ASHR Options History — May 2022

In May 2022, ASHR traded between $28.54 and $30.87. ATM implied volatility averaged 30.8%, placing in the 66.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 1.1% (HV 20d: 31.9%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2022-05-06: Highest Volume — 178,057 contracts
2022-05-10: Largest IV drop — 15.3% change
2022-05-05: Highest IV Rank — 100.0%
2022-05-02: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.79	$28.54	$30.87	$29.87	$30.87
Max Pain	$31.00	$30.00	$33.00	$33.00	$31.00
ATM IV	30.8%	26.7%	37.3%	34.2%	28.5%
Expected Move	8.9%	7.7%	10.6%	10.6%	8.4%
HV 20d	31.9%	25.0%	35.7%	32.0%	26.4%
HV 60d	33.7%	32.6%	34.8%	32.6%	34.8%
IV Rank	66.2%	44.6%	100.0%	84.4%	53.8%
IV Percentile	91.0%	80.2%	100.0%	98.0%	86.9%
Term Structure	-0.6%	-2.4%	0.8%	-0.9%	-0.1%
VWIV	32.2%	27.9%	44.5%	37.9%	29.0%
Skew 25d	5.0%	2.9%	8.8%	5.5%	2.9%
Skew 10d	10.5%	6.5%	17.2%	11.5%	7.5%
Call IV 25d	29.3%	25.9%	34.3%	32.3%	28.4%
Put IV 25d	34.3%	29.2%	42.7%	37.8%	31.3%
Bid-Ask Spread %	37.80	11.80	60.73	31.82	53.34
Gamma HHI	0.17	0.10	0.28	0.28	0.23
Net GEX	4.9M	-6.0M	17.9M	10.6M	16.4M
Net DEX	87.2M	-58.2M	191.8M	44.5M	-58.2M
Net VEX	-1.1M	-1.3M	-887.4K	-901.0K	-1.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.08	2.00	0.19	0.08
Total Volume	82,443.571	44,926	178,057	57,514	122,322
Total OI	551,156.429	429,864	727,239	429,864	502,014

Daily Data (21 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
2022-05-02	$29.87	$33.00	34.2%	10.6%	32.0%	84.4%	37.9%	5.5%	-0.9%	10.6M	44.5M	-901.0K	0.19	31.82	N/A	N/A	48,227	9,287	337,142	92,722
2022-05-03	$30.27	$31.00	33.4%	10.5%	32.5%	80.3%	38.4%	5.4%	-0.7%	14.5M	13.0M	-968.6K	0.08	60.73	N/A	N/A	57,939	4,892	352,275	95,619
2022-05-04	$30.41	$31.00	33.4%	10.5%	32.6%	80.6%	44.5%	5.9%	-1.1%	16.7M	-15.2M	-1.0M	0.47	26.11	N/A	N/A	38,839	18,369	361,888	95,866
2022-05-05	$29.51	$30.00	37.3%	9.6%	33.7%	100.0%	37.1%	8.4%	-2.4%	8.7M	64.9M	-891.4K	0.91	50.33	N/A	N/A	63,415	57,945	361,664	108,739
2022-05-06	$29.23	$30.00	32.6%	9.1%	33.8%	75.4%	29.6%	5.8%	-0.5%	-2.7M	144.0M	-1.1M	2.00	56.43	N/A	N/A	59,392	118,665	374,572	181,906
2022-05-09	$28.54	$31.00	37.1%	10.0%	34.2%	99.0%	37.2%	7.1%	-1.5%	-405.8K	163.3M	-887.4K	0.68	36.90	N/A	N/A	51,415	35,186	375,184	135,877
2022-05-10	$29.00	$31.00	31.4%	9.0%	34.0%	69.3%	29.7%	4.9%	-0.4%	-1.0M	160.4M	-973.7K	0.67	37.25	N/A	N/A	43,795	29,528	382,443	161,908
2022-05-11	$29.32	$31.00	34.2%	9.5%	33.5%	84.0%	33.0%	8.8%	-0.5%	1.9M	129.3M	-979.6K	1.14	46.57	N/A	N/A	58,265	66,429	386,256	148,251
2022-05-12	$29.21	$31.00	34.0%	9.6%	33.4%	82.8%	34.4%	6.4%	-0.8%	-5.1M	191.8M	-1.1M	0.43	15.27	N/A	N/A	54,834	23,820	403,321	210,167
2022-05-13	$29.60	$31.00	30.3%	8.6%	34.0%	63.0%	33.4%	4.8%	-0.7%	-3.1M	161.6M	-1.0M	0.32	39.68	N/A	N/A	42,860	13,761	399,236	214,279
2022-05-16	$29.36	$31.00	30.6%	8.8%	34.0%	65.2%	31.6%	4.6%	-1.5%	-5.9M	185.1M	-987.5K	0.34	38.76	N/A	N/A	40,349	13,542	397,234	208,765
2022-05-17	$29.92	$31.00	28.9%	8.3%	34.9%	55.8%	30.5%	3.7%	-0.3%	-1.9M	137.4M	-972.0K	0.59	38.52	N/A	N/A	75,436	44,508	400,138	209,756
2022-05-18	$29.32	$31.00	29.3%	8.4%	35.1%	58.0%	29.4%	4.0%	-1.2%	-6.0M	184.5M	-1.1M	0.21	26.51	N/A	N/A	37,117	7,809	438,522	246,470
2022-05-19	$30.11	$31.00	27.4%	7.9%	35.2%	48.1%	28.3%	3.4%	-0.5%	4.0M	87.6M	-1.1M	0.29	28.03	N/A	N/A	39,189	11,366	439,381	249,682
2022-05-20	$30.57	$31.00	27.0%	7.7%	35.7%	46.0%	28.2%	4.2%	0.1%	11.1M	23.4M	-1.2M	0.53	30.09	N/A	N/A	35,853	18,890	476,727	250,512
2022-05-23	$30.64	$31.00	27.8%	8.1%	28.7%	50.0%	29.2%	3.9%	-0.3%	9.1M	11.3M	-1.1M	0.51	26.23	N/A	N/A	33,738	17,352	287,000	212,484
2022-05-24	$29.94	$31.00	27.6%	8.0%	29.4%	49.2%	29.0%	4.0%	0.4%	3.6M	69.6M	-1.0M	0.40	32.87	N/A	N/A	57,153	22,801	288,886	217,338
2022-05-25	$29.88	$31.00	28.0%	8.1%	26.0%	51.0%	27.9%	3.7%	-0.5%	4.8M	67.5M	-1.2M	1.27	11.80	N/A	N/A	51,437	65,565	314,846	225,610
2022-05-26	$30.01	$31.00	27.8%	8.0%	26.0%	50.2%	28.8%	4.0%	0.0%	10.2M	41.9M	-1.2M	0.68	48.01	N/A	N/A	45,864	31,277	322,643	185,745
2022-05-27	$30.09	$31.00	26.7%	7.7%	25.0%	44.6%	29.8%	3.3%	0.8%	17.9M	22.4M	-1.3M	0.99	58.64	N/A	N/A	31,583	31,301	334,533	186,684
2022-05-31	$30.87	$31.00	28.5%	8.4%	26.4%	53.8%	29.0%	2.9%	-0.1%	16.4M	-58.2M	-1.3M	0.08	53.34	N/A	N/A	113,730	8,592	325,021	176,993