ASHR Options History — August 2021

In August 2021, ASHR traded between $37.43 and $39.10. ATM implied volatility averaged 22.7%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 6.8% (HV 20d: 29.6%). Max pain ranged from $37.00 to $41.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2021-08-18: Highest Volume — 24,255 contracts
  • 2021-08-19: Largest IV spike — 10.2% change
  • 2021-08-20: Highest IV Rank — 39.6%
  • 2021-08-20: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.29$37.43$39.10$38.27$37.86
Max Pain$38.45$37.00$41.00$40.00$40.00
ATM IV22.7%20.0%25.5%23.6%22.4%
Expected Move6.5%5.7%7.4%6.7%6.4%
HV 20d29.6%17.9%34.9%34.9%18.6%
HV 60d24.4%23.3%25.2%25.0%24.1%
IV Rank20.7%1.7%39.6%26.6%18.6%
IV Percentile33.0%0.8%64.7%40.1%32.9%
Term Structure-0.1%-1.2%1.5%-0.1%-0.3%
VWIV22.9%17.1%26.0%23.1%17.1%
Skew 25d2.5%1.5%4.3%2.4%2.8%
Skew 10d5.4%0.9%15.1%0.9%6.1%
Call IV 25d22.3%19.8%24.6%23.8%22.2%
Put IV 25d24.8%21.4%28.0%26.2%25.0%
Bid-Ask Spread %21.255.2342.647.4642.64
Gamma HHI0.140.120.180.140.13
Net GEX11.7M7.4M16.8M11.5M9.8M
Net DEX-68.9M-134.3M12.6M-100.1M-7.4M
Net VEX-1.0M-1.1M-956.9K-1.1M-956.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.162.350.161.23
Total Volume7,867.4091,21624,2555,2528,787
Total OI250,136.727220,921287,448242,383241,423

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$38.27$40.0023.6%6.7%34.9%26.6%23.1%2.4%-0.1%11.5M-100.1M-1.1M0.167.46N/AN/A4,532720180,43461,949
2021-08-03$38.41$39.0023.8%6.8%34.8%27.8%25.7%1.6%0.3%12.2M-105.9M-1.1M0.8731.94N/AN/A2,2661,977181,42363,856
2021-08-04$38.67$39.0023.8%6.6%34.0%27.7%23.4%3.6%1.5%13.8M-126.6M-1.1M0.7539.60N/AN/A4,5493,413183,81863,981
2021-08-05$38.50$37.0022.4%6.6%33.2%18.5%23.1%2.6%-1.0%12.9M-110.2M-1.1M1.175.23N/AN/A2,3022,701184,27165,637
2021-08-06$38.22$37.0021.7%6.3%32.5%13.4%23.0%2.7%0.2%12.3M-86.0M-1.1M1.245.82N/AN/A1,5291,890187,70067,703
2021-08-09$38.77$37.0021.9%6.3%33.0%15.1%22.5%2.2%-0.2%13.9M-115.0M-1.1M0.288.13N/AN/A3,076848185,20268,020
2021-08-10$39.10$37.0021.0%6.2%33.2%8.7%21.9%1.8%0.7%15.8M-134.3M-1.1M0.526.26N/AN/A1,421737185,97768,660
2021-08-11$39.10$37.0020.1%5.9%33.0%2.8%20.9%1.7%0.5%16.8M-131.6M-1.1M0.5923.97N/AN/A763453187,88869,290
2021-08-12$38.64$37.0020.4%5.9%32.8%4.8%21.5%1.6%-0.1%14.1M-98.0M-1.0M2.3523.52N/AN/A5,63313,226187,79469,430
2021-08-13$38.65$37.0020.0%5.7%32.5%1.7%21.4%1.5%0.3%14.3M-97.2M-985.3K0.545.62N/AN/A1,428776187,86469,583
2021-08-16$38.60$37.0021.4%6.2%32.5%11.7%22.4%2.1%-0.6%12.8M-82.8M-1.1M0.566.55N/AN/A1,340749186,40079,829
2021-08-17$37.60$37.0023.0%6.6%33.4%22.1%22.4%2.8%-0.7%7.4M-21.3M-1.0M2.1122.63N/AN/A4,5709,642186,72480,165
2021-08-18$37.85$37.0022.6%6.5%33.3%19.7%23.8%2.5%-0.2%8.7M-36.7M-1.0M0.7623.98N/AN/A13,82010,435187,37180,454
2021-08-19$38.09$37.0024.9%7.2%33.4%35.5%24.8%4.3%-1.2%10.8M-48.1M-1.0M0.3711.45N/AN/A4,0021,496191,00180,306
2021-08-20$37.43$41.0025.5%7.4%33.6%39.6%25.3%3.4%0.1%7.5M12.6M-962.9K0.7316.67N/AN/A3,2582,391200,57186,877
2021-08-23$37.97$40.0024.6%7.1%31.6%33.7%24.7%3.3%-0.2%10.1M-38.7M-983.3K0.5441.03N/AN/A2,7291,460161,73759,184
2021-08-24$38.52$40.0023.4%6.7%25.3%24.9%22.8%3.2%-0.1%11.9M-67.3M-1.0M0.3728.19N/AN/A11,7744,368163,09460,576
2021-08-25$38.48$40.0022.9%6.5%17.9%21.7%20.5%2.3%-0.0%12.4M-61.8M-986.8K1.1136.02N/AN/A3,8124,217164,75561,392
2021-08-26$37.74$40.0024.8%7.0%18.9%34.5%24.7%2.5%-0.3%9.7M-19.3M-971.1K1.0822.49N/AN/A5,2045,619169,57563,904
2021-08-27$38.11$40.0023.2%6.5%19.2%23.5%23.0%2.1%0.1%9.4M-34.1M-994.1K0.7618.59N/AN/A2,2611,710171,64366,007
2021-08-30$37.72$40.0023.0%6.7%18.6%22.2%26.0%2.7%0.1%9.3M-5.9M-960.4K0.9239.68N/AN/A7,9117,288170,47969,061
2021-08-31$37.86$40.0022.4%6.4%18.6%18.6%17.1%2.8%-0.3%9.8M-7.4M-956.9K1.2342.64N/AN/A3,9454,842171,35570,068