ASHR Options History — March 2024

In March 2024, ASHR traded between $23.95 and $24.88. ATM implied volatility averaged 19.2%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.3% (HV 20d: 15.9%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.52.

Notable Days

  • 2024-03-04: Highest Volume — 74,137 contracts
  • 2024-03-26: Largest IV drop — 5.6% change
  • 2024-03-04: Highest IV Rank — 27.7%
  • 2024-03-01: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.42$23.95$24.88$24.29$24.07
Max Pain$23.95$23.00$24.00$23.00$24.00
ATM IV19.2%16.9%22.1%21.7%16.9%
Expected Move5.5%4.7%6.5%6.5%4.7%
HV 20d15.9%13.4%22.6%22.6%13.4%
HV 60d20.8%19.0%22.1%22.1%19.0%
IV Rank9.7%0.0%27.7%24.8%0.0%
IV Percentile22.1%0.0%73.4%63.9%0.0%
Term Structure-0.3%-3.7%0.5%-0.4%0.4%
VWIV19.4%16.8%22.9%22.9%16.8%
Skew 25d0.6%0.1%1.3%0.8%0.1%
Skew 10d1.5%-2.5%8.9%2.3%0.9%
Call IV 25d19.3%17.2%21.8%21.8%17.3%
Put IV 25d19.9%17.3%22.6%22.6%17.3%
Bid-Ask Spread %72.8458.0488.1874.5477.43
Gamma HHI0.180.140.220.200.18
Net GEX18.6M2.6M34.9M32.1M5.7M
Net DEX-227.9M-382.6M-30.5M-324.5M-64.2M
Net VEX-1.6M-2.0M-1.4M-2.0M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.024.230.020.37
Total Volume18,814.753,03374,13752,79011,141
Total OI607,583.8528,211683,686669,396555,165

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$24.29$23.0021.7%6.5%22.6%24.8%22.9%0.8%-0.4%32.1M-324.5M-2.0M0.0274.54N/AN/A51,5221,268436,241233,155
2024-03-04$24.23$24.0022.1%6.2%19.8%27.7%22.1%0.8%-0.4%34.9M-310.5M-1.9M0.1175.51N/AN/A66,9267,211453,120230,566
2024-03-05$24.32$24.0021.1%6.0%19.5%21.3%21.1%0.2%-0.1%25.8M-288.6M-1.9M0.5172.37N/AN/A16,7538,625409,625237,490
2024-03-06$24.43$24.0020.9%6.0%13.8%19.5%20.9%0.5%-0.4%26.3M-293.1M-1.8M0.7279.44N/AN/A24,67017,711405,023245,051
2024-03-07$24.31$24.0020.5%5.9%14.1%16.8%20.9%0.8%-0.2%22.1M-258.3M-1.8M0.6377.71N/AN/A4,2652,694409,200255,356
2024-03-08$24.34$24.0020.0%5.8%13.9%13.3%20.9%0.3%-0.1%22.4M-258.4M-1.8M0.2467.33N/AN/A7,6231,798410,438257,717
2024-03-11$24.88$24.0020.4%5.8%15.4%16.3%20.8%0.5%-0.2%24.6M-382.6M-1.7M0.0659.79N/AN/A11,891672395,930254,748
2024-03-12$24.80$24.0020.1%5.7%15.5%14.4%20.0%0.2%-0.4%25.4M-368.8M-1.7M0.1270.76N/AN/A30,0253,622397,548255,177
2024-03-13$24.62$24.0019.8%5.6%15.6%12.0%20.1%0.6%-0.5%26.3M-337.2M-1.7M0.1571.78N/AN/A7,4181,109412,030258,491
2024-03-14$24.45$24.0019.3%5.6%16.0%8.3%19.6%0.7%0.5%23.1M-299.5M-1.6M0.6884.49N/AN/A4,5373,094414,322259,361
2024-03-15$24.59$24.0019.0%5.4%16.0%6.3%18.7%0.8%-0.8%27.5M-345.8M-1.6M0.6977.97N/AN/A10,1777,005413,425257,652
2024-03-18$24.77$24.0018.6%5.3%15.4%4.0%18.6%0.5%-0.4%14.2M-203.9M-1.6M0.1371.24N/AN/A4,471597323,098205,728
2024-03-19$24.66$24.0018.6%5.3%15.6%3.5%18.3%1.3%0.5%12.5M-178.5M-1.5M0.1858.04N/AN/A2,577456326,412206,030
2024-03-20$24.71$24.0018.0%5.2%15.2%0.0%17.8%1.0%-3.7%14.3M-199.3M-1.5M0.2274.14N/AN/A6,0711,346330,417206,385
2024-03-21$24.54$24.0017.5%5.0%15.3%0.0%17.3%1.0%0.3%9.6M-160.8M-1.5M0.1173.73N/AN/A6,757760331,913207,699
2024-03-22$24.14$24.0017.7%5.1%16.5%1.4%18.9%0.6%0.2%7.4M-93.5M-1.5M0.1669.26N/AN/A13,0632,151336,708208,542
2024-03-25$24.16$24.0018.0%5.1%15.8%3.4%17.6%0.6%-0.9%7.9M-76.6M-1.4M0.9270.87N/AN/A5,7965,326330,474197,737
2024-03-26$24.20$24.0017.0%4.8%15.1%0.0%17.5%0.4%0.5%7.8M-84.3M-1.4M4.2388.18N/AN/A2,91912,353332,632203,035
2024-03-27$23.95$24.0017.3%4.9%14.4%1.6%17.0%1.0%0.3%2.6M-30.5M-1.4M0.1562.26N/AN/A8,6111,284333,473214,562
2024-03-28$24.07$24.0016.9%4.7%13.4%0.0%16.8%0.1%0.4%5.7M-64.2M-1.4M0.3777.43N/AN/A8,1542,987339,517215,648