ASHR Options History — July 2020 In July 2020, ASHR traded between $30.36 and $34.99. ATM implied volatility averaged 33.7%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 8.6% (HV 20d: 42.3%). Max pain ranged from $29.00 to $32.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.73.
Notable Days 2020-07-06 : Highest Volume — 128,231 contracts2020-07-06 : Largest IV spike — 70.9% change2020-07-08 : Highest IV Rank — 48.1%2020-07-09 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $33.64 $30.36 $34.99 $30.36 $33.68 Max Pain $31.20 $29.00 $32.50 $29.00 $32.50 ATM IV 33.7% 23.3% 39.8% 27.0% 30.4% Expected Move 9.4% 6.0% 10.9% 6.0% 8.9% HV 20d 42.3% 16.9% 49.3% 16.9% 48.6% HV 60d 30.3% 20.5% 32.8% 20.5% 31.8% IV Rank 36.0% 15.4% 48.1% 22.8% 29.5% IV Percentile 86.8% 54.0% 94.8% 82.1% 81.3% Term Structure -0.5% -2.1% 0.7% -0.7% 0.7% VWIV 35.0% 19.2% 40.5% 19.2% 34.2% Skew 25d -0.7% -5.7% 16.3% 16.3% 0.9% Skew 10d -1.6% -13.6% 17.6% 5.0% 7.9% Call IV 25d 36.6% 22.2% 45.7% 24.7% 31.2% Put IV 25d 35.8% 25.7% 44.7% 40.9% 32.1% Bid-Ask Spread % 14.97 7.73 43.82 23.24 8.94 Gamma HHI 0.10 0.07 0.15 0.14 0.09 Net GEX 12.1M 3.9M 22.7M 7.3M 10.6M Net DEX -255.9M -469.6M -96.5M -142.6M -174.6M Net VEX -1.1M -1.3M -577.9K -588.9K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.04 3.15 0.07 2.93 Total Volume 34,156.136 2,882 128,231 13,677 12,680 Total OI 340,944.773 228,751 426,224 228,751 359,889
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 2020-07-01 $30.36 $29.00 27.0% 6.0% 16.9% 22.8% 19.2% 16.3% -0.7% 7.3M -142.6M -588.9K 0.07 23.24 N/A N/A 12,760 917 123,391 105,360 2020-07-02 $31.13 $29.00 23.3% 6.2% 17.5% 15.4% 22.8% 3.5% 0.2% 9.9M -202.6M -577.9K 0.20 10.09 N/A N/A 14,598 2,965 130,539 105,410 2020-07-06 $34.63 $30.00 39.8% 10.4% 40.0% 47.9% 37.1% -0.3% -2.1% 7.7M -352.1M -610.3K 0.04 33.42 N/A N/A 122,947 5,284 136,152 105,578 2020-07-07 $33.93 $30.00 38.3% 10.3% 41.3% 45.0% 39.7% -2.5% -1.0% 13.9M -358.6M -889.8K 0.16 43.82 N/A N/A 37,615 6,130 194,397 107,817 2020-07-08 $34.84 $30.00 39.8% 10.8% 41.6% 48.1% 40.5% -5.7% -1.2% 17.2M -439.8M -966.0K 0.09 11.94 N/A N/A 53,283 4,815 221,190 113,495 2020-07-09 $34.92 $30.00 38.9% 10.9% 41.7% 46.2% 40.1% -4.3% -1.2% 18.4M -451.7M -1.1M 0.18 11.35 N/A N/A 23,521 4,266 241,937 117,280 2020-07-10 $34.43 $31.00 38.6% 10.8% 40.6% 45.7% 40.5% -3.5% -0.8% 18.2M -412.8M -1.2M 0.62 11.95 N/A N/A 46,715 28,832 250,266 121,174 2020-07-13 $34.92 $31.00 38.5% 10.9% 40.6% 45.4% 40.2% -4.4% 0.1% 22.7M -469.6M -1.3M 0.18 9.64 N/A N/A 45,442 8,360 280,364 145,860 2020-07-14 $34.99 $31.00 37.4% 10.5% 40.5% 43.3% 38.4% -3.0% -0.4% 20.2M -382.9M -1.3M 0.13 8.43 N/A N/A 17,027 2,238 258,253 153,869 2020-07-15 $34.65 $31.00 35.1% 9.9% 41.0% 38.7% 36.0% -2.5% -0.9% 19.4M -333.2M -1.2M 0.43 7.73 N/A N/A 15,502 6,716 251,556 153,784 2020-07-16 $33.07 $31.00 35.5% 10.0% 45.7% 39.5% 36.1% -3.4% -1.1% 10.3M -186.5M -1.2M 0.90 9.02 N/A N/A 42,698 38,218 255,375 155,247 2020-07-17 $33.09 $31.00 32.8% 9.3% 45.7% 34.1% 36.0% -3.4% -0.2% 12.4M -200.3M -1.2M 0.22 8.57 N/A N/A 21,955 4,891 267,197 152,849 2020-07-20 $34.03 $31.00 33.4% 9.6% 46.3% 35.3% 34.1% -3.0% -0.9% 12.9M -236.3M -1.2M 0.53 14.13 N/A N/A 17,278 9,074 225,828 78,063 2020-07-21 $34.02 $32.00 31.7% 9.1% 46.3% 32.1% 33.1% -2.4% -0.3% 13.1M -230.0M -1.3M 0.27 9.43 N/A N/A 5,928 1,584 232,450 85,189 2020-07-22 $33.81 $32.00 31.8% 9.1% 46.6% 32.3% 33.4% -2.3% -0.2% 12.2M -205.4M -1.2M 3.15 12.10 N/A N/A 5,795 18,283 231,176 86,206 2020-07-23 $33.83 $32.50 31.2% 9.0% 46.4% 31.1% 34.3% -2.1% -0.2% 8.7M -188.9M -1.3M 0.22 10.22 N/A N/A 9,906 2,178 229,918 103,688 2020-07-24 $32.75 $32.50 33.2% 9.6% 48.4% 35.0% 39.0% 1.3% -0.3% 3.9M -96.5M -1.2M 2.64 12.83 N/A N/A 13,567 35,794 235,376 104,906 2020-07-27 $32.84 $32.50 32.3% 9.4% 48.4% 33.2% 37.7% 0.7% -0.3% 4.7M -112.3M -1.2M 0.14 9.77 N/A N/A 10,578 1,439 229,932 111,803 2020-07-28 $32.77 $32.50 31.3% 9.2% 48.4% 31.2% 33.3% 1.2% -0.1% 3.9M -105.0M -1.2M 0.35 9.37 N/A N/A 2,139 743 228,344 111,773 2020-07-29 $33.81 $32.50 31.5% 8.9% 49.3% 31.7% 31.8% 1.6% -0.3% 9.8M -183.3M -1.1M 0.58 43.61 N/A N/A 20,088 11,639 228,603 111,920 2020-07-30 $33.51 $32.50 30.3% 8.8% 49.2% 29.4% 31.9% 1.2% -0.3% 8.7M -163.9M -1.1M 1.94 9.82 N/A N/A 1,716 3,331 235,243 122,138 2020-07-31 $33.68 $32.50 30.4% 8.9% 48.6% 29.5% 34.2% 0.9% 0.7% 10.6M -174.6M -1.2M 2.93 8.94 N/A N/A 3,224 9,456 235,363 124,526
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