ASHR Options History — July 2021

In July 2021, ASHR traded between $36.22 and $40.32. ATM implied volatility averaged 22.6%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 1.5% (HV 20d: 21.1%). Max pain ranged from $40.00 to $41.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-07-28: Highest Volume — 78,711 contracts
  • 2021-07-27: Largest IV spike — 32.5% change
  • 2021-07-27: Highest IV Rank — 100.0%
  • 2021-07-27: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.29$36.22$40.32$40.16$37.65
Max Pain$40.10$40.00$41.00$40.00$40.00
ATM IV22.6%19.7%34.4%20.5%23.7%
Expected Move6.5%5.4%10.2%5.9%6.6%
HV 20d21.1%15.3%34.6%15.3%34.6%
HV 60d19.5%17.4%24.8%17.4%24.8%
IV Rank19.1%0.0%100.0%3.1%27.1%
IV Percentile24.5%0.0%100.0%3.2%40.5%
Term Structure-0.4%-6.5%0.6%0.6%0.1%
VWIV23.4%18.9%39.0%20.7%24.5%
Skew 25d0.9%0.1%4.6%0.6%1.5%
Skew 10d1.9%-0.2%3.9%0.9%3.9%
Call IV 25d22.8%20.0%32.9%20.7%23.5%
Put IV 25d23.8%20.9%37.5%21.3%25.0%
Bid-Ask Spread %21.798.0053.789.2729.47
Gamma HHI0.180.110.350.150.18
Net GEX15.5M4.7M45.8M23.6M11.0M
Net DEX-82.2M-145.7M-9.3M-116.1M-63.6M
Net VEX-1.0M-1.1M-876.0K-1.1M-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.011.830.181.69
Total Volume20,858.0951,20378,71114,9415,212
Total OI251,887.952171,544335,376301,984266,581

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$40.16$40.0020.5%5.9%15.3%3.1%20.7%0.6%0.6%23.6M-116.1M-1.1M0.189.27N/AN/A12,6162,325227,02674,958
2021-07-02$39.52$40.0019.7%5.4%15.3%0.0%18.9%0.8%0.5%15.9M-59.1M-1.1M0.0711.88N/AN/A12,346876224,28076,571
2021-07-06$39.23$40.0021.1%6.2%15.4%7.1%22.3%0.4%0.3%13.0M-41.7M-1.0M0.399.49N/AN/A8,5673,331213,51176,545
2021-07-07$40.05$40.0021.1%6.1%17.3%7.1%21.6%0.8%0.1%18.0M-93.5M-1.1M0.1024.28N/AN/A3,729374214,30977,715
2021-07-08$39.16$40.0021.8%6.2%18.8%10.3%22.6%0.7%-0.0%12.9M-37.5M-1.0M0.0837.71N/AN/A3,786301215,11077,860
2021-07-09$39.85$40.0022.7%6.4%19.7%15.6%22.8%0.5%-0.4%18.0M-95.8M-1.1M0.0114.22N/AN/A60,556644216,41177,871
2021-07-12$40.03$40.0020.9%6.0%19.1%6.2%20.9%1.3%-0.1%45.8M-145.7M-1.1M0.0620.51N/AN/A49,9613,155257,79877,578
2021-07-13$40.00$40.0021.4%6.1%19.1%9.1%22.9%0.3%-0.4%23.9M-96.4M-1.0M0.1016.65N/AN/A3,505342224,36479,574
2021-07-14$39.67$40.0021.1%6.2%18.8%8.0%22.2%0.1%0.4%20.6M-65.4M-1.0M0.2312.99N/AN/A976227225,10379,693
2021-07-15$40.24$40.0021.4%6.1%17.8%10.7%21.7%0.3%-0.1%29.3M-119.0M-1.0M0.118.00N/AN/A11,2961,196225,02479,776
2021-07-16$39.69$40.0021.1%6.0%18.4%8.8%22.3%0.4%-0.3%17.0M-48.3M-988.9K0.8020.88N/AN/A1,125905225,64680,742
2021-07-19$39.59$40.0022.6%6.5%18.3%20.9%22.7%1.1%-0.2%8.8M-93.5M-975.0K0.3211.13N/AN/A2,185709129,49042,054
2021-07-20$39.91$40.0021.7%6.2%18.5%14.7%22.2%0.5%-0.1%9.9M-105.4M-973.4K0.3913.83N/AN/A1,470580129,42542,705
2021-07-21$40.32$40.0021.2%6.1%18.8%11.2%22.1%1.2%0.3%11.8M-124.4M-985.2K0.5014.82N/AN/A3,2341,620130,03642,796
2021-07-22$40.14$40.0021.1%6.0%18.9%10.0%21.2%0.6%0.2%10.6M-115.1M-979.8K0.0117.94N/AN/A12,737160131,64443,645
2021-07-23$39.59$40.0021.4%6.1%19.2%12.6%21.9%0.9%0.4%9.3M-107.3M-1.1M0.0421.66N/AN/A21,321801142,03243,670
2021-07-26$38.15$40.0025.9%7.5%22.4%46.1%25.7%1.8%-1.2%6.3M-53.9M-968.3K0.6531.30N/AN/A15,88210,342137,05342,640
2021-07-27$36.22$40.0034.4%10.2%28.1%100.0%39.0%4.6%-6.5%4.7M-9.3M-876.0K1.8343.34N/AN/A20,20536,891141,23143,005
2021-07-28$38.12$41.0027.0%7.9%34.6%50.0%29.5%0.6%-1.3%8.9M-80.9M-1.1M0.9753.78N/AN/A39,93138,780163,26844,697
2021-07-29$37.73$41.0023.2%6.6%34.6%23.6%23.5%1.0%0.2%6.0M-53.8M-1.0M0.0234.50N/AN/A42,973848165,08081,130
2021-07-30$37.65$40.0023.7%6.6%34.6%27.1%24.5%1.5%0.1%11.0M-63.6M-1.1M1.6929.47N/AN/A1,9403,272199,35067,231