ASHR Options History — December 2023

In December 2023, ASHR traded between $22.77 and $24.77. ATM implied volatility averaged 19.4%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 2.1% (HV 20d: 17.3%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.34.

Notable Days

  • 2023-12-28: Highest Volume — 58,920 contracts
  • 2023-12-15: Largest IV spike — 11.4% change
  • 2023-12-15: Highest IV Rank — 17.4%
  • 2023-12-01: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.73$22.77$24.77$24.77$23.91
Max Pain$25.00$24.00$26.00$25.00$25.00
ATM IV19.4%18.0%20.6%19.5%20.1%
Expected Move5.6%5.2%6.7%6.7%5.8%
HV 20d17.3%14.0%22.5%14.9%22.5%
HV 60d15.8%14.9%17.6%14.9%17.6%
IV Rank7.8%0.0%17.4%4.7%14.0%
IV Percentile15.6%0.0%37.7%13.1%31.7%
Term Structure0.0%-1.2%0.5%-1.2%0.0%
VWIV19.5%17.7%21.8%21.8%20.4%
Skew 25d1.0%-0.4%2.2%1.5%0.7%
Skew 10d2.1%-1.0%7.8%2.8%1.5%
Call IV 25d19.1%18.4%20.2%18.5%20.2%
Put IV 25d20.1%18.8%21.6%19.9%20.8%
Bid-Ask Spread %16.557.2662.5619.6811.74
Gamma HHI0.170.130.330.250.16
Net GEX3.6M-6.8M10.0M6.8M9.3M
Net DEX-642.7K-57.6M47.5M-12.8M-26.4M
Net VEX-608.7K-1.2M-429.5K-555.5K-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.0414.270.300.17
Total Volume19,385.452,23458,92048,16911,815
Total OI379,368.95338,970447,532357,401447,532

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$24.77$25.0019.5%6.7%14.9%4.7%21.8%1.5%-1.2%6.8M-12.8M-555.5K0.3019.68N/AN/A37,15511,014287,91469,487
2023-12-04$24.55$26.0019.5%5.4%14.0%4.8%19.1%1.0%-0.7%5.5M-12.0M-488.9K0.1010.51N/AN/A6,938695280,57558,395
2023-12-05$24.06$26.0020.1%5.5%15.1%7.7%19.2%1.9%0.1%725.5K13.9M-429.5K0.0711.75N/AN/A20,8281,501285,64658,829
2023-12-06$23.98$25.0019.9%5.5%15.1%9.6%20.0%-0.0%0.1%317.0K15.3M-439.4K0.1513.55N/AN/A4,342637301,58859,132
2023-12-07$24.06$25.0019.4%5.5%15.2%6.0%19.2%1.0%0.3%3.5M8.9M-441.5K0.9010.63N/AN/A12,09210,826302,25159,325
2023-12-08$23.95$25.0018.8%5.3%15.2%1.5%18.4%0.4%0.2%1.6M14.3M-434.7K1.2213.75N/AN/A12,79515,618312,64551,935
2023-12-11$24.26$25.0018.0%5.3%16.1%0.0%18.4%0.9%-0.0%3.3M2.1M-543.3K1.1615.43N/AN/A15,24717,676314,49464,262
2023-12-12$24.23$25.0018.4%5.2%15.9%2.1%18.4%0.1%-0.3%2.5M6.9M-646.8K0.528.15N/AN/A2,7691,451328,55382,400
2023-12-13$24.09$25.0018.3%5.2%14.6%1.5%18.9%0.6%0.2%1.5M16.2M-624.1K0.3219.28N/AN/A9,0842,927330,81483,687
2023-12-14$24.09$25.0018.5%5.3%14.7%3.0%19.2%-0.4%0.0%-6.8M8.2M-644.0K0.5226.59N/AN/A12,2366,307338,95683,045
2023-12-15$23.20$25.0020.6%5.9%18.3%17.4%20.0%1.9%-0.1%1.4M47.5M-584.9K0.0415.36N/AN/A23,667944343,69283,898
2023-12-18$23.06$25.0019.8%5.6%17.6%12.0%20.8%2.2%0.5%4.0M2.3M-621.0K0.6462.56N/AN/A5,9793,843295,68062,042
2023-12-19$23.27$25.0019.1%5.5%17.2%7.4%18.6%2.1%0.1%4.8M-8.7M-635.3K0.1810.40N/AN/A1,888346296,02163,201
2023-12-20$22.77$25.0018.8%5.4%18.2%5.4%17.7%0.4%0.2%2.6M13.2M-572.5K1.157.49N/AN/A7,7028,827297,52363,382
2023-12-21$23.16$24.0019.7%5.7%19.7%11.3%20.0%1.3%-0.4%5.1M-19.4M-641.2K0.267.26N/AN/A4,5791,181303,40259,646
2023-12-22$23.18$24.0019.4%5.5%19.6%9.4%20.4%1.4%0.5%5.0M-21.6M-631.8K0.5636.91N/AN/A12,4026,954301,65860,085
2023-12-26$23.09$25.0020.1%5.7%19.5%14.1%20.0%1.6%0.0%4.6M1.8M-624.9K0.058.04N/AN/A12,681643310,21365,993
2023-12-27$23.13$25.0019.9%5.7%19.4%12.8%18.0%1.0%0.1%5.7M-5.1M-641.3K14.2714.57N/AN/A1,51921,681319,92266,583
2023-12-28$23.80$25.0019.8%5.7%22.4%12.0%20.5%0.5%0.3%10.0M-57.6M-800.7K4.157.32N/AN/A11,43447,486321,10071,873
2023-12-29$23.91$25.0020.1%5.8%22.5%14.0%20.4%0.7%0.0%9.3M-26.4M-1.2M0.1711.74N/AN/A10,1311,684329,951117,581