ASHR Options History — December 2024 In December 2024, ASHR traded between $26.48 and $29.09. ATM implied volatility averaged 27.0%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 7.2% (HV 20d: 34.2%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.38.
Notable Days 2024-12-09 : Highest Volume — 284,856 contracts2024-12-03 : Largest IV spike — 57.8% change2024-12-03 : Highest IV Rank — 40.7%2024-12-09 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $27.17 $26.48 $29.09 $27.29 $26.48 Max Pain $26.62 $26.00 $27.00 $26.00 $27.00 ATM IV 27.0% 18.4% 41.8% 26.5% 23.5% Expected Move 7.6% 5.3% 9.2% 5.3% 6.7% HV 20d 34.2% 29.5% 38.6% 38.6% 32.6% HV 60d 57.2% 51.6% 60.1% 57.6% 51.6% IV Rank 18.8% 6.1% 40.7% 18.0% 13.5% IV Percentile 77.6% 40.1% 96.0% 82.5% 73.0% Term Structure 2.5% -12.0% 15.8% 11.5% 1.3% VWIV 29.9% 17.4% 37.2% 36.0% 29.6% Skew 25d -6.6% -30.1% 4.9% -5.6% -2.6% Skew 10d -8.4% -18.6% 7.5% 3.0% -8.5% Call IV 25d 29.6% 14.6% 46.7% 24.7% 26.3% Put IV 25d 23.0% 14.1% 30.0% 19.1% 23.7% Bid-Ask Spread % 50.12 33.71 80.78 73.80 40.08 Gamma HHI 0.12 0.10 0.15 0.12 0.14 Net GEX 37.1M 18.2M 82.7M 37.7M 20.7M Net DEX -383.4M -1.05B -174.2M -368.3M -174.2M Net VEX -3.1M -3.9M -2.6M -2.8M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.02 3.29 0.05 0.07 Total Volume 59,903.524 7,481 284,856 31,076 62,041 Total OI 1,623,526.81 1,381,787 1,883,198 1,536,238 1,383,950
Daily Data (21 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 2024-12-02 $27.29 $26.00 26.5% 5.3% 38.6% 18.0% 36.0% -5.6% 11.5% 37.7M -368.3M -2.8M 0.05 73.80 N/A N/A 29,660 1,416 1,311,125 225,113 2024-12-03 $27.20 $26.00 41.8% 8.9% 38.2% 40.7% 36.1% -4.1% -1.8% 36.7M -394.8M -3.0M 0.07 71.92 N/A N/A 45,154 3,186 1,321,906 226,196 2024-12-04 $26.95 $26.00 27.7% 7.3% 36.4% 19.9% 35.7% -16.5% 3.7% 36.8M -349.7M -2.9M 0.18 80.78 N/A N/A 14,355 2,543 1,335,343 226,179 2024-12-05 $27.13 $26.00 35.3% 7.9% 36.0% 31.1% 30.3% 2.5% -4.6% 40.3M -386.8M -3.0M 0.23 59.59 N/A N/A 19,286 4,452 1,350,925 227,888 2024-12-06 $27.32 $26.00 28.4% 7.8% 29.5% 20.9% 29.0% -3.5% -0.3% 46.4M -446.3M -3.1M 0.58 52.15 N/A N/A 10,581 6,158 1,361,543 231,287 2024-12-09 $29.09 $26.00 39.9% 9.2% 30.8% 37.8% 34.0% -9.0% 0.5% 82.7M -1.05B -3.9M 0.08 49.22 N/A N/A 264,058 20,798 1,362,558 228,351 2024-12-10 $27.65 $26.00 25.0% 9.1% 35.4% 15.8% 35.4% -23.0% 15.8% 55.3M -571.5M -3.4M 0.13 56.04 N/A N/A 127,163 16,197 1,414,764 235,402 2024-12-11 $27.48 $26.00 31.8% 8.6% 34.9% 25.8% 32.8% -30.1% -1.6% 55.4M -583.1M -3.6M 0.30 55.89 N/A N/A 134,790 39,981 1,488,857 243,605 2024-12-12 $27.51 $27.00 21.4% 8.4% 34.7% 10.5% 37.2% -0.9% 5.9% 55.6M -545.5M -3.7M 0.26 40.37 N/A N/A 49,283 12,926 1,575,906 274,442 2024-12-13 $27.05 $27.00 22.8% 7.8% 34.4% 12.6% 28.7% -7.0% 13.0% 33.8M -377.3M -3.3M 0.52 40.43 N/A N/A 17,256 9,045 1,576,550 275,514 2024-12-16 $26.86 $27.00 27.2% 7.8% 34.4% 19.1% 27.5% -5.9% -12.0% 27.0M -296.0M -3.0M 3.29 37.30 N/A N/A 15,551 51,225 1,530,765 274,368 2024-12-17 $27.13 $27.00 26.6% 7.6% 34.6% 18.2% 29.4% -5.2% -0.2% 29.7M -344.2M -3.2M 0.36 41.79 N/A N/A 8,904 3,208 1,537,151 324,084 2024-12-18 $26.81 $27.00 26.0% 7.5% 34.8% 17.3% 31.9% -5.7% 0.9% 18.2M -229.5M -2.9M 0.15 64.55 N/A N/A 25,723 3,977 1,540,728 325,795 2024-12-19 $26.99 $27.00 25.1% 7.5% 34.9% 16.0% 17.4% -5.1% -1.6% 20.4M -296.5M -3.2M 0.02 38.45 N/A N/A 145,188 2,903 1,555,665 327,533 2024-12-20 $26.77 $27.00 25.2% 7.2% 35.0% 16.0% 27.1% -3.9% 0.6% 21.0M -186.5M -3.1M 0.49 41.51 N/A N/A 12,035 5,926 1,526,798 328,674 2024-12-23 $26.66 $27.00 22.2% 6.9% 33.0% 11.6% 26.1% -5.5% 13.2% 27.3M -225.4M -3.1M 0.45 44.55 N/A N/A 9,765 4,408 1,135,534 246,253 2024-12-24 $26.98 $27.00 18.4% 6.9% 33.2% 6.1% 25.1% 4.9% 8.6% 33.8M -304.7M -3.1M 0.31 43.29 N/A N/A 5,711 1,770 1,138,288 248,244 2024-12-26 $27.11 $27.00 24.2% 6.8% 33.2% 14.6% 25.4% -4.8% 0.0% 37.2M -337.0M -3.1M 0.08 33.71 N/A N/A 31,166 2,413 1,140,362 248,511 2024-12-27 $27.02 $27.00 24.1% 6.7% 31.9% 14.5% 25.8% -4.7% -0.8% 32.7M -305.6M -3.0M 0.29 37.62 N/A N/A 9,883 2,900 1,155,418 249,481 2024-12-30 $27.04 $27.00 24.1% 6.7% 31.8% 14.4% 27.9% -4.3% 0.2% 29.4M -282.5M -2.9M 0.15 49.51 N/A N/A 21,647 3,342 1,135,521 247,486 2024-12-31 $26.48 $27.00 23.5% 6.7% 32.6% 13.5% 29.6% -2.6% 1.3% 20.7M -174.2M -2.6M 0.07 40.08 N/A N/A 58,082 3,959 1,137,070 246,880
« Nov 2024 | All History | Jan 2025 » Home ASHR History December 2024