ASHR Options History — March 2021 In March 2021, ASHR traded between $37.62 and $42.34. ATM implied volatility averaged 28.9%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 0.0% (HV 20d: 28.9%). Max pain ranged from $41.00 to $43.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2021-03-08 : Highest Volume — 64,461 contracts2021-03-08 : Largest IV spike — 5.5% change2021-03-29 : Highest IV Rank — 29.6%2021-03-01 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $39.35 $37.62 $42.34 $42.34 $38.66 Max Pain $41.52 $41.00 $43.00 $43.00 $41.00 ATM IV 28.9% 25.8% 31.5% 31.3% 25.8% Expected Move 8.2% 7.3% 9.1% 9.1% 7.4% HV 20d 28.9% 26.6% 32.2% 27.7% 27.4% HV 60d 25.7% 23.1% 27.0% 23.1% 26.5% IV Rank 22.7% 18.6% 29.6% 23.6% 23.6% IV Percentile 70.3% 48.0% 84.1% 82.9% 48.0% Term Structure -0.3% -2.9% 0.6% -0.8% -0.8% VWIV 29.6% 25.4% 37.5% 37.5% 25.4% Skew 25d 0.7% -0.9% 1.5% -0.6% 1.5% Skew 10d 1.7% -1.9% 3.5% -1.9% 3.4% Call IV 25d 29.3% 25.5% 32.2% 32.2% 25.5% Put IV 25d 30.0% 27.0% 32.7% 31.6% 27.0% Bid-Ask Spread % 14.43 6.09 33.74 15.13 8.80 Gamma HHI 0.13 0.10 0.23 0.14 0.17 Net GEX 4.7M -499.1K 9.0M 8.4M 6.6M Net DEX 13.7M -92.2M 106.9M -92.2M -28.8M Net VEX -1.2M -1.5M -1.1M -1.5M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.03 3.48 0.13 0.36 Total Volume 14,315.478 2,435 64,461 4,790 2,435 Total OI 293,395.957 266,338 343,422 277,665 284,345
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-03-01 $42.34 $43.00 31.3% 9.1% 27.7% 23.6% 37.5% -0.6% -0.8% 8.4M -92.2M -1.5M 0.13 15.13 N/A N/A 4,251 539 188,557 89,108 2021-03-02 $41.57 $43.00 30.5% 8.7% 28.2% 21.9% 32.2% -0.4% -0.7% 6.0M -40.9M -1.4M 0.04 14.94 N/A N/A 11,963 480 188,924 89,111 2021-03-03 $41.76 $43.00 29.8% 8.5% 27.3% 20.4% 30.1% -0.9% -0.6% 6.3M -50.9M -1.4M 0.21 9.99 N/A N/A 3,787 782 189,442 89,326 2021-03-04 $40.52 $41.00 30.3% 8.7% 29.2% 21.5% 31.6% 0.2% -2.9% 3.3M 15.2M -1.3M 2.07 16.51 N/A N/A 5,146 10,648 190,040 89,594 2021-03-05 $40.30 $42.00 29.9% 8.4% 29.2% 20.6% 31.5% -0.0% -0.3% 1.2M 38.2M -1.2M 0.58 10.16 N/A N/A 5,722 3,309 189,444 93,016 2021-03-08 $38.65 $42.00 31.5% 8.9% 32.2% 24.2% 33.0% 0.5% 0.6% -499.1K 106.9M -1.1M 3.11 9.21 N/A N/A 15,670 48,791 188,352 91,860 2021-03-09 $39.09 $41.00 30.0% 8.7% 31.5% 20.9% 30.2% 1.4% -0.0% 336.8K 79.5M -1.2M 1.36 20.08 N/A N/A 22,650 30,777 196,927 114,310 2021-03-10 $38.75 $41.00 30.3% 8.6% 28.7% 21.4% 31.2% 0.8% -0.3% 3.7M 64.9M -1.2M 0.18 15.64 N/A N/A 5,619 1,022 214,591 91,284 2021-03-11 $40.05 $41.00 29.8% 8.6% 31.2% 20.4% 30.6% 0.7% 0.1% 6.8M -2.2M -1.3M 0.06 8.40 N/A N/A 18,658 1,130 217,457 91,097 2021-03-12 $39.59 $41.00 30.1% 8.7% 30.7% 21.1% 30.7% 0.5% 0.2% 5.6M 25.3M -1.3M 0.29 18.70 N/A N/A 2,663 770 219,196 91,013 2021-03-15 $39.00 $41.00 30.7% 8.8% 30.8% 22.4% 30.9% 1.2% -0.2% 4.2M 53.4M -1.2M 0.03 6.09 N/A N/A 19,565 606 217,575 90,602 2021-03-16 $39.32 $42.00 29.7% 8.5% 30.4% 20.1% 30.3% 0.8% -0.3% 7.0M 36.0M -1.2M 0.08 8.29 N/A N/A 9,053 729 234,161 90,998 2021-03-17 $39.47 $42.00 28.9% 8.3% 30.4% 18.6% 29.1% 1.1% -0.1% 9.0M 20.0M -1.3M 0.11 33.74 N/A N/A 11,185 1,253 241,502 91,364 2021-03-18 $39.00 $42.00 29.1% 8.3% 29.1% 18.9% 30.0% 1.5% 0.0% 7.3M 37.0M -1.2M 1.18 20.04 N/A N/A 4,606 5,421 249,521 91,069 2021-03-19 $38.67 $42.00 28.8% 8.3% 28.8% 24.1% 29.4% 0.8% -0.1% 5.6M 66.2M -1.2M 1.54 25.04 N/A N/A 8,135 12,566 248,444 94,978 2021-03-22 $38.86 $41.00 27.9% 8.0% 27.1% 23.0% 28.0% 0.8% 0.1% 6.5M -30.4M -1.2M 0.54 21.67 N/A N/A 3,520 1,910 191,555 77,036 2021-03-23 $38.33 $41.00 26.6% 7.5% 27.2% 20.0% 26.9% 0.1% 0.2% 4.0M -2.2M -1.2M 0.36 17.08 N/A N/A 1,902 693 193,517 78,371 2021-03-24 $37.77 $41.00 26.7% 7.6% 27.2% 27.4% 26.6% 0.6% -0.3% 935.0K 24.8M -1.1M 0.28 10.70 N/A N/A 4,020 1,141 194,303 78,822 2021-03-25 $37.62 $41.00 26.9% 7.5% 26.6% 28.2% 26.9% 1.1% 0.2% 333.9K 31.7M -1.1M 3.48 8.45 N/A N/A 3,284 11,437 194,795 79,642 2021-03-26 $38.68 $41.00 26.3% 7.3% 29.1% 25.8% 26.0% 1.2% -0.1% 5.8M -19.0M -1.1M 1.49 11.10 N/A N/A 6,061 9,051 195,450 70,888 2021-03-29 $38.39 $41.00 27.2% 7.6% 27.7% 29.6% 26.7% 0.8% -0.4% 4.4M -3.5M -1.1M 0.13 14.30 N/A N/A 5,698 737 195,646 75,145 2021-03-30 $38.58 $41.00 26.1% 7.5% 27.4% 24.8% 26.2% 1.5% -0.5% 5.2M -14.3M -1.1M 0.06 7.89 N/A N/A 9,295 576 200,022 75,707 2021-03-31 $38.66 $41.00 25.8% 7.4% 27.4% 23.6% 25.4% 1.5% -0.8% 6.6M -28.8M -1.2M 0.36 8.80 N/A N/A 1,790 645 208,309 76,036
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