ASAN Options History — December 2024

In December 2024, ASAN traded between $15.11 and $27.31. ATM implied volatility averaged 60.9%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded below realized volatility by 64.1% (HV 20d: 124.9%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.35.

Notable Days

2024-12-06: Highest Volume — 90,515 contracts
2024-12-06: Largest IV drop — 28.9% change
2024-12-02: Highest IV Rank — 81.4%
2024-12-03: Largest Expected Move — 32.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.60	$15.11	$27.31	$15.14	$20.28
Max Pain	$14.93	$12.50	$17.50	$14.00	$15.00
ATM IV	60.9%	49.8%	87.1%	87.1%	52.4%
Expected Move	18.1%	14.2%	32.1%	30.1%	15.1%
HV 20d	124.9%	42.8%	154.5%	46.5%	154.5%
HV 60d	79.2%	39.3%	93.6%	40.9%	93.6%
IV Rank	31.9%	10.9%	81.4%	81.4%	15.9%
IV Percentile	63.1%	27.4%	97.6%	97.6%	46.4%
Term Structure	-1.0%	-10.8%	7.2%	-10.8%	0.2%
VWIV	65.0%	50.2%	112.0%	104.1%	53.5%
Skew 25d	-2.6%	-30.0%	15.8%	3.1%	0.8%
Skew 10d	-1.6%	-10.6%	26.3%	-1.4%	-3.2%
Call IV 25d	61.8%	38.7%	87.4%	82.1%	53.6%
Put IV 25d	59.2%	36.8%	87.5%	85.2%	54.4%
Bid-Ask Spread %	32.14	12.93	51.42	38.80	42.85
Gamma HHI	0.15	0.12	0.20	0.15	0.13
Net GEX	778.3K	-17.0K	1.4M	529.6K	752.0K
Net DEX	-68.2M	-128.7M	-24.1M	-24.1M	-35.3M
Net VEX	-198.8K	-252.3K	-127.9K	-136.5K	-200.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.06	1.05	0.60	0.49
Total Volume	17,550.905	1,983	90,515	3,764	1,983
Total OI	105,340.905	76,201	121,980	76,201	102,824

Daily Data (21 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
2024-12-02	$15.14	$14.00	87.1%	30.1%	46.5%	81.4%	104.1%	3.1%	-10.8%	529.6K	-24.1M	-136.5K	0.60	38.80	N/A	N/A	2,353	1,411	51,768	24,433
2024-12-03	$15.11	$14.00	83.2%	32.1%	46.2%	74.1%	112.0%	-30.0%	-5.7%	524.0K	-25.0M	-136.9K	0.16	48.83	N/A	N/A	5,626	886	53,066	25,616
2024-12-04	$15.71	$13.00	83.4%	31.0%	46.8%	74.6%	111.6%	3.0%	-4.1%	672.6K	-32.6M	-138.5K	0.24	51.42	N/A	N/A	6,015	1,461	56,314	26,402
2024-12-05	$15.63	$12.50	82.8%	21.6%	42.8%	73.3%	74.8%	0.2%	-5.1%	677.5K	-33.0M	-142.2K	0.47	31.83	N/A	N/A	10,928	5,178	58,468	28,220
2024-12-06	$22.05	$12.50	58.9%	15.1%	127.5%	28.1%	54.3%	-1.7%	7.2%	691.6K	-111.2M	-127.9K	0.31	25.64	N/A	N/A	69,125	21,390	66,333	31,745
2024-12-09	$24.75	$15.00	54.4%	14.7%	131.2%	19.6%	54.0%	-3.5%	-4.9%	823.6K	-104.7M	-161.1K	0.27	35.17	N/A	N/A	39,628	10,889	59,988	36,257
2024-12-10	$23.26	$15.00	54.2%	14.4%	135.0%	19.2%	54.1%	-7.7%	-4.5%	555.8K	-83.6M	-190.6K	0.49	26.49	N/A	N/A	17,333	8,508	67,086	42,818
2024-12-11	$24.33	$15.00	50.6%	15.7%	135.1%	12.4%	55.8%	15.8%	4.6%	1.1M	-100.0M	-204.7K	0.17	33.39	N/A	N/A	18,025	3,012	71,107	43,510
2024-12-12	$24.05	$15.00	51.0%	14.8%	135.7%	13.2%	52.4%	-2.4%	0.8%	1.1M	-95.9M	-210.2K	0.37	34.27	N/A	N/A	6,131	2,286	74,975	44,323
2024-12-13	$24.05	$15.00	49.8%	14.2%	133.9%	10.9%	50.2%	-3.3%	-1.1%	1.3M	-95.6M	-211.9K	0.32	24.16	N/A	N/A	5,779	1,835	76,657	45,150
2024-12-16	$27.31	$15.00	60.1%	17.3%	137.0%	30.5%	62.5%	-5.5%	-2.8%	1.4M	-128.7M	-228.5K	0.21	23.42	N/A	N/A	23,748	5,000	69,820	37,680
2024-12-17	$26.55	$17.50	58.2%	16.7%	138.3%	26.8%	62.2%	-5.8%	4.3%	1.3M	-120.7M	-252.3K	0.34	35.01	N/A	N/A	9,603	3,294	74,385	41,030
2024-12-18	$23.39	$17.50	61.0%	17.5%	148.9%	32.2%	65.4%	-5.4%	-1.2%	484.6K	-77.3M	-245.6K	0.47	23.09	N/A	N/A	12,399	5,806	78,277	42,449
2024-12-19	$21.99	$17.50	61.4%	17.7%	152.0%	32.9%	62.7%	-3.5%	-1.0%	349.1K	-62.0M	-230.9K	1.05	12.93	N/A	N/A	10,366	10,878	80,368	41,612
2024-12-20	$21.77	$15.00	56.1%	16.1%	151.6%	22.9%	59.6%	-1.6%	-0.6%	-17.0K	-60.6M	-226.7K	0.49	19.50	N/A	N/A	7,762	3,815	80,865	40,616
2024-12-23	$21.41	$15.00	53.4%	15.2%	151.4%	17.8%	53.7%	-0.6%	2.2%	535.8K	-41.1M	-217.6K	0.22	33.03	N/A	N/A	5,122	1,102	68,371	35,003
2024-12-24	$21.89	$15.00	51.7%	14.6%	151.3%	14.6%	52.7%	-2.9%	3.3%	705.2K	-48.2M	-222.7K	0.20	35.08	N/A	N/A	6,823	1,375	70,291	34,954
2024-12-26	$22.81	$15.00	57.8%	15.9%	150.6%	26.1%	56.0%	-1.7%	-3.9%	1.1M	-64.5M	-240.8K	0.06	40.83	N/A	N/A	8,172	462	74,226	35,788
2024-12-27	$21.44	$15.00	56.0%	15.7%	153.1%	22.8%	56.6%	-1.6%	4.5%	895.7K	-48.7M	-234.1K	0.23	30.91	N/A	N/A	5,901	1,382	79,388	36,036
2024-12-30	$20.67	$15.00	54.8%	15.2%	154.2%	20.4%	56.2%	-0.5%	-2.3%	844.7K	-39.5M	-214.2K	0.21	28.41	N/A	N/A	4,790	987	71,633	32,307
2024-12-31	$20.28	$15.00	52.4%	15.1%	154.5%	15.9%	53.5%	0.8%	0.2%	752.0K	-35.3M	-200.5K	0.49	42.85	N/A	N/A	1,334	649	70,789	32,035