ASAN Options History — February 2025

In February 2025, ASAN traded between $19.05 and $24.05. ATM implied volatility averaged 86.6%, placing in the 79.9% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 31.5% (HV 20d: 55.1%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.37.

Notable Days

  • 2025-02-06: Highest Volume — 10,968 contracts
  • 2025-02-10: Largest IV spike — 12.1% change
  • 2025-02-18: Highest IV Rank — 100.0%
  • 2025-02-28: Largest Expected Move — 30.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.62$19.05$24.05$21.21$19.05
Max Pain$19.71$17.50$20.00$19.00$20.00
ATM IV86.6%61.2%97.6%66.2%96.1%
Expected Move26.0%17.8%30.6%18.7%30.6%
HV 20d55.1%46.7%62.5%59.2%55.0%
HV 60d99.0%97.4%100.2%98.0%100.0%
IV Rank79.9%32.6%100.0%41.9%97.1%
IV Percentile89.8%63.1%100.0%66.3%96.8%
Term Structure-1.4%-36.7%27.1%17.3%-11.7%
VWIV91.5%62.1%107.4%65.6%107.4%
Skew 25d-2.5%-25.1%21.0%-3.3%-2.3%
Skew 10d-1.7%-43.2%34.8%-6.4%34.8%
Call IV 25d89.2%63.1%106.6%70.7%101.1%
Put IV 25d86.6%60.6%101.6%67.4%98.8%
Bid-Ask Spread %41.5324.7452.2741.4330.22
Gamma HHI0.140.100.220.130.13
Net GEX1.4M52.3K2.6M1.6M52.3K
Net DEX-44.5M-76.2M-10.8M-46.5M-11.4M
Net VEX-249.0K-273.3K-216.3K-251.2K-216.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.072.910.120.20
Total Volume4,934.8951,75010,9683,3841,773
Total OI87,202.78971,69398,80784,16575,281

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$21.21$19.0066.2%18.7%59.2%41.9%65.6%-3.3%17.3%1.6M-46.5M-251.2K0.1241.43N/AN/A3,02436061,38322,782
2025-02-04$21.86$19.0063.1%18.2%58.4%36.2%64.1%-1.0%25.1%1.9M-55.1M-256.4K0.1549.38N/AN/A5,07777061,31522,992
2025-02-05$22.18$19.0061.2%17.8%55.0%32.6%62.1%-1.8%25.5%2.1M-60.2M-262.3K0.0747.95N/AN/A4,44032262,81923,601
2025-02-06$21.95$17.5066.7%24.2%48.2%42.9%85.5%-2.5%27.1%2.3M-56.7M-259.7K2.9152.27N/AN/A2,8088,16063,81823,764
2025-02-07$21.66$20.0073.0%24.6%46.7%54.8%86.3%0.3%24.0%2.6M-46.0M-268.5K0.1951.55N/AN/A4,10076464,05331,700
2025-02-10$23.43$20.0081.8%25.4%51.7%71.5%89.1%-0.4%-4.1%1.5M-67.2M-273.3K0.1638.55N/AN/A8,5601,32859,36329,957
2025-02-11$22.54$20.0089.1%25.1%53.9%85.2%88.1%-1.8%-5.0%1.5M-54.0M-267.7K0.1950.32N/AN/A3,98776359,50030,467
2025-02-12$22.84$20.0093.8%25.4%53.2%94.1%89.8%21.0%-5.7%1.6M-58.0M-264.2K0.5351.40N/AN/A1,75392860,28530,741
2025-02-13$24.05$20.0093.7%25.4%52.0%94.0%89.5%-1.6%-6.0%1.8M-76.2M-267.0K0.0848.90N/AN/A7,09260260,69931,433
2025-02-14$23.43$20.0087.2%25.8%53.6%81.6%91.9%-2.3%-6.9%2.0M-68.1M-270.0K0.1551.63N/AN/A8,8371,28964,26831,770
2025-02-18$23.59$20.0097.6%27.8%52.4%100.0%97.0%-2.5%-7.7%2.1M-71.7M-262.1K0.1551.37N/AN/A2,60539865,33831,090
2025-02-19$22.24$20.0096.5%27.7%56.1%98.0%99.2%-5.1%-8.5%1.9M-51.0M-254.8K0.1136.93N/AN/A3,75640666,16731,346
2025-02-20$22.02$20.0095.0%28.7%56.3%95.1%101.1%-3.6%-36.7%1.9M-44.9M-250.0K0.1936.55N/AN/A2,71652367,10831,491
2025-02-21$20.75$20.0096.2%29.1%60.6%97.3%103.5%-5.0%-26.0%529.1K-27.1M-233.9K0.4538.03N/AN/A2,5241,13666,96931,838
2025-02-24$19.94$20.0097.1%29.0%61.4%99.0%101.8%-12.1%-7.1%234.2K-14.9M-219.1K0.4930.20N/AN/A4,5202,19543,99327,700
2025-02-25$19.17$20.0097.0%29.8%62.5%98.8%103.8%0.5%-6.8%135.4K-10.8M-216.3K0.3728.18N/AN/A1,95971844,83328,540
2025-02-26$19.48$20.0096.9%30.2%55.6%98.8%105.4%0.5%-6.7%182.1K-13.4M-220.0K0.3224.74N/AN/A1,38443645,47128,259
2025-02-27$19.32$20.0097.1%30.4%55.5%99.1%106.7%-25.1%-7.3%153.4K-13.0M-218.7K0.2029.43N/AN/A1,46328746,10528,614
2025-02-28$19.05$20.0096.1%30.6%55.0%97.1%107.4%-2.3%-11.7%52.3K-11.4M-216.5K0.2030.22N/AN/A1,48229146,65528,626