ASHR Options History — June 2022

In June 2022, ASHR traded between $30.61 and $34.13. ATM implied volatility averaged 29.0%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 3.1% (HV 20d: 25.9%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.12.

Notable Days

2022-06-21: Highest Volume — 536,737 contracts
2022-06-27: Largest IV drop — 4.2% change
2022-06-21: Highest IV Rank — 66.4%
2022-06-21: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.22	$30.61	$34.13	$30.61	$34.13
Max Pain	$32.14	$31.00	$33.00	$31.00	$33.00
ATM IV	29.0%	27.4%	30.9%	28.5%	27.4%
Expected Move	8.3%	7.5%	8.8%	8.3%	7.5%
HV 20d	25.9%	22.7%	27.7%	26.3%	26.2%
HV 60d	30.4%	27.3%	34.7%	34.1%	28.9%
IV Rank	56.4%	48.0%	66.4%	53.8%	48.0%
IV Percentile	85.6%	73.8%	91.7%	86.5%	73.8%
Term Structure	-0.1%	-0.8%	0.8%	-0.4%	0.0%
VWIV	29.8%	26.1%	35.3%	33.0%	26.1%
Skew 25d	2.1%	0.6%	3.5%	3.5%	1.2%
Skew 10d	4.5%	-0.0%	10.4%	8.8%	2.3%
Call IV 25d	28.9%	26.5%	31.7%	27.6%	27.4%
Put IV 25d	30.9%	28.6%	32.8%	31.2%	28.6%
Bid-Ask Spread %	35.15	5.15	66.67	26.66	61.03
Gamma HHI	0.19	0.15	0.25	0.20	0.20
Net GEX	65.4M	21.8M	124.8M	21.8M	124.8M
Net DEX	-570.5M	-1.50B	-78.5M	-81.5M	-1.50B
Net VEX	-3.6M	-5.2M	-1.6M	-1.6M	-5.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.12	0.09	4.98	0.20	0.15
Total Volume	155,157.476	33,638	536,737	41,920	359,431
Total OI	1,112,313.524	585,984	1,610,333	585,984	1,610,333

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
2022-06-01	$30.61	$31.00	28.5%	8.3%	26.3%	53.8%	33.0%	3.5%	-0.4%	21.8M	-81.5M	-1.6M	0.20	26.66	N/A	N/A	34,869	7,051	405,516	180,468
2022-06-02	$31.33	$33.00	27.5%	7.9%	27.5%	48.8%	26.7%	3.5%	-0.7%	28.5M	-171.1M	-1.6M	0.16	28.91	N/A	N/A	103,020	16,086	406,339	181,363
2022-06-03	$31.09	$32.00	27.5%	7.8%	25.1%	48.5%	27.5%	3.4%	-0.2%	36.6M	-167.0M	-1.7M	0.91	60.16	N/A	N/A	17,598	16,040	476,650	187,172
2022-06-06	$31.46	$32.00	28.4%	8.2%	24.9%	53.1%	27.6%	3.3%	0.1%	39.2M	-239.1M	-1.8M	0.28	42.13	N/A	N/A	132,447	37,387	471,747	170,611
2022-06-07	$31.90	$32.00	28.7%	8.4%	22.9%	55.0%	30.3%	2.5%	0.8%	38.2M	-303.3M	-2.3M	0.68	5.15	N/A	N/A	230,888	156,972	495,200	194,214
2022-06-08	$31.82	$32.00	29.7%	8.5%	22.7%	60.2%	31.9%	1.7%	0.1%	48.6M	-357.1M	-3.5M	0.91	15.98	N/A	N/A	79,814	72,383	690,850	337,981
2022-06-09	$31.18	$32.00	29.4%	8.3%	24.2%	58.5%	27.9%	2.1%	-0.7%	41.1M	-243.9M	-3.5M	1.42	7.43	N/A	N/A	39,916	56,852	751,751	363,453
2022-06-10	$31.52	$32.00	29.0%	8.3%	24.2%	56.8%	31.5%	1.9%	-0.2%	41.9M	-318.5M	-3.6M	1.74	16.98	N/A	N/A	27,378	47,646	772,987	374,597
2022-06-13	$30.86	$32.00	30.2%	8.7%	25.5%	62.8%	29.0%	3.1%	-0.0%	35.2M	-78.5M	-3.2M	1.74	48.08	N/A	N/A	17,752	30,885	765,505	367,334
2022-06-14	$31.47	$32.00	30.0%	8.6%	25.9%	61.8%	31.5%	2.6%	-0.8%	48.6M	-281.8M	-3.3M	1.13	28.51	N/A	N/A	32,290	36,537	761,274	367,071
2022-06-15	$32.59	$32.00	28.9%	8.3%	27.7%	55.7%	28.9%	2.0%	0.5%	72.1M	-622.3M	-3.6M	1.23	66.67	N/A	N/A	36,902	45,528	764,721	360,899
2022-06-16	$31.95	$32.00	29.6%	8.5%	27.7%	59.6%	28.4%	2.1%	0.0%	57.4M	-407.9M	-3.4M	1.31	62.72	N/A	N/A	23,470	30,834	772,867	377,159
2022-06-17	$32.49	$32.00	29.8%	8.5%	26.8%	60.5%	29.8%	2.2%	-0.6%	84.3M	-565.4M	-3.5M	0.68	59.04	N/A	N/A	56,286	38,425	772,617	378,386
2022-06-21	$32.85	$32.00	30.9%	8.8%	26.7%	66.4%	32.1%	0.9%	-0.5%	66.4M	-716.6M	-3.7M	0.63	45.54	N/A	N/A	329,755	206,982	696,085	325,471
2022-06-22	$32.28	$32.00	30.6%	8.6%	27.7%	64.6%	35.3%	1.7%	-0.6%	71.6M	-570.9M	-4.9M	4.98	8.70	N/A	N/A	16,525	82,288	892,832	456,217
2022-06-23	$32.91	$32.00	29.5%	8.4%	26.5%	59.0%	34.2%	1.5%	0.3%	83.2M	-823.1M	-4.9M	4.16	8.27	N/A	N/A	20,741	86,376	901,087	460,889
2022-06-24	$33.42	$32.00	29.4%	8.5%	26.7%	58.5%	30.0%	0.6%	0.1%	98.0M	-1.03B	-4.9M	0.12	8.07	N/A	N/A	160,846	18,882	907,339	470,681
2022-06-27	$33.62	$32.00	28.1%	7.9%	26.7%	52.0%	28.7%	1.3%	0.1%	111.1M	-1.20B	-4.8M	0.82	55.95	N/A	N/A	121,109	99,419	943,713	464,547
2022-06-28	$33.64	$33.00	28.0%	7.9%	26.7%	51.2%	28.2%	1.4%	0.1%	110.9M	-1.18B	-5.1M	0.09	49.30	N/A	N/A	195,679	17,943	982,385	505,943
2022-06-29	$33.42	$33.00	27.6%	7.6%	25.9%	49.3%	26.4%	1.3%	0.1%	114.1M	-1.12B	-5.1M	0.22	32.77	N/A	N/A	95,610	21,465	1,084,782	507,548
2022-06-30	$34.13	$33.00	27.4%	7.5%	26.2%	48.0%	26.1%	1.2%	0.0%	124.8M	-1.50B	-5.2M	0.15	61.03	N/A	N/A	313,393	46,038	1,099,667	510,666