ASHR Options History — May 2021

In May 2021, ASHR traded between $38.69 and $42.20. ATM implied volatility averaged 21.9%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 4.9% (HV 20d: 17.0%). Max pain ranged from $39.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.49.

Notable Days

  • 2021-05-20: Highest Volume — 42,596 contracts
  • 2021-05-25: Largest IV spike — 7.5% change
  • 2021-05-25: Highest IV Rank — 18.1%
  • 2021-05-25: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.04$38.69$42.20$39.41$42.20
Max Pain$42.65$39.00$45.00$39.00$45.00
ATM IV21.9%19.9%23.5%20.3%21.9%
Expected Move6.3%5.8%6.7%5.8%6.3%
HV 20d17.0%14.3%21.0%16.1%20.1%
HV 60d22.3%21.1%24.2%24.1%21.1%
IV Rank9.7%0.0%18.1%1.1%10.2%
IV Percentile14.7%0.0%31.0%0.8%16.3%
Term Structure0.1%-0.5%0.4%0.4%0.4%
VWIV22.7%20.5%25.5%20.6%22.3%
Skew 25d0.9%0.1%1.8%0.6%0.5%
Skew 10d1.6%0.8%2.9%0.8%1.3%
Call IV 25d22.2%20.1%24.3%20.4%22.5%
Put IV 25d23.1%20.7%24.6%21.0%23.0%
Bid-Ask Spread %24.309.1370.2719.339.13
Gamma HHI0.240.130.590.260.14
Net GEX18.7M8.9M42.0M17.0M19.1M
Net DEX-124.2M-246.1M-32.0M-92.6M-237.6M
Net VEX-1.3M-1.4M-1.2M-1.3M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.0811.810.090.08
Total Volume11,359.251,49742,5962,39317,536
Total OI268,895.65246,166295,421246,166276,270

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$39.41$39.0020.3%5.8%16.1%1.1%20.6%0.6%0.4%17.0M-92.6M-1.3M0.0919.33N/AN/A2,192201186,08260,084
2021-05-04$38.99$39.0021.1%6.1%16.6%5.5%23.0%0.9%-0.0%14.8M-66.7M-1.2M11.2060.69N/AN/A1,71419,190188,08860,424
2021-05-05$39.17$39.0020.7%6.0%15.9%3.3%22.6%0.7%0.4%12.4M-66.2M-1.3M0.4070.27N/AN/A1,950772188,79976,850
2021-05-06$39.09$43.0020.4%5.9%15.9%2.0%21.2%0.7%-0.0%11.8M-60.2M-1.2M0.8324.81N/AN/A3,8683,192190,12176,948
2021-05-07$39.00$43.0019.9%5.9%15.5%0.0%23.1%0.6%0.2%8.9M-44.1M-1.2M0.5319.59N/AN/A6,9483,702193,50779,977
2021-05-10$38.69$43.0021.1%6.1%14.3%5.9%22.0%0.7%-0.1%10.1M-32.0M-1.2M11.8126.91N/AN/A1,41016,649195,40681,309
2021-05-11$38.97$43.0021.5%6.2%14.5%7.7%22.3%1.4%-0.0%15.7M-58.4M-1.2M0.4028.37N/AN/A3,4141,356194,88568,007
2021-05-12$38.76$42.0022.7%6.5%14.7%13.8%23.5%1.6%0.3%14.6M-48.7M-1.2M0.109.99N/AN/A1,589163198,38669,217
2021-05-13$38.76$42.0022.1%6.4%14.6%10.8%23.1%1.8%0.4%14.7M-46.8M-1.2M0.199.60N/AN/A1,254243198,22569,297
2021-05-14$39.85$42.0022.0%6.4%17.5%10.4%22.7%1.1%0.4%21.9M-126.2M-1.3M0.1229.96N/AN/A7,985919198,18469,436
2021-05-17$40.32$42.0022.6%6.5%17.0%13.6%23.1%0.5%-0.4%23.4M-162.1M-1.2M0.1122.73N/AN/A10,0081,106198,71569,090
2021-05-18$40.48$42.0022.5%6.5%17.0%12.9%24.0%0.9%0.0%23.7M-177.7M-1.3M0.0934.26N/AN/A10,031892200,76169,779
2021-05-19$40.12$42.0022.6%6.5%16.7%13.5%23.6%1.5%0.2%26.8M-158.8M-1.3M0.8020.27N/AN/A2,6872,142208,49470,049
2021-05-20$40.57$42.0022.3%6.4%16.9%12.0%20.5%1.5%-0.5%24.7M-197.8M-1.3M0.9419.34N/AN/A21,99020,606209,27869,699
2021-05-21$39.88$45.0021.7%6.2%17.2%8.7%21.7%1.1%-0.0%42.0M-94.9M-1.2M0.4628.22N/AN/A2,9701,361217,80277,619
2021-05-24$40.40$45.0021.9%6.3%16.9%9.8%22.2%0.6%0.1%15.7M-108.9M-1.2M0.3710.98N/AN/A6,3122,339191,05064,947
2021-05-25$41.91$45.0023.5%6.7%21.0%18.1%24.0%0.1%-0.0%17.9M-219.5M-1.3M0.1214.22N/AN/A26,1593,174195,54566,899
2021-05-26$42.09$45.0023.5%6.7%20.8%17.7%25.5%0.7%0.2%18.9M-237.9M-1.4M0.9517.06N/AN/A2,0381,934204,49468,622
2021-05-27$42.18$45.0023.2%6.6%20.8%16.4%23.1%0.3%0.3%19.3M-246.1M-1.4M0.2110.21N/AN/A12,5252,664205,55070,018
2021-05-28$42.20$45.0021.9%6.3%20.1%10.2%22.3%0.5%0.4%19.1M-237.6M-1.4M0.089.13N/AN/A16,2831,253204,00972,261