ASHR Options History — June 2023 In June 2023, ASHR traded between $26.48 and $27.91. ATM implied volatility averaged 19.8%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 1.1% (HV 20d: 18.7%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.16.
Notable Days 2023-06-16 : Highest Volume — 291,834 contracts2023-06-09 : Largest IV drop — 5.5% change2023-06-02 : Highest IV Rank — 11.1%2023-06-02 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.00 $26.48 $27.91 $26.94 $26.77 Max Pain $28.62 $28.00 $29.00 $29.00 $28.00 ATM IV 19.8% 18.6% 20.9% 20.6% 19.2% Expected Move 5.7% 5.4% 6.4% 6.1% 5.4% HV 20d 18.7% 16.8% 20.5% 19.0% 17.9% HV 60d 16.6% 16.0% 17.2% 16.2% 17.0% IV Rank 5.8% 0.0% 11.1% 9.3% 3.0% IV Percentile 9.6% 0.0% 15.5% 12.3% 5.2% Term Structure 0.0% -0.7% 0.8% -0.7% 0.1% VWIV 19.8% 18.3% 22.4% 21.8% 18.3% Skew 25d 1.6% 0.9% 2.9% 2.2% 1.5% Skew 10d 4.0% 2.5% 5.0% 5.0% 4.2% Call IV 25d 19.4% 18.6% 20.4% 20.3% 19.1% Put IV 25d 21.0% 19.7% 22.6% 22.5% 20.6% Bid-Ask Spread % 34.01 7.33 68.99 15.10 65.68 Gamma HHI 0.26 0.11 0.44 0.15 0.44 Net GEX 14.1M 1.4M 30.8M 1.4M 11.6M Net DEX -89.9M -259.7M -1.4M -8.1M -68.0M Net VEX -759.3K -1.2M -456.9K -507.0K -640.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.00 0.67 0.10 0.04 Total Volume 26,781.286 356 291,834 571 2,846 Total OI 320,186.667 195,104 391,717 196,171 369,529
Daily Data (21 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 2023-06-01 $26.94 $29.00 20.6% 6.1% 19.0% 9.3% 21.8% 2.2% -0.7% 1.4M -8.1M -507.0K 0.10 15.10 N/A N/A 517 54 161,912 34,259 2023-06-02 $27.30 $29.00 20.9% 6.4% 19.2% 11.1% 22.4% 2.9% -0.3% 1.4M -17.3M -513.7K 0.09 8.57 N/A N/A 1,275 113 161,892 34,023 2023-06-05 $27.06 $29.00 20.7% 5.8% 19.3% 10.1% 19.9% 1.5% -0.3% 1.4M -13.5M -506.2K 0.04 47.80 N/A N/A 2,759 108 161,610 33,494 2023-06-06 $26.93 $29.00 20.4% 5.8% 18.8% 8.5% 19.3% 1.3% 0.1% 1.7M -10.2M -483.5K 0.23 37.09 N/A N/A 342 80 164,135 33,592 2023-06-07 $26.52 $29.00 20.4% 5.6% 19.2% 8.3% 19.8% 0.9% -0.2% 1.5M -1.4M -456.9K 0.30 16.78 N/A N/A 273 83 164,255 33,604 2023-06-08 $26.96 $29.00 19.7% 5.7% 20.5% 4.8% 20.4% 1.2% 0.2% 1.7M -12.8M -468.9K 0.00 51.12 N/A N/A 144,920 189 164,478 32,040 2023-06-09 $26.84 $29.00 18.6% 5.4% 20.5% 0.0% 18.8% 1.6% 0.4% 15.4M -100.9M -924.5K 0.04 15.20 N/A N/A 1,375 57 309,002 32,121 2023-06-12 $26.91 $29.00 19.0% 5.4% 19.5% 1.8% 19.2% 1.4% -0.2% 15.7M -105.9M -955.3K 0.03 50.98 N/A N/A 12,896 444 308,510 32,053 2023-06-13 $27.09 $29.00 19.3% 5.6% 17.0% 3.3% 19.5% 1.2% 0.0% 16.9M -118.9M -956.2K 0.01 57.17 N/A N/A 24,438 221 311,768 32,461 2023-06-14 $27.26 $29.00 18.8% 5.6% 16.8% 0.9% 19.3% 1.8% 0.8% 24.4M -167.1M -1.1M 0.01 68.99 N/A N/A 17,857 172 337,392 32,489 2023-06-15 $27.86 $29.00 18.8% 5.5% 18.6% 0.8% 19.3% 1.0% 0.5% 24.3M -242.3M -1.1M 0.03 17.59 N/A N/A 25,462 827 340,789 32,415 2023-06-16 $27.91 $29.00 19.3% 5.5% 18.4% 3.6% 19.2% 1.0% -0.1% 19.9M -259.7M -1.2M 0.00 51.11 N/A N/A 291,007 827 358,952 32,050 2023-06-20 $27.38 $29.00 20.1% 5.8% 19.5% 7.5% 19.8% 2.6% -0.0% 26.8M -160.5M -979.3K 0.03 24.98 N/A N/A 26,001 703 342,682 24,539 2023-06-21 $27.11 $28.00 19.8% 5.7% 19.6% 5.8% 20.2% 1.6% 0.1% 30.8M -145.0M -955.0K 0.52 18.33 N/A N/A 1,547 798 364,678 25,210 2023-06-22 $26.96 $28.00 19.6% 5.6% 18.4% 4.8% 19.5% 1.8% 0.2% 24.7M -105.7M -825.7K 0.08 68.65 N/A N/A 875 72 365,276 26,441 2023-06-23 $26.68 $28.00 20.2% 5.8% 17.9% 8.0% 20.0% 1.7% 0.0% 17.6M -76.0M -720.1K 0.27 50.32 N/A N/A 626 167 365,320 25,924 2023-06-26 $26.48 $28.00 20.1% 5.7% 18.0% 7.7% 20.3% 2.0% -0.2% 13.5M -58.4M -634.9K 0.32 12.64 N/A N/A 476 152 343,593 25,219 2023-06-27 $26.86 $28.00 19.9% 5.7% 18.4% 6.7% 19.6% 1.5% -0.1% 20.4M -86.7M -723.0K 0.38 17.20 N/A N/A 364 139 343,875 24,551 2023-06-28 $26.70 $28.00 20.1% 5.7% 17.8% 7.6% 19.5% 1.7% -0.0% 15.4M -69.9M -662.7K 0.25 11.52 N/A N/A 629 156 344,024 24,608 2023-06-29 $26.52 $28.00 20.1% 5.6% 17.8% 7.5% 20.7% 1.6% 0.0% 10.3M -58.6M -633.2K 0.67 7.33 N/A N/A 335 225 344,487 24,668 2023-06-30 $26.77 $28.00 19.2% 5.4% 17.9% 3.0% 18.3% 1.5% 0.1% 11.6M -68.0M -640.3K 0.04 65.68 N/A N/A 2,743 103 344,697 24,832
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