ASHR Options History — September 2020

In September 2020, ASHR traded between $33.66 and $35.90. ATM implied volatility averaged 25.9%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 4.1% (HV 20d: 21.8%). Max pain ranged from $32.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.46.

Notable Days

  • 2020-09-24: Highest Volume — 32,320 contracts
  • 2020-09-21: Largest IV spike — 6.1% change
  • 2020-09-03: Highest IV Rank — 27.3%
  • 2020-09-03: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.72$33.66$35.90$35.88$34.44
Max Pain$32.86$32.00$35.00$35.00$33.00
ATM IV25.9%22.8%29.3%27.9%25.3%
Expected Move7.4%6.5%8.4%8.2%6.9%
HV 20d21.8%18.8%24.3%21.6%18.8%
HV 60d31.9%23.9%33.3%32.1%23.9%
IV Rank20.6%14.6%27.3%24.6%19.4%
IV Percentile60.6%40.1%78.2%75.0%54.8%
Term Structure0.6%-0.5%2.0%0.4%2.0%
VWIV27.0%23.0%32.7%30.0%24.8%
Skew 25d1.6%0.4%3.3%0.4%2.1%
Skew 10d3.5%2.1%6.5%3.5%4.3%
Call IV 25d26.2%23.1%29.9%29.0%25.3%
Put IV 25d27.8%23.9%31.8%29.4%27.4%
Bid-Ask Spread %14.465.8164.9764.9710.64
Gamma HHI0.120.070.160.140.12
Net GEX9.9M4.1M15.0M14.8M7.4M
Net DEX-132.2M-229.6M-67.2M-226.0M-100.1M
Net VEX-754.3K-932.2K-591.9K-910.7K-664.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.031.320.540.69
Total Volume9,344.5712,06732,32018,5352,067
Total OI234,674.429206,383260,432227,030224,402

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$35.88$35.0027.9%8.2%21.6%24.6%30.0%0.4%0.4%14.8M-226.0M-910.7K0.5464.97N/AN/A12,0016,534158,94768,083
2020-09-02$35.90$35.0028.1%8.0%21.5%24.9%28.0%0.5%-0.2%14.6M-229.6M-932.2K0.0323.30N/AN/A5,151154164,03568,469
2020-09-03$35.33$32.0029.3%8.4%22.4%27.3%29.9%1.9%-0.5%12.5M-192.9M-880.6K0.0413.90N/AN/A15,692695164,18468,628
2020-09-04$35.39$32.0027.9%8.1%20.7%24.6%28.2%1.4%0.2%11.0M-182.6M-878.8K0.0729.56N/AN/A10,705738164,43070,974
2020-09-08$34.44$32.0028.4%8.2%23.0%25.5%32.7%1.8%0.2%10.7M-136.4M-839.0K0.8510.60N/AN/A5,9235,024169,59968,172
2020-09-09$34.25$32.0028.3%8.0%22.6%25.3%28.9%1.5%-0.5%9.3M-118.1M-827.5K0.048.06N/AN/A9,155399174,87472,149
2020-09-10$33.66$32.0027.1%7.8%23.4%22.9%28.7%1.8%0.1%6.9M-83.7M-791.2K0.158.30N/AN/A6,464944179,18472,783
2020-09-11$34.09$32.0026.2%7.6%23.8%21.2%28.0%1.9%0.6%9.5M-105.8M-793.7K0.677.53N/AN/A2,5631,726181,99173,705
2020-09-14$34.65$32.0025.4%7.3%24.3%19.5%26.0%1.6%0.5%11.1M-133.0M-768.3K0.2310.71N/AN/A2,498580179,99772,324
2020-09-15$35.16$33.0025.2%7.2%22.0%19.1%26.4%1.1%0.2%15.0M-161.4M-783.3K0.706.97N/AN/A2,4341,699179,48273,338
2020-09-16$34.98$33.0024.5%7.0%22.1%17.8%26.3%1.1%0.6%12.8M-136.9M-745.8K0.836.98N/AN/A6,2595,194178,00274,763
2020-09-17$34.94$33.0023.4%6.7%21.2%15.8%25.0%1.6%0.8%12.2M-134.2M-722.4K0.615.81N/AN/A7,2994,431176,36475,080
2020-09-18$35.34$33.0022.8%6.5%21.5%14.6%23.0%0.8%0.6%13.1M-163.1M-722.7K0.2511.41N/AN/A5,6711,398181,66378,769
2020-09-21$35.16$33.0024.2%6.8%21.6%17.3%26.6%1.6%0.4%9.7M-139.1M-692.0K0.9214.95N/AN/A1,6251,489148,83665,001
2020-09-22$34.81$33.0023.8%6.9%21.8%16.4%25.3%1.3%0.4%8.5M-118.4M-655.8K0.8611.41N/AN/A2,7582,381148,55064,839
2020-09-23$34.25$33.0024.7%7.0%22.4%18.2%25.9%1.6%0.3%6.7M-93.7M-623.4K0.0911.73N/AN/A18,3131,649150,19764,297
2020-09-24$33.89$33.0024.8%7.0%22.4%18.5%24.9%1.9%1.1%4.2M-70.7M-591.9K1.329.34N/AN/A13,91618,404141,16765,216
2020-09-25$33.91$33.0025.4%7.1%22.4%19.5%25.3%3.3%0.9%4.1M-67.2M-665.8K0.3715.36N/AN/A2,8651,065145,93278,689
2020-09-28$34.20$33.0026.1%7.4%19.5%20.9%25.7%2.4%1.6%5.8M-84.4M-674.7K0.0612.38N/AN/A4,032253145,09674,026
2020-09-29$34.40$33.0025.5%7.1%19.5%19.7%26.9%2.6%1.9%7.2M-97.7M-675.8K0.239.83N/AN/A3,322766147,86974,057
2020-09-30$34.44$33.0025.3%6.9%18.8%19.4%24.8%2.1%2.0%7.4M-100.1M-664.7K0.6910.64N/AN/A1,220847149,95074,452