ASHR Options History — August 2023 In August 2023, ASHR traded between $25.82 and $28.54. ATM implied volatility averaged 22.4%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 0.4% (HV 20d: 22.7%). Max pain ranged from $27.00 to $27.50. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 2.35.
Notable Days 2023-08-30 : Highest Volume — 77,082 contracts2023-08-30 : Largest IV spike — 48.1% change2023-08-30 : Highest IV Rank — 71.2%2023-08-18 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.96 $25.82 $28.54 $28.24 $26.45 Max Pain $27.04 $27.00 $27.50 $27.50 $27.00 ATM IV 22.4% 20.3% 32.6% 21.9% 21.6% Expected Move 6.2% 5.9% 6.8% 6.3% 5.9% HV 20d 22.7% 16.6% 26.3% 21.8% 16.6% HV 60d 19.7% 19.0% 20.2% 19.6% 19.4% IV Rank 19.2% 8.3% 71.2% 16.6% 14.9% IV Percentile 40.4% 23.8% 94.4% 35.3% 31.7% Term Structure 0.1% -0.7% 4.7% -0.3% -0.3% VWIV 22.1% 20.9% 24.3% 22.2% 20.9% Skew 25d 0.7% -3.0% 2.3% 0.1% -0.4% Skew 10d 0.7% -44.0% 4.2% 2.0% 2.3% Call IV 25d 22.2% 20.8% 25.9% 22.5% 22.9% Put IV 25d 22.9% 21.0% 25.5% 22.6% 22.5% Bid-Ask Spread % 28.76 7.07 137.49 17.80 74.19 Gamma HHI 0.34 0.14 0.59 0.42 0.40 Net GEX 8.1M -16.7M 37.9M 30.4M 18.1M Net DEX -52.9M -227.5M 79.9M -176.4M -105.3M Net VEX -629.8K -923.6K -440.5K -884.9K -756.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.35 0.01 21.80 0.52 0.37 Total Volume 14,501.957 1,219 77,082 7,163 10,320 Total OI 306,188 171,740 405,723 339,104 284,007
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 2023-08-01 $28.24 $27.50 21.9% 6.3% 21.8% 16.6% 22.2% 0.1% -0.3% 30.4M -176.4M -884.9K 0.52 17.80 N/A N/A 4,710 2,453 288,701 50,403 2023-08-02 $27.95 $27.50 22.1% 6.3% 22.1% 17.9% 22.7% 0.7% -0.4% 25.0M -131.6M -831.2K 0.41 15.03 N/A N/A 2,194 907 293,450 52,206 2023-08-03 $28.54 $27.00 22.4% 6.2% 22.5% 19.2% 22.0% -0.4% -0.5% 34.2M -227.5M -923.6K 0.04 15.24 N/A N/A 15,720 562 294,280 52,709 2023-08-04 $28.46 $27.00 22.2% 6.3% 22.5% 18.2% 22.3% -0.4% -0.5% 37.9M -218.3M -920.2K 0.01 27.33 N/A N/A 16,201 234 308,503 53,092 2023-08-07 $28.14 $27.00 20.7% 6.0% 23.1% 10.4% 21.6% 0.1% 0.4% 31.6M -157.6M -829.2K 0.70 9.24 N/A N/A 1,599 1,123 314,461 52,008 2023-08-08 $27.91 $27.00 21.1% 6.0% 23.3% 12.4% 21.1% 0.7% -0.2% 25.6M -119.4M -773.1K 0.90 7.81 N/A N/A 641 578 315,077 52,857 2023-08-09 $27.95 $27.00 20.9% 6.1% 23.2% 11.7% 21.7% 0.6% 0.5% 26.3M -120.2M -753.1K 1.09 21.84 N/A N/A 1,407 1,530 315,501 53,208 2023-08-10 $27.95 $27.00 20.3% 5.9% 22.5% 8.3% 20.9% 0.2% 0.4% 25.9M -112.2M -720.7K 0.43 13.55 N/A N/A 1,580 676 316,157 53,006 2023-08-11 $27.02 $27.00 21.9% 6.3% 25.4% 16.9% 22.3% 0.5% 0.0% 2.8M -11.1M -564.4K 18.73 21.70 N/A N/A 2,123 39,771 316,428 53,609 2023-08-14 $26.91 $27.00 21.9% 6.3% 25.4% 16.7% 21.8% 1.1% -0.0% -9.4M 23.9M -548.8K 0.45 9.50 N/A N/A 2,375 1,063 316,582 82,154 2023-08-15 $26.55 $27.00 22.3% 6.4% 25.6% 18.4% 22.4% 1.2% -0.0% -13.2M 57.1M -509.2K 1.17 14.71 N/A N/A 1,038 1,211 318,442 82,771 2023-08-16 $26.29 $27.00 22.1% 6.3% 25.8% 17.9% 22.1% 1.3% -0.1% -13.9M 79.7M -481.7K 1.80 14.31 N/A N/A 696 1,250 318,962 83,517 2023-08-17 $26.52 $27.00 22.7% 6.5% 26.1% 20.9% 22.9% 0.6% 0.4% -15.2M 52.9M -501.7K 0.46 7.07 N/A N/A 4,966 2,277 319,439 80,033 2023-08-18 $26.23 $27.00 23.9% 6.8% 26.3% 26.8% 24.3% 2.3% 0.3% -4.8M 79.9M -486.7K 21.80 51.22 N/A N/A 956 20,844 323,839 81,884 2023-08-21 $26.02 $27.00 22.8% 6.6% 25.9% 21.1% 24.0% 2.1% -0.7% -4.8M 7.5M -449.9K 0.43 16.72 N/A N/A 1,787 768 126,415 45,325 2023-08-22 $25.95 $27.00 22.5% 6.4% 24.1% 19.8% 22.5% 1.9% -0.5% -5.6M 11.6M -440.5K 0.01 8.67 N/A N/A 10,494 107 127,259 45,452 2023-08-23 $25.82 $27.00 21.8% 6.1% 24.0% 16.0% 21.4% 1.8% -0.1% -5.9M 12.9M -455.4K 0.47 69.39 N/A N/A 1,058 500 137,602 45,427 2023-08-24 $25.88 $27.00 21.6% 6.2% 23.7% 15.3% 21.8% 1.5% -0.1% -8.3M 11.1M -444.1K 0.01 17.82 N/A N/A 27,262 253 138,276 45,148 2023-08-25 $25.88 $27.00 21.6% 6.0% 17.1% 15.4% 21.0% 1.3% -0.1% -16.7M 11.5M -478.7K 2.56 21.70 N/A N/A 6,258 16,019 165,665 45,412 2023-08-28 $26.26 $27.00 22.1% 6.3% 18.3% 17.7% 22.0% 0.5% -0.5% 6.9M -42.4M -519.1K 0.05 26.12 N/A N/A 32,616 1,482 159,998 29,030 2023-08-29 $26.63 $27.00 22.0% 6.2% 19.0% 17.4% 21.4% 1.3% -0.5% 9.6M -64.2M -555.1K 1.72 43.04 N/A N/A 6,202 10,652 164,249 30,107 2023-08-30 $26.52 $27.00 32.6% 6.0% 18.8% 71.2% 22.0% -3.0% 4.7% 9.1M -78.5M -657.5K 0.03 137.49 N/A N/A 74,753 2,329 169,267 40,406 2023-08-31 $26.45 $27.00 21.6% 5.9% 16.6% 14.9% 20.9% -0.4% -0.3% 18.1M -105.3M -756.1K 0.37 74.19 N/A N/A 7,524 2,796 241,482 42,525
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