ASHR Options History — March 2020 In March 2020, ASHR traded between $24.69 and $30.15. ATM implied volatility averaged 41.8%, placing in the 67.9% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 6.8% (HV 20d: 48.7%). Max pain ranged from $28.00 to $29.50. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.67.
Notable Days 2020-03-12 : Highest Volume — 72,222 contracts2020-03-09 : Largest IV spike — 69.9% change2020-03-09 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.34 $24.69 $30.15 $29.53 $25.91 Max Pain $28.16 $28.00 $29.50 $29.00 $28.00 ATM IV 41.8% 27.1% 66.1% 30.6% 37.8% Expected Move 11.8% 7.5% 19.0% 9.2% 10.6% HV 20d 48.7% 25.0% 65.5% 31.9% 63.3% HV 60d 36.2% 26.5% 43.9% 26.6% 43.8% IV Rank 67.9% 43.1% 100.0% 74.5% 44.1% IV Percentile 96.0% 78.2% 100.0% 94.4% 94.8% Term Structure -3.3% -28.7% 10.9% -1.0% 1.3% VWIV 40.3% 26.4% 60.4% 32.7% 44.8% Skew 25d 12.2% 4.2% 45.1% 4.2% 8.7% Skew 10d 22.3% -11.3% 106.8% 7.0% 29.2% Call IV 25d 38.9% 25.3% 57.2% 28.5% 34.1% Put IV 25d 51.1% 29.7% 94.1% 32.7% 42.8% Bid-Ask Spread % 58.82 32.83 82.08 35.17 70.19 Gamma HHI 0.13 0.11 0.16 0.14 0.14 Net GEX 278.4K -5.4M 10.8M 7.5M -3.4M Net DEX 56.4M -228.4M 301.1M -152.0M 143.2M Net VEX -1.3M -1.7M -929.0K -1.6M -956.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.67 0.33 5.80 0.60 2.48 Total Volume 16,111.682 2,428 72,222 19,480 8,288 Total OI 401,027.409 319,223 465,002 433,116 324,192
Daily Data (22 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 2020-03-02 $29.53 $29.00 30.6% 9.2% 31.9% 74.5% 32.7% 4.2% -1.0% 7.5M -152.0M -1.6M 0.60 35.17 N/A N/A 12,183 7,297 225,305 207,811 2020-03-03 $29.56 $29.00 29.8% 9.3% 31.2% 70.7% 31.8% 6.3% -6.2% 7.7M -158.5M -1.6M 1.38 55.54 N/A N/A 19,471 26,799 227,737 211,338 2020-03-04 $30.05 $29.50 27.1% 8.1% 25.0% 57.3% 30.6% 4.3% -0.4% 9.2M -208.5M -1.5M 0.45 41.47 N/A N/A 17,637 7,960 225,053 218,538 2020-03-05 $30.15 $28.00 27.7% 7.5% 25.0% 60.3% 26.4% 5.1% -0.8% 10.8M -228.4M -1.6M 1.26 32.83 N/A N/A 10,370 13,029 237,488 217,840 2020-03-06 $29.45 $28.00 30.1% 8.6% 26.7% 72.0% 30.9% 6.6% -1.0% 5.6M -120.4M -1.6M 5.80 43.37 N/A N/A 2,306 13,369 239,222 225,780 2020-03-09 $28.71 $28.00 51.1% 10.3% 28.4% 100.0% 36.7% 18.4% -12.6% 1.2M -26.7M -1.7M 1.66 75.19 N/A N/A 5,924 9,824 234,299 205,403 2020-03-10 $29.99 $28.00 30.8% 9.1% 31.4% 43.1% 30.9% 11.0% 0.0% 7.8M -180.3M -1.6M 0.42 53.51 N/A N/A 5,583 2,345 235,464 206,491 2020-03-11 $28.99 $28.00 38.0% 9.0% 33.8% 63.2% 33.8% 9.2% -6.0% 1.9M -60.4M -1.6M 1.36 67.94 N/A N/A 4,033 5,487 237,684 207,547 2020-03-12 $27.04 $28.00 48.8% 12.6% 41.8% 93.5% 39.1% 45.1% -8.7% -4.3M 158.2M -1.5M 0.77 56.99 N/A N/A 40,894 31,328 236,706 211,081 2020-03-13 $28.31 $28.00 34.7% 11.6% 44.7% 54.0% 37.5% 13.7% 10.9% -2.2M 47.0M -1.5M 3.82 81.63 N/A N/A 3,275 12,515 223,739 210,017 2020-03-16 $25.73 $28.00 54.8% 15.3% 56.0% 100.0% 53.9% 8.2% -1.4% -4.2M 227.6M -1.2M 2.10 82.08 N/A N/A 1,692 3,552 220,739 201,337 2020-03-17 $26.78 $28.00 49.8% 14.0% 57.9% 87.3% 48.8% 10.8% -1.9% -5.4M 190.0M -1.3M 0.65 61.88 N/A N/A 2,509 1,621 221,634 201,050 2020-03-18 $25.18 $28.00 66.1% 19.0% 61.3% 100.0% 60.4% 25.1% -28.7% -3.7M 263.5M -1.1M 0.89 69.90 N/A N/A 7,095 6,314 223,633 201,202 2020-03-19 $25.70 $28.00 55.2% 16.1% 61.9% 78.5% 48.4% 14.1% -9.0% -4.7M 263.1M -1.1M 1.22 66.07 N/A N/A 8,288 10,085 228,003 203,714 2020-03-20 $24.69 $28.00 52.5% 15.3% 62.7% 73.1% 48.3% 11.9% -3.1% -1.4M 301.1M -971.1K 2.26 65.12 N/A N/A 6,778 15,343 223,372 195,149 2020-03-23 $24.87 $28.00 51.3% 15.0% 62.8% 70.7% 52.6% 12.7% -1.7% -2.2M 162.6M -929.0K 1.69 51.80 N/A N/A 963 1,630 181,970 137,253 2020-03-24 $25.89 $28.00 42.3% 12.3% 65.0% 53.0% 39.9% 9.7% -0.9% -2.2M 129.0M -1.0M 0.33 51.54 N/A N/A 3,273 1,083 182,220 137,228 2020-03-25 $26.32 $28.00 42.1% 11.8% 65.3% 52.5% 37.2% 8.3% 0.4% -2.2M 113.4M -1.0M 0.56 54.95 N/A N/A 2,511 1,401 184,851 137,718 2020-03-26 $26.59 $28.00 37.5% 11.1% 65.5% 43.5% 32.1% 9.4% 1.0% -2.2M 103.1M -1.0M 1.71 52.35 N/A N/A 1,484 2,536 186,522 138,247 2020-03-27 $25.86 $28.00 42.5% 12.1% 65.4% 53.4% 37.9% 15.2% -2.2% -4.5M 136.9M -974.3K 4.45 69.81 N/A N/A 2,559 11,395 186,873 138,603 2020-03-30 $26.13 $28.00 40.1% 12.2% 63.3% 48.6% 51.0% 9.8% 0.1% -3.0M 136.4M -949.4K 0.93 54.65 N/A N/A 1,258 1,170 184,902 137,648 2020-03-31 $25.91 $28.00 37.8% 10.6% 63.3% 44.1% 44.8% 8.7% 1.3% -3.4M 143.2M -956.5K 2.48 70.19 N/A N/A 2,380 5,908 185,836 138,356
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