ASHR Options History — May 2023

In May 2023, ASHR traded between $26.70 and $29.36. ATM implied volatility averaged 19.8%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.8% (HV 20d: 17.0%). Max pain ranged from $23.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.34.

Notable Days

  • 2023-05-04: Highest Volume — 35,054 contracts
  • 2023-05-30: Largest IV spike — 6.3% change
  • 2023-05-31: Highest IV Rank — 16.6%
  • 2023-05-30: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.28$26.70$29.36$28.96$26.70
Max Pain$28.77$23.00$30.00$30.00$29.00
ATM IV19.8%18.8%22.0%19.1%22.0%
Expected Move5.8%5.4%6.7%5.4%6.7%
HV 20d17.0%14.1%19.2%15.5%18.5%
HV 60d18.1%16.6%19.6%19.6%16.6%
IV Rank4.9%0.0%16.6%0.7%16.6%
IV Percentile6.0%0.0%21.0%0.4%21.0%
Term Structure-0.0%-1.3%1.0%0.2%-0.4%
VWIV20.5%18.5%23.6%18.5%23.6%
Skew 25d2.3%1.7%2.9%2.6%2.7%
Skew 10d5.3%4.2%10.2%4.5%5.3%
Call IV 25d19.1%18.0%21.6%18.1%21.1%
Put IV 25d21.3%20.2%23.9%20.8%23.8%
Bid-Ask Spread %33.715.8885.606.6122.98
Gamma HHI0.180.140.270.240.15
Net GEX6.3M1.2M17.0M12.9M1.2M
Net DEX-53.7M-114.9M-14.2K-90.5M-14.2K
Net VEX-722.7K-915.8K-486.2K-872.0K-486.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.017.231.450.28
Total Volume3,783.77336535,0549231,217
Total OI280,365.136195,687331,797307,521196,643

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$28.96$30.0019.1%5.4%15.5%0.7%18.5%2.6%0.2%12.9M-90.5M-872.0K1.456.61N/AN/A376547277,35530,166
2023-05-02$28.86$30.0019.6%5.7%14.2%3.3%19.8%2.6%0.3%11.9M-85.2M-859.5K0.3147.82N/AN/A775240277,61930,704
2023-05-03$28.84$30.0019.5%5.8%14.1%3.0%20.7%2.1%0.2%10.4M-78.6M-812.8K5.9385.60N/AN/A2881,707277,81730,890
2023-05-04$29.18$23.0020.2%5.9%14.9%6.5%19.6%2.6%0.2%17.0M-114.9M-915.8K0.0136.20N/AN/A34,784270278,03132,509
2023-05-05$29.13$28.0019.4%5.7%14.8%2.5%20.9%2.3%0.0%14.3M-100.2M-843.7K0.6441.59N/AN/A1,6991,091278,57432,745
2023-05-08$29.36$28.0019.0%5.7%15.2%0.7%19.5%2.9%0.8%15.8M-111.0M-857.0K0.3553.98N/AN/A10,9933,887277,91032,962
2023-05-09$29.16$29.0019.2%5.6%15.3%1.6%20.1%2.2%0.2%11.9M-96.2M-862.4K2.1754.84N/AN/A1,1142,412288,83736,818
2023-05-10$28.91$29.0019.1%5.5%15.5%1.0%19.2%2.2%-0.2%7.8M-72.5M-813.4K0.6741.40N/AN/A1,076721288,90739,193
2023-05-11$28.80$29.0018.8%5.4%15.1%0.0%20.3%2.2%0.5%6.4M-65.2M-787.4K7.2356.30N/AN/A4903,543289,23639,707
2023-05-12$28.19$29.0019.6%5.6%16.6%3.8%19.9%2.4%-0.3%2.4M-28.1M-710.3K0.8511.94N/AN/A465395289,26342,534
2023-05-15$28.91$29.0019.7%5.7%18.6%4.7%19.4%2.4%-0.2%5.4M-73.4M-793.6K0.7959.74N/AN/A1,7601,387281,51740,229
2023-05-16$28.49$29.0020.6%5.9%19.1%9.0%20.6%2.1%-0.9%3.1M-48.7M-732.6K0.7310.40N/AN/A384282282,97641,558
2023-05-17$28.27$29.0020.2%5.8%19.0%7.0%21.1%2.0%-1.3%2.6M-37.0M-708.1K0.829.18N/AN/A1,7361,422283,08441,798
2023-05-18$28.01$29.0019.0%5.4%19.1%0.8%19.1%2.1%-0.4%2.2M-23.9M-676.9K0.5420.79N/AN/A408220283,82342,110
2023-05-19$28.12$29.0018.8%5.4%18.1%0.0%20.4%1.8%-0.2%1.5M-32.4M-671.1K2.505.88N/AN/A204510285,01840,509
2023-05-22$28.20$29.0019.3%5.5%17.9%2.6%19.4%1.7%0.3%4.4M-49.8M-690.1K0.1827.05N/AN/A1,051190161,03734,809
2023-05-23$27.61$29.0019.3%5.8%18.6%2.6%20.0%1.9%0.4%2.1M-24.9M-611.4K1.6148.79N/AN/A597961161,24634,974
2023-05-24$27.19$29.0019.8%6.0%19.2%5.5%20.7%2.1%1.0%1.5M-14.0M-566.7K0.3967.32N/AN/A687271161,57135,254
2023-05-25$27.01$29.0020.6%6.2%18.2%9.7%22.6%1.9%-0.4%1.2M-9.7M-541.4K0.8016.14N/AN/A203162161,41934,710
2023-05-26$27.27$29.0020.6%6.1%18.1%9.6%21.5%2.6%-0.5%1.8M-17.2M-562.2K0.059.20N/AN/A1,28059161,51334,771
2023-05-30$26.88$29.0021.9%6.7%18.5%16.2%23.3%2.3%-0.2%1.4M-7.1M-524.4K1.097.77N/AN/A659720161,40134,286
2023-05-31$26.70$29.0022.0%6.7%18.5%16.6%23.6%2.7%-0.4%1.2M-14.2K-486.2K0.2822.98N/AN/A951266161,71234,931