ASHR Options History — March 2023 In March 2023, ASHR traded between $28.55 and $30.18. ATM implied volatility averaged 24.6%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 1.6% (HV 20d: 23.0%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.51.
Notable Days 2023-03-09 : Highest Volume — 28,639 contracts2023-03-06 : Largest IV drop — 7.7% change2023-03-02 : Highest IV Rank — 35.1%2023-03-02 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.21 $28.55 $30.18 $30.14 $29.41 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 24.6% 23.0% 26.4% 26.2% 23.3% Expected Move 6.9% 6.3% 7.8% 7.6% 6.4% HV 20d 23.0% 17.0% 26.2% 26.2% 17.6% HV 60d 20.9% 20.0% 21.8% 20.2% 20.0% IV Rank 25.5% 16.9% 35.1% 34.1% 18.6% IV Percentile 31.3% 15.1% 51.6% 50.0% 18.7% Term Structure 0.6% -0.9% 16.6% -0.6% 0.1% VWIV 24.5% 22.0% 27.1% 26.9% 23.0% Skew 25d 2.3% 1.2% 4.7% 1.8% 1.8% Skew 10d 5.2% 2.8% 8.9% 2.8% 5.2% Call IV 25d 24.1% 22.0% 26.9% 25.7% 23.2% Put IV 25d 26.4% 23.8% 29.1% 27.5% 25.1% Bid-Ask Spread % 55.63 17.33 90.14 71.68 34.95 Gamma HHI 0.21 0.14 0.37 0.37 0.21 Net GEX 14.7M -1.1M 38.7M 35.1M 14.4M Net DEX -135.0M -304.1M -45.5M -297.1M -134.3M Net VEX -1.2M -1.7M -967.4K -1.7M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.03 2.73 0.32 0.62 Total Volume 9,283.565 600 28,639 21,349 1,231 Total OI 634,537.13 477,882 774,067 668,602 503,831
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-03-01 $30.14 $29.00 26.2% 7.6% 26.2% 34.1% 26.9% 1.8% -0.6% 35.1M -297.1M -1.7M 0.32 71.68 N/A N/A 16,231 5,118 607,585 61,017 2023-03-02 $30.05 $29.00 26.4% 7.8% 25.6% 35.1% 27.1% 1.2% -0.2% 34.1M -289.6M -1.7M 0.10 68.38 N/A N/A 25,960 2,643 619,188 75,068 2023-03-03 $30.18 $29.00 26.2% 7.6% 25.2% 34.4% 26.1% 2.1% -0.5% 38.7M -304.1M -1.7M 0.03 70.02 N/A N/A 17,804 469 646,534 77,507 2023-03-06 $29.54 $29.00 24.2% 6.8% 24.5% 23.4% 24.4% 2.0% 0.0% 26.0M -200.9M -1.5M 0.47 58.13 N/A N/A 6,885 3,251 661,443 74,991 2023-03-07 $28.87 $29.00 24.6% 6.9% 25.6% 25.4% 24.0% 2.0% -0.7% 12.5M -100.4M -1.2M 1.02 45.17 N/A N/A 2,752 2,815 663,227 78,727 2023-03-08 $28.98 $29.00 24.3% 6.8% 25.6% 24.2% 24.2% 2.1% -0.6% 11.6M -110.6M -1.3M 0.06 34.09 N/A N/A 2,717 162 664,776 79,083 2023-03-09 $28.55 $29.00 25.4% 7.1% 25.9% 30.3% 25.0% 2.2% -0.2% 6.7M -56.8M -1.1M 0.67 39.86 N/A N/A 17,138 11,501 664,881 79,202 2023-03-10 $28.66 $29.00 26.0% 7.1% 25.0% 33.0% 26.8% 2.9% -0.0% 8.8M -70.6M -1.2M 0.66 35.44 N/A N/A 2,058 1,358 679,078 88,491 2023-03-13 $29.20 $29.00 26.3% 7.5% 25.7% 34.8% 25.2% 2.5% -0.2% 15.1M -133.3M -1.2M 0.03 66.45 N/A N/A 17,543 606 674,595 87,590 2023-03-14 $29.13 $29.00 25.7% 7.3% 24.2% 31.7% 25.6% 2.5% -0.2% 12.8M -126.0M -1.2M 0.90 70.65 N/A N/A 1,079 966 684,997 87,758 2023-03-15 $28.70 $29.00 26.1% 7.3% 24.6% 33.6% 25.7% 3.2% -0.2% 3.6M -62.5M -1.1M 0.30 63.97 N/A N/A 1,894 567 684,840 87,984 2023-03-16 $28.71 $29.00 25.1% 7.0% 24.5% 28.7% 24.8% 4.7% -0.4% -1.1M -53.2M -1.0M 0.32 69.57 N/A N/A 912 288 686,257 87,810 2023-03-17 $28.66 $29.00 24.9% 6.9% 24.2% 27.2% 24.3% 2.0% -0.9% 1.5M -45.5M -1.0M 0.87 76.44 N/A N/A 14,522 12,682 686,764 86,145 2023-03-20 $28.84 $29.00 23.6% 6.8% 23.6% 20.3% 24.4% 2.1% -0.3% 10.7M -97.5M -1.0M 0.35 62.77 N/A N/A 2,373 835 417,620 60,262 2023-03-21 $29.05 $29.00 23.0% 6.6% 22.1% 16.9% 24.3% 2.9% 0.3% 12.6M -109.1M -1.0M 0.68 58.74 N/A N/A 8,501 5,745 418,069 60,758 2023-03-22 $29.16 $29.00 23.0% 6.6% 21.9% 16.9% 22.9% 1.6% 16.6% 14.3M -143.3M -1.1M 0.19 90.14 N/A N/A 722 139 425,545 65,770 2023-03-23 $29.55 $29.00 23.4% 6.7% 22.5% 19.0% 24.2% 1.9% 0.5% 17.0M -157.3M -1.1M 0.81 21.82 N/A N/A 2,000 1,624 425,867 65,857 2023-03-24 $29.32 $29.00 23.2% 6.6% 20.2% 18.0% 22.7% 2.3% 0.7% 14.2M -130.3M -1.1M 0.16 69.13 N/A N/A 2,380 382 427,365 67,069 2023-03-27 $29.19 $29.00 23.7% 6.7% 19.9% 20.6% 23.1% 2.5% -0.0% 11.2M -108.8M -976.1K 0.26 48.77 N/A N/A 1,703 436 426,071 66,838 2023-03-28 $29.27 $29.00 23.9% 6.6% 19.9% 21.7% 24.1% 2.3% 0.1% 12.1M -115.9M -993.3K 2.73 17.33 N/A N/A 161 439 426,720 67,064 2023-03-29 $29.20 $29.00 23.9% 6.6% 17.0% 22.1% 22.6% 2.0% -0.1% 11.5M -112.6M -967.4K 0.05 57.37 N/A N/A 6,346 322 426,842 67,406 2023-03-30 $29.57 $29.00 23.1% 6.3% 17.7% 17.7% 22.0% 2.0% 0.1% 15.7M -144.5M -1.0M 0.08 48.55 N/A N/A 7,676 586 432,405 67,457 2023-03-31 $29.41 $29.00 23.3% 6.4% 17.6% 18.6% 23.0% 1.8% 0.1% 14.4M -134.3M -1.0M 0.62 34.95 N/A N/A 761 470 436,006 67,825
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