ASHR Options History — November 2024 In November 2024, ASHR traded between $26.41 and $29.69. ATM implied volatility averaged 29.3%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 12.3% (HV 20d: 41.6%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.21.
Notable Days 2024-11-07 : Highest Volume — 285,216 contracts2024-11-06 : Largest IV spike — 66.1% change2024-11-07 : Highest IV Rank — 35.3%2024-11-01 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.64 $26.41 $29.69 $27.36 $27.27 Max Pain $26.15 $26.00 $28.00 $28.00 $26.00 ATM IV 29.3% 21.7% 38.2% 31.9% 29.9% Expected Move 9.0% 4.9% 11.7% 11.7% 4.9% HV 20d 41.6% 33.4% 74.8% 74.8% 38.6% HV 60d 56.6% 53.9% 57.7% 53.9% 57.7% IV Rank 22.2% 10.9% 35.3% 26.0% 23.1% IV Percentile 86.2% 72.2% 94.8% 90.5% 86.5% Term Structure -0.4% -14.0% 14.2% 1.3% -14.0% VWIV 35.4% 24.3% 47.8% 47.8% 24.3% Skew 25d -3.8% -8.9% -0.9% -7.1% -5.0% Skew 10d -9.0% -23.6% 6.9% -14.6% -2.8% Call IV 25d 32.3% 20.2% 44.1% 39.3% 20.2% Put IV 25d 28.5% 15.2% 36.4% 32.2% 15.2% Bid-Ask Spread % 58.07 23.36 75.04 41.14 68.17 Gamma HHI 0.11 0.08 0.13 0.08 0.11 Net GEX 41.9M 19.4M 91.8M 28.8M 39.8M Net DEX -566.6M -1.56B -170.8M -531.5M -392.2M Net VEX -4.0M -5.9M -2.6M -4.8M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.03 0.67 0.25 0.16 Total Volume 91,503.15 15,503 285,216 119,837 15,503 Total OI 1,727,530.3 1,433,119 1,992,900 1,892,283 1,552,383
Daily Data (20 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 2024-11-01 $27.36 $28.00 31.9% 11.7% 74.8% 26.0% 47.8% -7.1% 1.3% 28.8M -531.5M -4.8M 0.25 41.14 N/A N/A 95,841 23,996 1,523,023 369,260 2024-11-04 $27.77 $26.00 35.3% 10.6% 66.7% 31.1% 37.9% -0.9% 6.7% 47.2M -689.0M -4.8M 0.20 52.60 N/A N/A 35,088 6,936 1,454,588 360,328 2024-11-05 $28.63 $26.00 21.7% 10.8% 37.8% 10.9% 40.1% -7.8% 14.2% 64.2M -1.01B -5.2M 0.33 50.38 N/A N/A 90,263 29,363 1,470,995 366,117 2024-11-06 $28.11 $26.00 36.0% 9.9% 33.4% 32.2% 41.5% -2.8% 9.4% 55.8M -793.7M -4.9M 0.21 47.67 N/A N/A 89,349 18,990 1,526,084 380,144 2024-11-07 $29.69 $26.00 38.2% 11.3% 38.8% 35.3% 41.6% -8.9% -0.4% 91.8M -1.56B -5.9M 0.15 54.46 N/A N/A 247,294 37,922 1,578,526 373,971 2024-11-08 $27.95 $27.00 30.1% 10.0% 44.5% 23.3% 38.3% -2.4% 1.9% 30.2M -628.6M -4.7M 0.33 65.63 N/A N/A 199,778 64,960 1,587,283 402,325 2024-11-11 $28.45 $26.00 27.8% 9.5% 44.4% 20.0% 37.9% -5.1% -4.2% 69.0M -903.7M -5.2M 0.12 56.20 N/A N/A 87,073 10,283 1,606,465 366,115 2024-11-12 $27.94 $26.00 29.3% 9.3% 41.1% 22.2% 36.2% -4.1% 3.8% 48.2M -660.2M -4.6M 0.04 45.04 N/A N/A 151,752 5,976 1,581,352 371,187 2024-11-13 $28.21 $26.00 29.3% 9.0% 41.1% 22.2% 37.0% -5.5% 1.5% 58.4M -734.3M -4.5M 0.03 70.82 N/A N/A 105,660 2,910 1,584,691 374,016 2024-11-14 $27.64 $26.00 29.4% 8.9% 40.8% 22.4% 34.5% -2.3% 1.2% 33.5M -476.5M -4.1M 0.18 64.79 N/A N/A 45,246 8,268 1,619,260 373,640 2024-11-15 $27.38 $26.00 27.9% 8.4% 36.4% 20.1% 34.7% -1.7% 3.2% 21.1M -355.1M -3.7M 0.15 70.22 N/A N/A 98,563 14,899 1,610,293 370,317 2024-11-18 $27.43 $26.00 30.1% 8.7% 36.3% 23.3% 35.4% -4.4% -13.7% 37.2M -440.9M -3.6M 0.29 23.36 N/A N/A 16,051 4,691 1,231,484 210,723 2024-11-19 $27.39 $26.00 30.5% 8.8% 35.8% 24.0% 35.2% -4.4% -1.6% 36.6M -424.5M -3.6M 0.21 55.95 N/A N/A 13,035 2,707 1,220,294 212,825 2024-11-20 $27.43 $26.00 22.4% 6.4% 35.8% 12.0% 33.4% -2.4% -13.7% 36.3M -399.0M -3.4M 0.03 58.90 N/A N/A 77,900 2,378 1,223,600 213,193 2024-11-21 $27.51 $26.00 28.2% 8.2% 35.7% 20.6% 28.8% -1.2% -0.7% 38.3M -415.2M -3.3M 0.67 75.04 N/A N/A 14,128 9,533 1,243,915 214,079 2024-11-22 $26.63 $26.00 27.6% 8.1% 37.4% 19.7% 29.0% -3.4% -2.0% 23.5M -220.3M -2.7M 0.17 65.43 N/A N/A 79,814 13,578 1,259,880 220,608 2024-11-25 $26.52 $26.00 27.5% 8.4% 37.3% 19.5% 32.1% -2.2% -0.5% 19.4M -178.0M -2.6M 0.05 70.35 N/A N/A 63,131 3,210 1,238,088 222,128 2024-11-26 $26.41 $26.00 26.4% 8.3% 37.2% 17.9% 32.4% -2.0% 0.3% 21.4M -170.8M -2.6M 0.47 70.21 N/A N/A 13,131 6,143 1,291,563 226,154 2024-11-27 $27.12 $26.00 27.1% 8.4% 38.5% 19.0% 30.8% -2.2% 0.3% 37.6M -344.9M -2.9M 0.25 55.00 N/A N/A 19,720 5,000 1,292,490 227,219 2024-11-29 $27.27 $26.00 29.9% 4.9% 38.6% 23.1% 24.3% -5.0% -14.0% 39.8M -392.2M -3.1M 0.16 68.17 N/A N/A 13,398 2,105 1,320,924 231,459
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