ASHR Options History — April 2024

In April 2024, ASHR traded between $23.59 and $24.93. ATM implied volatility averaged 18.3%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 3.0% (HV 20d: 15.3%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.64.

Notable Days

  • 2024-04-26: Highest Volume — 54,417 contracts
  • 2024-04-19: Largest IV spike — 16.7% change
  • 2024-04-19: Highest IV Rank — 27.5%
  • 2024-04-15: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.26$23.59$24.93$24.51$24.66
Max Pain$23.59$23.00$24.00$24.00$23.00
ATM IV18.3%17.6%21.2%17.8%18.3%
Expected Move5.2%5.0%5.4%5.2%5.4%
HV 20d15.3%11.7%17.2%14.3%17.2%
HV 60d18.7%17.4%19.5%19.3%17.4%
IV Rank8.8%4.8%27.5%6.0%8.8%
IV Percentile8.7%1.6%67.1%2.0%8.7%
Term Structure0.6%-0.9%14.8%0.1%0.4%
VWIV18.6%17.6%20.3%18.2%20.1%
Skew 25d0.8%0.1%1.4%0.6%1.0%
Skew 10d2.6%0.5%11.2%0.9%2.3%
Call IV 25d18.1%17.7%19.0%18.0%18.1%
Put IV 25d18.9%18.2%19.5%18.6%19.0%
Bid-Ask Spread %83.3053.19107.2590.4872.69
Gamma HHI0.170.110.320.180.13
Net GEX9.3M-492.3K19.2M17.1M9.7M
Net DEX-93.6M-156.5M-249.0K-155.7M-122.2M
Net VEX-1.3M-1.5M-1.2M-1.4M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.062.810.260.17
Total Volume13,398.1821,82754,41710,29620,933
Total OI503,515.773330,172611,956543,254377,933

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$24.51$24.0017.8%5.2%14.3%6.0%18.2%0.6%0.1%17.1M-155.7M-1.4M0.2690.48N/AN/A8,1852,111338,373204,881
2024-04-02$24.51$24.0017.8%5.1%14.3%5.8%18.3%0.6%-0.2%18.2M-156.5M-1.3M0.0686.83N/AN/A24,7331,471343,838206,504
2024-04-03$24.48$24.0017.8%5.0%14.2%5.7%17.6%0.9%0.3%18.2M-143.1M-1.4M0.5871.71N/AN/A8,0434,695345,981207,862
2024-04-04$24.49$24.0017.9%5.2%14.2%6.4%18.3%0.2%-0.4%19.2M-146.4M-1.4M0.8368.89N/AN/A10,2058,474353,927212,567
2024-04-05$24.41$24.0017.7%5.2%14.1%5.2%18.1%0.4%-0.0%18.9M-132.0M-1.4M0.4073.74N/AN/A4,8051,908361,601221,371
2024-04-08$24.23$24.0018.0%5.2%14.3%7.2%18.2%0.1%0.0%12.0M-100.4M-1.4M0.3764.00N/AN/A4,1801,564359,180220,264
2024-04-09$24.26$24.0017.8%5.2%11.7%6.0%18.0%0.6%0.4%12.0M-99.7M-1.3M0.1283.02N/AN/A5,220643358,418221,744
2024-04-10$23.82$24.0017.9%5.2%13.2%6.5%18.3%0.8%0.1%3.1M-30.4M-1.3M0.7784.02N/AN/A6,0664,644359,042221,958
2024-04-11$23.93$24.0017.6%5.1%13.3%4.8%18.2%0.8%0.1%3.6M-39.9M-1.3M0.3181.90N/AN/A6,1211,880364,071225,144
2024-04-12$23.59$24.0018.6%5.4%13.9%10.6%18.9%0.6%0.5%-492.3K-249.0K-1.4M1.1092.02N/AN/A2,5162,774367,801226,482
2024-04-15$24.13$24.0018.9%5.4%16.2%12.4%19.4%0.6%0.1%7.9M-80.7M-1.3M0.6373.22N/AN/A1,9181,208345,652227,398
2024-04-16$23.98$24.0018.7%5.4%16.0%11.3%20.3%1.4%-0.9%3.7M-56.1M-1.2M0.89107.25N/AN/A2,2822,036345,789227,990
2024-04-17$24.34$24.0018.3%5.3%17.0%9.2%20.3%0.9%-0.3%10.7M-114.6M-1.2M0.9688.75N/AN/A22,86521,865347,323229,315
2024-04-18$24.41$23.0018.2%5.2%17.0%8.3%18.2%0.7%-0.3%10.3M-123.4M-1.2M0.87102.03N/AN/A8,0837,024348,931230,586
2024-04-19$24.24$23.0021.2%5.3%17.0%27.5%19.2%1.3%14.8%3.0M-126.8M-1.3M0.3792.01N/AN/A5,2121,912364,543247,413
2024-04-22$24.19$23.0018.4%5.3%16.0%9.4%18.3%1.1%-0.1%3.4M-58.4M-1.2M0.7584.95N/AN/A5,4584,106180,115150,057
2024-04-23$23.98$23.0018.3%5.2%16.3%8.7%18.9%1.4%-0.1%1.9M-31.8M-1.2M2.8184.44N/AN/A3,0398,526184,925154,070
2024-04-24$23.96$23.0018.3%5.2%16.3%9.1%18.2%0.9%0.1%2.6M-36.9M-1.3M0.7195.29N/AN/A1,7071,207189,579148,373
2024-04-25$24.13$23.0018.3%5.2%16.0%8.9%18.1%1.0%-0.2%3.7M-50.5M-1.3M0.9653.19N/AN/A931896191,020149,352
2024-04-26$24.52$23.0018.2%5.1%16.9%8.2%17.8%1.2%-0.4%16.9M-97.8M-1.3M0.1389.43N/AN/A48,3156,102191,644150,183
2024-04-29$24.93$23.0018.1%5.2%16.7%7.5%18.4%1.2%0.1%9.7M-155.0M-1.5M0.0992.63N/AN/A8,167730223,049151,098
2024-04-30$24.66$23.0018.3%5.4%17.2%8.8%20.1%1.0%0.4%9.7M-122.2M-1.4M0.1772.69N/AN/A17,8173,116226,371151,562