ASHR Options History — April 2023

In April 2023, ASHR traded between $28.45 and $30.23. ATM implied volatility averaged 20.5%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 7.2% (HV 20d: 13.3%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.30.

Notable Days

  • 2023-04-10: Highest Volume — 76,343 contracts
  • 2023-04-25: Largest IV spike — 9.9% change
  • 2023-04-03: Highest IV Rank — 14.7%
  • 2023-04-10: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.58$28.45$30.23$29.88$29.20
Max Pain$29.53$28.00$30.00$29.00$30.00
ATM IV20.5%18.9%22.6%22.6%19.1%
Expected Move5.9%5.4%6.4%6.3%5.4%
HV 20d13.3%10.7%17.0%17.0%15.4%
HV 60d19.6%19.4%20.1%20.1%19.7%
IV Rank6.2%0.0%14.7%14.7%1.1%
IV Percentile3.4%0.0%11.1%11.1%0.8%
Term Structure0.2%-0.4%0.6%0.5%-0.3%
VWIV20.4%18.4%22.3%22.0%18.4%
Skew 25d2.2%1.3%2.7%2.4%2.6%
Skew 10d4.6%3.5%5.6%5.5%4.7%
Call IV 25d19.9%18.0%22.0%22.0%18.0%
Put IV 25d22.0%19.9%24.4%24.4%20.6%
Bid-Ask Spread %36.635.4871.4447.8424.13
Gamma HHI0.240.210.290.230.26
Net GEX22.3M9.2M38.5M19.0M15.3M
Net DEX-174.5M-287.0M-71.2M-172.8M-109.1M
Net VEX-1.1M-1.3M-859.0K-986.8K-941.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.031.540.120.10
Total Volume12,167.26353776,3439,0082,146
Total OI512,358.526303,120671,878482,256308,195

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$29.88$29.0022.6%6.3%17.0%14.7%22.0%2.4%0.5%19.0M-172.8M-986.8K0.1247.84N/AN/A8,076932415,47166,785
2023-04-04$29.98$29.0022.4%6.2%14.5%13.9%22.3%2.3%0.5%21.6M-186.3M-1.0M0.0332.70N/AN/A7,162242420,62367,411
2023-04-05$29.87$29.0021.6%6.0%14.6%9.6%20.9%2.3%0.4%20.3M-175.3M-984.9K0.1740.65N/AN/A15,9232,637426,25967,397
2023-04-06$29.95$28.0022.0%6.3%13.3%11.7%21.5%2.1%-0.4%22.5M-190.1M-1.1M0.0764.76N/AN/A22,5511,654435,88869,944
2023-04-10$29.87$28.0021.9%6.4%13.4%11.3%22.3%2.3%0.4%19.9M-178.8M-1.0M0.0458.46N/AN/A73,5962,747457,19069,789
2023-04-11$29.87$28.0020.4%5.9%11.9%3.1%20.8%2.0%0.0%27.3M-212.4M-1.2M0.1637.53N/AN/A8,0191,289530,55868,433
2023-04-12$29.69$30.0020.8%6.0%12.1%5.3%21.1%2.5%0.5%24.8M-198.4M-1.1M0.4571.44N/AN/A1,390621537,57769,650
2023-04-13$29.91$30.0020.0%5.8%10.7%0.8%20.6%2.0%0.3%29.9M-222.2M-1.2M0.3465.29N/AN/A10,8543,664538,24170,030
2023-04-14$29.80$30.0018.9%5.5%10.9%0.0%19.5%1.8%0.4%26.6M-207.0M-1.2M0.4015.35N/AN/A1,065427558,43474,303
2023-04-17$30.20$30.0019.8%5.6%11.5%4.7%19.0%1.8%0.6%34.3M-263.3M-1.2M0.1150.75N/AN/A20,0012,153556,19873,599
2023-04-18$30.23$30.0019.5%5.6%11.4%3.2%19.1%1.8%0.2%38.5M-287.0M-1.3M0.6147.24N/AN/A852516576,60274,392
2023-04-19$29.95$30.0019.2%5.5%12.0%1.6%19.1%2.0%0.4%33.0M-236.2M-1.2M0.048.61N/AN/A7,793297578,85474,806
2023-04-20$29.79$30.0019.1%5.5%12.2%1.0%18.9%1.3%0.1%29.5M-201.8M-1.1M0.0817.62N/AN/A18,5811,577578,77774,529
2023-04-21$29.19$30.0019.9%5.7%13.5%4.9%19.5%2.1%-0.1%16.8M-136.5M-1.0M0.6534.35N/AN/A4,0742,668596,04475,834
2023-04-24$28.88$30.0019.6%5.5%13.8%3.6%19.8%1.9%0.1%13.4M-103.2M-962.6K1.5437.00N/AN/A6561,009273,07030,050
2023-04-25$28.45$30.0021.5%6.2%14.6%13.6%21.9%2.6%-0.3%9.2M-71.2M-865.8K0.2926.29N/AN/A2,834830273,77530,647
2023-04-26$28.48$30.0021.3%6.2%14.6%12.1%21.3%2.7%-0.3%9.2M-71.2M-859.0K0.1510.53N/AN/A46572276,30331,388
2023-04-27$28.89$30.0019.3%5.5%15.6%2.1%19.8%2.6%0.2%11.9M-92.0M-903.9K0.285.48N/AN/A1,413392276,49331,273
2023-04-28$29.20$30.0019.1%5.4%15.4%1.1%18.4%2.6%-0.3%15.3M-109.1M-941.2K0.1024.13N/AN/A1,949197276,95331,242