ASHR Options History — August 2022

In August 2022, ASHR traded between $29.79 and $31.68. ATM implied volatility averaged 22.6%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 8.8% (HV 20d: 13.9%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 2.70.

Notable Days

2022-08-02: Highest Volume — 147,175 contracts
2022-08-24: Largest IV spike — 16.2% change
2022-08-01: Highest IV Rank — 41.3%
2022-08-01: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.90	$29.79	$31.68	$31.15	$29.91
Max Pain	$32.13	$32.00	$33.00	$33.00	$32.00
ATM IV	22.6%	19.9%	26.1%	26.1%	22.1%
Expected Move	6.4%	5.7%	7.6%	7.6%	5.8%
HV 20d	13.9%	11.5%	15.9%	15.8%	15.8%
HV 60d	21.4%	20.0%	23.8%	23.8%	20.0%
IV Rank	23.1%	8.5%	41.3%	41.3%	20.1%
IV Percentile	33.5%	6.7%	65.1%	65.1%	30.2%
Term Structure	-0.2%	-0.7%	0.9%	-0.4%	-0.3%
VWIV	24.1%	19.3%	42.2%	31.4%	20.4%
Skew 25d	3.1%	2.3%	4.9%	3.5%	2.5%
Skew 10d	6.3%	1.0%	8.6%	8.3%	5.1%
Call IV 25d	21.9%	18.8%	25.2%	25.2%	21.8%
Put IV 25d	25.0%	22.0%	28.7%	28.7%	24.3%
Bid-Ask Spread %	35.47	4.13	65.09	53.58	36.02
Gamma HHI	0.18	0.13	0.27	0.15	0.18
Net GEX	1.3M	-10.6M	17.1M	-4.8M	-4.2M
Net DEX	114.0M	-4.9M	226.9M	156.5M	162.7M
Net VEX	-1.3M	-1.9M	-827.6K	-1.9M	-841.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.70	0.11	19.45	3.31	0.51
Total Volume	26,192.043	1,294	147,175	29,253	36,858
Total OI	722,500.478	483,013	879,099	814,130	549,555

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
2022-08-01	$31.15	$33.00	26.1%	7.6%	15.8%	41.3%	31.4%	3.5%	-0.4%	-4.8M	156.5M	-1.9M	3.31	53.58	N/A	N/A	6,783	22,470	520,385	293,745
2022-08-02	$30.85	$33.00	25.6%	7.4%	15.9%	38.5%	33.9%	3.6%	-0.4%	-10.3M	226.9M	-1.7M	0.15	5.94	N/A	N/A	128,030	19,145	520,905	298,563
2022-08-03	$30.59	$33.00	25.3%	7.3%	15.5%	37.2%	42.2%	3.5%	-0.5%	-7.9M	196.9M	-1.9M	2.62	12.73	N/A	N/A	6,679	17,503	571,264	306,409
2022-08-04	$30.87	$32.00	24.0%	6.8%	14.7%	30.0%	25.8%	3.5%	-0.2%	-10.6M	200.5M	-1.8M	2.45	39.08	N/A	N/A	5,129	12,544	571,485	307,614
2022-08-05	$31.21	$32.00	22.9%	6.5%	15.7%	24.5%	23.2%	2.9%	-0.5%	-4.6M	133.8M	-1.8M	19.45	65.09	N/A	N/A	6,868	133,613	571,779	306,948
2022-08-08	$31.18	$32.00	23.0%	6.5%	12.7%	25.0%	24.3%	2.9%	-0.1%	5.4M	65.4M	-1.6M	4.95	4.13	N/A	N/A	4,988	24,707	568,230	249,333
2022-08-09	$31.20	$32.00	22.7%	6.4%	12.3%	23.4%	22.0%	2.9%	-0.3%	6.3M	61.1M	-1.5M	0.11	59.14	N/A	N/A	1,164	130	568,539	250,161
2022-08-10	$31.22	$32.00	22.0%	6.4%	12.2%	19.5%	22.1%	3.0%	0.3%	5.6M	72.2M	-1.4M	0.67	17.59	N/A	N/A	930	622	569,138	250,140
2022-08-11	$31.55	$32.00	21.7%	6.2%	12.9%	18.2%	22.4%	2.4%	0.1%	12.9M	2.6M	-1.5M	0.82	17.11	N/A	N/A	4,003	3,296	569,465	250,152
2022-08-12	$31.68	$32.00	21.3%	6.0%	11.5%	15.9%	21.3%	2.5%	-0.6%	13.5M	-4.9M	-1.5M	1.00	20.98	N/A	N/A	2,153	2,155	571,077	251,250
2022-08-15	$31.30	$32.00	21.3%	6.1%	11.8%	16.1%	21.8%	2.8%	-0.0%	2.4M	81.1M	-1.3M	0.61	64.44	N/A	N/A	1,436	883	570,079	247,243
2022-08-16	$31.34	$32.00	20.8%	6.0%	11.7%	13.2%	21.1%	2.3%	-0.1%	-2.0M	124.1M	-1.1M	2.40	38.67	N/A	N/A	969	2,329	570,545	247,317
2022-08-17	$31.49	$32.00	20.6%	5.9%	11.7%	12.4%	20.3%	2.7%	-0.1%	6.4M	51.0M	-1.2M	1.65	12.73	N/A	N/A	974	1,608	571,025	246,747
2022-08-18	$31.24	$32.00	19.9%	5.7%	11.7%	8.5%	19.3%	3.9%	0.9%	-9.6M	159.2M	-966.7K	0.91	17.02	N/A	N/A	2,252	2,060	571,039	247,969
2022-08-19	$30.77	$32.00	20.0%	5.7%	12.8%	9.1%	20.2%	2.6%	-0.2%	2.1M	201.9M	-998.3K	2.31	60.69	N/A	N/A	6,287	14,552	572,329	248,305
2022-08-22	$30.85	$32.00	21.4%	6.0%	12.8%	16.6%	21.8%	3.2%	0.2%	14.5M	45.7M	-1.1M	1.81	45.22	N/A	N/A	882	1,600	307,041	175,972
2022-08-23	$31.02	$32.00	21.3%	5.9%	13.0%	16.0%	21.1%	3.1%	-0.2%	17.1M	3.3M	-1.1M	0.88	58.80	N/A	N/A	1,411	1,248	307,637	177,325
2022-08-24	$30.32	$32.00	24.7%	7.1%	14.8%	34.1%	26.4%	4.9%	-0.6%	5.4M	103.5M	-931.4K	3.22	38.77	N/A	N/A	9,091	29,254	308,409	177,894
2022-08-25	$30.73	$32.00	24.6%	6.8%	15.8%	33.5%	24.6%	4.1%	-0.2%	7.0M	86.2M	-1.1M	0.78	31.76	N/A	N/A	5,879	4,591	316,097	213,085
2022-08-26	$30.28	$32.00	23.5%	6.5%	15.8%	27.7%	22.4%	2.6%	-0.3%	197.9K	127.1M	-1.0M	8.30	39.12	N/A	N/A	2,469	20,481	321,156	217,385
2022-08-29	$30.10	$32.00	24.0%	6.8%	15.8%	30.2%	24.3%	3.6%	-0.7%	-4.5M	167.7M	-827.6K	0.86	61.38	N/A	N/A	13,463	11,624	320,178	213,205
2022-08-30	$29.79	$32.00	22.1%	5.7%	15.9%	20.0%	21.6%	2.4%	-0.5%	-9.3M	197.5M	-910.4K	2.31	15.82	N/A	N/A	8,254	19,050	329,024	224,368
2022-08-31	$29.91	$32.00	22.1%	5.8%	15.8%	20.1%	20.4%	2.5%	-0.3%	-4.2M	162.7M	-841.8K	0.51	36.02	N/A	N/A	24,453	12,405	336,062	213,493