ASHR Options History — March 2022 In March 2022, ASHR traded between $30.90 and $36.52. ATM implied volatility averaged 27.4%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 4.6% (HV 20d: 32.0%). Max pain ranged from $33.00 to $37.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.92.
Notable Days 2022-03-08 : Highest Volume — 445,647 contracts2022-03-14 : Largest IV spike — 20.0% change2022-03-14 : Highest IV Rank — 100.0%2022-03-11 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.75 $30.90 $36.52 $36.52 $33.15 Max Pain $35.16 $33.00 $37.00 $37.00 $33.00 ATM IV 27.4% 21.8% 36.4% 22.8% 25.2% Expected Move 7.7% 6.3% 9.6% 6.7% 7.1% HV 20d 32.0% 15.4% 44.2% 15.4% 44.1% HV 60d 23.5% 17.0% 28.8% 17.1% 28.8% IV Rank 52.2% 21.8% 100.0% 28.6% 38.5% IV Percentile 85.2% 42.5% 100.0% 63.1% 84.5% Term Structure -0.4% -1.2% 0.5% -0.5% -0.1% VWIV 27.5% 21.7% 32.5% 24.3% 26.7% Skew 25d 4.9% 2.4% 8.9% 3.3% 4.0% Skew 10d 10.3% 2.9% 20.7% 5.8% 8.2% Call IV 25d 26.2% 21.1% 34.0% 22.0% 24.2% Put IV 25d 31.1% 23.7% 42.9% 25.2% 28.1% Bid-Ask Spread % 43.06 16.59 68.84 41.97 35.67 Gamma HHI 0.20 0.13 0.45 0.20 0.23 Net GEX 13.9M -49.4M 47.8M 44.9M 14.1M Net DEX 42.2M -209.0M 334.2M -209.0M 68.0M Net VEX -1.7M -2.3M -1.2M -1.9M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.27 1.66 0.92 0.79 Total Volume 49,366.87 13,457 445,647 33,017 15,945 Total OI 660,087.739 537,846 765,259 537,846 651,767
Daily Data (23 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 2022-03-01 $36.52 $37.00 22.8% 6.7% 15.4% 28.6% 24.3% 3.3% -0.5% 44.9M -209.0M -1.9M 0.92 41.97 N/A N/A 17,235 15,782 392,142 145,704 2022-03-02 $36.51 $37.00 21.8% 6.3% 15.4% 21.8% 21.7% 2.6% -0.0% 47.8M -199.0M -1.9M 0.27 46.37 N/A N/A 59,163 16,216 392,411 149,062 2022-03-03 $35.96 $37.00 22.4% 6.4% 16.3% 25.8% 22.8% 2.4% -0.4% 35.7M -99.9M -1.8M 1.14 62.16 N/A N/A 11,400 13,023 439,764 153,058 2022-03-04 $35.51 $37.00 23.0% 6.7% 16.8% 29.3% 23.5% 3.3% -0.1% 28.9M -5.3M -1.7M 1.21 33.26 N/A N/A 10,722 12,935 439,836 153,186 2022-03-07 $34.21 $36.50 25.8% 8.3% 21.0% 46.8% 29.9% 5.8% -1.1% -2.0M 168.5M -1.3M 0.98 51.34 N/A N/A 11,397 11,167 435,385 149,107 2022-03-08 $33.83 $36.00 26.3% 8.2% 21.1% 50.1% 28.7% 5.3% 0.0% -5.7M 214.7M -1.2M 0.28 64.36 N/A N/A 348,637 97,010 435,614 152,873 2022-03-09 $33.75 $36.00 26.3% 8.2% 21.1% 50.0% 27.4% 5.1% -0.9% 14.0M 49.5M -1.9M 0.59 68.84 N/A N/A 18,121 10,680 517,035 174,678 2022-03-10 $33.63 $36.00 26.4% 8.4% 20.3% 50.4% 29.7% 5.5% -0.3% 13.1M 52.7M -2.0M 0.70 61.66 N/A N/A 22,729 15,918 537,591 175,349 2022-03-11 $33.45 $36.00 30.3% 9.6% 20.3% 74.5% 32.5% 7.3% 0.4% 10.0M 81.6M -2.0M 0.60 63.88 N/A N/A 21,435 12,967 538,769 179,613 2022-03-14 $32.07 $37.00 36.3% 8.6% 23.7% 100.0% 30.2% 8.6% -1.2% 6.9M 224.7M -1.6M 1.14 42.63 N/A N/A 21,409 24,359 544,039 181,548 2022-03-15 $30.90 $37.00 36.4% 8.8% 26.2% 100.0% 31.9% 8.9% -0.8% 3.1M 334.2M -1.3M 1.31 32.70 N/A N/A 16,997 22,194 552,018 193,198 2022-03-16 $33.80 $36.00 31.8% 7.8% 42.5% 74.5% 30.1% 4.7% -1.2% 16.0M -69.9M -2.3M 1.66 55.78 N/A N/A 17,458 28,964 556,232 192,560 2022-03-17 $33.32 $0.00 32.4% 8.6% 42.5% 78.0% 30.0% 6.3% -1.1% 8.8M 92.1M -1.9M 1.18 22.68 N/A N/A 10,226 12,039 559,625 204,085 2022-03-18 $33.99 $35.00 30.3% 8.1% 43.4% 66.8% 27.4% 5.6% -0.1% -49.4M 2.8M -2.0M 0.39 21.85 N/A N/A 38,574 14,931 560,804 204,455 2022-03-21 $33.53 $33.00 29.4% 7.9% 43.3% 61.4% 28.8% 4.5% -0.1% 23.8M -56.7M -1.9M 0.73 46.50 N/A N/A 23,319 17,130 485,671 158,269 2022-03-22 $33.69 $34.00 27.6% 7.6% 43.3% 51.7% 26.9% 4.3% 0.5% 24.1M -59.7M -1.9M 0.97 41.59 N/A N/A 14,849 14,451 488,721 165,317 2022-03-23 $33.49 $34.00 26.8% 7.7% 43.1% 47.3% 26.8% 4.2% 0.1% 20.7M -9.2M -1.7M 1.16 36.22 N/A N/A 10,582 12,315 490,539 165,963 2022-03-24 $33.45 $34.00 25.9% 7.4% 43.0% 42.4% 27.9% 4.1% 0.2% 20.8M -2.7M -1.7M 1.11 39.96 N/A N/A 10,984 12,237 491,155 166,169 2022-03-25 $32.84 $33.00 25.8% 7.3% 42.7% 41.5% 27.9% 4.6% 0.1% 10.5M 103.4M -1.5M 1.26 34.71 N/A N/A 9,847 12,408 492,440 169,051 2022-03-28 $32.57 $33.00 26.4% 7.2% 42.7% 45.0% 26.2% 4.6% -0.7% 7.2M 136.6M -1.4M 0.91 41.84 N/A N/A 9,002 8,197 480,198 167,630 2022-03-29 $32.66 $33.00 25.8% 7.0% 42.8% 41.5% 24.9% 4.4% -0.5% 7.1M 133.3M -1.3M 1.00 27.89 N/A N/A 8,534 8,493 481,307 167,918 2022-03-30 $33.52 $33.00 24.6% 6.9% 44.2% 34.9% 25.4% 2.9% -0.3% 18.9M 21.0M -1.5M 0.78 16.59 N/A N/A 7,555 5,902 482,005 168,157 2022-03-31 $33.15 $33.00 25.2% 7.1% 44.1% 38.5% 26.7% 4.0% -0.1% 14.1M 68.0M -1.4M 0.79 35.67 N/A N/A 8,887 7,058 482,871 168,896
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