ASHR Options History — September 2023

In September 2023, ASHR traded between $25.54 and $26.74. ATM implied volatility averaged 20.5%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 3.4% (HV 20d: 17.0%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.76.

Notable Days

  • 2023-09-22: Highest Volume — 159,095 contracts
  • 2023-09-22: Largest IV spike — 5.9% change
  • 2023-09-01: Highest IV Rank — 15.7%
  • 2023-09-11: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.07$25.54$26.74$26.74$26.01
Max Pain$27.00$27.00$27.00$27.00$27.00
ATM IV20.5%18.6%21.7%21.7%20.4%
Expected Move5.9%5.3%6.2%6.2%5.7%
HV 20d17.0%15.4%18.9%17.4%17.5%
HV 60d19.3%18.8%20.0%19.3%19.3%
IV Rank9.5%0.0%15.7%15.7%9.5%
IV Percentile23.9%0.0%35.7%33.3%27.8%
Term Structure0.2%-1.0%0.9%-1.0%0.2%
VWIV20.9%19.4%22.6%21.6%20.0%
Skew 25d1.1%0.1%1.9%0.1%1.3%
Skew 10d2.5%1.2%4.0%1.2%2.3%
Call IV 25d20.4%18.8%22.4%22.4%20.1%
Put IV 25d21.5%20.0%22.8%22.5%21.4%
Bid-Ask Spread %19.153.5161.8718.053.51
Gamma HHI0.270.180.410.410.26
Net GEX15.7M612.4K25.9M22.1M25.9M
Net DEX-75.7M-152.0M6.8M-144.8M-152.0M
Net VEX-721.7K-1.1M-468.8K-821.2K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.006.030.340.01
Total Volume17,617.85747159,0959,73867,921
Total OI359,898.9292,454495,971292,454495,971

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$26.74$27.0021.7%6.2%17.4%15.7%21.6%0.1%-1.0%22.1M-144.8M-821.2K0.3418.05N/AN/A7,2452,493247,23445,220
2023-09-05$26.68$27.0021.6%6.1%17.2%14.9%22.6%1.2%0.0%22.5M-127.5M-760.8K0.1213.00N/AN/A7,919966250,67245,475
2023-09-06$26.52$27.0021.3%6.1%17.1%13.4%22.4%0.5%0.3%21.3M-109.8M-744.5K0.0912.48N/AN/A5,458467257,32146,217
2023-09-07$25.88$27.0021.2%6.1%18.7%13.2%21.6%0.8%0.0%11.4M-36.4M-600.1K0.086.62N/AN/A4,269362263,17346,590
2023-09-08$25.79$27.0021.1%6.1%18.6%12.4%21.6%1.1%0.1%9.9M-26.9M-565.1K0.234.75N/AN/A7,6701,765265,73446,258
2023-09-11$26.30$27.0021.0%6.2%16.9%12.3%21.3%1.7%0.4%20.0M-74.7M-647.8K0.3048.09N/AN/A3,016913272,07544,350
2023-09-12$26.29$27.0020.8%6.1%16.8%11.2%21.7%0.8%0.1%22.7M-85.5M-727.2K4.0116.21N/AN/A5902,364309,82245,053
2023-09-13$26.19$27.0020.5%6.0%16.2%9.5%21.2%1.0%0.5%18.5M-66.2M-675.5K0.3315.34N/AN/A1,072349310,10147,666
2023-09-14$26.16$27.0020.1%5.9%15.9%7.5%20.8%1.1%0.6%16.7M-60.9M-631.3K6.0311.75N/AN/A1,93711,673310,82745,271
2023-09-15$25.88$27.0019.7%5.6%15.9%5.4%19.7%1.3%0.0%9.5M-22.5M-584.2K0.1526.47N/AN/A13,3811,964312,45556,558
2023-09-18$26.02$27.0019.7%5.6%15.6%5.4%20.8%1.6%-0.1%11.7M-34.1M-563.3K0.3613.49N/AN/A4,3271,543254,59252,471
2023-09-19$25.94$27.0019.1%5.5%15.4%2.7%19.5%1.6%-0.1%9.1M-23.9M-544.2K0.656.91N/AN/A1,416920259,29353,739
2023-09-20$25.86$27.0018.6%5.3%15.4%0.0%19.4%1.1%0.4%6.6M-14.4M-507.5K0.6661.87N/AN/A450297260,29354,484
2023-09-21$25.54$27.0019.0%5.5%16.0%2.3%19.8%1.3%-0.2%612.4K6.8M-468.8K0.3916.02N/AN/A1,688657260,59854,591
2023-09-22$26.19$27.0020.2%5.7%18.4%8.1%19.9%0.7%0.6%11.6M-38.4M-567.3K0.0027.88N/AN/A158,689406260,96055,106
2023-09-25$25.88$27.0020.7%5.9%18.9%11.1%21.0%1.3%0.2%20.8M-132.5M-1.0M0.1443.02N/AN/A3,835528407,21054,353
2023-09-26$25.80$27.0021.3%6.0%18.1%13.9%21.5%1.9%-0.4%17.6M-122.0M-973.5K0.1122.55N/AN/A4,257473409,70354,660
2023-09-27$25.82$27.0020.8%6.0%17.3%11.4%21.6%1.4%0.9%18.5M-126.2M-987.2K1.0711.51N/AN/A2,7242,925413,55554,984
2023-09-28$25.82$27.0020.4%5.8%17.2%9.4%21.0%1.4%0.4%17.9M-121.4M-975.0K0.063.58N/AN/A22,1171,311415,77057,573
2023-09-29$26.01$27.0020.4%5.7%17.5%9.5%20.0%1.3%0.2%25.9M-152.0M-1.1M0.013.51N/AN/A67,135786437,49158,480