ASAN Options History — January 2025

In January 2025, ASAN traded between $18.52 and $21.79. ATM implied volatility averaged 56.4%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 28.7% (HV 20d: 85.1%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.28.

Notable Days

  • 2025-01-27: Highest Volume — 25,622 contracts
  • 2025-01-27: Largest IV spike — 24.1% change
  • 2025-01-28: Highest IV Rank — 39.7%
  • 2025-01-28: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.20$18.52$21.79$19.73$21.26
Max Pain$17.75$15.00$20.00$15.00$17.50
ATM IV56.4%49.8%65.0%53.7%64.9%
Expected Move16.0%13.9%18.4%15.5%18.2%
HV 20d85.1%60.1%155.8%155.1%60.2%
HV 60d96.8%93.8%98.6%93.8%98.1%
IV Rank23.4%11.0%39.7%18.4%39.5%
IV Percentile53.5%26.6%65.9%54.4%65.5%
Term Structure1.4%-4.2%5.6%0.9%5.1%
VWIV56.5%50.3%66.3%55.1%65.5%
Skew 25d-0.0%-2.6%16.9%-0.2%-2.0%
Skew 10d1.7%-17.3%23.0%-2.8%-1.8%
Call IV 25d56.8%31.8%65.6%54.9%65.6%
Put IV 25d56.8%48.7%63.6%54.7%63.6%
Bid-Ask Spread %49.3831.3568.3040.9753.69
Gamma HHI0.170.120.310.120.14
Net GEX1.1M652.1K2.0M652.1K2.0M
Net DEX-37.2M-57.7M-23.1M-30.9M-50.8M
Net VEX-220.6K-263.0K-194.3K-194.3K-262.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.030.930.830.20
Total Volume8,380.71,84325,6225,40112,007
Total OI95,042.2568,630111,303103,05690,894

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$19.73$15.0053.7%15.5%155.1%18.4%55.1%-0.2%0.9%652.1K-30.9M-194.3K0.8340.97N/AN/A2,9572,44471,44231,614
2025-01-03$20.56$15.0052.0%14.7%155.2%15.1%51.5%16.9%-0.3%776.9K-40.7M-213.7K0.2735.51N/AN/A3,07582773,07932,456
2025-01-06$21.77$20.0056.3%15.9%155.8%23.3%56.1%-0.0%0.5%1.2M-56.4M-229.9K0.1943.70N/AN/A6,0411,16572,04731,378
2025-01-07$20.26$20.0057.8%16.1%99.6%26.2%56.5%0.1%-0.4%946.8K-39.1M-215.2K0.2331.35N/AN/A2,97768473,22032,015
2025-01-08$19.61$20.0057.1%16.3%89.3%24.8%57.0%-1.3%3.4%780.2K-32.7M-207.3K0.1249.98N/AN/A8,8221,03273,64432,300
2025-01-10$19.07$20.0056.1%16.0%87.6%22.9%56.5%-0.1%1.5%852.1K-30.9M-208.8K0.2852.37N/AN/A4,3211,20278,61332,690
2025-01-13$18.77$17.5058.5%15.9%85.2%27.4%55.4%0.4%-4.2%809.7K-28.3M-201.3K0.2254.94N/AN/A1,82740676,39232,465
2025-01-14$18.52$17.5056.6%15.6%85.2%23.9%54.6%-0.1%-2.3%779.6K-26.2M-195.6K0.2457.10N/AN/A3,45682876,55532,340
2025-01-15$19.70$17.5055.5%15.5%89.1%21.8%54.2%-0.4%-2.1%950.5K-38.3M-211.2K0.1451.49N/AN/A7,0341,00077,11232,593
2025-01-16$19.96$17.5052.4%15.2%73.7%15.9%53.2%-0.8%0.8%1.1M-38.4M-212.5K0.9350.19N/AN/A2,8992,70576,50532,995
2025-01-17$19.53$17.5049.9%14.4%73.6%11.2%51.1%-0.2%0.2%752.9K-32.6M-207.8K0.4368.30N/AN/A2,25996777,92032,717
2025-01-21$20.38$17.5052.8%14.9%63.5%16.7%53.3%-1.4%2.3%982.8K-32.9M-214.9K0.1357.68N/AN/A10,7551,39554,93820,017
2025-01-22$20.28$17.5051.4%14.7%60.1%14.0%52.5%-2.3%2.4%944.7K-29.2M-214.7K0.5547.77N/AN/A2,6021,43755,14621,235
2025-01-23$20.24$17.5050.8%14.5%60.1%13.0%50.8%-0.3%2.3%941.4K-28.7M-219.1K0.2449.74N/AN/A1,49035355,65722,431
2025-01-24$19.65$17.5049.8%13.9%60.6%11.0%50.3%-1.7%5.6%743.2K-23.1M-213.0K0.0648.86N/AN/A7,90947256,85922,539
2025-01-27$20.09$17.5061.8%17.8%60.6%33.7%63.7%-1.1%4.7%748.6K-27.7M-220.9K0.0347.11N/AN/A24,79183146,69521,935
2025-01-28$21.69$17.5065.0%18.4%65.3%39.7%66.3%-2.2%1.0%1.5M-52.3M-250.9K0.0648.32N/AN/A19,8221,13656,63422,072
2025-01-29$21.79$17.5060.9%17.5%61.4%31.9%62.7%-0.8%1.7%1.9M-57.7M-263.0K0.3649.15N/AN/A4,2791,55962,81822,717
2025-01-30$21.21$17.5063.9%18.2%60.7%37.7%64.3%-2.6%4.0%1.8M-47.8M-254.5K0.0449.30N/AN/A17,19665262,65623,510
2025-01-31$21.26$17.5064.9%18.2%60.2%39.5%65.5%-2.0%5.1%2.0M-50.8M-262.7K0.2053.69N/AN/A9,9672,04067,24123,653