ASHR Options History — June 2024

In June 2024, ASHR traded between $23.52 and $24.70. ATM implied volatility averaged 16.7%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.6% (HV 20d: 12.1%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.64.

Notable Days

  • 2024-06-25: Highest Volume — 20,377 contracts
  • 2024-06-14: Largest IV drop — 12.7% change
  • 2024-06-13: Highest IV Rank — 12.4%
  • 2024-06-03: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.09$23.52$24.70$24.41$23.57
Max Pain$24.84$24.00$25.00$24.00$25.00
ATM IV16.7%15.6%18.5%18.3%15.6%
Expected Move4.7%3.8%5.2%5.2%4.4%
HV 20d12.1%11.1%13.2%12.3%11.7%
HV 60d15.0%14.6%15.6%15.4%14.7%
IV Rank2.6%0.0%12.4%9.0%0.0%
IV Percentile2.3%0.0%16.7%11.1%0.0%
Term Structure-0.4%-8.4%1.2%-0.2%-0.2%
VWIV16.9%13.8%20.5%18.2%15.5%
Skew 25d1.0%0.2%2.1%0.7%0.8%
Skew 10d1.9%-4.1%5.6%1.1%1.9%
Call IV 25d16.5%15.4%18.3%18.3%15.7%
Put IV 25d17.5%16.4%19.0%19.0%16.5%
Bid-Ask Spread %89.9876.9298.7092.7794.06
Gamma HHI0.200.140.310.140.25
Net GEX37.7K-10.8M9.5M5.6M-2.1M
Net DEX-13.6M-101.4M46.3M-62.8M43.9M
Net VEX-1.3M-1.5M-1.1M-1.4M-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.012.920.110.21
Total Volume7,319.10586420,3774,1951,484
Total OI452,475.737365,738508,512456,650371,419

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$24.41$24.0018.3%5.2%12.3%9.0%18.2%0.7%-0.2%5.6M-62.8M-1.4M0.1192.77N/AN/A3,777418281,085175,565
2024-06-04$24.70$24.0017.7%5.2%13.1%5.3%18.5%2.0%0.3%9.5M-101.4M-1.5M0.5087.26N/AN/A1,881939284,108175,901
2024-06-05$24.54$24.0017.8%5.2%13.2%5.5%18.3%1.3%0.3%8.1M-71.4M-1.4M0.1496.75N/AN/A1,883266285,188176,442
2024-06-06$24.52$25.0017.3%5.1%13.0%2.3%17.7%1.2%0.1%7.9M-67.6M-1.4M0.5876.92N/AN/A7,0674,095286,424176,517
2024-06-07$24.26$25.0017.0%4.9%12.0%0.9%18.9%0.4%0.1%3.9M-24.7M-1.3M2.9283.10N/AN/A3,58610,459289,461180,267
2024-06-10$24.30$25.0017.2%4.9%12.0%2.0%17.5%1.0%0.2%2.8M-34.9M-1.3M0.6578.65N/AN/A3,3282,158286,704188,978
2024-06-11$24.12$25.0016.9%4.9%12.1%0.0%17.6%0.8%0.6%-153.6K-877.1K-1.2M0.9098.70N/AN/A5,5234,952288,056188,762
2024-06-12$24.23$25.0016.5%4.9%12.4%0.0%20.5%1.3%1.2%1.1M-21.5M-1.3M1.3190.14N/AN/A5,0826,682292,795191,882
2024-06-13$24.05$25.0018.5%3.8%12.5%12.4%13.8%2.1%-8.4%-3.9M9.6M-1.3M1.1189.45N/AN/A3,3803,763294,027195,190
2024-06-14$24.21$25.0016.2%4.6%12.9%0.0%16.5%1.4%0.8%-1.4M-34.6M-1.3M0.2386.56N/AN/A1,906438302,328199,105
2024-06-17$24.24$25.0016.5%4.8%11.2%2.3%16.5%0.2%-0.4%-1.9M-44.8M-1.3M0.1495.58N/AN/A7,127979300,266197,839
2024-06-18$24.31$25.0016.2%4.7%11.2%0.4%15.9%1.2%-2.1%-2.0M-60.4M-1.3M0.6495.42N/AN/A8,0075,108307,070198,493
2024-06-20$23.86$25.0015.9%4.6%12.6%0.0%16.2%0.5%-0.1%-10.8M25.0M-1.2M0.7389.38N/AN/A3,5582,604308,773199,739
2024-06-21$23.80$25.0015.8%4.5%12.5%0.0%16.1%0.4%-0.0%-8.4M33.7M-1.2M0.5790.12N/AN/A8,1064,658307,901192,469
2024-06-24$23.81$25.0016.5%4.7%11.1%3.8%16.1%0.8%-0.0%-1.4M28.9M-1.2M0.1380.82N/AN/A1,596210211,115155,676
2024-06-25$23.54$25.0016.2%4.6%11.4%2.5%16.1%0.8%-0.1%-2.4M46.3M-1.1M0.0194.36N/AN/A20,103274212,062153,676
2024-06-26$23.66$25.0015.9%4.5%11.7%0.5%15.6%0.6%0.1%-1.7M34.9M-1.1M0.7192.88N/AN/A504360216,891153,590
2024-06-27$23.52$25.0016.2%4.6%11.7%2.5%16.2%0.9%0.2%-2.2M44.5M-1.1M0.4996.73N/AN/A1,883919217,611153,664
2024-06-28$23.57$25.0015.6%4.4%11.7%0.0%15.5%0.8%-0.2%-2.1M43.9M-1.1M0.2194.06N/AN/A1,226258218,070153,349