ASHR Options History — July 2022

In July 2022, ASHR traded between $31.30 and $34.01. ATM implied volatility averaged 25.8%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 3.4% (HV 20d: 22.4%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.41.

Notable Days

2022-07-15: Highest Volume — 175,561 contracts
2022-07-11: Largest IV spike — 14.9% change
2022-07-11: Highest IV Rank — 56.9%
2022-07-12: Largest Expected Move — 8.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.43	$31.30	$34.01	$34.01	$31.30
Max Pain	$33.00	$33.00	$33.00	$33.00	$33.00
ATM IV	25.8%	22.7%	29.1%	26.8%	24.7%
Expected Move	7.3%	6.2%	8.3%	7.3%	6.9%
HV 20d	22.4%	15.8%	27.4%	25.5%	15.8%
HV 60d	27.1%	23.7%	29.1%	28.8%	23.7%
IV Rank	39.7%	23.2%	56.9%	44.7%	33.9%
IV Percentile	62.8%	34.9%	84.1%	71.4%	57.5%
Term Structure	-0.0%	-1.0%	0.4%	0.3%	0.2%
VWIV	26.8%	22.2%	34.3%	25.9%	26.4%
Skew 25d	2.4%	0.5%	3.4%	0.5%	3.0%
Skew 10d	5.4%	0.1%	8.8%	0.1%	6.2%
Call IV 25d	25.4%	22.3%	28.6%	27.4%	24.4%
Put IV 25d	27.9%	25.3%	31.5%	27.9%	27.4%
Bid-Ask Spread %	41.28	6.01	62.90	62.90	21.71
Gamma HHI	0.18	0.15	0.22	0.20	0.20
Net GEX	50.3M	-22.0M	122.9M	121.1M	-22.0M
Net DEX	-316.0M	-1.22B	256.8M	-1.22B	162.3M
Net VEX	-2.9M	-4.5M	-1.9M	-4.5M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.41	0.18	5.46	1.98	5.46
Total Volume	59,830.65	10,114	175,561	37,020	61,021
Total OI	1,159,472.35	771,400	1,569,370	1,518,633	880,709

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
2022-07-01	$34.01	$33.00	26.8%	7.3%	25.5%	44.7%	25.9%	0.5%	0.3%	121.1M	-1.22B	-4.5M	1.98	62.90	N/A	N/A	12,429	24,591	989,414	529,219
2022-07-05	$33.92	$33.00	27.7%	7.9%	25.2%	49.8%	28.5%	1.7%	-0.0%	111.3M	-1.15B	-4.2M	0.63	46.16	N/A	N/A	27,228	17,151	977,266	524,576
2022-07-06	$33.42	$33.00	26.5%	7.6%	25.9%	43.1%	29.7%	1.3%	-0.1%	111.7M	-815.2M	-4.1M	0.63	53.57	N/A	N/A	35,055	22,174	994,752	525,789
2022-07-07	$33.90	$33.00	26.2%	7.4%	26.0%	41.9%	30.9%	1.5%	-0.1%	122.9M	-1.15B	-4.0M	0.91	53.04	N/A	N/A	14,847	13,492	987,852	530,831
2022-07-08	$33.70	$33.00	25.3%	7.1%	26.1%	37.1%	27.1%	1.6%	-0.2%	122.3M	-1.01B	-3.7M	1.28	51.04	N/A	N/A	15,609	19,944	984,617	536,046
2022-07-11	$32.74	$33.00	29.1%	8.0%	27.3%	56.9%	30.0%	2.3%	-1.0%	94.1M	-448.0M	-3.5M	0.62	52.61	N/A	N/A	76,567	47,112	961,169	535,042
2022-07-12	$32.39	$33.00	29.0%	8.3%	27.4%	56.4%	34.3%	2.9%	-0.2%	70.4M	-187.2M	-3.3M	3.41	42.27	N/A	N/A	15,965	54,408	950,986	570,942
2022-07-13	$32.50	$33.00	27.6%	7.9%	26.1%	48.9%	28.9%	3.4%	-0.1%	73.7M	-191.8M	-3.3M	0.84	36.36	N/A	N/A	25,467	21,293	957,421	604,927
2022-07-14	$32.35	$33.00	27.2%	7.9%	25.4%	47.2%	27.1%	3.2%	0.2%	69.9M	-65.4M	-3.2M	0.49	30.79	N/A	N/A	93,197	45,541	958,433	610,937
2022-07-15	$31.79	$33.00	26.4%	7.4%	22.9%	42.6%	29.0%	2.9%	-0.9%	42.2M	256.8M	-2.8M	3.71	55.93	N/A	N/A	37,240	138,321	904,126	602,385
2022-07-18	$32.05	$33.00	26.2%	7.5%	22.1%	41.6%	27.2%	3.1%	-0.0%	17.4M	-129.9M	-2.4M	0.43	34.98	N/A	N/A	11,320	4,817	521,905	249,495
2022-07-19	$32.19	$33.00	25.8%	7.4%	21.3%	39.6%	25.3%	3.3%	0.2%	19.5M	-159.5M	-2.4M	0.18	28.34	N/A	N/A	24,778	4,433	525,927	250,477
2022-07-20	$31.96	$33.00	24.6%	7.1%	20.9%	33.5%	24.0%	2.5%	0.3%	14.1M	-115.9M	-2.2M	0.27	43.42	N/A	N/A	35,619	9,669	535,535	250,489
2022-07-21	$31.73	$33.00	24.6%	7.1%	20.2%	33.5%	23.3%	3.0%	0.3%	9.9M	-16.1M	-2.1M	1.87	6.01	N/A	N/A	5,330	9,966	533,722	255,881
2022-07-22	$31.64	$33.00	24.4%	7.0%	18.7%	32.5%	24.4%	2.4%	0.4%	6.9M	-41.1M	-2.1M	0.78	42.75	N/A	N/A	5,681	4,433	533,977	256,387
2022-07-25	$31.68	$33.00	24.3%	6.9%	17.6%	31.5%	23.7%	2.3%	0.0%	4.7M	-16.4M	-2.0M	0.18	46.73	N/A	N/A	22,346	3,988	531,102	250,470
2022-07-26	$31.71	$33.00	23.3%	6.5%	17.4%	26.7%	22.2%	2.3%	0.1%	4.3M	-3.6M	-1.9M	0.39	54.00	N/A	N/A	29,907	11,599	527,814	250,494
2022-07-27	$31.93	$33.00	22.7%	6.2%	17.7%	23.2%	23.8%	3.0%	0.4%	9.4M	-27.5M	-1.9M	2.34	23.08	N/A	N/A	18,227	42,577	532,182	254,700
2022-07-28	$31.75	$33.00	23.9%	6.6%	17.7%	29.8%	24.7%	2.7%	-0.1%	2.0M	3.8M	-1.9M	1.81	39.85	N/A	N/A	47,458	85,813	533,227	278,224
2022-07-29	$31.30	$33.00	24.7%	6.9%	15.8%	33.9%	26.4%	3.0%	0.2%	-22.0M	162.3M	-2.0M	5.46	21.71	N/A	N/A	9,443	51,578	537,215	343,494