ASHR Options History — August 2024

In August 2024, ASHR traded between $23.16 and $23.71. ATM implied volatility averaged 17.3%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 1.7% (HV 20d: 15.6%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.89.

Notable Days

  • 2024-08-20: Highest Volume — 16,508 contracts
  • 2024-08-08: Largest IV spike — 54.5% change
  • 2024-08-05: Highest IV Rank — 93.7%
  • 2024-08-09: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.46$23.16$23.71$23.55$23.52
Max Pain$22.61$22.00$24.00$24.00$23.00
ATM IV17.3%14.3%31.5%16.6%15.1%
Expected Move4.7%4.2%7.0%5.0%4.3%
HV 20d15.6%11.5%17.6%17.6%12.1%
HV 60d13.6%13.2%13.9%13.9%13.6%
IV Rank14.9%0.0%93.7%7.9%4.3%
IV Percentile19.9%0.0%99.6%8.7%3.6%
Term Structure-0.5%-31.5%18.6%-0.3%-0.2%
VWIV16.9%14.0%27.8%18.1%16.9%
Skew 25d2.5%0.3%19.6%0.9%1.0%
Skew 10d1.3%-31.4%13.8%13.8%-0.5%
Call IV 25d15.4%12.6%19.5%16.6%15.2%
Put IV 25d17.9%15.1%35.3%17.5%16.2%
Bid-Ask Spread %107.5579.34127.92117.86104.42
Gamma HHI0.330.280.420.300.29
Net GEX-1.3M-3.8M279.9K-1.1M-1.1M
Net DEX30.0M-4.9M55.0M28.5M30.6M
Net VEX-835.3K-1.0M-673.9K-921.6K-720.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.890.0813.871.0513.87
Total Volume3,300.04576316,5081,93013,471
Total OI274,285.364259,278291,948271,780264,595

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$23.55$24.0016.6%5.0%17.6%7.9%18.1%0.9%-0.3%-1.1M28.5M-921.6K1.05117.86N/AN/A942988154,392117,388
2024-08-02$23.71$22.0021.9%5.4%17.1%38.5%20.3%2.4%18.6%131.8K-4.9M-1.0M1.32127.72N/AN/A591781161,140123,662
2024-08-05$23.70$22.0031.5%5.4%16.9%93.7%19.5%2.8%-31.5%279.9K13.0M-976.0K0.18123.16N/AN/A1,960356156,752119,969
2024-08-06$23.45$23.0017.3%5.3%16.8%11.9%18.9%2.8%0.8%-1.6M30.1M-896.4K0.54120.91N/AN/A678366157,992120,268
2024-08-07$23.34$23.0016.4%4.8%16.8%6.9%17.8%0.9%0.1%-1.8M34.8M-907.9K0.08124.96N/AN/A2,636203158,731120,622
2024-08-08$23.49$23.0025.4%4.8%15.8%58.3%17.1%6.3%-6.9%-1.5M16.7M-925.0K0.42118.73N/AN/A1,085454160,317120,820
2024-08-09$23.32$23.0025.9%7.0%16.0%61.1%18.9%19.6%6.3%-2.3M32.7M-893.6K0.26127.92N/AN/A993256161,035121,233
2024-08-12$23.32$23.0014.9%4.5%16.0%0.0%27.8%2.1%1.6%-3.2M43.0M-843.2K0.67110.78N/AN/A5,7643,834158,928121,188
2024-08-13$23.51$22.0014.9%4.4%16.0%0.0%15.5%0.5%0.8%-1.7M22.8M-874.9K0.3497.73N/AN/A571192163,335124,809
2024-08-14$23.27$22.0014.3%4.4%16.2%0.0%15.7%3.0%2.6%-3.8M42.7M-838.8K0.08109.04N/AN/A2,044164163,489124,770
2024-08-15$23.45$22.0014.6%4.4%16.6%1.7%15.3%5.2%0.6%-2.2M29.8M-823.8K1.16110.84N/AN/A1,1491,337165,041124,835
2024-08-16$23.55$22.0015.0%4.3%16.4%3.7%15.4%0.5%-0.1%-163.0K17.9M-850.7K0.22103.18N/AN/A2,322503165,916126,032
2024-08-19$23.70$22.0015.2%4.3%16.5%4.9%15.5%0.3%-1.4%-218.1K17.2M-909.2K1.70100.27N/AN/A8011,360155,689113,965
2024-08-20$23.52$22.0015.4%4.4%14.9%5.7%15.7%0.6%0.2%-743.0K40.4M-887.6K13.1979.34N/AN/A1,16315,345157,064116,603
2024-08-21$23.52$22.5015.3%4.4%14.8%5.2%15.4%1.1%-0.2%-393.4K28.0M-747.5K0.4594.71N/AN/A1,551700157,353101,925
2024-08-22$23.30$22.5015.1%4.3%15.2%4.3%15.2%0.7%-1.0%-1.4M44.1M-720.5K1.63107.72N/AN/A7891,283158,828102,471
2024-08-23$23.59$22.5014.6%4.2%15.8%1.5%14.6%0.8%-0.9%-44.8K21.9M-755.3K0.3397.11N/AN/A665218159,171102,646
2024-08-26$23.46$23.0015.0%4.3%15.6%3.7%14.8%0.9%-0.4%-608.6K33.0M-747.0K0.8091.74N/AN/A1,096874158,806102,409
2024-08-27$23.38$23.0015.2%4.3%15.7%4.8%15.0%1.1%-0.6%-1.3M34.7M-722.9K0.6794.68N/AN/A732491159,461103,157
2024-08-28$23.16$23.0015.4%4.4%12.6%6.0%15.2%1.0%0.0%-2.3M55.0M-673.9K0.34106.53N/AN/A679228159,978103,548
2024-08-29$23.23$23.0015.0%4.2%11.5%3.8%14.0%0.9%0.6%-1.9M47.7M-713.8K2.3196.64N/AN/A298688160,237103,708
2024-08-30$23.52$23.0015.1%4.3%12.1%4.3%16.9%1.0%-0.2%-1.1M30.6M-720.7K13.87104.42N/AN/A90612,565160,367104,228