ASHR Options History — February 2021

In February 2021, ASHR traded between $41.49 and $46.41. ATM implied volatility averaged 28.0%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 4.6% (HV 20d: 23.4%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 1.02.

Notable Days

  • 2021-02-18: Highest Volume — 74,864 contracts
  • 2021-02-16: Largest IV spike — 13.0% change
  • 2021-02-17: Highest IV Rank — 26.8%
  • 2021-02-17: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.83$41.49$46.41$41.85$41.49
Max Pain$42.63$42.00$43.00$43.00$43.00
ATM IV28.0%24.3%32.7%28.4%31.8%
Expected Move8.0%7.2%9.4%7.7%8.9%
HV 20d23.4%19.5%27.1%25.1%27.1%
HV 60d20.8%19.2%23.3%20.0%23.3%
IV Rank16.4%8.4%26.8%17.3%24.9%
IV Percentile63.1%31.3%86.5%70.6%84.9%
Term Structure-0.0%-2.8%1.2%0.3%-2.8%
VWIV29.3%25.4%35.3%29.4%35.3%
Skew 25d0.5%-0.6%1.8%1.8%0.9%
Skew 10d1.6%-0.7%5.8%5.8%2.0%
Call IV 25d28.7%24.6%34.3%29.0%31.2%
Put IV 25d29.2%25.5%33.8%30.7%32.1%
Bid-Ask Spread %17.738.1634.4413.9415.96
Gamma HHI0.220.130.580.200.14
Net GEX12.0M-3.2M33.9M9.1M5.6M
Net DEX-183.0M-319.5M-20.7M-115.1M-20.7M
Net VEX-1.3M-1.5M-1.1M-1.2M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.025.760.340.19
Total Volume24,279.2633,16774,8643,16720,600
Total OI227,254.263188,553283,624188,553283,624

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$41.85$43.0028.4%7.7%25.1%17.3%29.4%1.8%0.3%9.1M-115.1M-1.2M0.3413.94N/AN/A2,357810129,28659,267
2021-02-02$42.65$43.0027.5%7.6%25.2%15.3%26.5%0.9%0.0%11.3M-159.4M-1.1M0.2011.91N/AN/A4,721923130,43559,544
2021-02-03$42.66$43.0026.4%7.2%23.0%12.9%25.4%0.7%0.5%12.0M-156.9M-1.1M0.7217.95N/AN/A8,2895,981130,42960,091
2021-02-04$42.43$42.0025.5%7.6%23.1%11.0%26.8%0.6%0.3%12.3M-141.9M-1.1M0.1118.41N/AN/A4,240453134,96865,146
2021-02-05$42.59$42.0024.3%7.3%21.5%8.4%26.2%0.8%0.7%15.0M-154.0M-1.2M0.0227.01N/AN/A14,027240138,62265,419
2021-02-08$43.43$42.0024.7%7.4%22.3%9.2%26.0%0.9%0.7%12.2M-175.9M-1.1M0.278.16N/AN/A3,8851,049126,32764,368
2021-02-09$44.73$42.0024.5%7.3%23.8%8.9%26.1%0.2%1.0%13.7M-251.8M-1.1M0.0824.94N/AN/A40,9983,334127,08464,612
2021-02-10$45.39$42.0025.2%7.5%21.1%10.4%26.9%0.3%1.2%17.3M-293.4M-1.2M0.1112.11N/AN/A15,4781,668136,32266,185
2021-02-11$45.78$42.0025.2%7.3%20.8%10.4%26.8%0.0%0.1%17.4M-319.5M-1.3M0.108.35N/AN/A7,376721143,63267,264
2021-02-12$45.66$42.0027.2%7.9%19.9%14.8%29.5%0.1%1.1%17.8M-305.4M-1.3M5.6334.44N/AN/A6,81738,365145,51367,477
2021-02-16$46.28$43.0030.8%8.8%19.6%22.5%32.6%0.3%-1.0%10.5M-301.4M-1.4M0.5819.43N/AN/A12,8867,469145,611101,618
2021-02-17$46.41$43.0032.7%9.4%19.5%26.8%34.6%-0.6%-0.7%9.6M-303.0M-1.5M0.2223.51N/AN/A10,3132,294147,547102,685
2021-02-18$44.94$43.0030.9%8.9%23.3%22.8%31.9%0.8%-0.9%11.8M-196.7M-1.5M5.7629.46N/AN/A11,08163,783150,125103,346
2021-02-19$45.09$43.0029.0%8.3%22.9%18.6%30.6%-0.3%-0.7%33.9M-239.1M-1.4M0.3621.33N/AN/A29,88310,755154,169106,502
2021-02-22$43.49$43.0029.0%8.3%26.4%18.8%30.1%0.5%-0.3%-3.2M-92.4M-1.4M0.9910.28N/AN/A33,56233,202144,82794,102
2021-02-23$43.36$43.0028.7%8.3%26.3%17.9%30.4%0.5%-0.2%7.4M-123.4M-1.5M0.1612.74N/AN/A20,1113,133171,12285,687
2021-02-24$42.66$43.0029.1%8.4%26.8%19.0%29.7%0.8%0.2%7.3M-86.2M-1.5M0.1712.62N/AN/A9,0661,565183,61885,381
2021-02-25$41.80$43.0030.6%8.9%27.1%22.2%32.0%0.2%-0.3%6.2M-41.2M-1.5M3.3314.29N/AN/A6,89922,972189,69386,183
2021-02-26$41.49$43.0031.8%8.9%27.1%24.9%35.3%0.9%-2.8%5.6M-20.7M-1.4M0.1915.96N/AN/A17,2933,307192,26391,361