ASAN Options History — March 2025

In March 2025, ASAN traded between $12.76 and $19.02. ATM implied volatility averaged 70.2%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded below realized volatility by 26.9% (HV 20d: 97.1%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2025-03-10: Highest Volume — 25,676 contracts
  • 2025-03-11: Largest IV drop — 40.8% change
  • 2025-03-04: Highest IV Rank — 100.0%
  • 2025-03-10: Largest Expected Move — 47.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.37$12.76$19.02$18.55$14.57
Max Pain$17.33$15.00$20.00$20.00$15.00
ATM IV70.2%50.7%113.7%97.6%55.4%
Expected Move22.8%14.5%47.1%33.3%15.3%
HV 20d97.1%54.8%114.7%55.5%114.2%
HV 60d85.6%70.1%101.1%100.2%80.3%
IV Rank42.5%9.7%100.0%100.0%16.4%
IV Percentile65.2%31.3%100.0%99.6%51.6%
Term Structure-1.5%-17.2%25.6%-17.2%0.8%
VWIV79.4%50.4%160.2%118.8%53.5%
Skew 25d11.7%-7.8%46.9%-7.8%26.5%
Skew 10d14.1%-25.7%43.3%14.3%18.6%
Call IV 25d59.7%31.7%102.9%102.9%31.7%
Put IV 25d71.4%47.2%102.5%95.1%58.2%
Bid-Ask Spread %45.4720.5062.6930.9246.65
Gamma HHI0.120.080.170.150.11
Net GEX138.5K-274.8K409.1K129.7K156.9K
Net DEX-2.2M-11.5M23.7M-8.8M-3.8M
Net VEX-160.0K-208.9K-119.4K-204.1K-160.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.142.810.580.79
Total Volume5,061.95287125,6762,0021,490
Total OI74,027.1963,98790,80171,75768,883

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$18.55$20.0097.6%33.3%55.5%100.0%118.8%-7.8%-17.2%129.7K-8.8M-204.1K0.5830.92N/AN/A1,27173144,12027,637
2025-03-04$18.91$20.0098.4%33.9%56.2%100.0%118.8%45.8%-5.2%165.1K-11.1M-208.4K0.3433.16N/AN/A2,84497344,66827,965
2025-03-05$19.02$20.00100.0%34.9%54.8%100.0%121.1%46.9%-9.9%183.5K-11.5M-208.9K0.1423.82N/AN/A2,11029745,25128,410
2025-03-06$17.71$20.0098.9%36.8%58.7%98.1%128.6%5.0%-5.8%83.8K-4.9M-194.7K0.5933.60N/AN/A1,20871846,08228,479
2025-03-07$18.31$20.0098.8%37.2%60.8%97.9%131.2%13.5%-7.6%109.5K-8.1M-201.1K1.0629.20N/AN/A2,7692,93746,21728,525
2025-03-10$16.69$20.00113.7%47.1%67.6%100.0%160.2%17.3%-10.9%63.9K-1.4M-179.0K1.1820.50N/AN/A11,77613,90042,57528,442
2025-03-11$12.76$20.0067.3%26.4%106.4%33.5%92.9%33.6%25.6%-274.8K23.7M-119.7K1.4726.33N/AN/A9,85514,48052,01038,791
2025-03-12$13.35$20.0070.7%22.0%109.6%38.4%71.7%4.4%-3.7%-160.7K16.1M-121.3K1.0350.03N/AN/A2,6862,76054,26335,588
2025-03-13$12.84$19.5068.5%20.5%108.7%35.2%72.5%5.4%-1.9%-87.6K13.0M-119.4K0.7252.58N/AN/A2,2241,60455,58432,246
2025-03-14$13.84$19.5061.2%17.5%111.3%24.7%62.7%4.5%-1.1%98.3K1.2M-131.8K0.4056.14N/AN/A3,4421,36057,06826,983
2025-03-17$14.14$15.0057.8%16.2%112.7%19.8%53.7%5.3%1.1%125.9K-579.1K-134.2K0.9852.80N/AN/A1,5521,51746,35321,793
2025-03-18$14.16$15.0058.7%16.2%112.5%21.1%57.5%3.4%0.3%149.2K-1.7M-138.2K0.8047.05N/AN/A2,1151,69347,38922,073
2025-03-19$14.39$15.0056.3%15.6%112.7%17.7%55.0%2.8%2.2%184.6K-2.3M-146.8K0.5057.62N/AN/A1,02550948,68123,588
2025-03-20$14.04$15.0054.8%15.0%112.6%15.6%55.8%4.6%-0.1%180.8K-628.6K-142.0K0.7761.46N/AN/A85766149,39123,909
2025-03-21$14.52$15.0053.9%15.3%113.4%14.3%52.7%1.2%2.0%265.4K-4.4M-148.8K0.2258.88N/AN/A2,64159049,87822,912
2025-03-24$14.93$15.0051.9%14.8%114.2%11.3%51.4%4.6%0.1%219.8K-7.0M-153.3K0.1641.74N/AN/A3,96361842,50221,485
2025-03-25$15.36$15.0051.3%14.6%114.7%10.6%51.4%15.0%1.3%377.3K-10.2M-163.7K0.3458.29N/AN/A1,51152045,29121,936
2025-03-26$15.18$15.0053.2%15.1%114.3%13.3%52.6%5.1%-0.6%409.1K-9.5M-164.0K0.2862.69N/AN/A94726846,25922,326
2025-03-27$14.84$15.0050.7%14.5%114.3%9.7%50.4%3.0%-0.2%326.8K-7.3M-160.4K1.2155.48N/AN/A39547646,83222,577
2025-03-28$14.73$15.0055.2%15.5%114.4%16.1%55.0%5.4%-0.5%202.6K-6.9M-159.0K2.8156.03N/AN/A7892,21946,92422,685
2025-03-31$14.57$15.0055.4%15.3%114.2%16.4%53.5%26.5%0.8%156.9K-3.8M-160.4K0.7946.65N/AN/A83365744,51124,372