ASHR Options History — January 2021

In January 2021, ASHR traded between $40.70 and $43.60. ATM implied volatility averaged 28.1%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 5.9% (HV 20d: 22.2%). Max pain ranged from $36.00 to $43.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.39.

Notable Days

  • 2021-01-12: Highest Volume — 32,969 contracts
  • 2021-01-12: Largest IV spike — 4.5% change
  • 2021-01-19: Highest IV Rank — 25.2%
  • 2021-01-27: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.43$40.70$43.60$40.70$41.33
Max Pain$40.68$36.00$43.00$37.00$43.00
ATM IV28.1%24.1%30.6%24.1%29.3%
Expected Move7.9%6.6%8.9%6.6%8.3%
HV 20d22.2%17.4%25.0%17.4%25.0%
HV 60d19.3%17.1%20.1%17.1%19.9%
IV Rank20.7%14.4%25.2%14.4%19.4%
IV Percentile69.8%32.5%81.7%32.5%75.4%
Term Structure-0.4%-1.5%0.5%-0.2%0.5%
VWIV28.9%24.3%32.7%26.3%29.5%
Skew 25d0.3%-1.0%2.1%0.6%2.1%
Skew 10d1.8%-4.2%6.0%1.6%3.9%
Call IV 25d29.2%24.6%32.1%24.6%29.1%
Put IV 25d29.5%25.2%33.6%25.2%31.1%
Bid-Ask Spread %28.7612.0840.5638.3317.21
Gamma HHI0.200.150.270.200.17
Net GEX12.9M5.9M18.0M16.9M5.9M
Net DEX-214.5M-318.9M-97.2M-204.2M-97.2M
Net VEX-1.1M-1.2M-904.9K-904.9K-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.061.440.080.63
Total Volume12,302.0536,60232,96910,8667,954
Total OI200,214.947161,833232,074203,845196,730

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$40.70$37.0024.1%6.6%17.4%14.4%26.3%0.6%-0.2%16.9M-204.2M-904.9K0.0838.33N/AN/A10,088778140,14163,704
2021-01-05$41.93$37.0025.0%6.9%20.1%16.2%24.7%0.9%-0.6%13.9M-255.3M-906.3K0.2940.51N/AN/A9,8002,818137,57664,359
2021-01-06$42.09$37.0025.6%6.9%19.7%17.5%24.3%-0.4%-0.7%17.8M-265.9M-1.1M0.0840.56N/AN/A8,197637155,10566,321
2021-01-07$43.08$37.0026.5%7.3%20.6%19.4%26.3%-0.3%-0.7%17.2M-318.9M-1.0M0.3035.30N/AN/A14,4134,383154,61765,341
2021-01-08$42.62$37.0027.4%7.4%19.2%21.1%26.3%-0.5%-0.5%18.0M-287.6M-1.1M0.0735.37N/AN/A15,6711,112159,96169,281
2021-01-11$42.09$36.0027.0%7.4%20.3%20.2%28.6%0.7%-1.5%15.8M-243.2M-1.0M0.0834.83N/AN/A8,450680151,87967,915
2021-01-12$43.60$36.0028.2%7.8%21.4%22.7%27.3%-1.0%-1.0%14.9M-314.7M-1.1M0.3033.10N/AN/A25,4407,529150,44368,433
2021-01-13$43.23$43.0027.8%7.7%22.0%22.0%27.3%-0.4%-0.9%14.0M-270.8M-1.1M0.5236.35N/AN/A4,5402,383149,90670,397
2021-01-14$42.59$43.0028.0%7.8%23.2%22.3%30.8%0.5%-0.9%13.1M-234.3M-1.1M1.0123.77N/AN/A6,5686,616150,13272,619
2021-01-15$42.18$43.0028.6%8.0%23.6%23.6%29.4%0.3%-1.1%9.5M-204.9M-1.1M0.1926.82N/AN/A7,0981,316153,25878,816
2021-01-19$42.14$43.0029.4%8.4%23.7%25.2%30.1%-0.1%0.2%8.9M-139.7M-1.1M0.1228.39N/AN/A13,4341,548115,62146,212
2021-01-20$42.59$43.0029.6%8.5%23.2%24.4%30.3%-0.3%-0.8%11.9M-173.8M-1.2M0.2331.93N/AN/A6,1071,416127,06647,676
2021-01-21$43.19$43.0029.5%8.5%23.3%24.2%32.4%-0.1%0.0%13.6M-211.2M-1.2M0.0623.29N/AN/A8,751508129,60248,580
2021-01-22$42.80$43.0028.7%8.2%23.1%18.0%30.0%-0.1%0.1%14.7M-189.7M-1.2M0.3712.08N/AN/A7,7082,854132,30548,984
2021-01-25$43.19$43.0029.9%8.5%23.1%20.6%30.3%0.5%-0.1%11.2M-201.9M-1.2M0.1924.17N/AN/A7,6431,462126,67647,746
2021-01-26$42.86$43.0029.5%8.2%23.5%19.8%31.9%0.8%-0.3%11.2M-185.4M-1.2M0.3218.04N/AN/A5,0111,591129,11648,312
2021-01-27$42.12$43.0030.6%8.9%24.7%22.2%32.7%1.5%0.4%9.5M-149.8M-1.2M1.1423.68N/AN/A7,5088,574130,28249,817
2021-01-28$41.82$43.0029.4%8.1%24.9%19.7%30.8%1.4%0.2%7.7M-127.0M-1.2M1.4422.79N/AN/A5,3887,765131,28357,872
2021-01-29$41.33$43.0029.3%8.3%25.0%19.4%29.5%2.1%0.5%5.9M-97.2M-1.2M0.6317.21N/AN/A4,8703,084133,08063,650