ASHR Options History — February 2022

In February 2022, ASHR traded between $35.83 and $36.92. ATM implied volatility averaged 22.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.7% (HV 20d: 17.3%). Max pain ranged from $36.00 to $37.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-02-25: Highest Volume — 245,469 contracts
  • 2022-02-11: Largest IV spike — 17.6% change
  • 2022-02-14: Highest IV Rank — 38.2%
  • 2022-02-14: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.48$35.83$36.92$36.47$36.60
Max Pain$36.95$36.00$37.00$37.00$37.00
ATM IV22.1%19.5%24.4%21.5%22.5%
Expected Move6.4%5.7%7.0%6.3%6.6%
HV 20d17.3%15.9%19.0%18.9%15.9%
HV 60d16.5%15.6%17.2%16.6%17.2%
IV Rank23.9%7.7%38.2%20.0%26.2%
IV Percentile44.8%4.8%77.4%29.0%56.0%
Term Structure0.4%-0.9%2.5%0.5%-0.4%
VWIV23.4%20.5%27.2%22.3%23.6%
Skew 25d3.0%1.5%4.2%2.9%2.6%
Skew 10d6.4%1.8%11.9%4.3%3.9%
Call IV 25d21.5%18.6%23.6%20.6%21.8%
Put IV 25d24.4%21.3%27.7%23.5%24.4%
Bid-Ask Spread %35.4011.7463.9817.8963.98
Gamma HHI0.220.180.250.180.20
Net GEX12.7M3.7M45.4M5.8M45.4M
Net DEX-89.1M-228.1M-4.3M-64.2M-228.1M
Net VEX-1.5M-1.9M-1.3M-1.5M-1.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.262.680.780.75
Total Volume45,313.73718,273245,46926,35832,342
Total OI372,920.579304,378529,618374,344529,618

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$36.47$37.0021.5%6.3%18.9%20.0%22.3%2.9%0.5%5.8M-64.2M-1.5M0.7817.89N/AN/A14,82411,534259,832114,512
2022-02-02$36.55$37.0022.0%6.3%18.9%23.1%22.8%2.7%0.3%6.9M-81.1M-1.6M0.8412.13N/AN/A13,09611,021261,850114,759
2022-02-03$36.38$37.0022.1%6.7%18.5%23.6%23.2%3.3%0.5%6.3M-62.4M-1.5M0.6011.74N/AN/A12,3637,450263,566114,730
2022-02-04$36.53$37.0022.2%6.5%18.6%24.8%21.8%3.4%0.2%7.7M-80.9M-1.5M0.6713.53N/AN/A12,0378,085264,381114,933
2022-02-07$36.58$37.0022.1%6.3%18.4%23.6%23.4%3.3%0.0%10.6M-93.3M-1.5M0.8819.18N/AN/A9,7248,549257,296108,743
2022-02-08$36.49$37.0020.9%6.3%18.4%16.8%23.4%3.1%1.4%9.2M-78.4M-1.4M2.0137.29N/AN/A11,94424,045257,374110,727
2022-02-09$36.92$37.0019.5%5.7%19.0%7.7%20.5%2.7%0.7%17.1M-130.6M-1.5M0.7820.22N/AN/A11,8089,157259,764110,731
2022-02-10$36.73$37.0020.1%6.0%17.3%11.6%20.8%3.1%2.5%16.6M-112.1M-1.5M0.5936.17N/AN/A22,43513,174260,861112,859
2022-02-11$35.99$36.0023.7%6.8%16.0%33.7%25.1%4.2%0.7%5.7M-31.0M-1.4M1.8027.04N/AN/A18,97334,157267,075116,536
2022-02-14$35.83$37.0024.4%7.0%16.0%38.2%27.2%4.1%-0.9%3.7M-4.3M-1.3M0.8420.86N/AN/A11,6769,773266,004119,740
2022-02-15$36.55$37.0021.8%6.3%17.0%22.1%22.8%4.0%0.4%11.9M-90.1M-1.4M2.6828.35N/AN/A10,95929,318267,019123,113
2022-02-16$36.71$37.0021.0%6.0%17.1%17.4%25.0%2.6%0.8%16.1M-114.8M-1.4M1.6030.11N/AN/A22,69236,215267,331106,853
2022-02-17$36.55$37.0021.7%6.2%16.3%21.6%25.1%2.3%0.4%14.2M-101.1M-1.5M1.2046.24N/AN/A26,05831,236272,955112,748
2022-02-18$36.83$37.0022.9%6.6%16.1%28.6%23.3%2.7%-0.2%20.5M-141.8M-1.5M0.4856.05N/AN/A20,7899,920276,819113,679
2022-02-22$36.27$37.0022.9%6.4%16.8%29.1%24.3%3.0%0.0%10.0M-95.6M-1.5M0.7256.20N/AN/A20,72714,821218,23686,142
2022-02-23$36.49$37.0023.8%6.7%16.6%34.5%24.2%2.9%0.4%13.6M-94.6M-1.4M1.0250.94N/AN/A21,68522,131219,37685,696
2022-02-24$36.03$37.0023.7%6.7%17.1%34.1%24.2%1.5%0.3%6.3M-20.7M-1.4M1.1662.32N/AN/A18,86521,909218,26998,688
2022-02-25$36.56$37.0021.0%6.0%16.7%17.4%21.8%1.9%-0.1%13.8M-67.4M-1.5M0.2662.30N/AN/A194,80650,663220,725111,951
2022-02-28$36.60$37.0022.5%6.6%15.9%26.2%23.6%2.6%-0.4%45.4M-228.1M-1.9M0.7563.98N/AN/A18,48613,856391,142138,476