ASHR Options History — October 2020 In October 2020, ASHR traded between $34.64 and $36.60. ATM implied volatility averaged 25.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 10.0% (HV 20d: 15.6%). Max pain ranged from $33.00 to $37.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2020-10-14 : Highest Volume — 18,183 contracts2020-10-28 : Largest IV spike — 7.6% change2020-10-06 : Highest IV Rank — 22.5%2020-10-28 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $35.84 $34.64 $36.60 $34.95 $35.82 Max Pain $35.50 $33.00 $37.00 $33.00 $37.00 ATM IV 25.7% 24.7% 26.9% 25.4% 25.0% Expected Move 7.4% 6.9% 7.9% 6.9% 7.5% HV 20d 15.6% 12.3% 19.7% 19.7% 16.4% HV 60d 20.9% 18.6% 23.6% 23.5% 19.2% IV Rank 20.2% 18.2% 22.5% 19.5% 18.8% IV Percentile 56.3% 45.6% 66.3% 56.0% 47.6% Term Structure -0.0% -0.9% 1.8% 1.7% -0.4% VWIV 26.8% 24.1% 30.4% 24.1% 29.2% Skew 25d 1.4% 0.1% 2.5% 1.8% 2.3% Skew 10d 3.1% 1.1% 5.6% 3.7% 4.6% Call IV 25d 25.9% 24.4% 27.3% 25.2% 24.7% Put IV 25d 27.2% 26.3% 29.1% 27.0% 27.0% Bid-Ask Spread % 19.86 7.59 48.99 15.69 15.55 Gamma HHI 0.11 0.07 0.15 0.15 0.09 Net GEX 8.9M 3.8M 16.2M 10.5M 5.5M Net DEX -111.4M -182.5M -48.1M -130.2M -60.0M Net VEX -642.0K -687.8K -605.6K -676.3K -660.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.08 4.93 0.55 1.41 Total Volume 6,242.636 1,447 18,183 4,139 5,020 Total OI 196,150.727 152,463 229,644 225,287 170,715
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 2020-10-01 $34.95 $33.00 25.4% 6.9% 19.7% 19.5% 24.1% 1.8% 1.7% 10.5M -130.2M -676.3K 0.55 15.69 N/A N/A 2,673 1,466 150,057 75,230 2020-10-02 $34.64 $33.00 25.8% 6.9% 19.1% 20.4% 25.1% 1.3% 1.8% 8.5M -116.0M -672.4K 0.43 15.83 N/A N/A 4,351 1,884 151,261 76,454 2020-10-05 $35.02 $34.00 26.8% 7.8% 19.6% 22.3% 27.9% 1.8% -0.0% 10.1M -130.3M -676.2K 0.12 31.52 N/A N/A 1,288 159 149,293 73,441 2020-10-06 $35.08 $34.00 26.9% 7.7% 16.8% 22.5% 26.9% 1.6% -0.4% 10.7M -128.6M -661.7K 0.17 26.16 N/A N/A 2,377 407 147,548 73,533 2020-10-07 $35.41 $34.00 26.0% 7.6% 16.9% 20.9% 27.6% 1.1% 0.1% 12.2M -143.1M -649.9K 0.70 22.58 N/A N/A 1,720 1,211 146,029 73,328 2020-10-08 $35.44 $33.00 25.7% 7.6% 15.4% 20.2% 26.8% 1.4% 0.3% 12.5M -139.9M -636.9K 2.23 18.45 N/A N/A 2,182 4,865 145,268 74,016 2020-10-09 $35.70 $34.00 25.4% 7.2% 15.0% 19.6% 26.5% 0.4% 0.2% 11.8M -149.5M -648.3K 1.26 33.88 N/A N/A 3,662 4,625 145,252 78,770 2020-10-12 $36.39 $34.00 25.4% 7.3% 15.4% 19.6% 26.0% 1.1% -0.0% 15.0M -174.5M -620.6K 0.36 14.91 N/A N/A 10,267 3,653 143,321 79,180 2020-10-13 $36.60 $34.00 25.7% 7.4% 14.8% 20.1% 26.2% 0.4% 0.5% 15.6M -182.5M -616.9K 0.16 48.99 N/A N/A 5,712 904 147,778 78,718 2020-10-14 $36.25 $34.00 25.9% 7.5% 15.1% 20.5% 26.5% 0.1% 0.5% 16.2M -156.3M -610.2K 0.49 15.87 N/A N/A 12,187 5,996 149,586 79,523 2020-10-15 $36.20 $37.00 25.9% 7.4% 15.1% 20.7% 26.2% 0.5% -0.2% 12.6M -145.7M -618.2K 0.79 18.59 N/A N/A 4,785 3,792 147,173 79,209 2020-10-16 $36.39 $37.00 25.4% 7.3% 14.8% 19.7% 25.4% 1.1% 0.4% 5.9M -139.5M -608.2K 0.10 22.94 N/A N/A 9,195 945 147,268 82,376 2020-10-19 $36.06 $37.00 26.5% 7.6% 15.1% 21.7% 30.4% 1.1% -0.6% 5.4M -78.2M -612.7K 0.60 18.35 N/A N/A 1,311 792 96,213 56,250 2020-10-20 $36.45 $37.00 26.0% 7.4% 14.8% 20.8% 26.6% 1.5% -0.9% 6.3M -89.0M -605.6K 0.77 16.76 N/A N/A 4,314 3,319 96,307 56,593 2020-10-21 $36.56 $37.00 25.5% 7.3% 13.1% 19.8% 25.3% 1.9% -0.8% 6.4M -90.5M -626.2K 0.08 8.42 N/A N/A 3,515 277 97,755 59,457 2020-10-22 $36.43 $37.00 24.9% 7.2% 12.3% 18.6% 26.9% 0.9% -0.6% 6.6M -88.1M -629.3K 4.93 19.89 N/A N/A 693 3,417 99,259 59,655 2020-10-23 $36.20 $37.00 24.9% 7.2% 12.8% 18.6% 25.4% 1.5% -0.9% 5.7M -78.4M -639.4K 0.81 25.48 N/A N/A 3,714 3,018 99,393 62,992 2020-10-26 $35.47 $37.00 25.8% 7.6% 15.1% 20.4% 26.7% 1.9% -0.2% 3.8M -48.1M -608.8K 0.41 8.07 N/A N/A 6,743 2,790 96,788 64,285 2020-10-27 $35.72 $37.00 24.8% 7.4% 15.2% 18.4% 26.6% 2.5% 0.0% 4.7M -56.5M -677.4K 1.55 7.59 N/A N/A 743 1,152 100,852 66,966 2020-10-28 $35.50 $37.00 26.7% 7.9% 15.4% 22.1% 29.7% 2.0% -0.9% 4.0M -49.0M -687.8K 0.40 18.18 N/A N/A 1,556 624 101,116 67,787 2020-10-29 $36.22 $37.00 24.7% 7.4% 16.2% 18.2% 26.7% 2.0% -0.1% 6.0M -76.8M -680.0K 0.34 13.31 N/A N/A 3,010 1,024 101,703 67,618 2020-10-30 $35.82 $37.00 25.0% 7.5% 16.4% 18.8% 29.2% 2.3% -0.4% 5.5M -60.0M -660.8K 1.41 15.55 N/A N/A 2,084 2,936 102,434 68,281
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