ASHR Options History — April 2021

In April 2021, ASHR traded between $37.77 and $39.99. ATM implied volatility averaged 21.7%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.2% (HV 20d: 18.5%). Max pain ranged from $38.00 to $41.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2021-04-01: Highest Volume — 21,710 contracts
  • 2021-04-26: Largest IV spike — 4.3% change
  • 2021-04-01: Highest IV Rank — 15.3%
  • 2021-04-05: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.90$37.77$39.99$39.09$39.52
Max Pain$39.05$38.00$41.00$41.00$39.00
ATM IV21.7%20.0%23.9%23.9%20.2%
Expected Move6.2%5.6%6.9%6.3%5.6%
HV 20d18.5%15.6%26.1%26.0%16.3%
HV 60d24.5%24.0%25.9%25.8%24.1%
IV Rank6.3%0.0%15.3%15.3%0.8%
IV Percentile7.9%0.0%22.2%22.2%0.4%
Term Structure0.2%-0.2%0.9%-0.2%0.0%
VWIV22.3%19.5%24.5%23.1%19.5%
Skew 25d0.9%0.3%1.6%1.6%0.3%
Skew 10d2.4%1.1%4.4%3.3%1.1%
Call IV 25d21.9%20.3%23.8%23.7%20.3%
Put IV 25d22.8%20.6%25.4%25.3%20.6%
Bid-Ask Spread %20.166.9659.4913.928.73
Gamma HHI0.200.150.260.190.25
Net GEX10.1M-858.2K18.1M9.0M17.5M
Net DEX-57.3M-146.9M31.5M-45.8M-103.9M
Net VEX-1.2M-1.3M-1.0M-1.2M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.047.550.310.24
Total Volume9,172.4292,23121,71021,7103,180
Total OI258,711.333199,947294,166285,479264,289

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$39.09$41.0023.9%6.3%26.0%15.3%23.1%1.6%-0.2%9.0M-45.8M-1.2M0.3113.92N/AN/A16,5735,137209,09776,382
2021-04-05$39.38$38.0023.7%6.9%26.1%14.2%24.3%1.6%0.2%11.4M-65.1M-1.2M0.1726.57N/AN/A1,903328197,65575,299
2021-04-06$39.38$39.0023.2%6.8%21.3%12.2%24.5%1.2%0.2%11.7M-65.0M-1.2M0.1321.20N/AN/A5,282690198,21675,685
2021-04-07$38.84$39.0022.5%6.7%21.5%10.5%24.0%1.1%0.3%10.6M-38.6M-1.2M0.3110.46N/AN/A2,486762201,58376,047
2021-04-08$38.81$39.0022.1%6.4%21.3%8.7%22.5%0.9%0.1%10.7M-36.8M-1.2M0.359.31N/AN/A3,4161,179202,27976,306
2021-04-09$38.44$39.0021.5%6.3%17.6%5.3%21.8%1.2%0.3%13.7M-11.6M-1.1M0.387.76N/AN/A4,9481,897201,79876,785
2021-04-12$37.77$39.0022.1%6.3%18.1%8.4%22.2%1.1%-0.0%4.9M21.9M-1.0M7.5518.43N/AN/A2,47618,694193,96677,267
2021-04-13$37.88$39.0021.6%6.3%17.6%5.6%23.1%1.0%0.2%2.0M31.5M-1.1M0.736.96N/AN/A9,6097,026194,89695,279
2021-04-14$37.97$39.0021.6%6.3%17.3%6.0%22.3%0.7%0.1%2.4M22.6M-1.1M0.1421.47N/AN/A3,969573195,78095,401
2021-04-15$38.08$39.0021.0%6.1%17.3%2.8%21.4%0.9%0.6%2.9M11.1M-1.1M0.3712.29N/AN/A2,045752198,62294,410
2021-04-16$38.09$39.0020.7%6.0%16.8%1.1%21.3%1.2%0.5%-858.2K6.5M-1.1M0.287.53N/AN/A2,364655199,26994,897
2021-04-19$38.73$39.0021.5%6.1%17.7%5.6%21.9%1.1%0.6%7.5M-55.4M-1.1M0.8020.16N/AN/A8,2986,665139,74260,205
2021-04-20$38.67$39.0021.8%6.2%17.7%6.7%22.1%0.5%0.2%7.3M-53.9M-1.1M0.0414.70N/AN/A11,557490144,63565,506
2021-04-21$39.26$39.0021.6%6.2%17.7%6.1%22.2%0.8%0.3%11.2M-96.9M-1.2M0.1521.96N/AN/A9,2041,379154,88465,690
2021-04-22$39.10$39.0021.6%6.2%16.8%6.1%22.6%0.4%0.9%11.9M-93.7M-1.2M0.0928.61N/AN/A6,870636160,50965,992
2021-04-23$39.77$39.0021.1%6.0%17.5%3.6%20.6%1.1%0.4%14.6M-137.6M-1.3M0.3821.91N/AN/A5,0771,930166,77066,471
2021-04-26$39.19$39.0022.1%6.3%15.9%8.2%22.4%1.0%-0.1%13.4M-102.0M-1.3M0.1659.49N/AN/A9,2401,450168,32065,770
2021-04-27$39.30$39.0021.4%6.1%15.6%5.0%22.4%1.0%-0.1%14.7M-107.6M-1.3M0.4232.75N/AN/A6,6002,804171,76267,025
2021-04-28$39.70$39.0020.7%5.9%15.9%1.3%23.1%0.5%-0.1%16.6M-135.9M-1.3M0.8323.43N/AN/A4,0713,359176,52569,785
2021-04-29$39.99$39.0020.0%5.8%16.0%0.0%20.0%0.5%-0.1%18.1M-146.9M-1.3M0.5435.72N/AN/A11,0815,966179,72772,412
2021-04-30$39.52$39.0020.2%5.6%16.3%0.8%19.5%0.3%0.0%17.5M-103.9M-1.3M0.248.73N/AN/A2,574606187,14877,141