ASHR Options History — November 2021

In November 2021, ASHR traded between $38.11 and $39.09. ATM implied volatility averaged 22.7%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 7.3% (HV 20d: 15.5%). Max pain ranged from $39.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2021-11-01: Highest Volume — 74,664 contracts
  • 2021-11-26: Largest IV spike — 7.1% change
  • 2021-11-16: Highest IV Rank — 29.5%
  • 2021-11-30: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.57$38.11$39.09$38.84$38.46
Max Pain$39.36$39.00$40.00$39.50$39.00
ATM IV22.7%21.2%24.0%21.2%23.1%
Expected Move6.8%6.1%7.4%6.1%7.4%
HV 20d15.5%13.5%18.6%17.6%14.5%
HV 60d19.3%18.6%19.9%19.9%18.6%
IV Rank20.5%10.4%29.5%10.4%22.9%
IV Percentile44.0%14.7%59.9%14.7%53.2%
Term Structure0.1%-1.0%2.1%0.1%-0.0%
VWIV24.4%21.5%27.9%23.6%25.0%
Skew 25d1.8%0.7%2.9%2.6%1.7%
Skew 10d3.6%0.6%9.7%4.8%3.6%
Call IV 25d22.2%20.9%24.4%21.0%21.9%
Put IV 25d24.0%22.5%25.4%23.6%23.7%
Bid-Ask Spread %20.225.6165.755.6116.59
Gamma HHI0.190.140.260.180.20
Net GEX14.1M6.2M25.8M23.6M8.4M
Net DEX-68.8M-105.4M-24.6M-105.4M-63.5M
Net VEX-869.8K-1.0M-756.8K-1.0M-769.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.082.060.080.85
Total Volume23,226.76210,05774,66474,66435,111
Total OI323,799.429215,412391,338347,486222,757

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$38.84$39.5021.2%6.1%17.6%10.4%23.6%2.6%0.1%23.6M-105.4M-1.0M0.085.61N/AN/A68,8375,827262,01985,467
2021-11-02$38.26$39.5021.7%6.3%18.6%13.6%22.7%2.0%0.1%15.3M-50.9M-902.7K0.086.07N/AN/A67,7845,489261,90286,296
2021-11-03$38.30$39.5021.8%6.2%18.5%13.9%21.5%2.1%0.3%14.5M-45.6M-870.0K1.2617.50N/AN/A7,8689,892262,11386,682
2021-11-04$38.37$40.0021.6%7.0%17.6%13.2%26.4%1.7%0.1%15.7M-50.4M-922.3K1.0222.43N/AN/A5,5965,705262,60791,164
2021-11-05$38.32$40.0021.9%6.9%16.0%14.6%26.3%1.6%0.4%13.7M-42.1M-879.8K1.1021.03N/AN/A5,6396,205262,60691,228
2021-11-08$38.59$40.0022.1%6.7%16.1%16.0%23.0%2.9%1.4%16.4M-54.3M-858.0K0.8412.70N/AN/A8,9707,540257,36088,604
2021-11-09$38.35$40.0022.3%6.8%15.8%17.6%26.3%1.9%1.6%10.4M-24.6M-793.0K1.3320.44N/AN/A6,7228,967260,13491,178
2021-11-10$38.11$40.0023.4%7.2%13.5%25.3%27.9%2.2%1.3%14.1M-44.9M-888.0K2.0147.05N/AN/A6,41712,913260,49593,143
2021-11-11$39.09$40.0023.6%7.3%16.1%26.7%24.8%1.6%1.6%25.8M-102.3M-892.0K0.469.99N/AN/A24,11810,990262,14998,410
2021-11-12$38.92$39.0023.3%7.0%16.2%24.7%24.6%1.6%2.1%24.4M-100.7M-907.2K0.4046.47N/AN/A25,0749,934277,10998,428
2021-11-15$38.83$39.0023.8%7.0%15.8%27.6%24.8%1.0%-0.7%21.5M-103.2M-956.0K0.9021.99N/AN/A7,7747,028291,70690,530
2021-11-16$38.72$39.0024.0%7.0%13.8%29.5%24.0%0.8%-0.7%15.4M-82.9M-916.8K1.0116.92N/AN/A7,9197,961293,55092,187
2021-11-17$38.79$39.0023.8%6.8%13.6%27.9%24.6%0.7%-0.8%12.5M-82.0M-904.5K1.1965.75N/AN/A6,4757,690295,11894,032
2021-11-18$38.26$39.0022.9%6.6%14.4%22.1%24.1%1.2%-1.0%6.2M-35.3M-858.4K1.2111.69N/AN/A5,8057,015295,59094,750
2021-11-19$38.66$39.0023.0%6.8%14.7%22.5%24.1%1.0%-0.2%10.2M-68.5M-866.7K0.876.22N/AN/A5,6744,940296,18395,155
2021-11-22$38.87$39.0022.9%6.6%14.7%21.8%23.0%1.0%-0.7%11.0M-95.4M-852.4K2.0620.61N/AN/A5,84712,018157,15558,257
2021-11-23$38.79$39.0022.9%6.6%14.7%21.8%23.2%2.0%-0.6%11.1M-90.8M-833.8K1.5811.96N/AN/A6,77010,686158,18258,783
2021-11-24$38.81$39.0021.8%6.5%13.6%13.9%22.5%1.6%-0.5%10.7M-92.2M-832.7K1.4624.69N/AN/A6,0918,877160,18661,627
2021-11-26$38.27$39.0023.3%7.3%14.5%24.5%23.9%2.9%-0.6%7.5M-52.2M-790.5K1.1410.84N/AN/A6,3127,225161,63362,599
2021-11-29$38.35$39.0022.6%7.0%14.5%19.9%25.1%2.7%-0.2%7.7M-56.7M-756.8K1.347.99N/AN/A4,2985,759160,53360,181
2021-11-30$38.46$39.0023.1%7.4%14.5%22.9%25.0%1.7%-0.0%8.4M-63.5M-769.1K0.8516.59N/AN/A18,93116,180160,74862,009