ASHR Options History — January 2023

In January 2023, ASHR traded between $28.29 and $32.06. ATM implied volatility averaged 23.6%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 6.5% (HV 20d: 17.1%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.57.

Notable Days

  • 2023-01-17: Highest Volume — 181,782 contracts
  • 2023-01-13: Largest IV drop — 5.0% change
  • 2023-01-03: Highest IV Rank — 40.6%
  • 2023-01-05: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.64$28.29$32.06$28.29$31.20
Max Pain$28.70$28.00$29.00$29.00$29.00
ATM IV23.6%21.8%26.4%26.4%22.9%
Expected Move6.8%6.2%7.6%7.5%6.8%
HV 20d17.1%9.6%20.1%17.3%14.1%
HV 60d28.7%25.3%31.2%31.2%25.4%
IV Rank24.4%12.0%40.6%40.6%18.1%
IV Percentile26.1%8.3%52.8%52.8%20.2%
Term Structure0.1%-0.6%0.7%0.1%0.1%
VWIV24.1%21.6%27.0%26.7%23.7%
Skew 25d1.4%0.3%1.9%1.0%1.8%
Skew 10d2.7%-0.0%3.9%0.3%3.9%
Call IV 25d23.4%21.2%26.8%26.8%22.6%
Put IV 25d24.8%22.8%27.8%27.8%24.4%
Bid-Ask Spread %49.354.6273.818.7742.46
Gamma HHI0.190.160.240.170.24
Net GEX52.6M9.9M86.6M9.9M63.5M
Net DEX-575.4M-921.6M-121.6M-121.6M-618.4M
Net VEX-2.4M-3.1M-1.4M-1.4M-2.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.002.880.870.03
Total Volume61,188.63,284181,78240,11966,731
Total OI700,065.6400,872895,767400,872812,582

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$28.29$29.0026.4%7.5%17.3%40.6%26.7%1.0%0.1%9.9M-121.6M-1.4M0.878.77N/AN/A21,43918,680310,61890,254
2023-01-04$28.74$29.0026.3%7.4%18.2%40.3%26.0%1.3%0.2%13.0M-165.0M-1.5M0.3723.93N/AN/A14,9235,587327,395107,469
2023-01-05$29.14$28.0026.1%7.6%18.4%39.2%27.0%0.3%-0.1%16.1M-211.2M-1.6M0.7847.73N/AN/A3,5372,756341,462112,201
2023-01-06$29.70$28.0025.2%7.3%19.6%34.5%25.9%1.9%0.2%20.2M-275.9M-1.6M0.0555.66N/AN/A81,5613,870342,780114,616
2023-01-09$29.94$28.0025.3%7.2%19.7%35.1%26.4%1.4%-0.2%29.3M-393.5M-2.0M0.0355.42N/AN/A83,6662,854413,391115,679
2023-01-10$30.02$28.0025.3%7.3%19.7%35.0%25.6%1.7%0.2%36.4M-437.2M-2.2M0.0358.46N/AN/A62,6971,748490,911117,895
2023-01-11$30.11$28.0024.2%7.0%19.5%29.9%25.0%1.3%-0.2%42.5M-481.7M-2.3M0.544.62N/AN/A24,66813,301548,269118,160
2023-01-12$30.32$28.0023.4%6.8%19.5%25.6%24.3%1.5%0.7%48.7M-540.7M-2.4M2.8815.54N/AN/A5,52815,901570,768130,890
2023-01-13$30.81$29.0022.2%6.4%20.1%19.8%22.7%1.4%0.3%52.4M-627.0M-2.4M0.0349.21N/AN/A122,1073,424569,545144,290
2023-01-17$30.98$29.0023.3%6.7%19.8%22.9%23.5%1.6%-0.6%61.5M-708.7M-2.6M0.0273.58N/AN/A178,0643,718639,277133,122
2023-01-18$30.82$29.0022.5%6.5%19.2%19.0%22.6%1.1%-0.1%64.6M-634.0M-2.5M0.0371.43N/AN/A79,5442,075695,063136,607
2023-01-19$31.06$29.0022.6%6.5%17.7%18.8%22.6%1.7%-0.0%73.6M-746.6M-2.8M0.1054.23N/AN/A33,4753,305757,804136,205
2023-01-20$31.36$29.0022.4%6.4%16.8%18.0%22.6%1.4%-0.3%66.7M-807.3M-2.9M2.1673.81N/AN/A17,99638,829757,459138,308
2023-01-23$31.52$29.0022.6%6.4%16.6%19.3%23.0%1.5%0.3%67.2M-713.4M-2.8M0.0358.96N/AN/A35,5131,057669,381103,245
2023-01-24$31.52$29.0022.4%6.4%15.0%16.8%22.8%1.4%0.0%70.6M-736.9M-2.9M0.9363.93N/AN/A1,7051,579685,389104,052
2023-01-25$31.70$29.0022.1%6.5%14.9%13.6%22.6%1.5%0.5%73.0M-775.7M-2.9M0.0156.96N/AN/A71,528532685,570104,654
2023-01-26$32.06$29.0021.8%6.3%12.8%12.5%21.9%1.5%0.2%86.6M-921.6M-3.1M0.0868.99N/AN/A8,845697734,544105,091
2023-01-27$32.05$29.0021.8%6.2%9.6%12.0%21.6%1.6%0.2%81.6M-869.8M-2.9M0.0047.74N/AN/A176,608582696,748105,536
2023-01-30$31.46$29.0022.8%6.9%13.2%17.7%25.6%1.6%-0.2%73.6M-723.0M-2.9M2.4655.53N/AN/A3,8029,340756,50677,576
2023-01-31$31.20$29.0022.9%6.8%14.1%18.1%23.7%1.8%0.1%63.5M-618.4M-2.6M0.0342.46N/AN/A64,9871,744726,62185,961