ASHR Options History — October 2021

In October 2021, ASHR traded between $37.27 and $39.49. ATM implied volatility averaged 24.7%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 4.1% (HV 20d: 20.6%). Max pain ranged from $39.00 to $42.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.09.

Notable Days

  • 2021-10-15: Highest Volume — 188,362 contracts
  • 2021-10-05: Largest IV spike — 6.9% change
  • 2021-10-05: Highest IV Rank — 71.6%
  • 2021-10-05: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.56$37.27$39.49$37.80$38.69
Max Pain$40.33$39.00$42.00$39.00$39.50
ATM IV24.7%21.3%30.2%26.5%21.7%
Expected Move7.1%6.2%8.5%7.4%6.2%
HV 20d20.6%18.2%23.3%22.8%18.3%
HV 60d23.5%19.7%25.9%25.3%19.9%
IV Rank33.8%10.6%71.6%46.6%13.5%
IV Percentile53.8%14.7%94.0%76.2%26.2%
Term Structure-0.1%-0.6%0.6%0.3%0.3%
VWIV25.2%21.5%34.9%26.7%22.1%
Skew 25d2.9%1.4%5.6%3.5%2.5%
Skew 10d6.0%2.3%10.0%8.9%4.8%
Call IV 25d24.3%20.7%29.0%26.2%20.7%
Put IV 25d27.2%23.2%34.5%29.7%23.2%
Bid-Ask Spread %15.247.7835.9328.8020.19
Gamma HHI0.170.130.320.220.14
Net GEX23.5M795.4K50.2M13.0M22.9M
Net DEX-104.3M-322.7M40.6M-3.5M-111.7M
Net VEX-1.2M-1.8M-921.2K-1.1M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.090.0722.395.700.08
Total Volume37,174.1432,195188,3624,392107,244
Total OI424,116.429249,569528,793378,409435,295

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$37.80$39.0026.5%7.4%22.8%46.6%26.7%3.5%0.3%13.0M-3.5M-1.1M5.7028.80N/AN/A6563,736274,145104,264
2021-10-04$37.31$42.0028.2%8.0%23.3%58.2%27.7%3.8%-0.5%9.0M35.0M-963.9K0.558.76N/AN/A1,420775257,97796,409
2021-10-05$37.27$42.0030.2%8.5%20.6%71.6%30.8%5.6%-0.6%8.5M40.6M-980.1K22.3920.22N/AN/A1,39631,262258,13599,278
2021-10-06$37.40$42.0029.1%8.2%20.6%63.9%34.9%4.2%-0.1%9.5M35.8M-944.6K3.479.98N/AN/A1,7035,915259,21799,556
2021-10-07$38.05$42.0028.6%8.1%21.7%60.9%25.7%3.2%-0.1%11.9M5.4M-1.1M0.5913.99N/AN/A12,0437,065260,010145,539
2021-10-08$38.81$41.0027.6%8.0%22.6%53.5%28.6%3.4%-0.3%20.9M-73.5M-1.1M0.3010.11N/AN/A30,4659,288261,304149,330
2021-10-11$38.56$42.0027.6%7.8%22.7%54.1%28.3%3.4%-0.3%16.5M-40.8M-1.0M2.4118.04N/AN/A1,0412,506265,106144,270
2021-10-12$38.16$42.0026.6%7.7%21.9%47.1%28.0%2.8%0.2%14.5M-14.9M-1.1M1.709.11N/AN/A3,1485,355292,374148,619
2021-10-13$39.03$42.0025.4%7.3%23.3%38.6%25.1%2.7%-0.2%22.8M-91.3M-1.1M0.247.78N/AN/A4,9011,186291,754149,929
2021-10-14$38.67$40.0024.1%6.9%22.2%29.6%24.9%2.1%0.0%19.1M-55.1M-1.0M0.479.41N/AN/A4,0721,920293,267154,177
2021-10-15$38.78$40.0023.1%6.6%22.1%22.8%23.9%2.2%0.1%21.4M-55.8M-962.9K0.0719.57N/AN/A175,40812,954291,872154,443
2021-10-18$38.40$39.0022.8%6.6%19.0%21.3%23.8%2.0%-0.2%795.4K-34.8M-921.2K2.1817.99N/AN/A2,3345,077134,809114,760
2021-10-19$39.23$39.0022.9%6.6%20.0%21.8%23.4%1.4%-0.4%32.1M-232.5M-1.5M0.8914.67N/AN/A2,8092,504299,383126,431
2021-10-20$38.98$39.0022.4%6.4%19.0%18.7%22.9%2.2%-0.5%41.9M-257.0M-1.7M0.1615.09N/AN/A46,9197,669391,869132,911
2021-10-21$38.96$39.0022.4%6.4%19.0%18.4%22.2%2.3%-0.5%41.8M-255.8M-1.7M0.1614.81N/AN/A47,8797,482392,127133,365
2021-10-22$39.25$39.0022.4%6.4%19.0%18.2%22.0%2.6%-0.3%50.2M-322.7M-1.8M0.1235.93N/AN/A69,7358,103394,598134,195
2021-10-25$39.49$40.0022.0%6.4%18.7%15.8%22.1%2.5%0.4%45.1M-276.3M-1.5M0.2011.92N/AN/A36,5607,192330,803125,754
2021-10-26$39.40$39.5021.6%6.3%18.2%12.7%21.5%2.2%0.3%38.3M-219.5M-1.4M0.2213.83N/AN/A46,45910,268307,157126,524
2021-10-27$38.79$39.5021.3%6.2%19.0%10.6%22.2%3.1%0.3%26.7M-138.1M-1.3M1.788.22N/AN/A6,52311,626307,143129,666
2021-10-28$38.74$39.5021.5%6.3%18.6%12.1%22.1%2.4%0.6%25.3M-123.9M-1.2M0.2711.59N/AN/A28,4087,651306,994131,686
2021-10-29$38.69$39.5021.7%6.2%18.3%13.5%22.1%2.5%0.3%22.9M-111.7M-1.2M0.0820.19N/AN/A99,6547,590301,911133,384