ASHR Options History — November 2023

In November 2023, ASHR traded between $24.82 and $25.55. ATM implied volatility averaged 21.0%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.6% (HV 20d: 15.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2023-11-07: Highest Volume — 100,453 contracts
  • 2023-11-13: Largest IV spike — 9.4% change
  • 2023-11-14: Highest IV Rank — 22.3%
  • 2023-11-02: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.16$24.82$25.55$24.94$24.82
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV21.0%19.4%23.0%21.4%19.4%
Expected Move6.6%6.3%6.9%6.3%6.7%
HV 20d15.5%14.6%16.4%15.1%15.0%
HV 60d15.6%14.9%16.7%16.3%15.7%
IV Rank12.4%4.4%22.3%14.3%4.4%
IV Percentile37.4%11.9%67.1%41.3%11.9%
Term Structure0.0%-2.3%3.5%0.7%-0.9%
VWIV21.9%20.7%23.4%21.9%21.8%
Skew 25d1.4%0.5%2.6%1.7%1.3%
Skew 10d2.6%0.2%4.3%4.1%2.6%
Call IV 25d19.7%17.5%21.4%21.0%18.5%
Put IV 25d21.1%19.5%22.7%22.7%19.8%
Bid-Ask Spread %18.674.6375.0438.877.65
Gamma HHI0.230.170.320.180.23
Net GEX26.3M7.6M57.1M28.3M7.6M
Net DEX-108.0M-233.3M-20.7M-129.2M-20.7M
Net VEX-778.4K-1.0M-600.8K-931.6K-600.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.012.070.562.07
Total Volume23,165.2381,088100,45328,4024,942
Total OI549,282.381309,811734,300603,957357,990

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$24.94$25.0021.4%6.3%15.1%14.3%21.9%1.7%0.7%28.3M-129.2M-931.6K0.5638.87N/AN/A18,18010,222533,37470,583
2023-11-02$24.84$25.0021.1%6.9%15.0%12.6%22.4%1.5%0.2%24.8M-110.8M-925.2K0.0610.31N/AN/A26,2031,676540,39480,495
2023-11-03$25.23$25.0021.0%6.9%15.4%12.4%22.7%1.4%0.7%35.0M-172.5M-1.0M0.0513.45N/AN/A62,0992,809544,54381,952
2023-11-06$25.41$25.0021.0%6.9%15.7%12.5%23.1%1.3%3.1%57.1M-233.3M-1.0M0.1775.04N/AN/A14,9122,477592,28583,649
2023-11-07$25.38$25.0020.0%6.6%15.7%7.4%22.5%1.5%3.5%57.0M-207.6M-973.5K0.055.68N/AN/A95,4365,017590,05785,847
2023-11-08$25.23$25.0020.4%6.6%15.7%9.3%22.0%0.9%2.4%51.3M-178.0M-952.7K0.3116.37N/AN/A1,096343641,64690,021
2023-11-09$25.09$25.0019.8%6.4%15.5%6.4%20.7%0.5%2.6%34.7M-119.8M-827.5K0.014.66N/AN/A39,197212642,43391,867
2023-11-10$25.01$25.0020.1%6.3%15.4%8.0%21.3%0.9%2.1%19.6M-84.0M-743.0K0.154.63N/AN/A7,3931,102626,25491,944
2023-11-13$25.14$25.0022.0%6.5%15.6%17.6%20.7%1.1%-1.4%27.5M-104.3M-717.4K0.1042.13N/AN/A3,020306592,84591,016
2023-11-14$25.52$25.0023.0%6.7%16.4%22.3%21.7%1.0%-0.3%42.3M-165.4M-787.5K0.2823.54N/AN/A5,4291,537595,04191,216
2023-11-15$25.48$25.0022.9%6.6%15.4%22.2%21.6%1.1%-2.3%38.6M-153.4M-770.8K0.0123.57N/AN/A49,708284596,52990,275
2023-11-16$24.98$25.0022.5%6.5%16.1%20.0%20.9%0.8%-2.2%20.9M-67.4M-618.5K0.029.45N/AN/A33,351816565,52890,479
2023-11-17$25.23$25.0022.1%6.5%15.8%18.1%21.8%0.6%-1.5%16.2M-102.6M-653.3K0.0512.60N/AN/A15,027747563,27390,914
2023-11-20$25.55$25.0021.8%6.6%16.2%16.6%21.5%2.1%-0.7%18.2M-99.3M-680.2K0.4527.61N/AN/A32,26514,586256,93352,878
2023-11-21$25.43$25.0021.6%6.6%15.2%15.6%21.8%2.2%-1.0%17.3M-90.8M-743.6K0.5023.67N/AN/A1,680839277,36164,569
2023-11-22$25.12$25.0021.2%6.5%15.2%13.4%21.4%1.9%-1.2%12.9M-58.2M-687.6K0.517.97N/AN/A11,6875,943277,83966,259
2023-11-24$25.19$25.0020.5%6.5%15.2%10.1%22.4%2.0%-1.3%13.0M-63.6M-741.9K0.0620.76N/AN/A4,160257286,64572,100
2023-11-27$24.95$25.0020.1%6.8%15.5%7.8%21.4%1.9%-0.1%10.3M-40.5M-666.3K0.1010.58N/AN/A7,753787282,04770,321
2023-11-28$25.07$25.0019.7%6.7%14.6%5.6%23.4%2.6%-0.5%11.6M-43.3M-649.7K0.356.47N/AN/A1,393491286,05671,061
2023-11-29$24.82$25.0019.5%6.8%15.0%4.6%22.2%2.0%-1.2%8.1M-24.0M-613.3K0.347.10N/AN/A815273287,01571,396
2023-11-30$24.82$25.0019.4%6.7%15.0%4.4%21.8%1.3%-0.9%7.6M-20.7M-600.8K2.077.65N/AN/A1,6123,330287,65770,333