Spread asparagus onto a large rimmed baking sheet. Toss with two tablespoons (30 milliliters) of olive oil and season with salt and pepper. Roast until asparagus is tender, about 12 to 15 minutes, tossing halfway.
Heat the remaining olive oil in a small non-stick skillet over medium-high heat. Dry capers with a paper towel and add to oil, frying just until crisp, about two to three minutes.
Transfer asparagus to a serving dish. Top with crispy capers, pistachios, parsley and lemon juice.