ASHR Options History — June 2020

In June 2020, ASHR traded between $27.85 and $29.68. ATM implied volatility averaged 23.0%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 2.9% (HV 20d: 20.1%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.81.

Notable Days

  • 2020-06-30: Highest Volume — 16,030 contracts
  • 2020-06-11: Largest IV spike — 23.8% change
  • 2020-06-11: Highest IV Rank — 21.7%
  • 2020-06-11: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.74$27.85$29.68$27.85$29.68
Max Pain$28.86$28.00$29.00$28.00$29.00
ATM IV23.0%21.3%26.4%22.9%22.8%
Expected Move6.5%6.1%7.3%6.7%6.2%
HV 20d20.1%15.3%23.2%22.7%15.3%
HV 60d28.7%20.6%41.4%41.4%20.6%
IV Rank14.8%11.6%21.7%14.6%14.5%
IV Percentile48.1%32.5%77.4%44.8%48.0%
Term Structure0.1%-2.5%1.6%-0.8%0.3%
VWIV23.5%21.4%26.3%23.0%22.9%
Skew 25d5.1%2.3%9.4%4.5%4.5%
Skew 10d11.6%-1.3%23.3%9.8%8.7%
Call IV 25d21.6%20.1%24.7%21.5%21.1%
Put IV 25d26.7%24.5%31.9%26.0%25.6%
Bid-Ask Spread %15.216.8557.7057.7018.44
Gamma HHI0.210.150.430.190.18
Net GEX752.7K-3.9M8.9M-3.9M5.6M
Net DEX-16.2M-91.5M47.0M47.0M-91.5M
Net VEX-664.6K-742.4K-562.3K-736.2K-562.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.023.191.590.02
Total Volume5,686.59158916,0303,31616,030
Total OI225,846.5203,050235,343229,130215,441

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$27.85$28.0022.9%6.7%22.7%14.6%23.0%4.5%-0.8%-3.9M47.0M-736.2K1.5957.70N/AN/A1,2802,036106,040123,090
2020-06-02$28.24$28.0023.1%6.8%23.0%15.0%23.6%5.3%0.0%-2.4M20.0M-738.8K2.7513.69N/AN/A1,1093,049106,516123,852
2020-06-03$28.41$28.0021.3%6.3%22.7%11.6%21.9%4.9%0.1%-2.1M6.7M-733.6K0.1911.14N/AN/A2,842533106,858125,243
2020-06-04$28.06$29.0022.7%6.7%21.1%14.2%26.3%5.3%-0.0%-2.0M30.5M-742.4K1.4312.69N/AN/A3,9585,678108,038125,555
2020-06-05$28.53$29.0021.9%6.2%21.4%12.8%22.8%5.0%0.5%-788.6K-4.0M-739.2K0.747.75N/AN/A1,9671,452108,634126,416
2020-06-08$28.62$29.0022.9%6.4%21.0%14.6%23.9%4.8%-0.3%-1.1M-6.3M-705.4K0.349.51N/AN/A4,6411,576107,554122,178
2020-06-09$28.56$29.0022.5%6.4%20.9%13.9%24.5%4.7%-0.1%-878.1K-3.2M-712.4K1.237.97N/AN/A264325106,955122,720
2020-06-10$28.76$29.0021.4%6.3%20.9%11.6%22.8%4.7%0.8%-755.2K-17.5M-666.8K3.197.64N/AN/A5811,855106,947122,769
2020-06-11$28.04$29.0026.4%7.3%23.0%21.7%25.2%7.6%-1.5%-2.5M35.3M-701.3K0.2922.00N/AN/A5,2011,497107,013122,739
2020-06-12$28.34$29.0025.8%7.2%23.2%20.4%23.6%9.4%-2.5%-1.5M13.7M-701.6K1.569.06N/AN/A1,2451,937111,585123,533
2020-06-15$28.28$29.0024.6%7.1%22.4%18.0%24.0%6.6%-1.0%-1.1M17.2M-674.1K1.5114.79N/AN/A8141,226111,634121,310
2020-06-16$28.28$29.0025.5%7.2%20.6%19.8%25.3%5.8%1.3%-852.1K15.1M-699.0K0.5830.26N/AN/A1,311767111,772122,316
2020-06-17$28.57$29.0022.6%6.5%20.5%14.1%23.5%5.9%1.4%623.8K-6.3M-652.6K0.087.71N/AN/A5,702476112,627122,716
2020-06-18$28.80$29.0022.4%6.4%20.6%13.7%21.4%5.1%1.6%2.2M-23.8M-642.5K0.347.55N/AN/A1,608549111,407122,931
2020-06-19$28.95$29.0021.4%6.2%19.1%11.8%22.2%4.1%0.9%8.9M-31.9M-632.1K0.326.85N/AN/A5,8311,866110,433123,366
2020-06-22$29.37$29.0021.6%6.1%18.0%12.1%23.3%5.8%-0.3%2.8M-59.7M-568.5K0.099.39N/AN/A13,0931,216105,478106,472
2020-06-23$29.56$29.0021.5%6.1%18.0%11.8%22.3%2.5%0.6%2.9M-68.3M-576.3K0.447.28N/AN/A9,6574,29195,867107,183
2020-06-24$29.37$29.0022.9%6.4%17.8%14.7%22.2%2.3%0.0%2.7M-52.5M-597.2K0.1510.07N/AN/A6,7741,05099,545107,651
2020-06-25$29.30$29.0023.1%6.5%17.8%15.0%23.4%5.4%-0.4%2.9M-54.4M-611.8K0.099.17N/AN/A4,310401105,421108,189
2020-06-26$29.31$29.0023.4%6.6%17.3%15.6%24.0%4.1%0.5%3.2M-54.5M-643.8K0.4229.46N/AN/A2,5981,093109,659108,330
2020-06-29$29.39$29.0022.8%6.4%15.6%14.4%25.9%4.7%0.2%4.6M-68.8M-582.8K0.3824.45N/AN/A1,028388109,775104,865
2020-06-30$29.68$29.0022.8%6.2%15.3%14.5%22.9%4.5%0.3%5.6M-91.5M-562.3K0.0218.44N/AN/A15,702328110,275105,166