ASHR Options History — June 2021

In June 2021, ASHR traded between $39.40 and $42.10. ATM implied volatility averaged 21.8%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 2.5% (HV 20d: 19.2%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.65.

Notable Days

  • 2021-06-18: Highest Volume — 21,894 contracts
  • 2021-06-25: Largest IV spike — 5.3% change
  • 2021-06-02: Highest IV Rank — 16.3%
  • 2021-06-03: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.61$39.40$42.10$42.10$40.50
Max Pain$40.45$40.00$45.00$45.00$40.00
ATM IV21.8%20.1%23.2%23.0%21.4%
Expected Move6.3%5.6%6.7%6.5%6.2%
HV 20d19.2%14.0%22.1%20.1%15.6%
HV 60d18.2%17.3%21.0%21.0%17.5%
IV Rank9.3%0.6%16.3%15.3%7.7%
IV Percentile14.5%0.8%28.2%27.4%10.7%
Term Structure0.1%-0.7%0.9%-0.3%0.3%
VWIV23.0%20.9%27.2%22.8%22.1%
Skew 25d0.4%-0.6%1.2%0.3%0.5%
Skew 10d0.2%-1.8%3.6%3.6%0.2%
Call IV 25d22.3%20.4%23.7%23.3%22.0%
Put IV 25d22.7%21.0%24.0%23.6%22.5%
Bid-Ask Spread %8.876.1718.417.766.69
Gamma HHI0.120.100.150.110.14
Net GEX19.0M13.1M24.7M18.7M24.7M
Net DEX-116.1M-205.7M-5.7M-205.7M-154.7M
Net VEX-1.2M-1.3M-1.1M-1.3M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.054.220.060.21
Total Volume10,502.81879721,8948,1805,370
Total OI292,811.273269,942315,336269,942300,014

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$42.10$45.0023.0%6.5%20.1%15.3%22.8%0.3%-0.3%18.7M-205.7M-1.3M0.067.76N/AN/A7,691489198,94870,994
2021-06-02$41.68$45.0023.2%6.6%20.0%16.3%23.1%0.5%-0.4%18.2M-175.1M-1.3M0.867.69N/AN/A6,0805,251202,26371,330
2021-06-03$41.18$40.0022.8%6.7%20.7%14.5%24.3%0.6%-0.4%17.1M-135.8M-1.3M0.2718.41N/AN/A3,698982204,27476,384
2021-06-04$41.68$40.0022.2%6.4%20.9%11.4%22.8%0.4%-0.3%19.1M-174.6M-1.3M0.2413.52N/AN/A3,167758205,97376,786
2021-06-07$41.57$40.0022.5%6.6%20.9%13.0%23.2%0.6%0.9%19.8M-164.3M-1.3M0.117.82N/AN/A4,294452206,60076,712
2021-06-08$41.15$40.0022.8%6.6%21.1%14.5%23.8%0.3%0.1%19.3M-136.7M-1.3M0.356.53N/AN/A15,7665,587209,23877,117
2021-06-09$41.09$40.0022.7%6.6%21.1%14.0%23.6%0.3%0.3%21.0M-123.7M-1.3M0.488.32N/AN/A537260222,79881,610
2021-06-10$41.50$40.0022.2%6.4%21.0%11.3%22.8%0.6%0.1%23.5M-156.4M-1.3M2.358.07N/AN/A2,3945,614222,94181,731
2021-06-11$40.84$40.0021.7%6.3%22.1%8.9%24.1%0.1%0.5%22.5M-108.2M-1.3M0.088.33N/AN/A7,023529224,42579,149
2021-06-14$40.77$40.0022.0%6.3%20.1%10.3%23.5%-0.5%0.0%21.4M-104.3M-1.2M0.226.17N/AN/A3,035654227,30078,465
2021-06-15$40.27$40.0021.5%6.2%20.2%7.8%22.3%-0.0%0.5%19.0M-68.4M-1.2M0.129.98N/AN/A6,672791228,79478,960
2021-06-16$39.40$40.0021.5%6.2%21.5%7.8%22.5%0.2%-0.0%13.4M-7.6M-1.1M1.7814.37N/AN/A3,4886,220228,40178,985
2021-06-17$39.64$40.0021.2%6.1%21.5%6.3%21.8%-0.6%-0.1%14.2M-19.8M-1.1M0.107.26N/AN/A4,999523229,10482,281
2021-06-18$39.43$40.0021.5%6.1%21.1%7.7%27.2%1.2%0.2%13.1M-5.7M-1.1M4.227.61N/AN/A4,19417,700232,92082,416
2021-06-21$39.59$40.0021.1%6.1%20.3%6.0%24.2%0.1%0.5%15.1M-78.0M-1.1M1.2611.68N/AN/A3,7884,767207,38271,679
2021-06-22$39.55$40.0020.6%5.8%19.7%3.5%21.5%0.7%0.3%15.7M-75.0M-1.1M0.328.52N/AN/A11,7413,802208,77272,968
2021-06-23$39.71$40.0020.1%5.6%14.0%0.6%22.2%0.6%-0.7%15.8M-81.0M-1.1M0.487.22N/AN/A14,0886,754207,46974,110
2021-06-24$40.07$40.0020.2%5.8%14.4%1.4%20.9%0.8%0.5%17.7M-100.4M-1.1M0.056.22N/AN/A15,230827208,12474,186
2021-06-25$40.64$40.0021.3%6.1%15.5%6.8%22.2%0.4%0.1%21.3M-158.9M-1.2M0.098.11N/AN/A10,073862213,13474,614
2021-06-28$40.74$40.0022.0%6.3%15.5%10.6%23.2%0.6%0.1%24.7M-175.8M-1.2M0.066.92N/AN/A13,360854220,54973,505
2021-06-29$40.36$40.0021.6%6.3%15.8%8.6%22.3%0.8%0.6%23.5M-143.2M-1.2M0.507.97N/AN/A13,7986,900224,54473,899
2021-06-30$40.50$40.0021.4%6.2%15.6%7.7%22.1%0.5%0.3%24.7M-154.7M-1.2M0.216.69N/AN/A4,445925225,88774,127