ASHR Options History — February 2023

In February 2023, ASHR traded between $28.91 and $31.64. ATM implied volatility averaged 24.0%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 3.8% (HV 20d: 20.2%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.45.

Notable Days

  • 2023-02-09: Highest Volume — 124,492 contracts
  • 2023-02-21: Largest IV spike — 4.7% change
  • 2023-02-27: Highest IV Rank — 31.9%
  • 2023-02-27: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.14$28.91$31.64$31.64$29.31
Max Pain$28.84$28.00$29.00$29.00$29.00
ATM IV24.0%22.5%25.7%22.5%25.5%
Expected Move6.9%6.6%7.4%6.6%7.4%
HV 20d20.2%14.4%24.3%14.4%23.9%
HV 60d21.6%19.5%25.5%25.5%19.5%
IV Rank22.9%15.9%31.9%15.9%30.5%
IV Percentile28.0%16.3%44.0%16.3%42.1%
Term Structure-0.1%-1.9%0.7%0.3%-0.5%
VWIV24.4%22.8%28.3%23.3%26.2%
Skew 25d1.8%1.1%2.8%1.9%1.8%
Skew 10d3.2%-8.5%17.3%2.7%3.1%
Call IV 25d23.7%22.0%25.6%22.0%25.3%
Put IV 25d25.5%23.6%27.2%23.9%27.1%
Bid-Ask Spread %57.245.2083.8079.0116.91
Gamma HHI0.290.200.380.250.34
Net GEX39.1M17.0M74.7M74.7M23.8M
Net DEX-361.6M-739.1M-141.0M-739.1M-198.7M
Net VEX-1.9M-2.8M-1.3M-2.8M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.002.570.462.57
Total Volume21,735.8422,278124,49211,6355,479
Total OI754,531.789641,674841,257835,666665,123

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$31.64$29.0022.5%6.6%14.4%15.9%23.3%1.9%0.3%74.7M-739.1M-2.8M0.4679.01N/AN/A7,9473,688749,21486,452
2023-02-02$31.14$28.0022.8%6.6%15.8%17.5%22.8%1.8%0.1%62.8M-617.9M-2.7M0.0061.70N/AN/A91,416331751,94489,313
2023-02-03$30.31$28.0022.9%6.8%18.8%18.0%23.2%1.1%0.3%39.1M-359.2M-2.0M0.0966.37N/AN/A17,3191,570682,11689,408
2023-02-06$30.13$28.0023.4%6.8%17.8%20.7%24.5%1.6%0.2%38.6M-351.6M-1.9M0.0446.65N/AN/A19,047790672,95580,707
2023-02-07$30.31$29.0022.9%6.8%17.7%18.2%23.5%1.8%0.7%40.5M-373.4M-1.9M0.1066.96N/AN/A9,932982669,33780,581
2023-02-08$30.07$29.0023.6%6.8%18.0%21.9%23.4%2.1%-0.1%37.3M-341.4M-1.8M0.0766.69N/AN/A13,580943670,93981,460
2023-02-09$30.59$29.0023.6%6.7%19.0%21.7%22.9%1.5%-0.1%44.5M-434.0M-2.0M0.0369.76N/AN/A121,1983,294682,82481,289
2023-02-10$30.13$29.0023.7%6.8%19.6%22.4%23.8%1.7%0.1%42.2M-398.4M-2.0M0.3149.81N/AN/A15,6424,874743,28282,575
2023-02-13$30.79$29.0024.0%6.9%20.3%22.2%24.5%2.0%0.1%55.0M-508.3M-2.2M0.1571.23N/AN/A5,258812738,63484,027
2023-02-14$30.63$29.0023.5%6.7%20.3%19.8%23.7%1.4%0.5%51.0M-479.5M-2.2M0.4423.06N/AN/A6,5212,901737,52584,476
2023-02-15$30.34$29.0023.3%6.7%20.5%18.4%23.1%1.9%-0.2%43.5M-395.9M-1.9M0.3459.88N/AN/A2,895979737,03784,858
2023-02-16$29.98$29.0023.8%6.8%20.6%21.3%24.7%2.2%-0.0%33.6M-346.0M-1.8M0.505.20N/AN/A1,514764740,60385,048
2023-02-17$29.43$29.0024.3%7.1%20.9%23.8%25.0%2.0%-1.9%23.8M-241.4M-1.5M1.8983.80N/AN/A4,7108,895741,71985,725
2023-02-21$30.12$29.0025.4%7.3%22.8%30.0%25.9%2.4%-0.4%35.2M-292.2M-1.7M0.0662.17N/AN/A15,975993598,26852,894
2023-02-22$29.81$29.0024.8%7.0%23.0%26.6%25.1%2.8%-0.1%30.4M-243.3M-1.6M0.4766.96N/AN/A4,7892,230588,02253,652
2023-02-23$29.73$29.0025.1%7.2%22.7%28.3%25.2%2.2%0.1%28.4M-226.7M-1.6M0.1263.66N/AN/A18,7682,227592,49454,963
2023-02-24$28.91$29.0024.8%7.2%23.7%26.6%25.2%1.4%-0.1%17.0M-141.0M-1.3M0.5558.81N/AN/A3,6091,980601,51656,558
2023-02-27$29.23$29.0025.7%7.4%24.3%31.9%28.3%1.5%-0.6%22.3M-181.5M-1.4M0.3468.83N/AN/A6,8212,308602,19756,369
2023-02-28$29.31$29.0025.5%7.4%23.9%30.5%26.2%1.8%-0.5%23.8M-198.7M-1.5M2.5716.91N/AN/A1,5353,944606,53658,587