ASHR Options History — July 2023

In July 2023, ASHR traded between $26.59 and $28.66. ATM implied volatility averaged 20.0%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 3.5% (HV 20d: 16.5%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.54.

Notable Days

  • 2023-07-25: Highest Volume — 40,151 contracts
  • 2023-07-28: Largest IV spike — 13.5% change
  • 2023-07-31: Highest IV Rank — 18.4%
  • 2023-07-31: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.36$26.59$28.66$27.04$28.66
Max Pain$27.45$27.00$28.00$28.00$27.50
ATM IV20.0%18.8%22.2%19.8%22.2%
Expected Move5.7%5.4%6.5%5.7%6.5%
HV 20d16.5%13.9%21.1%17.6%21.0%
HV 60d17.6%16.8%19.5%17.1%19.5%
IV Rank7.0%1.2%18.4%6.0%18.4%
IV Percentile15.1%2.0%39.7%12.3%39.7%
Term Structure-0.0%-0.7%0.6%0.1%-0.4%
VWIV20.0%18.7%22.8%19.6%22.8%
Skew 25d1.2%-0.3%1.8%1.1%1.0%
Skew 10d3.1%0.9%4.4%4.4%2.4%
Call IV 25d19.7%18.2%22.3%19.5%21.6%
Put IV 25d20.8%19.7%22.6%20.7%22.6%
Bid-Ask Spread %32.497.9470.4228.5418.00
Gamma HHI0.420.370.520.420.43
Net GEX16.9M9.9M35.0M14.4M35.0M
Net DEX-98.7M-240.5M-50.3M-86.5M-238.0M
Net VEX-686.4K-959.1K-548.0K-721.0K-959.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.081.771.770.10
Total Volume7,159.770140,1517014,698
Total OI341,014.1275,263383,791343,199335,141

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$27.04$28.0019.8%5.7%17.6%6.0%19.6%1.1%0.1%14.4M-86.5M-721.0K1.7728.54N/AN/A253448319,35623,843
2023-07-05$26.88$28.0019.9%5.6%17.4%6.7%20.0%1.5%-0.2%12.0M-66.7M-624.3K0.5658.99N/AN/A803448319,48124,278
2023-07-06$26.59$28.0020.5%5.8%17.7%9.7%19.9%1.7%-0.0%9.9M-60.4M-627.4K0.2353.58N/AN/A610143320,08024,617
2023-07-07$26.82$28.0020.5%5.9%17.1%9.8%21.1%1.8%-0.2%12.1M-73.9M-649.8K0.2741.19N/AN/A1,428380320,09124,585
2023-07-10$26.95$28.0020.8%5.9%16.2%11.1%20.2%1.5%0.1%12.4M-73.4M-644.3K0.3420.54N/AN/A995336320,65724,293
2023-07-11$27.13$28.0020.0%5.7%16.3%7.0%20.5%1.6%-0.0%13.9M-78.9M-653.7K1.7214.45N/AN/A1,5382,644321,17424,518
2023-07-12$27.31$28.0019.9%5.7%16.4%6.7%19.6%1.2%-0.5%15.6M-85.8M-640.6K0.3420.22N/AN/A2,775943322,45327,152
2023-07-13$27.76$27.0019.8%5.6%17.2%5.8%19.8%1.0%-0.3%21.4M-122.3M-729.2K0.1614.18N/AN/A1,592262324,73627,933
2023-07-14$27.51$27.0019.7%5.5%17.5%5.4%19.5%0.7%-0.7%17.7M-101.6M-696.8K0.2165.12N/AN/A2,415499325,54328,173
2023-07-17$27.36$27.0020.0%5.8%15.6%7.2%20.4%1.5%-0.2%15.6M-91.1M-656.4K1.077.94N/AN/A722769325,34327,801
2023-07-18$27.12$27.0020.0%5.7%15.8%7.2%19.9%0.8%-0.0%12.5M-68.5M-587.9K0.0831.96N/AN/A27,0972,056325,63028,487
2023-07-19$27.05$27.0019.4%5.6%14.4%4.2%19.5%1.1%-0.0%14.1M-69.1M-599.5K0.9420.96N/AN/A1,3301,250351,86530,347
2023-07-20$26.99$27.0018.8%5.4%14.0%1.2%19.4%1.4%0.6%12.5M-66.4M-617.9K0.0814.32N/AN/A1,729134353,02730,764
2023-07-21$26.88$27.0019.0%5.4%13.9%2.2%19.1%1.7%0.3%10.6M-50.3M-548.0K0.6555.64N/AN/A2,4801,609352,78330,683
2023-07-24$27.20$27.0019.0%5.5%14.0%2.0%19.1%1.1%0.3%14.7M-76.3M-601.1K0.1556.14N/AN/A3,516542251,73123,532
2023-07-25$27.84$27.0019.6%5.7%15.7%5.0%19.8%1.0%0.2%23.5M-129.8M-701.7K1.2918.60N/AN/A17,52622,625251,85623,900
2023-07-26$27.91$27.5019.2%5.5%15.0%2.9%19.5%0.9%-0.1%23.1M-121.3M-808.7K0.3470.42N/AN/A6,4322,163266,61246,010
2023-07-27$27.48$27.5019.4%5.4%16.1%3.9%18.7%0.9%0.3%15.5M-72.7M-709.0K0.1519.04N/AN/A1,841273272,75847,374
2023-07-28$28.64$27.5022.0%6.3%21.1%17.1%22.1%-0.3%0.2%32.6M-240.5M-951.0K0.2820.00N/AN/A20,2955,595274,07247,603
2023-07-31$28.66$27.5022.2%6.5%21.0%18.4%22.8%1.0%-0.4%35.0M-238.0M-959.1K0.1018.00N/AN/A4,276422285,03850,103