ASHR Options History — November 2020

In November 2020, ASHR traded between $36.01 and $38.55. ATM implied volatility averaged 24.6%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 6.0% (HV 20d: 18.5%). Max pain ranged from $36.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.54.

Notable Days

  • 2020-11-12: Highest Volume — 33,794 contracts
  • 2020-11-12: Largest IV spike — 10.4% change
  • 2020-11-12: Highest IV Rank — 20.7%
  • 2020-11-30: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.89$36.01$38.55$36.01$38.33
Max Pain$37.42$36.00$40.00$37.00$38.00
ATM IV24.6%22.7%25.9%25.2%24.9%
Expected Move7.4%7.0%7.9%7.7%7.9%
HV 20d18.5%16.1%19.8%16.1%16.4%
HV 60d18.5%17.3%19.7%18.6%17.3%
IV Rank17.9%14.3%20.7%19.2%18.5%
IV Percentile42.7%24.2%58.3%48.0%43.7%
Term Structure-0.1%-1.7%2.3%-0.0%-0.8%
VWIV26.4%23.7%28.5%27.9%28.5%
Skew 25d0.7%-0.7%2.9%2.9%0.8%
Skew 10d1.2%-2.9%7.0%6.3%0.9%
Call IV 25d24.8%22.3%26.8%24.6%24.3%
Put IV 25d25.5%23.2%27.8%27.5%25.0%
Bid-Ask Spread %30.468.9465.519.5734.45
Gamma HHI0.140.090.180.090.12
Net GEX9.7M4.7M14.9M4.7M8.4M
Net DEX-122.6M-179.1M-61.9M-61.9M-100.1M
Net VEX-862.4K-944.7K-659.5K-660.4K-909.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.023.760.360.09
Total Volume13,721.853,28733,7948,66813,214
Total OI225,225.75170,494266,610170,494240,384

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$36.01$37.0025.2%7.7%16.1%19.2%27.9%2.9%-0.0%4.7M-61.9M-660.4K0.369.57N/AN/A6,3772,291101,02569,469
2020-11-03$36.39$37.0025.2%7.7%16.4%19.2%27.4%2.8%-0.3%5.3M-75.9M-659.5K0.1450.15N/AN/A8,4491,204101,02569,469
2020-11-04$37.60$36.5023.9%7.1%19.6%16.7%25.0%2.1%-0.2%9.8M-142.5M-740.2K0.3065.51N/AN/A5,9931,825113,76372,069
2020-11-05$38.00$36.0023.6%7.2%19.8%16.1%26.7%1.5%-0.6%10.3M-154.3M-747.0K0.1044.51N/AN/A25,0842,464112,59472,994
2020-11-06$37.98$36.0023.2%7.3%19.7%15.2%26.7%1.1%0.2%10.9M-157.6M-795.6K0.0241.79N/AN/A24,127525123,76875,112
2020-11-09$38.34$36.0024.7%7.5%19.0%18.2%27.0%-0.0%1.8%12.5M-179.1M-844.4K0.1939.15N/AN/A11,1002,070128,48872,045
2020-11-10$38.22$36.0024.6%7.4%19.1%18.1%26.2%0.1%1.3%13.0M-174.6M-874.0K0.6718.29N/AN/A6,1204,095135,06872,810
2020-11-11$37.72$36.0023.5%7.4%19.4%15.8%25.5%-0.0%1.6%12.1M-150.0M-841.6K0.7544.09N/AN/A12,0519,034134,72673,063
2020-11-12$37.57$36.0025.9%7.8%19.5%20.7%27.6%0.4%1.1%11.4M-113.9M-895.1K3.7614.63N/AN/A7,09926,695142,37881,764
2020-11-13$37.50$36.0024.8%7.5%19.5%18.5%27.2%1.0%2.3%6.0M-81.5M-936.1K1.0922.64N/AN/A3,5753,908146,425111,747
2020-11-16$38.06$36.0025.9%7.6%19.6%20.5%27.2%-0.3%-0.8%9.4M-121.3M-923.4K0.3447.29N/AN/A4,7401,623144,415112,339
2020-11-17$38.09$36.0025.6%7.4%19.4%19.9%28.0%-0.7%-1.1%11.1M-123.6M-933.1K0.2223.83N/AN/A22,5554,918145,973113,336
2020-11-18$37.88$40.0025.6%7.3%19.6%19.9%25.8%-0.3%-1.5%11.7M-105.5M-944.7K0.1545.28N/AN/A2,858429150,180113,545
2020-11-19$38.18$40.0024.7%7.1%19.6%18.1%25.6%0.0%-0.9%14.9M-127.9M-919.1K0.088.94N/AN/A5,439430150,077113,835
2020-11-20$38.35$40.0024.9%7.3%19.3%18.5%26.1%0.4%-1.7%9.8M-143.0M-944.3K0.7611.11N/AN/A2,1631,634152,516114,094
2020-11-23$38.50$40.0024.3%7.3%17.2%17.4%25.8%0.7%-0.5%7.6M-110.8M-916.5K0.7815.28N/AN/A12,2909,589137,89292,585
2020-11-24$38.41$40.0024.0%7.3%17.3%16.8%24.6%-0.1%-0.2%8.7M-111.5M-928.6K0.0923.11N/AN/A14,2341,242139,03593,001
2020-11-25$38.06$38.0022.7%7.0%17.6%14.3%23.7%1.0%-1.2%7.7M-97.7M-902.6K0.2026.96N/AN/A5,1591,010148,39393,669
2020-11-27$38.55$38.0024.3%7.5%16.9%17.3%26.1%0.1%-0.6%9.0M-120.1M-932.0K0.8022.52N/AN/A3,7833,041145,17394,271
2020-11-30$38.33$38.0024.9%7.9%16.4%18.5%28.5%0.8%-0.8%8.4M-100.1M-909.0K0.0934.45N/AN/A12,0901,124145,37195,013