Arrange the rack to the lowest position in the oven. Place a baking sheet into the oven to pre-heat. Heat oven to 500F.
Trim the tough ends of the asparagus. If the asparagus is thicker than 3/4", run a vegetable peeler down the thickest half of the stalk to expose the tender, lighter colored stalk.
With oven gloves, carefully remove the hot baking sheet and add in the asparagus. Drizzle on olive oil and shake the pan to distribute the oil evenly. Return to oven and roast 10 minutes. Season with salt and pepper.