50.0%94.0%57.5%94.0%
Skew 25d1.4%-4.9%6.8%2.5%2.7%
Skew 10d8.3%-29.0%39.6%22.5%3.1%
Call IV 25d74.0%44.0%89.0%52.7%82.9%
Put IV 25d75.5%39.2%86.4%55.3%85.6%
Bid-Ask Spread %44.8824.9561.7024.9537.73
Gamma HHI0.240.110.640.190.16
Net GEX453.2K139.5K1.1M265.7K660.0K
Net DEX-14.9M-26.3M-5.5M-7.7M-24.9M
Net VEX-121.7K-141.9K-112.9K-114.0K-139.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.061.470.080.44
Total Volume3,161.856789,2572,7272,188
Total OI68,626.660,09577,03668,43577,036

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$12.73$12.5056.9%16.7%32.2%24.5%57.5%2.5%14.5%265.7K-7.7M-114.0K0.0824.95N/AN/A2,53119644,83923,596
2024-11-04$12.61$12.5072.1%20.6%31.9%53.2%70.8%4.0%-2.1%258.5K-5.5M-112.9K0.6147.70N/AN/A42025844,30023,031
2024-11-05$13.00$12.5074.9%20.6%31.3%58.4%71.4%3.5%-3.5%321.5K-8.1M-113.7K0.8843.79N/AN/A75666444,61523,250
2024-11-06$13.82$12.5072.4%18.9%36.6%53.6%68.1%2.8%-3.8%500.7K-13.6M-117.4K0.1254.84N/AN/A3,43942545,06523,751
2024-11-07$14.02$12.5073.0%18.6%36.7%54.9%66.3%6.8%-6.4%541.2K-15.4M-118.7K1.3961.70N/AN/A1,0211,42446,00723,883
2024-11-08$13.96$12.5073.4%18.8%37.0%55.7%50.0%5.4%-3.3%428.0K-13.4M-115.8K1.4742.62N/AN/A61991244,69824,717
2024-11-11$14.20$12.5071.2%19.3%36.8%51.4%68.2%-4.9%-4.0%587.6K-13.2M-115.2K0.4149.74N/AN/A1,39956843,53424,778
2024-11-12$14.30$12.5074.0%19.8%36.8%56.7%61.5%2.9%-4.9%659.7K-13.7M-115.7K0.2747.89N/AN/A79621744,05124,977
2024-11-13$14.82$12.5073.3%19.9%37.9%55.4%69.3%1.4%-3.9%1.1M-18.9M-117.6K0.5446.96N/AN/A4,3052,32544,52125,204
2024-11-14$14.23$12.5073.3%20.3%41.5%55.4%70.7%1.5%-2.8%480.9K-12.5M-117.0K0.8432.62N/AN/A1,00183846,26125,672
2024-11-15$13.88$12.5074.1%20.4%43.0%56.9%70.1%1.8%-4.7%165.7K-9.8M-114.5K0.1344.01N/AN/A1,60720946,51425,648
2024-11-18$13.88$12.5072.7%20.5%42.6%54.2%71.5%0.4%-4.0%139.5K-8.6M-113.6K0.3247.47N/AN/A1,16637636,41923,676
2024-11-19$13.79$12.5073.5%20.9%42.9%55.7%71.7%1.1%-4.8%151.0K-8.6M-114.8K0.1755.02N/AN/A1,31621937,34423,915
2024-11-20$13.84$12.5076.2%21.8%40.2%60.9%75.9%1.2%-7.8%194.5K-9.7M-116.8K0.4246.01N/AN/A98941338,33923,958
2024-11-21$14.77$12.5080.9%23.6%45.0%69.8%82.7%-0.7%-8.8%294.3K-15.5M-122.5K0.0638.76N/AN/A7,74443439,02124,312
2024-11-22$15.68$12.5083.5%24.5%47.8%74.7%86.1%-2.6%-6.3%452.7K-24.5M-133.1K0.1047.93N/AN/A8,38287543,87724,587
2024-11-25$15.80$13.0076.3%25.9%47.8%61.0%91.5%-2.6%-5.8%552.8K-26.3M-138.3K0.0847.58N/AN/A6,19447345,66323,242
2024-11-26$15.36$14.0081.9%26.4%50.0%71.6%92.5%-1.8%-5.4%627.1K-24.6M-141.9K0.1250.67N/AN/A2,89634949,30624,009
2024-11-27$15.18$14.0083.2%26.3%50.6%74.1%91.7%3.4%-22.9%648.6K-23.6M-141.0K0.1329.67N/AN/A2,90738650,64024,276
2024-11-29$15.24$14.0082.0%26.6%49.2%71.8%94.0%2.7%-5.1%660.0K-24.9M-139.5K0.4437.73N/AN/A1,52066852,36724,669