ASHR Options History — December 2020

In December 2020, ASHR traded between $37.72 and $39.99. ATM implied volatility averaged 22.2%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 5.5% (HV 20d: 16.7%). Max pain ranged from $35.71 to $38.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.52.

Notable Days

  • 2020-12-17: Highest Volume — 29,432 contracts
  • 2020-12-08: Largest IV drop — 5.9% change
  • 2020-12-01: Highest IV Rank — 18.7%
  • 2020-12-01: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.78$37.72$39.99$39.35$39.99
Max Pain$36.87$35.71$38.00$38.00$38.00
ATM IV22.2%20.5%25.0%25.0%21.4%
Expected Move6.4%5.6%8.1%8.1%6.0%
HV 20d16.7%14.4%18.3%18.3%16.4%
HV 60d16.8%16.2%18.0%18.0%16.9%
IV Rank12.0%7.3%18.7%18.7%8.9%
IV Percentile18.0%7.1%44.8%44.8%10.3%
Term Structure0.2%-0.9%1.4%0.3%0.6%
VWIV22.8%17.2%27.6%27.6%20.8%
Skew 25d0.6%-0.8%1.9%0.1%-0.1%
Skew 10d1.2%-2.1%5.7%-1.0%4.1%
Call IV 25d22.6%20.3%25.2%25.2%22.6%
Put IV 25d23.2%22.0%25.3%25.3%22.5%
Bid-Ask Spread %15.407.1030.0830.0821.32
Gamma HHI0.180.140.230.150.22
Net GEX9.6M4.0M15.2M13.3M15.2M
Net DEX-92.3M-152.2M-36.3M-147.0M-152.2M
Net VEX-875.7K-941.2K-794.0K-935.0K-887.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.033.190.400.10
Total Volume8,283.8181,69529,4328,32215,740
Total OI222,358.864201,961244,403239,596210,022

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$39.35$38.0025.0%8.1%18.3%18.7%27.6%0.1%0.3%13.3M-147.0M-935.0K0.4030.08N/AN/A5,9592,363143,39096,206
2020-12-02$39.42$38.0024.6%7.8%18.1%18.1%27.3%0.3%0.1%13.7M-143.8M-941.2K1.0529.31N/AN/A1,6221,707143,96698,331
2020-12-03$39.33$35.7124.3%7.1%14.7%17.5%25.6%1.3%0.1%13.8M-139.6M-930.3K0.5317.86N/AN/A2,0531,090144,26599,054
2020-12-04$39.50$35.7123.4%6.9%14.4%15.7%24.3%0.8%0.5%12.8M-144.5M-929.2K0.4716.41N/AN/A2,8621,344144,299100,104
2020-12-07$39.20$35.7124.2%6.8%14.8%17.2%24.1%-0.1%-0.3%12.6M-119.6M-880.4K0.2819.49N/AN/A2,365668141,85169,205
2020-12-08$39.01$35.7122.8%6.7%14.7%14.4%25.4%-0.7%0.5%11.9M-108.6M-854.4K0.0317.23N/AN/A17,908482141,43369,795
2020-12-09$38.22$35.7122.6%6.6%16.5%14.0%24.0%0.4%0.4%9.0M-67.8M-794.0K3.198.99N/AN/A5,31316,936131,81370,148
2020-12-10$38.35$35.7122.1%6.5%15.7%13.2%23.3%0.2%0.0%4.0M-58.2M-837.6K0.947.93N/AN/A1,6161,511132,14386,121
2020-12-11$37.72$35.7122.3%6.5%16.8%13.4%23.8%-0.5%1.4%4.3M-36.3M-880.3K0.339.07N/AN/A6,5152,182145,59587,149
2020-12-14$38.22$35.7122.2%6.4%17.4%13.4%22.7%-0.8%0.3%5.4M-71.9M-880.7K0.779.23N/AN/A2,9762,295147,16187,243
2020-12-15$38.55$35.7121.8%6.3%16.9%12.5%22.3%-0.8%-0.9%6.2M-88.1M-880.4K0.228.44N/AN/A3,644808147,34689,209
2020-12-16$38.47$37.0021.6%6.2%16.9%10.2%21.9%-0.4%0.2%4.9M-81.4M-861.4K0.338.12N/AN/A2,326763147,52289,672
2020-12-17$38.80$35.7121.1%6.1%17.0%8.9%17.2%-0.1%-0.6%12.3M-101.3M-857.6K0.0416.49N/AN/A28,2271,205147,96090,167
2020-12-18$38.41$37.0021.3%6.1%17.3%9.2%21.3%1.5%-0.6%7.5M-57.0M-908.4K0.667.68N/AN/A10,6567,017143,79490,529
2020-12-21$38.49$38.0021.8%6.4%17.2%10.2%21.8%1.9%0.4%7.7M-63.5M-899.4K0.0829.30N/AN/A10,071855130,11278,031
2020-12-22$38.06$38.0021.8%6.3%17.6%10.1%23.5%1.7%0.4%5.0M-39.4M-870.8K0.4412.64N/AN/A1,845818128,39678,523
2020-12-23$38.42$38.0020.7%5.9%17.9%7.7%20.7%1.7%0.6%7.5M-61.2M-865.6K0.3412.48N/AN/A2,561860128,40479,229
2020-12-24$38.41$38.0020.5%5.8%17.6%7.3%21.8%1.7%0.3%7.0M-58.7M-859.6K0.6811.89N/AN/A1,006689128,84879,883
2020-12-28$38.91$38.0020.7%5.9%17.6%7.8%21.1%1.8%0.4%10.6M-82.1M-833.3K0.1613.42N/AN/A2,806447128,05579,248
2020-12-29$38.86$38.0020.7%5.8%17.5%7.4%20.3%1.5%0.4%12.6M-83.6M-820.9K0.327.10N/AN/A4,0681,310128,79979,543
2020-12-30$39.50$38.0020.9%5.6%15.8%7.9%20.5%1.3%0.4%14.2M-124.2M-857.6K0.1324.30N/AN/A4,214541130,01579,316
2020-12-31$39.99$38.0021.4%6.0%16.4%8.9%20.8%-0.1%0.6%15.2M-152.2M-887.2K0.1021.32N/AN/A14,3351,405130,34779,675