ASHR Options History — April 2022

In April 2022, ASHR traded between $28.48 and $33.77. ATM implied volatility averaged 27.5%, placing in the 50.5% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 4.7% (HV 20d: 32.2%). Max pain ranged from $31.50 to $34.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.68.

Notable Days

2022-04-21: Highest Volume — 146,905 contracts
2022-04-25: Largest IV spike — 27.4% change
2022-04-25: Highest IV Rank — 100.0%
2022-04-25: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.73	$28.48	$33.77	$33.60	$30.04
Max Pain	$33.08	$31.50	$34.00	$33.00	$33.00
ATM IV	27.5%	24.3%	37.1%	24.7%	31.7%
Expected Move	8.0%	6.9%	11.3%	6.9%	9.5%
HV 20d	32.2%	20.2%	44.4%	44.4%	32.7%
HV 60d	29.7%	28.6%	32.6%	28.9%	32.6%
IV Rank	50.5%	33.5%	100.0%	35.7%	71.5%
IV Percentile	87.8%	79.8%	100.0%	83.3%	96.0%
Term Structure	-0.3%	-1.5%	1.0%	-0.2%	-0.7%
VWIV	28.8%	23.4%	41.7%	26.5%	36.2%
Skew 25d	4.0%	1.8%	7.3%	3.3%	5.7%
Skew 10d	7.8%	4.3%	11.6%	6.5%	11.6%
Call IV 25d	26.5%	22.8%	34.1%	24.1%	30.5%
Put IV 25d	30.4%	26.3%	41.4%	27.3%	36.2%
Bid-Ask Spread %	28.95	7.02	63.29	30.05	43.08
Gamma HHI	0.29	0.23	0.44	0.25	0.29
Net GEX	4.0M	-23.2M	23.0M	21.2M	12.3M
Net DEX	104.2M	-9.6M	237.8M	6.6M	38.5M
Net VEX	-1.0M	-1.5M	-633.1K	-1.5M	-908.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.09	1.34	0.77	0.31
Total Volume	36,386.65	9,888	146,905	15,679	50,368
Total OI	538,906.75	315,906	689,166	654,005	432,648

Daily Data (20 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
2022-04-01	$33.60	$33.00	24.7%	6.9%	44.4%	35.7%	26.5%	3.3%	-0.2%	21.2M	6.6M	-1.5M	0.77	30.05	N/A	N/A	8,843	6,836	484,824	169,181
2022-04-04	$33.77	$33.00	24.5%	7.0%	42.5%	34.5%	25.1%	3.4%	-0.2%	23.0M	-9.6M	-1.4M	0.56	35.63	N/A	N/A	10,851	6,101	484,248	166,052
2022-04-05	$33.33	$33.00	24.4%	7.1%	42.6%	34.0%	24.5%	3.4%	0.1%	15.8M	55.7M	-1.3M	0.29	28.79	N/A	N/A	18,549	5,367	486,426	166,300
2022-04-06	$33.30	$34.00	24.4%	7.2%	42.6%	34.1%	25.9%	3.5%	-0.1%	16.2M	46.6M	-1.3M	0.38	53.62	N/A	N/A	14,344	5,439	494,401	166,584
2022-04-07	$33.09	$34.00	24.7%	7.2%	42.6%	35.5%	23.5%	3.4%	-0.0%	10.1M	90.0M	-1.2M	1.02	7.02	N/A	N/A	14,642	14,910	495,715	167,232
2022-04-08	$33.11	$34.00	24.3%	7.0%	42.6%	33.5%	23.4%	3.5%	-0.0%	8.9M	105.9M	-1.2M	1.22	7.68	N/A	N/A	8,511	10,398	499,326	176,623
2022-04-11	$32.10	$34.00	25.8%	7.7%	41.3%	41.8%	25.2%	3.8%	0.6%	-8.6M	229.4M	-1.0M	0.89	16.06	N/A	N/A	13,955	12,460	498,048	172,305
2022-04-12	$32.66	$33.00	25.5%	7.1%	39.3%	40.2%	24.2%	4.1%	-0.7%	2.7M	159.3M	-1.0M	0.75	9.38	N/A	N/A	12,677	9,456	501,805	166,800
2022-04-13	$32.73	$33.00	25.4%	7.1%	22.1%	39.7%	25.6%	3.0%	-0.5%	1.1M	149.2M	-1.0M	0.68	19.41	N/A	N/A	19,028	13,000	506,621	166,725
2022-04-14	$32.78	$33.00	24.4%	6.9%	21.6%	34.0%	24.4%	3.3%	-0.1%	3.9M	138.5M	-1.0M	1.26	18.71	N/A	N/A	9,746	12,300	516,999	172,167
2022-04-18	$32.60	$33.00	24.9%	7.1%	20.2%	37.0%	26.7%	3.5%	0.3%	-5.1M	54.3M	-950.0K	0.49	53.91	N/A	N/A	6,631	3,257	303,817	118,793
2022-04-19	$32.17	$33.00	24.8%	7.1%	20.2%	36.2%	24.0%	3.4%	0.6%	-15.7M	105.2M	-863.5K	0.65	15.64	N/A	N/A	9,845	6,370	304,165	119,178
2022-04-20	$31.60	$33.00	25.1%	7.2%	20.8%	37.7%	24.6%	4.1%	1.0%	-23.2M	166.3M	-784.3K	0.77	35.83	N/A	N/A	9,968	7,697	305,853	119,424
2022-04-21	$30.68	$33.00	28.6%	8.2%	22.8%	57.0%	31.2%	3.2%	0.1%	-8.6M	237.8M	-686.2K	0.09	40.89	N/A	N/A	134,733	12,172	306,463	119,389
2022-04-22	$30.65	$33.00	29.1%	8.4%	22.8%	60.0%	30.8%	1.8%	-0.7%	3.7M	198.9M	-879.1K	0.50	63.29	N/A	N/A	9,617	4,805	432,501	118,100
2022-04-25	$28.95	$33.00	37.1%	11.3%	29.2%	100.0%	41.7%	7.3%	-1.0%	4.8M	80.5M	-633.1K	1.34	29.26	N/A	N/A	26,353	35,421	253,487	62,419
2022-04-26	$28.48	$32.00	36.0%	10.6%	29.4%	94.1%	38.4%	5.7%	-1.5%	3.7M	84.1M	-747.6K	1.05	23.26	N/A	N/A	12,979	13,657	253,972	92,438
2022-04-27	$29.61	$33.00	33.4%	9.9%	33.5%	80.2%	38.7%	5.3%	-1.5%	4.9M	82.4M	-752.8K	0.31	25.00	N/A	N/A	78,541	24,611	258,117	99,811
2022-04-28	$29.44	$31.50	31.9%	9.4%	31.4%	72.4%	35.3%	5.1%	-1.1%	8.3M	65.1M	-831.5K	0.24	22.41	N/A	N/A	42,806	10,489	330,023	89,155
2022-04-29	$30.04	$33.00	31.7%	9.5%	32.7%	71.5%	36.2%	5.7%	-0.7%	12.3M	38.5M	-908.6K	0.31	43.08	N/A	N/A	38,410	11,958	340,158	92,490