ASHR Options History — October 2023 In October 2023, ASHR traded between $24.23 and $25.88. ATM implied volatility averaged 21.5%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 6.7% (HV 20d: 14.9%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2023-10-30 : Highest Volume — 88,589 contracts2023-10-03 : Largest IV spike — 5.3% change2023-10-31 : Highest IV Rank — 20.3%2023-10-30 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.16 $24.23 $25.88 $25.84 $24.91 Max Pain $25.27 $25.00 $27.00 $27.00 $25.00 ATM IV 21.5% 20.8% 22.6% 20.8% 22.6% Expected Move 6.3% 5.9% 6.7% 6.0% 6.5% HV 20d 14.9% 11.5% 17.5% 17.0% 15.3% HV 60d 18.3% 16.1% 19.4% 19.3% 16.4% IV Rank 15.1% 11.2% 20.3% 11.5% 20.3% IV Percentile 42.0% 32.1% 59.5% 33.3% 59.5% Term Structure -0.1% -1.1% 0.7% 0.1% 0.3% VWIV 21.9% 20.8% 23.9% 20.8% 23.6% Skew 25d 1.7% 1.1% 2.1% 1.6% 1.8% Skew 10d 3.7% 3.0% 4.6% 3.4% 4.4% Call IV 25d 21.1% 20.3% 21.9% 20.6% 21.9% Put IV 25d 22.8% 21.6% 23.7% 22.2% 23.7% Bid-Ask Spread % 18.38 2.93 74.83 34.54 3.12 Gamma HHI 0.34 0.19 0.43 0.40 0.19 Net GEX 21.9M 6.7M 37.2M 27.2M 28.3M Net DEX -110.1M -213.8M 10.4M -181.0M -134.8M Net VEX -927.4K -1.2M -564.2K -1.2M -972.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.01 7.79 0.98 0.19 Total Volume 20,113.727 1,492 88,589 1,672 33,249 Total OI 533,576.182 477,780 594,403 477,780 594,403
Daily Data (22 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 2023-10-02 $25.84 $27.00 20.8% 6.0% 17.0% 11.5% 20.8% 1.6% 0.1% 27.2M -181.0M -1.2M 0.98 34.54 N/A N/A 844 828 421,154 56,626 2023-10-03 $25.54 $27.00 21.9% 6.3% 17.4% 17.1% 22.9% 2.1% -0.1% 22.1M -133.3M -1.1M 7.79 2.93 N/A N/A 1,745 13,597 423,079 57,289 2023-10-04 $25.34 $27.00 21.9% 6.4% 17.5% 16.8% 22.5% 1.8% -0.1% 18.8M -109.4M -1.0M 0.10 11.36 N/A N/A 4,193 437 424,052 55,999 2023-10-05 $25.46 $25.00 21.5% 6.4% 15.5% 15.1% 21.7% 2.0% 0.3% 20.8M -126.3M -1.1M 0.69 69.59 N/A N/A 884 608 428,174 56,096 2023-10-06 $25.77 $25.00 21.2% 6.2% 16.1% 13.2% 21.4% 1.6% -0.1% 26.6M -158.1M -1.1M 0.09 47.04 N/A N/A 28,317 2,567 428,757 55,970 2023-10-09 $25.81 $25.00 21.3% 6.2% 14.4% 13.8% 21.2% 1.8% 0.2% 31.3M -182.2M -1.1M 0.42 74.83 N/A N/A 3,505 1,462 445,481 56,982 2023-10-10 $25.84 $25.00 21.2% 6.2% 14.4% 13.4% 21.9% 1.8% 0.1% 33.1M -185.2M -1.1M 0.01 4.40 N/A N/A 35,153 482 448,457 57,942 2023-10-11 $25.88 $25.00 21.2% 6.1% 14.4% 13.2% 21.1% 1.5% -0.1% 37.2M -213.8M -1.2M 0.06 10.18 N/A N/A 13,583 874 488,749 58,352 2023-10-12 $25.62 $25.00 20.9% 6.0% 14.8% 11.9% 21.4% 1.4% -0.1% 28.8M -158.4M -1.1M 0.17 3.59 N/A N/A 8,364 1,461 492,876 59,172 2023-10-13 $25.48 $25.00 21.6% 6.3% 14.5% 15.2% 22.1% 1.8% 0.7% 26.3M -145.8M -1.1M 0.40 11.19 N/A N/A 10,327 4,085 497,074 60,359 2023-10-16 $25.44 $25.00 21.3% 6.2% 14.3% 13.9% 21.3% 1.5% -0.2% 25.6M -133.2M -975.1K 0.42 3.45 N/A N/A 12,267 5,203 495,207 52,383 2023-10-17 $25.31 $25.00 20.8% 6.0% 14.3% 11.2% 22.2% 1.6% -0.5% 21.6M -106.2M -903.3K 0.55 11.11 N/A N/A 5,114 2,788 500,105 56,119 2023-10-18 $24.94 $25.00 21.1% 6.0% 15.1% 12.6% 20.9% 1.1% -1.0% 11.2M -54.4M -801.6K 0.05 38.05 N/A N/A 23,179 1,072 514,676 58,197 2023-10-19 $24.55 $25.00 20.8% 5.9% 15.5% 11.2% 21.6% 2.1% 0.2% 8.7M -6.6M -649.8K 0.58 13.78 N/A N/A 3,731 2,182 516,637 57,631 2023-10-20 $24.30 $25.00 21.6% 6.3% 11.9% 15.5% 21.7% 2.1% -1.1% 9.9M 10.4M -600.5K 4.52 30.03 N/A N/A 4,490 20,302 519,422 57,971 2023-10-23 $24.23 $25.00 21.9% 6.3% 11.5% 16.7% 21.6% 1.5% -0.0% 6.7M -11.9M -564.2K 0.10 8.89 N/A N/A 6,814 667 438,395 46,128 2023-10-24 $24.68 $25.00 21.6% 6.3% 13.9% 15.7% 21.8% 1.7% -0.1% 13.1M -47.6M -680.6K 0.02 3.55 N/A N/A 76,616 1,291 445,578 45,992 2023-10-25 $24.38 $25.00 21.8% 6.5% 14.3% 16.6% 22.1% 1.8% 0.3% 18.1M -58.1M -734.2K 0.26 9.58 N/A N/A 11,091 2,924 530,150 46,366 2023-10-26 $24.52 $25.00 22.3% 6.6% 14.6% 19.1% 22.6% 1.7% -0.2% 21.0M -74.2M -774.3K 0.41 4.90 N/A N/A 3,656 1,500 538,398 48,378 2023-10-27 $24.66 $25.00 22.2% 6.6% 14.4% 18.4% 22.7% 1.6% 0.1% 19.4M -84.2M -793.0K 0.33 4.47 N/A N/A 1,856 605 540,833 49,284 2023-10-30 $25.04 $25.00 22.3% 6.7% 15.7% 19.1% 23.9% 1.9% 0.0% 26.8M -127.5M -885.3K 0.35 3.81 N/A N/A 65,827 22,762 465,930 47,853 2023-10-31 $24.91 $25.00 22.6% 6.5% 15.3% 20.3% 23.6% 1.8% 0.3% 28.3M -134.8M -972.5K 0.19 3.12 N/A N/A 27,996 5,253 524,689 69,714
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