ASHR Options History — May 2024 In May 2024, ASHR traded between $24.38 and $25.45. ATM implied volatility averaged 18.9%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 2.2% (HV 20d: 16.7%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.50.
Notable Days 2024-05-16 : Highest Volume — 46,369 contracts2024-05-14 : Largest IV drop — 4.5% change2024-05-13 : Highest IV Rank — 17.0%2024-05-03 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.00 $24.38 $25.45 $24.70 $24.38 Max Pain $23.45 $23.00 $24.00 $23.00 $24.00 ATM IV 18.9% 18.0% 19.6% 18.1% 18.0% Expected Move 5.4% 5.1% 5.7% 5.3% 5.1% HV 20d 16.7% 12.3% 19.2% 17.2% 12.3% HV 60d 15.8% 15.3% 17.2% 17.2% 15.4% IV Rank 12.5% 6.8% 17.0% 7.4% 6.8% IV Percentile 18.2% 5.2% 30.2% 6.7% 5.2% Term Structure -0.1% -2.3% 1.0% 0.1% -0.2% VWIV 19.1% 18.1% 20.4% 18.8% 18.2% Skew 25d 0.8% 0.1% 1.2% 0.1% 1.1% Skew 10d 1.9% -14.1% 14.8% -3.8% 1.4% Call IV 25d 18.9% 17.8% 19.6% 18.2% 17.8% Put IV 25d 19.7% 18.4% 20.4% 18.4% 18.9% Bid-Ask Spread % 77.43 45.34 104.59 90.16 95.26 Gamma HHI 0.16 0.13 0.27 0.14 0.15 Net GEX 12.2M 1.2M 32.3M 10.7M 5.7M Net DEX -159.7M -247.1M -47.3M -149.5M -47.3M Net VEX -1.6M -1.7M -1.4M -1.5M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.06 1.18 0.36 0.46 Total Volume 14,291.727 1,730 46,369 1,730 5,415 Total OI 442,510.136 395,089 488,798 395,089 461,044
Daily Data (22 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 2024-05-01 $24.70 $23.00 18.1% 5.3% 17.2% 7.4% 18.8% 0.1% 0.1% 10.7M -149.5M -1.5M 0.36 90.16 N/A N/A 1,269 461 240,848 154,241 2024-05-02 $25.31 $23.00 18.6% 5.6% 19.2% 10.6% 19.9% 1.2% -0.0% 12.5M -219.7M -1.5M 0.73 76.56 N/A N/A 15,427 11,287 241,733 154,524 2024-05-03 $25.37 $23.00 19.1% 5.7% 19.1% 14.3% 20.4% 0.9% -0.0% 13.7M -235.5M -1.6M 0.24 88.70 N/A N/A 6,991 1,690 254,599 163,689 2024-05-06 $25.23 $23.00 19.4% 5.5% 19.0% 15.8% 20.0% 0.8% 0.5% 13.3M -202.0M -1.6M 0.15 77.91 N/A N/A 9,917 1,489 254,082 161,525 2024-05-07 $25.14 $23.00 19.3% 5.4% 19.1% 15.4% 18.9% 0.9% 0.0% 12.8M -191.1M -1.5M 0.32 45.34 N/A N/A 10,475 3,371 257,850 162,806 2024-05-08 $24.94 $23.00 19.1% 5.4% 18.0% 14.2% 19.2% 0.5% 0.2% 10.4M -164.4M -1.5M 0.37 71.58 N/A N/A 7,790 2,877 261,117 165,603 2024-05-09 $25.31 $23.00 18.9% 5.4% 18.5% 12.9% 19.1% 0.7% 0.0% 15.1M -206.2M -1.5M 0.84 51.71 N/A N/A 7,863 6,599 262,157 167,487 2024-05-10 $25.16 $23.00 19.0% 5.4% 17.7% 13.6% 18.7% 0.7% 0.3% 12.7M -194.1M -1.6M 0.29 75.53 N/A N/A 23,378 6,809 265,872 171,574 2024-05-13 $25.16 $23.00 19.6% 5.6% 16.2% 17.0% 19.3% 0.9% -0.0% 13.8M -196.0M -1.6M 1.04 79.60 N/A N/A 3,724 3,880 283,091 172,238 2024-05-14 $25.07 $23.00 18.7% 5.4% 16.0% 11.4% 19.4% 0.5% 0.5% 13.2M -181.3M -1.6M 0.41 93.80 N/A N/A 2,625 1,088 284,675 175,900 2024-05-15 $25.06 $23.00 19.2% 5.2% 15.3% 14.7% 18.3% 0.9% -0.9% 12.4M -177.6M -1.6M 0.91 75.51 N/A N/A 3,199 2,913 283,955 176,569 2024-05-16 $25.05 $23.00 19.1% 5.6% 15.3% 14.2% 19.5% 1.1% 1.0% 12.7M -183.2M -1.6M 0.49 83.71 N/A N/A 31,041 15,328 285,926 178,813 2024-05-17 $25.45 $24.00 19.3% 5.5% 15.8% 15.1% 19.0% 0.6% -0.4% 32.3M -247.1M -1.7M 0.34 83.69 N/A N/A 11,554 3,883 302,520 186,278 2024-05-20 $25.26 $24.00 19.4% 5.5% 16.2% 15.6% 19.6% 0.7% 0.1% 14.4M -171.9M -1.7M 0.06 51.53 N/A N/A 32,201 1,912 281,283 164,781 2024-05-21 $25.16 $24.00 19.2% 5.5% 15.8% 14.8% 19.5% 0.7% -0.2% 13.7M -146.4M -1.6M 0.31 70.85 N/A N/A 10,424 3,185 275,720 166,111 2024-05-22 $25.20 $24.00 19.0% 5.4% 15.8% 13.1% 19.8% 0.6% -0.1% 13.5M -171.8M -1.6M 0.53 67.41 N/A N/A 4,346 2,310 285,236 168,281 2024-05-23 $24.73 $24.00 18.4% 5.3% 17.4% 9.7% 18.6% 1.2% 0.6% 9.1M -104.9M -1.6M 0.22 104.59 N/A N/A 3,145 682 289,935 171,485 2024-05-24 $24.55 $24.00 18.2% 5.2% 16.7% 8.5% 18.5% 0.8% 0.3% 1.2M -79.0M -1.5M 0.84 60.30 N/A N/A 1,357 1,144 289,381 171,346 2024-05-28 $24.56 $24.00 18.7% 5.4% 15.5% 11.4% 18.9% 0.3% -2.3% 9.3M -82.5M -1.4M 0.12 94.08 N/A N/A 23,680 2,861 286,099 164,676 2024-05-29 $24.59 $24.00 18.6% 5.3% 15.1% 11.0% 18.3% 1.1% -0.2% 8.1M -81.2M -1.4M 1.18 82.22 N/A N/A 4,062 4,797 276,878 166,697 2024-05-30 $24.62 $24.00 18.1% 5.3% 15.1% 7.7% 18.1% 0.8% -0.4% 8.6M -81.4M -1.4M 0.83 83.43 N/A N/A 8,729 7,240 277,771 168,827 2024-05-31 $24.38 $24.00 18.0% 5.1% 12.3% 6.8% 18.2% 1.1% -0.2% 5.7M -47.3M -1.5M 0.46 95.26 N/A N/A 3,700 1,715 285,407 175,637
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