ASHR Options History — September 2024

In September 2024, ASHR traded between $22.45 and $28.63. ATM implied volatility averaged 19.2%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 0.1% (HV 20d: 19.1%). Max pain ranged from $22.50 to $24.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 3.54.

Notable Days

  • 2024-09-26: Highest Volume — 248,632 contracts
  • 2024-09-24: Largest IV spike — 44.2% change
  • 2024-09-27: Highest IV Rank — 100.0%
  • 2024-09-30: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.68$22.45$28.63$23.13$28.63
Max Pain$23.43$22.50$24.00$23.00$24.00
ATM IV19.2%14.6%41.3%15.5%41.3%
Expected Move5.6%4.1%12.0%4.6%12.0%
HV 20d19.1%12.5%42.7%13.4%42.7%
HV 60d16.6%13.7%28.0%14.0%28.0%
IV Rank25.0%1.6%100.0%6.7%100.0%
IV Percentile30.7%0.4%100.0%6.3%100.0%
Term Structure-0.4%-4.4%0.8%0.3%-4.4%
VWIV20.2%12.3%47.5%12.3%47.5%
Skew 25d0.1%-7.1%1.7%1.6%-7.1%
Skew 10d0.5%-16.6%12.9%2.4%-16.0%
Call IV 25d19.8%14.8%45.2%14.9%45.2%
Put IV 25d19.8%15.9%38.1%16.5%38.1%
Bid-Ask Spread %76.4747.73101.7889.8947.73
Gamma HHI0.300.140.820.290.19
Net GEX-6.5M-29.2M21.5M-4.4M21.5M
Net DEX-46.6M-667.3M114.4M64.2M-667.3M
Net VEX-734.1K-1.5M-568.1K-687.7K-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.540.0949.510.860.10
Total Volume44,741.851,259248,6328,621195,963
Total OI348,632.45274,806552,836274,806552,836

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$23.13$23.0015.5%4.6%13.4%6.7%12.3%1.6%0.3%-4.4M64.2M-687.7K0.8689.89N/AN/A4,6463,975159,331115,475
2024-09-04$23.02$22.5015.0%4.7%13.1%4.0%16.4%1.0%0.1%-5.3M68.2M-658.1K1.1271.15N/AN/A594665163,581119,018
2024-09-05$23.19$24.0015.4%4.4%13.3%6.5%15.5%1.1%0.4%-4.6M55.4M-668.9K8.3688.44N/AN/A4,82440,335163,987119,482
2024-09-06$22.89$24.0014.6%4.3%13.8%1.6%15.4%0.8%-0.1%-11.5M88.6M-662.3K1.2089.87N/AN/A8461,011164,554151,122
2024-09-09$22.63$24.0014.8%4.1%14.1%2.8%15.5%1.4%0.1%-16.0M114.0M-600.5K0.89101.78N/AN/A1,9421,723168,068155,020
2024-09-10$22.55$24.0015.6%4.5%14.1%7.5%16.2%1.5%-0.1%-16.2M114.4M-623.8K0.6185.51N/AN/A911553169,655155,603
2024-09-11$22.62$24.0015.6%4.3%13.7%7.6%15.6%1.3%-0.9%-16.5M112.9M-591.6K0.3375.72N/AN/A1,381460170,445155,510
2024-09-12$22.51$24.0015.2%4.4%13.4%4.8%18.4%1.7%0.0%-18.3M108.6M-588.9K0.7779.20N/AN/A7,0505,405170,664150,788
2024-09-13$22.45$23.0015.8%4.6%13.0%8.4%15.7%1.4%0.8%-19.1M87.7M-607.4K1.2179.29N/AN/A1,4061,695186,871165,867
2024-09-16$22.52$23.0015.8%4.5%12.9%8.8%16.3%1.4%-0.1%-19.7M74.0M-571.0K0.1167.67N/AN/A1,283145186,196165,820
2024-09-17$22.55$23.0015.9%4.5%12.6%8.9%15.9%0.9%-0.3%-21.1M69.9M-568.3K1.6471.61N/AN/A554908187,386165,858
2024-09-18$22.57$23.0015.8%4.5%12.5%8.3%15.5%0.6%-0.6%-22.1M63.9M-568.1K49.5189.30N/AN/A99349,161187,833166,092
2024-09-19$22.88$23.0015.7%4.5%13.7%8.1%16.5%0.6%-0.7%-7.2M12.2M-575.2K2.9974.09N/AN/A2,7398,202188,499138,644
2024-09-20$22.96$23.0015.6%4.5%13.4%7.6%16.7%1.0%-0.1%-29.2M20.6M-576.6K0.1371.63N/AN/A2,708343190,104144,000
2024-09-23$23.09$23.0016.2%4.7%12.7%10.7%18.0%0.0%-0.5%-1.5M13.9M-580.1K0.0969.93N/AN/A50,5144,373172,796105,717
2024-09-24$24.89$23.0023.3%6.9%29.8%52.2%24.1%-0.8%-1.0%10.6M-203.6M-821.2K0.1471.06N/AN/A49,4807,066216,254109,400
2024-09-25$24.63$23.0023.1%6.8%30.1%51.0%25.4%-1.7%-0.6%11.9M-168.6M-859.6K0.2071.57N/AN/A67,12413,559235,786114,734
2024-09-26$26.61$24.0030.6%8.5%39.7%94.7%32.3%-1.7%-0.6%17.8M-438.6M-1.1M0.1074.23N/AN/A226,35322,279292,764130,037
2024-09-27$27.26$24.0033.1%9.8%40.1%100.0%35.2%-4.0%0.2%21.5M-521.6M-1.3M0.3659.69N/AN/A82,37429,294367,690149,162
2024-09-30$28.63$24.0041.3%12.0%42.7%100.0%47.5%-7.1%-4.4%21.5M-667.3M-1.5M0.1047.73N/AN/A177,61118,352387,696165,140