ASHR Options History — January 2022

In January 2022, ASHR traded between $35.98 and $39.04. ATM implied volatility averaged 20.2%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 2.7% (HV 20d: 17.5%). Max pain ranged from $37.00 to $39.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.81.

Notable Days

  • 2022-01-28: Highest Volume — 124,053 contracts
  • 2022-01-24: Largest IV spike — 12.8% change
  • 2022-01-28: Highest IV Rank — 24.5%
  • 2022-01-27: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.72$35.98$39.04$39.04$36.38
Max Pain$37.70$37.00$39.00$39.00$37.00
ATM IV20.2%18.2%22.2%20.3%21.8%
Expected Move5.9%5.3%6.4%5.9%6.3%
HV 20d17.5%15.0%19.3%16.9%18.8%
HV 60d15.8%14.8%16.6%15.9%16.6%
IV Rank11.5%0.0%24.5%10.7%22.1%
IV Percentile13.4%0.0%46.8%7.5%40.5%
Term Structure0.5%-0.7%5.2%-0.1%0.4%
VWIV20.9%18.6%23.6%20.8%22.4%
Skew 25d2.5%1.7%3.5%2.5%2.8%
Skew 10d5.2%3.2%6.6%5.5%4.7%
Call IV 25d19.6%18.1%21.2%19.6%21.2%
Put IV 25d22.1%19.9%24.5%22.1%24.0%
Bid-Ask Spread %20.145.2854.085.708.56
Gamma HHI0.180.140.340.170.18
Net GEX-2.7M-29.7M28.0M28.0M5.3M
Net DEX18.8M-138.0M197.2M-138.0M-49.2M
Net VEX-1.0M-1.6M-901.4K-1.2M-1.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.132.170.710.57
Total Volume36,595.9515,106124,05315,10629,470
Total OI380,240.15267,272480,484365,705371,046

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$39.04$39.0020.3%5.9%16.9%10.7%20.8%2.5%-0.1%28.0M-138.0M-1.2M0.715.70N/AN/A8,8376,269249,984115,721
2022-01-04$38.69$39.0020.0%5.8%16.4%8.3%21.5%2.1%0.3%20.8M-82.8M-1.1M1.0552.88N/AN/A15,18916,019251,331116,333
2022-01-05$38.19$39.0020.3%5.9%16.9%10.4%20.4%2.2%0.2%7.1M-2.7M-1.1M1.005.28N/AN/A14,67214,657254,502127,150
2022-01-06$37.92$37.0020.2%6.0%15.2%10.0%21.1%2.7%0.5%846.9K32.1M-1.0M0.9725.20N/AN/A12,43312,033255,907127,414
2022-01-07$38.16$37.0019.8%5.8%15.1%7.0%20.6%2.8%0.4%4.1M14.2M-1.1M1.1020.67N/AN/A11,03312,160258,369133,134
2022-01-10$38.10$37.0019.9%5.8%15.1%8.1%20.8%3.5%0.3%1.7M12.7M-1.0M0.8744.93N/AN/A14,69212,740256,135130,487
2022-01-11$37.94$37.0019.4%5.6%15.0%4.7%23.6%2.6%0.5%-5.0M39.0M-953.1K2.175.50N/AN/A16,95736,787255,462132,366
2022-01-12$38.69$37.0018.2%5.3%16.9%0.0%18.6%1.7%0.1%17.9M-59.4M-984.4K0.676.80N/AN/A20,31313,635259,188156,781
2022-01-13$37.61$38.0019.7%5.5%19.3%8.9%19.7%1.9%-0.7%-15.2M82.5M-985.9K0.757.17N/AN/A15,94011,931270,602160,304
2022-01-14$37.44$38.0018.8%5.5%19.1%3.4%20.5%1.8%1.2%-24.5M103.6M-928.8K0.856.53N/AN/A14,61512,436274,068160,475
2022-01-18$37.93$38.0019.9%5.7%18.0%10.4%21.9%2.4%0.0%-11.3M39.4M-906.9K0.736.83N/AN/A13,1919,661263,196164,806
2022-01-19$37.80$38.0019.8%5.7%17.7%9.8%20.0%2.4%-0.2%-21.2M50.9M-905.8K0.186.61N/AN/A45,7938,042266,914169,438
2022-01-20$38.27$38.0018.9%5.4%18.2%4.1%18.9%1.8%-0.4%2.1M-33.7M-985.3K0.517.87N/AN/A21,25710,827299,723169,401
2022-01-21$37.73$38.0019.2%5.4%18.7%5.8%19.2%2.2%0.6%-4.9M28.9M-975.9K0.8319.89N/AN/A10,0898,400307,972172,512
2022-01-24$37.69$38.0021.6%6.3%18.6%21.0%20.9%2.3%0.1%-2.8M2.5M-947.6K0.539.73N/AN/A11,6436,173160,510106,857
2022-01-25$37.23$38.0021.1%6.0%18.9%17.7%21.5%2.9%0.1%-10.4M36.8M-901.4K0.2241.50N/AN/A54,13112,006158,428108,844
2022-01-26$37.18$37.0021.7%6.3%18.7%21.3%22.3%3.1%5.2%-7.8M6.1M-1.1M1.4350.80N/AN/A13,74619,629191,294112,835
2022-01-27$36.49$37.0021.8%6.4%18.8%21.8%21.5%3.5%0.1%-29.7M96.9M-1.0M1.0216.26N/AN/A20,03420,426189,377123,026
2022-01-28$35.98$37.0022.2%6.3%18.1%24.5%21.9%3.3%0.6%-8.3M197.2M-966.8K0.1354.08N/AN/A109,90514,148188,426134,485
2022-01-31$36.38$37.0021.8%6.3%18.8%22.1%22.4%2.8%0.4%5.3M-49.2M-1.6M0.578.56N/AN/A18,71110,759256,953114,093