Preheat the oven to 400 degrees. Oil a baking sheet or a baking dish large enough to hold the asparagus in one layer. Place the asparagus in the dish, and toss with the olive oil, salt and pepper. Place in the oven and roast for 10 to 15 minutes, until the stalks begin to shrivel and color lightly.
Remove from the heat, toss with the thyme and season with lemon juice if desired.
