ASHR Options History — October 2024 In October 2024, ASHR traded between $26.38 and $35.64. ATM implied volatility averaged 45.5%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 32.3% (HV 20d: 77.8%). Max pain ranged from $24.00 to $29.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.31.
Notable Days 2024-10-07 : Highest Volume — 464,433 contracts2024-10-07 : Largest IV spike — 28.4% change2024-10-01 : Highest IV Rank — 100.0%2024-10-07 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.78 $26.38 $35.64 $29.31 $27.41 Max Pain $27.61 $24.00 $29.00 $24.00 $28.00 ATM IV 45.5% 31.4% 81.8% 43.5% 31.4% Expected Move 13.2% 10.1% 20.9% 14.4% 11.4% HV 20d 77.8% 41.7% 92.4% 41.7% 77.3% HV 60d 48.6% 28.2% 54.2% 28.2% 53.9% IV Rank 53.1% 25.3% 100.0% 100.0% 25.3% IV Percentile 96.0% 90.1% 100.0% 100.0% 90.1% Term Structure -3.0% -19.7% 24.0% -4.9% -3.6% VWIV 48.7% 36.7% 75.7% 50.1% 48.0% Skew 25d -5.6% -25.5% 18.3% -3.1% -6.1% Skew 10d -11.0% -52.5% 24.7% -16.7% -11.7% Call IV 25d 49.9% 23.7% 88.5% 49.3% 38.3% Put IV 25d 44.3% 31.6% 83.9% 46.2% 32.2% Bid-Ask Spread % 44.65 15.37 68.51 68.51 38.89 Gamma HHI 0.10 0.07 0.24 0.17 0.07 Net GEX 29.6M 15.4M 58.0M 22.4M 27.4M Net DEX -688.0M -1.82B -201.1M -767.5M -473.9M Net VEX -3.4M -4.5M -1.6M -1.6M -4.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.10 0.77 0.42 0.10 Total Volume 195,382.217 34,388 464,433 136,017 189,299 Total OI 1,413,114.522 608,241 1,914,162 608,241 1,772,294
Daily Data (23 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 2024-10-01 $29.31 $24.00 43.5% 14.4% 41.7% 100.0% 50.1% -3.1% -4.9% 22.4M -767.5M -1.6M 0.42 68.51 N/A N/A 96,085 39,932 430,489 177,752 2024-10-02 $31.52 $24.00 55.9% 18.7% 46.4% 100.0% 65.1% -15.7% -10.0% 20.8M -1.10B -1.9M 0.22 24.98 N/A N/A 192,433 42,077 498,339 209,847 2024-10-03 $31.24 $26.00 57.1% 14.8% 47.2% 100.0% 58.2% -12.9% -2.4% 24.6M -1.11B -2.2M 0.29 50.61 N/A N/A 165,849 48,090 596,940 228,043 2024-10-04 $32.72 $27.00 63.8% 15.2% 47.2% 100.0% 58.0% -25.5% -19.7% 30.4M -1.45B -2.5M 0.26 63.00 N/A N/A 166,771 43,550 685,588 262,055 2024-10-07 $35.64 $28.00 81.8% 20.9% 51.6% 100.0% 75.7% 18.3% -5.4% 25.1M -1.82B -2.8M 0.29 48.95 N/A N/A 360,743 103,690 723,585 234,454 2024-10-08 $30.27 $28.00 59.5% 16.0% 83.6% 66.9% 58.6% -21.0% -2.6% 25.0M -844.9M -2.8M 0.38 48.41 N/A N/A 265,847 101,344 858,929 308,848 2024-10-09 $28.70 $28.00 64.1% 16.9% 87.0% 73.7% 61.9% 1.4% -3.5% 22.8M -587.9M -3.1M 0.38 38.65 N/A N/A 279,996 107,252 1,002,609 332,688 2024-10-10 $28.86 $28.00 55.2% 15.1% 86.8% 60.6% 54.5% -6.8% -3.3% 26.9M -718.3M -3.3M 0.26 51.98 N/A N/A 176,099 45,357 1,127,273 356,801 2024-10-11 $28.61 $28.00 55.0% 15.4% 86.9% 60.2% 57.0% 10.3% -0.0% 35.9M -725.6M -3.7M 0.32 46.34 N/A N/A 298,926 94,424 1,216,816 356,220 2024-10-14 $28.02 $29.00 47.3% 13.4% 87.7% 48.8% 50.9% -6.3% -3.3% 40.1M -636.9M -3.5M 0.10 47.34 N/A N/A 229,790 24,086 1,284,935 342,135 2024-10-15 $26.70 $29.00 38.9% 11.1% 90.1% 36.4% 39.4% -4.4% -0.4% 20.2M -248.6M -2.9M 0.25 62.46 N/A N/A 246,666 62,563 1,336,492 350,235 2024-10-16 $27.02 $28.00 37.6% 10.8% 90.1% 34.4% 40.1% -4.4% -1.0% 27.3M -400.2M -3.3M 0.15 55.87 N/A N/A 126,253 19,039 1,439,764 370,079 2024-10-17 $26.38 $28.00 34.5% 10.3% 90.8% 29.9% 38.3% -3.7% -17.6% 15.4M -201.1M -3.1M 0.67 63.11 N/A N/A 58,016 38,717 1,500,428 391,669 2024-10-18 $27.80 $28.00 38.3% 11.3% 92.2% 35.6% 46.6% -6.6% -2.8% 58.0M -675.9M -3.8M 0.18 51.62 N/A N/A 155,259 28,719 1,530,059 384,103 2024-10-21 $27.57 $28.00 37.1% 10.9% 92.4% 33.7% 40.5% 13.6% 0.6% 28.2M -404.1M -3.8M 0.49 54.17 N/A N/A 26,384 12,960 1,121,019 275,177 2024-10-22 $27.98 $28.00 37.2% 11.1% 89.1% 33.9% 37.5% -10.2% -1.9% 33.0M -572.9M -4.2M 0.39 36.68 N/A N/A 78,659 31,022 1,132,587 282,669 2024-10-23 $27.79 $28.00 35.9% 10.7% 89.0% 32.0% 37.0% -11.6% -0.5% 32.6M -513.8M -4.0M 0.35 15.37 N/A N/A 25,557 8,831 1,190,432 302,128 2024-10-24 $27.59 $28.00 33.5% 10.1% 85.0% 28.4% 38.6% -7.1% -2.5% 30.1M -462.8M -3.9M 0.12 19.66 N/A N/A 86,076 10,478 1,201,071 304,919 2024-10-25 $27.80 $28.00 35.6% 11.0% 84.7% 31.6% 41.5% -8.2% -2.4% 30.2M -536.1M -4.1M 0.15 30.41 N/A N/A 109,768 16,501 1,261,245 310,054 2024-10-28 $27.93 $28.00 35.8% 11.7% 82.8% 31.8% 48.0% -7.2% 24.0% 38.4M -602.4M -4.4M 0.36 28.20 N/A N/A 51,881 18,541 1,263,303 296,184 2024-10-29 $27.63 $28.00 34.0% 11.2% 82.3% 29.2% 38.7% -8.1% 8.5% 35.6M -518.4M -4.2M 0.77 41.12 N/A N/A 39,332 30,333 1,286,026 314,081 2024-10-30 $27.46 $28.00 34.0% 11.3% 77.3% 29.1% 36.7% -3.6% -14.6% 29.9M -454.8M -4.1M 0.32 40.51 N/A N/A 106,740 33,856 1,313,568 337,702 2024-10-31 $27.41 $28.00 31.4% 11.4% 77.3% 25.3% 48.0% -6.1% -3.6% 27.4M -473.9M -4.5M 0.10 38.89 N/A N/A 171,848 17,451 1,405,151 367,143
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