ASHR Options History — July 2024

In July 2024, ASHR traded between $23.24 and $24.30. ATM implied volatility averaged 16.5%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 3.8% (HV 20d: 12.8%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.71.

Notable Days

  • 2024-07-11: Highest Volume — 15,203 contracts
  • 2024-07-02: Largest IV drop — 12.2% change
  • 2024-07-01: Highest IV Rank — 19.4%
  • 2024-07-19: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.74$23.24$24.30$23.68$23.93
Max Pain$23.95$23.00$25.00$25.00$24.00
ATM IV16.5%15.2%18.9%18.9%16.0%
Expected Move4.8%3.4%5.1%4.7%4.9%
HV 20d12.8%10.5%16.6%11.6%16.6%
HV 60d14.0%12.3%14.9%14.7%13.5%
IV Rank5.9%0.0%19.4%19.4%4.6%
IV Percentile6.0%0.0%26.2%26.2%4.0%
Term Structure-0.8%-5.3%1.0%-4.7%-0.1%
VWIV17.1%15.4%19.1%16.4%17.0%
Skew 25d1.4%0.2%6.3%2.0%1.1%
Skew 10d3.9%-5.8%25.5%2.5%-1.7%
Call IV 25d16.5%14.8%17.7%15.9%16.3%
Put IV 25d17.8%16.4%22.9%17.9%17.3%
Bid-Ask Spread %111.0792.80128.74109.66109.47
Gamma HHI0.260.200.350.240.28
Net GEX891.7K-3.3M7.0M-1.8M219.2K
Net DEX11.1M-49.2M57.1M33.6M2.5M
Net VEX-1.0M-1.1M-868.4K-1.1M-944.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.044.240.570.56
Total Volume4,073.68259015,2035903,820
Total OI337,030.5260,445392,787369,072269,210

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$23.68$25.0018.9%4.7%11.6%19.4%16.4%2.0%-4.7%-1.8M33.6M-1.1M0.57109.66N/AN/A376214215,859153,213
2024-07-02$23.70$25.0016.6%4.5%11.6%5.9%15.4%1.5%-0.1%-2.0M35.1M-1.1M0.9998.87N/AN/A376374216,940153,304
2024-07-03$23.70$25.0016.1%4.7%10.5%3.3%16.1%1.7%0.3%-1.9M31.5M-1.1M0.46108.20N/AN/A600275216,541153,356
2024-07-05$23.39$24.0016.6%4.8%11.1%6.1%16.8%1.6%0.2%-3.3M50.0M-1.0M1.75105.78N/AN/A2,0233,547217,003147,496
2024-07-08$23.24$24.0016.6%4.8%11.2%6.3%17.0%0.5%1.0%-3.1M57.1M-986.0K0.37114.70N/AN/A3,0771,128216,372145,156
2024-07-09$23.54$23.0016.1%3.4%12.1%3.1%16.7%1.1%-1.2%-1.4M30.7M-1.0M0.0497.37N/AN/A8,566380218,670145,591
2024-07-10$23.55$23.0016.2%4.7%12.0%3.7%16.7%0.5%0.1%-261.0K27.8M-1.0M0.25117.27N/AN/A2,621650225,997145,940
2024-07-11$23.94$23.0016.7%4.7%13.4%6.4%17.0%0.2%-0.3%3.6M-13.3M-1.1M0.11104.50N/AN/A13,7431,460227,567146,527
2024-07-12$23.95$23.0017.1%4.8%13.3%8.7%17.0%0.4%-0.3%5.6M-17.4M-1.1M0.2692.80N/AN/A11,5293,011232,293147,300
2024-07-15$23.86$24.0017.3%4.9%13.1%10.2%17.6%0.8%-0.0%3.9M-6.8M-1.1M0.5797.83N/AN/A1,008576237,887148,483
2024-07-16$24.05$24.0017.1%4.9%13.2%9.2%17.7%1.0%-1.3%5.7M-24.0M-1.1M0.2899.02N/AN/A2,385664238,114148,928
2024-07-17$24.13$24.0017.2%4.9%13.2%9.5%17.6%0.9%-0.1%7.0M-29.5M-1.1M0.3195.56N/AN/A5,5761,702239,703149,040
2024-07-18$24.13$24.0017.3%5.0%13.2%10.4%18.1%0.8%-0.5%6.7M-25.0M-1.0M0.78103.90N/AN/A2,8032,199240,849150,368
2024-07-19$24.30$24.0017.3%5.1%11.5%10.4%19.1%1.1%-1.1%6.2M-49.2M-1.1M0.29121.57N/AN/A2,226640241,389151,398
2024-07-22$24.16$24.0016.6%5.1%11.7%6.3%17.2%1.0%-0.7%2.4M-32.7M-1.1M0.42121.36N/AN/A842353149,785110,660
2024-07-23$23.64$24.0015.7%4.7%14.1%0.9%16.8%1.8%-5.3%-977.1K18.5M-986.9K0.48126.45N/AN/A951460150,118115,639
2024-07-24$23.55$24.0015.6%4.8%13.6%0.3%16.8%6.3%0.8%-714.0K25.7M-950.5K0.54128.74N/AN/A927499153,877115,906
2024-07-25$23.55$24.0015.9%4.8%13.5%1.8%17.1%1.4%-0.1%-883.1K21.8M-998.6K0.15126.03N/AN/A699108154,342116,238
2024-07-26$23.57$24.0015.8%4.7%13.3%1.7%17.1%2.7%-0.7%-986.9K22.4M-981.8K4.24128.08N/AN/A2901,231154,930116,317
2024-07-29$23.36$24.0015.8%4.8%13.7%1.5%16.9%0.9%-1.5%-2.0M42.0M-904.6K2.00107.93N/AN/A460918152,037115,588
2024-07-30$23.31$24.0015.2%4.9%13.5%0.0%17.2%0.8%-2.5%-2.4M44.2M-868.4K0.12128.51N/AN/A3,857477152,451116,289
2024-07-31$23.93$24.0016.0%4.9%16.6%4.6%17.0%1.1%-0.1%219.2K2.5M-944.4K0.56109.47N/AN/A2,4531,367152,698116,512