ASHR Options History — January 2024 In January 2024, ASHR traded between $22.13 and $23.41. ATM implied volatility averaged 21.3%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 0.2% (HV 20d: 21.5%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.66.
Notable Days 2024-01-24 : Highest Volume — 125,505 contracts2024-01-22 : Largest IV spike — 14.2% change2024-01-22 : Highest IV Rank — 38.5%2024-01-22 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $22.72 $22.13 $23.41 $23.41 $22.16 Max Pain $22.62 $22.00 $25.00 $25.00 $22.00 ATM IV 21.3% 19.6% 23.7% 20.5% 22.2% Expected Move 6.2% 5.6% 7.0% 5.9% 6.7% HV 20d 21.5% 19.3% 23.5% 23.5% 19.3% HV 60d 18.3% 17.8% 19.3% 18.0% 19.3% IV Rank 22.6% 10.9% 38.5% 17.2% 28.5% IV Percentile 55.2% 20.2% 89.3% 40.1% 73.4% Term Structure -0.3% -1.4% 0.2% -0.1% 0.2% VWIV 21.8% 18.7% 24.9% 21.4% 23.4% Skew 25d 1.1% 0.1% 2.3% 1.1% 1.0% Skew 10d 2.7% -0.1% 11.4% 1.3% 2.6% Call IV 25d 21.3% 19.5% 23.9% 20.6% 22.2% Put IV 25d 22.4% 20.4% 24.7% 21.7% 23.2% Bid-Ask Spread % 44.90 3.95 89.42 46.19 89.42 Gamma HHI 0.16 0.11 0.19 0.15 0.11 Net GEX 5.8M -2.4M 23.8M 5.2M 6.3M Net DEX 35.6M -126.2M 117.0M 13.7M 52.7M Net VEX -1.4M -1.9M -1.1M -1.1M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.66 0.02 14.58 0.04 0.39 Total Volume 25,993.905 4,817 125,505 9,183 18,767 Total OI 514,464.714 386,268 611,287 447,839 611,287
Daily Data (21 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 2024-01-02 $23.41 $25.00 20.5% 5.9% 23.5% 17.2% 21.4% 1.1% -0.1% 5.2M 13.7M -1.1M 0.04 46.19 N/A N/A 8,810 373 329,359 118,480 2024-01-03 $23.39 $25.00 20.3% 5.8% 23.4% 15.2% 18.7% 1.1% -1.0% 5.0M 11.5M -1.1M 11.66 49.16 N/A N/A 1,768 20,620 335,161 117,474 2024-01-04 $23.05 $23.00 20.3% 5.7% 22.9% 15.3% 20.6% 0.2% -0.1% 2.0M 54.4M -1.3M 1.60 69.93 N/A N/A 4,249 6,787 337,130 143,782 2024-01-05 $23.04 $23.00 19.6% 5.6% 22.9% 10.9% 19.6% 0.9% -0.0% 1.1M 63.6M -1.3M 0.11 27.13 N/A N/A 7,983 883 340,288 144,282 2024-01-08 $22.77 $23.00 20.0% 5.7% 23.1% 13.6% 20.4% 1.1% -0.2% 197.5K 79.6M -1.2M 0.22 5.07 N/A N/A 6,554 1,433 345,465 143,616 2024-01-09 $22.62 $23.00 20.1% 5.7% 23.1% 14.0% 20.0% 1.1% -0.3% -358.1K 87.8M -1.2M 0.08 18.86 N/A N/A 4,460 357 348,669 144,243 2024-01-10 $22.62 $23.00 20.2% 5.6% 22.4% 14.5% 20.1% 1.3% -0.5% -413.2K 88.6M -1.2M 14.58 3.95 N/A N/A 1,498 21,848 351,353 144,244 2024-01-11 $22.68 $23.00 20.1% 5.7% 22.5% 14.2% 20.0% 0.5% -0.5% -905.5K 90.3M -1.2M 0.38 5.44 N/A N/A 9,318 3,560 351,587 151,460 2024-01-12 $22.62 $23.00 20.1% 5.7% 22.5% 14.0% 20.5% 0.7% -0.6% -481.0K 86.8M -1.2M 0.28 81.36 N/A N/A 20,388 5,712 357,345 151,440 2024-01-16 $22.55 $22.00 20.5% 5.9% 22.5% 17.0% 21.4% 1.1% -0.3% 1.7M 86.4M -1.2M 0.13 49.45 N/A N/A 6,025 757 378,291 149,886 2024-01-17 $22.13 $22.00 21.8% 6.2% 19.4% 25.4% 21.4% 2.3% -0.3% -2.4M 117.0M -1.1M 1.90 10.51 N/A N/A 7,801 14,811 374,425 150,376 2024-01-18 $22.38 $22.00 21.5% 6.2% 20.0% 23.5% 21.3% 1.8% -1.4% -900.2K 95.7M -1.2M 0.16 65.87 N/A N/A 43,712 6,826 379,570 149,686 2024-01-19 $22.63 $22.00 20.7% 6.0% 20.1% 18.4% 20.7% 1.7% -0.2% 6.0M 62.8M -1.3M 0.11 68.52 N/A N/A 15,668 1,792 418,781 152,193 2024-01-22 $22.23 $22.00 23.7% 7.0% 19.6% 38.5% 24.6% 1.5% -0.4% 3.0M 72.9M -1.3M 1.07 44.27 N/A N/A 13,998 14,985 236,404 149,864 2024-01-23 $22.55 $22.00 23.2% 6.9% 19.3% 35.0% 24.8% 1.4% -0.5% 5.8M 33.7M -1.4M 0.16 51.84 N/A N/A 65,029 10,512 248,411 162,640 2024-01-24 $23.16 $22.00 23.4% 7.0% 21.7% 36.4% 24.9% 0.1% -0.2% 19.6M -126.2M -1.9M 0.02 66.63 N/A N/A 123,575 1,930 363,508 168,868 2024-01-25 $23.04 $22.00 22.6% 6.8% 21.8% 31.2% 23.7% 0.7% -0.4% 22.4M -104.5M -1.9M 0.07 54.57 N/A N/A 27,550 1,847 396,947 170,074 2024-01-26 $23.09 $22.00 22.4% 6.6% 21.8% 29.5% 23.4% 1.1% -0.2% 23.8M -114.8M -1.9M 0.83 4.19 N/A N/A 4,961 4,096 421,642 170,911 2024-01-29 $22.73 $22.00 22.8% 7.0% 19.6% 32.5% 23.5% 1.6% 0.0% 16.0M -32.6M -1.7M 0.70 55.49 N/A N/A 14,064 9,820 413,105 172,495 2024-01-30 $22.29 $22.00 22.5% 6.7% 20.3% 30.5% 24.4% 1.2% -0.1% 9.4M 28.6M -1.6M 0.32 75.01 N/A N/A 8,157 2,588 427,163 181,854 2024-01-31 $22.16 $22.00 22.2% 6.7% 19.3% 28.5% 23.4% 1.0% 0.2% 6.3M 52.7M -1.6M 0.39 89.42 N/A N/A 13,487 5,280 428,574 182,713
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