ASHR Options History — December 2021 In December 2021, ASHR traded between $38.31 and $40.42. ATM implied volatility averaged 20.7%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 6.0% (HV 20d: 14.7%). Max pain ranged from $38.00 to $39.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2021-12-07 : Highest Volume — 125,771 contracts2021-12-07 : Largest IV drop — 12.5% change2021-12-20 : Highest IV Rank — 27.3%2021-12-03 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $39.32 $38.31 $40.42 $38.31 $39.14 Max Pain $38.59 $38.00 $39.00 $39.00 $39.00 ATM IV 20.7% 18.7% 23.4% 22.9% 20.7% Expected Move 6.1% 5.3% 7.7% 7.6% 5.8% HV 20d 14.7% 12.6% 17.1% 13.5% 17.0% HV 60d 16.7% 15.3% 17.8% 17.7% 16.2% IV Rank 11.0% 0.0% 27.3% 21.9% 13.0% IV Percentile 16.9% 0.0% 58.7% 50.8% 11.1% Term Structure 0.1% -0.6% 0.8% -0.5% -0.5% VWIV 21.7% 18.3% 28.5% 26.6% 20.8% Skew 25d 2.3% 0.6% 3.9% 2.8% 2.0% Skew 10d 4.0% 0.3% 8.1% 4.5% 4.5% Call IV 25d 20.2% 18.0% 22.9% 20.7% 20.3% Put IV 25d 22.5% 20.6% 26.1% 23.6% 22.3% Bid-Ask Spread % 29.05 6.38 70.27 70.27 55.52 Gamma HHI 0.24 0.15 0.38 0.17 0.15 Net GEX 30.9M -22.5M 76.7M 4.8M 23.8M Net DEX -175.2M -446.3M 16.6M -40.7M -125.9M Net VEX -1.1M -1.5M -764.9K -764.9K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.08 4.01 4.01 0.49 Total Volume 37,507.636 14,507 125,771 23,901 56,702 Total OI 394,561.364 235,666 506,322 235,666 477,519
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 2021-12-01 $38.31 $39.00 22.9% 7.6% 13.5% 21.9% 26.6% 2.8% -0.5% 4.8M -40.7M -764.9K 4.01 70.27 N/A N/A 4,769 19,132 161,161 74,505 2021-12-02 $38.54 $39.00 22.5% 7.3% 13.6% 19.2% 26.8% 2.5% -0.5% 5.5M -56.5M -799.6K 1.56 30.41 N/A N/A 5,671 8,836 162,156 79,133 2021-12-03 $38.70 $39.00 23.4% 7.7% 13.7% 25.5% 28.5% 2.1% -0.2% 7.4M -72.0M -829.8K 1.07 24.75 N/A N/A 7,160 7,660 163,666 80,661 2021-12-06 $39.27 $38.00 21.6% 6.3% 14.6% 13.2% 22.4% 1.6% 0.1% 13.3M -116.8M -793.0K 0.59 37.96 N/A N/A 17,374 10,243 165,581 81,117 2021-12-07 $39.37 $38.00 18.9% 5.6% 14.4% 0.0% 19.7% 2.2% 0.2% 19.9M -141.3M -802.0K 0.08 27.71 N/A N/A 116,836 8,935 176,060 81,397 2021-12-08 $40.12 $38.00 19.2% 5.7% 15.5% 1.5% 19.8% 2.1% 0.8% 66.4M -380.6M -1.2M 0.32 27.77 N/A N/A 19,167 6,111 286,849 81,148 2021-12-09 $40.41 $38.00 20.4% 5.8% 15.2% 9.5% 20.0% 1.9% 0.4% 71.8M -431.6M -1.2M 0.44 51.93 N/A N/A 11,538 5,105 288,317 82,187 2021-12-10 $40.34 $38.00 19.4% 5.6% 12.8% 3.0% 19.6% 1.7% 0.7% 71.8M -423.0M -1.2M 0.83 51.37 N/A N/A 41,472 34,605 291,675 84,148 2021-12-13 $40.42 $38.00 20.1% 5.8% 12.6% 7.7% 20.6% 1.5% 0.4% 76.7M -446.3M -1.3M 0.20 52.27 N/A N/A 25,710 5,233 319,742 111,312 2021-12-14 $40.13 $38.00 20.4% 5.8% 12.9% 9.4% 20.6% 1.4% -0.2% 69.5M -374.0M -1.3M 0.70 27.17 N/A N/A 10,229 7,194 336,780 112,455 2021-12-15 $39.81 $38.00 21.8% 6.1% 13.3% 18.6% 20.7% 1.3% -0.3% 52.7M -275.8M -1.2M 0.47 25.91 N/A N/A 17,391 8,222 337,683 116,008 2021-12-16 $40.01 $38.00 20.5% 5.9% 13.3% 10.2% 18.9% 0.6% -0.6% 65.8M -337.7M -1.3M 0.46 16.25 N/A N/A 69,562 31,867 348,467 117,323 2021-12-17 $39.01 $39.00 22.4% 6.3% 15.5% 22.2% 22.9% 3.3% -0.5% 3.1M -103.4M -1.5M 0.48 18.32 N/A N/A 26,219 12,590 363,657 142,665 2021-12-20 $38.59 $39.00 23.2% 6.6% 15.6% 27.3% 24.1% 3.9% 0.6% 18.3M -44.8M -1.3M 0.44 9.27 N/A N/A 16,868 7,424 316,515 121,675 2021-12-21 $38.82 $39.00 21.1% 6.1% 15.7% 14.4% 27.4% 3.3% 0.4% 21.5M -71.4M -1.3M 0.42 6.38 N/A N/A 14,911 6,320 317,969 124,161 2021-12-22 $38.95 $39.00 19.6% 5.6% 15.7% 4.5% 20.1% 2.9% 0.7% 19.4M -68.8M -1.2M 0.43 12.05 N/A N/A 13,676 5,813 319,179 124,849 2021-12-23 $39.12 $39.00 18.7% 5.3% 15.8% 0.0% 18.3% 2.8% 0.4% 23.5M -89.3M -1.2M 0.36 18.54 N/A N/A 14,298 5,194 319,195 125,864 2021-12-27 $39.02 $39.00 19.2% 5.4% 14.9% 3.4% 19.6% 2.8% 0.3% 16.1M -63.9M -1.1M 0.53 11.76 N/A N/A 10,381 5,522 323,775 124,047 2021-12-28 $39.26 $39.00 19.0% 5.4% 15.0% 2.2% 18.5% 2.9% -0.0% 28.7M -112.0M -1.1M 0.45 14.96 N/A N/A 11,891 5,384 324,620 124,454 2021-12-29 $38.56 $39.00 19.5% 5.6% 16.4% 5.1% 20.3% 2.5% 0.0% -22.5M 16.6M -955.7K 3.50 38.34 N/A N/A 10,097 35,382 327,790 124,339 2021-12-30 $39.10 $39.00 20.3% 5.8% 17.1% 10.4% 20.6% 2.5% -0.4% 21.8M -94.4M -1.0M 0.71 10.19 N/A N/A 38,863 27,611 330,766 107,780 2021-12-31 $39.14 $39.00 20.7% 5.8% 17.0% 13.0% 20.8% 2.0% -0.5% 23.8M -125.9M -1.1M 0.49 55.52 N/A N/A 38,005 18,697 357,545 119,974
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