ASHR Options History — September 2021

In September 2021, ASHR traded between $36.72 and $39.48. ATM implied volatility averaged 25.0%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 3.4% (HV 20d: 21.6%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.51.

Notable Days

  • 2021-09-02: Highest Volume — 109,640 contracts
  • 2021-09-20: Largest IV spike — 35.1% change
  • 2021-09-20: Highest IV Rank — 88.7%
  • 2021-09-20: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.27$36.72$39.48$38.45$38.09
Max Pain$38.95$38.00$40.00$40.00$39.00
ATM IV25.0%21.0%32.7%21.6%26.6%
Expected Move7.3%6.1%9.7%6.1%7.5%
HV 20d21.6%19.1%23.7%19.3%22.7%
HV 60d25.1%24.2%26.1%24.3%25.7%
IV Rank36.3%8.6%88.7%12.8%47.3%
IV Percentile55.7%8.7%99.2%20.6%77.0%
Term Structure0.2%-0.9%0.9%-0.3%0.2%
VWIV25.7%20.5%35.9%23.3%25.9%
Skew 25d3.2%1.6%5.6%2.9%4.0%
Skew 10d7.7%3.3%23.3%4.3%8.8%
Call IV 25d24.7%20.9%31.9%21.1%25.8%
Put IV 25d27.9%23.1%37.3%24.0%29.8%
Bid-Ask Spread %20.034.9264.0464.048.64
Gamma HHI0.210.130.270.130.24
Net GEX18.6M10.0M33.1M10.3M16.6M
Net DEX-77.1M-222.8M19.3M-42.9M-40.4M
Net VEX-1.2M-1.4M-1.0M-1.0M-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.510.017.280.500.12
Total Volume16,299.0481,344109,64013,98612,326
Total OI344,841.333246,728377,860246,728377,860

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$38.45$40.0021.6%6.1%19.3%12.8%23.3%2.9%-0.3%10.3M-42.9M-1.0M0.5064.04N/AN/A9,3434,643170,64676,082
2021-09-02$38.38$39.0021.5%6.3%19.3%11.9%21.8%2.3%0.1%10.5M-36.0M-1.0M0.0114.13N/AN/A108,703937173,62579,039
2021-09-03$38.30$39.0021.0%6.3%19.1%8.6%23.4%2.5%-0.2%10.0M-35.5M-1.0M0.3114.74N/AN/A7,4732,321180,11280,235
2021-09-07$39.38$38.0022.5%6.7%20.9%19.1%23.5%2.4%0.8%29.9M-217.9M-1.4M0.3714.54N/AN/A7,9452,910275,23378,939
2021-09-08$39.06$38.0022.1%6.5%21.0%16.3%23.9%1.7%0.7%28.6M-175.6M-1.4M2.066.11N/AN/A9061,862277,06880,146
2021-09-09$39.07$39.0021.4%6.3%21.0%11.3%20.5%2.1%0.7%29.8M-176.3M-1.4M1.0318.20N/AN/A6,1926,384280,26781,840
2021-09-10$39.48$39.0021.8%6.4%20.8%14.1%22.3%1.6%0.9%33.1M-222.8M-1.4M0.345.50N/AN/A2,558863280,62981,925
2021-09-13$39.41$39.0022.7%6.6%20.8%20.5%22.9%2.5%0.1%31.8M-200.4M-1.4M2.485.73N/AN/A2,5606,348282,38383,118
2021-09-14$38.64$39.0023.3%6.7%22.1%24.3%24.0%2.6%0.2%25.5M-121.2M-1.2M0.724.92N/AN/A1,374991281,12381,980
2021-09-15$38.51$39.0023.8%6.8%19.8%28.1%23.6%2.5%0.4%22.8M-96.0M-1.3M2.2225.50N/AN/A7,70417,096282,92288,237
2021-09-16$37.69$39.0024.4%7.0%21.3%32.0%26.6%3.0%0.5%17.7M-17.7M-1.1M2.3714.48N/AN/A1,9824,703283,50988,840
2021-09-17$37.90$39.0024.2%6.9%21.2%30.6%24.5%2.7%0.1%13.4M-30.0M-1.2M0.044.96N/AN/A40,5751,525286,87690,638
2021-09-20$36.72$39.0032.7%9.7%23.3%88.7%35.9%5.4%-0.0%10.4M19.3M-1.1M7.2810.87N/AN/A2,77020,173253,62274,572
2021-09-21$37.11$39.0031.3%9.3%23.0%79.1%33.9%5.6%-0.9%11.7M1.1M-1.1M4.1050.59N/AN/A1,9227,884254,01575,445
2021-09-22$37.91$39.0028.3%8.2%23.7%58.8%29.3%4.2%-0.4%14.6M-48.5M-1.2M0.2756.28N/AN/A13,0343,508254,60692,508
2021-09-23$37.99$39.0028.4%8.2%23.7%59.5%28.6%4.6%-0.0%14.5M-58.3M-1.3M1.2317.40N/AN/A2,4142,967256,03497,378
2021-09-24$37.82$39.0027.3%7.7%22.7%51.8%27.3%4.2%0.1%13.6M-31.9M-1.2M2.0055.41N/AN/A2,6905,375265,55797,820
2021-09-27$38.27$39.0026.1%7.5%22.9%43.5%25.7%3.4%0.1%19.2M-60.1M-1.2M0.509.87N/AN/A9,0324,558262,60994,997
2021-09-28$37.89$39.0027.6%7.9%22.9%53.6%29.7%3.9%0.3%14.2M-25.8M-1.1M1.1010.10N/AN/A2,0862,299264,99799,369
2021-09-29$37.62$39.0027.0%7.6%23.0%49.4%23.2%3.2%0.2%12.2M-1.7M-1.1M2.598.71N/AN/A374970272,720102,147
2021-09-30$38.09$39.0026.6%7.5%22.7%47.3%25.9%4.0%0.2%16.6M-40.4M-1.1M0.128.64N/AN/A10,9941,332273,894103,966