ASHR Options History — August 2020

In August 2020, ASHR traded between $33.83 and $35.74. ATM implied volatility averaged 27.8%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 1.9% (HV 20d: 25.9%). Max pain ranged from $31.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2020-08-24: Highest Volume — 20,735 contracts
  • 2020-08-17: Largest IV spike — 5.1% change
  • 2020-08-03: Highest IV Rank — 29.9%
  • 2020-08-03: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.63$33.83$35.74$34.62$35.40
Max Pain$31.79$31.00$35.00$32.50$35.00
ATM IV27.8%26.0%30.6%30.6%28.6%
Expected Move8.0%7.5%8.8%8.8%8.4%
HV 20d25.9%20.4%31.6%31.6%21.1%
HV 60d32.0%31.7%32.4%32.1%32.0%
IV Rank24.3%20.8%29.9%29.9%25.9%
IV Percentile74.0%67.1%82.1%82.1%76.6%
Term Structure-0.3%-4.4%0.9%-0.9%-0.4%
VWIV28.6%26.2%31.2%30.9%29.8%
Skew 25d0.9%0.1%2.1%0.2%1.1%
Skew 10d2.5%0.8%4.5%1.6%1.7%
Call IV 25d28.4%26.4%31.6%31.6%28.9%
Put IV 25d29.3%27.6%31.8%31.8%30.0%
Bid-Ask Spread %16.767.5151.2412.4811.04
Gamma HHI0.130.110.170.110.14
Net GEX12.8M5.6M17.2M13.3M13.1M
Net DEX-212.5M-282.5M-147.4M-242.5M-199.3M
Net VEX-981.3K-1.2M-863.8K-1.2M-893.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.041.860.230.19
Total Volume9,022.9522,19020,7358,9645,051
Total OI297,807.286205,952343,165327,485226,207

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$34.62$32.5030.6%8.8%31.6%29.9%30.9%0.2%-0.9%13.3M-242.5M-1.2M0.2312.48N/AN/A7,2821,682218,143109,342
2020-08-04$34.68$33.0029.8%8.5%30.7%28.2%30.4%0.6%-0.7%14.1M-246.4M-1.1M0.247.66N/AN/A2,980714219,809110,346
2020-08-05$34.85$33.0029.8%8.7%29.2%28.3%31.2%0.2%-0.4%14.8M-263.4M-1.1M0.118.95N/AN/A9,2621,022219,134110,690
2020-08-06$34.91$31.0028.8%8.2%29.2%26.4%30.1%0.4%-0.4%15.5M-262.3M-1.1M0.0448.70N/AN/A19,557873218,182110,903
2020-08-07$34.14$31.0028.7%8.1%29.9%26.0%30.4%0.4%-0.7%13.7M-213.9M-1.1M0.1451.24N/AN/A14,3912,014231,716111,449
2020-08-10$34.41$31.0028.9%8.3%29.5%26.5%30.2%0.8%0.2%13.8M-228.3M-1.1M0.748.35N/AN/A5,3863,960225,18998,195
2020-08-11$33.99$31.0028.4%8.1%29.8%25.5%29.7%0.8%-0.0%12.7M-194.7M-1.0M0.199.62N/AN/A3,638682225,91997,563
2020-08-12$34.08$31.0027.4%7.9%29.7%23.6%27.8%1.1%0.2%12.4M-193.9M-998.9K0.4513.56N/AN/A4,5722,064224,36897,896
2020-08-13$33.83$31.0026.8%7.9%24.4%22.3%27.4%1.0%0.9%11.7M-176.1M-971.0K0.338.29N/AN/A2,548832224,13198,122
2020-08-14$34.10$31.0026.0%7.5%24.6%20.8%26.2%0.7%0.6%11.0M-191.5M-953.5K0.177.51N/AN/A6,5831,137223,14098,684
2020-08-17$35.20$31.0027.3%7.9%25.1%23.4%28.1%0.8%-0.0%17.2M-282.5M-967.4K0.058.02N/AN/A13,836755220,85195,150
2020-08-18$35.09$31.0026.5%7.6%25.2%21.8%27.7%0.9%0.3%17.0M-279.2M-942.8K0.0817.01N/AN/A3,645304230,13295,373
2020-08-19$34.50$31.0027.0%7.8%25.9%22.8%26.7%1.6%-0.2%14.1M-212.9M-928.4K0.328.84N/AN/A5,6071,807225,12495,672
2020-08-20$34.49$31.0026.7%7.7%25.9%22.2%28.7%0.8%-0.1%13.6M-215.8M-892.1K0.8231.76N/AN/A2,6192,142227,59897,302
2020-08-21$34.42$31.0026.3%7.5%22.7%21.3%26.6%1.2%0.1%9.3M-184.0M-871.3K0.3011.84N/AN/A2,190665221,58597,856
2020-08-24$34.72$31.0027.1%7.8%22.9%23.0%27.6%1.1%-0.3%10.2M-163.1M-863.8K1.8615.55N/AN/A7,24713,488142,40563,547
2020-08-25$34.91$32.0026.4%7.5%22.8%21.7%28.0%1.4%-0.3%8.7M-166.3M-879.0K0.538.34N/AN/A1,430760147,78880,481
2020-08-26$34.55$33.0027.4%7.8%20.7%23.5%27.3%2.1%-4.4%5.6M-147.4M-865.7K0.1614.81N/AN/A14,3152,228148,24680,901
2020-08-27$34.69$33.0027.1%7.7%20.4%22.9%27.5%1.5%0.1%9.6M-165.3M-892.4K0.2136.48N/AN/A3,339706158,58282,614
2020-08-28$35.74$33.0028.1%8.1%22.7%25.0%29.2%0.1%-0.4%16.5M-233.9M-928.1K0.2711.98N/AN/A12,7493,420160,54483,074
2020-08-31$35.40$35.0028.6%8.4%21.1%25.9%29.8%1.1%-0.4%13.1M-199.3M-893.2K0.1911.04N/AN/A4,235816158,77167,436