ASHR Options History — February 2024

In February 2024, ASHR traded between $21.62 and $24.02. ATM implied volatility averaged 23.0%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 1.0% (HV 20d: 24.0%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.73.

Notable Days

  • 2024-02-21: Highest Volume — 186,490 contracts
  • 2024-02-06: Largest IV spike — 7.9% change
  • 2024-02-06: Highest IV Rank — 54.1%
  • 2024-02-06: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.19$21.62$24.02$22.18$24.02
Max Pain$22.95$22.00$23.00$23.00$23.00
ATM IV23.0%21.7%25.9%21.9%21.7%
Expected Move6.7%6.3%7.4%6.4%6.5%
HV 20d24.0%19.3%26.6%19.3%22.4%
HV 60d21.2%19.0%22.1%19.0%22.1%
IV Rank34.0%25.1%54.1%26.6%25.1%
IV Percentile80.3%63.9%97.2%67.5%63.9%
Term Structure0.3%-0.9%6.6%0.2%-0.4%
VWIV23.8%21.9%26.9%22.6%24.6%
Skew 25d0.3%-0.8%1.7%1.1%0.3%
Skew 10d1.0%-1.5%3.2%2.5%1.0%
Call IV 25d23.4%21.9%26.2%21.9%22.0%
Put IV 25d23.7%22.2%25.4%23.0%22.2%
Bid-Ask Spread %57.1923.4292.4592.4582.72
Gamma HHI0.150.100.200.110.17
Net GEX19.1M1.5M42.1M6.0M25.4M
Net DEX-120.9M-258.9M120.4M32.8M-240.7M
Net VEX-1.9M-2.1M-1.5M-1.7M-2.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.024.441.034.44
Total Volume35,616.351,468186,4902,85268,339
Total OI671,425.7622,239784,341622,239702,499

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$22.18$23.0021.9%6.4%19.3%26.6%22.6%1.1%0.2%6.0M32.8M-1.7M1.0392.45N/AN/A1,4031,449435,371186,868
2024-02-02$21.62$23.0023.2%6.7%20.6%35.0%23.6%1.7%0.0%1.5M120.4M-1.5M0.7940.88N/AN/A17,39713,782436,249187,558
2024-02-05$21.94$22.0024.0%6.9%21.5%41.1%24.5%1.2%0.0%2.9M76.2M-1.6M0.7227.45N/AN/A18,28513,206430,480195,241
2024-02-06$22.88$23.0025.9%7.4%26.3%54.1%26.9%-0.8%-0.5%20.3M-102.0M-1.9M0.0779.40N/AN/A51,5083,584447,425206,701
2024-02-07$23.02$23.0024.7%7.1%26.3%45.6%26.0%-0.5%0.2%24.6M-132.1M-2.0M0.0634.98N/AN/A12,067725468,442214,231
2024-02-08$22.95$23.0023.2%6.7%26.3%35.3%23.6%1.1%0.3%18.2M-100.9M-1.9M0.1523.72N/AN/A25,6503,846472,514214,710
2024-02-09$22.94$23.0022.7%6.5%26.3%31.7%23.0%0.4%-0.0%12.4M-84.6M-1.9M3.4739.91N/AN/A2,4888,626470,584219,573
2024-02-12$23.16$23.0023.3%6.7%26.5%35.6%23.7%0.2%0.4%17.6M-121.5M-1.9M0.3143.72N/AN/A3,2211,002426,095218,061
2024-02-13$23.02$23.0023.3%6.7%26.6%36.0%23.4%-0.4%0.1%13.2M-92.6M-1.8M0.4552.11N/AN/A6,1212,782427,333218,710
2024-02-14$23.02$23.0023.1%6.6%25.5%34.7%23.2%-0.2%0.6%12.5M-92.8M-1.8M0.7923.42N/AN/A4,1953,327430,945221,250
2024-02-15$23.13$23.0023.3%6.7%25.3%36.1%24.0%-0.5%-0.1%13.5M-110.7M-1.8M0.2660.30N/AN/A1,164304428,835221,453
2024-02-16$23.48$23.0023.5%6.8%25.5%37.5%24.9%-0.3%0.1%27.9M-179.0M-1.8M0.0783.45N/AN/A53,4973,945432,059221,582
2024-02-20$23.45$23.0023.3%6.7%24.5%35.7%24.0%0.1%-0.3%20.7M-133.9M-1.8M0.4762.01N/AN/A4,0491,907429,433194,107
2024-02-21$23.74$23.0023.0%6.7%24.4%33.7%23.9%0.3%-0.1%27.1M-185.3M-1.8M0.6543.71N/AN/A113,27173,219430,517195,516
2024-02-22$23.91$23.0022.1%6.4%22.7%27.9%22.8%0.5%-0.3%33.9M-235.0M-2.1M0.2871.78N/AN/A17,2974,922510,208264,711
2024-02-23$24.02$23.0021.9%6.3%22.6%26.3%21.9%0.6%-0.3%42.1M-258.9M-2.1M0.1257.63N/AN/A61,2107,129515,175269,166
2024-02-26$23.71$23.0022.2%6.5%23.2%28.7%23.1%0.7%6.6%19.1M-166.7M-2.0M0.0257.04N/AN/A56,6321,265439,117263,831
2024-02-27$24.02$23.0021.9%6.5%22.7%26.5%22.9%0.6%-0.9%24.1M-254.3M-2.0M0.1476.98N/AN/A10,2461,485421,338266,686
2024-02-28$23.64$23.0021.9%6.5%22.2%26.8%22.5%0.4%-0.7%18.1M-156.1M-2.0M0.2190.12N/AN/A31,1646,618426,068267,872
2024-02-29$24.02$23.0021.7%6.5%22.4%25.1%24.6%0.3%-0.4%25.4M-240.7M-2.0M4.4482.72N/AN/A12,55755,782429,149273,350