ASHR Options History — September 2022

In September 2022, ASHR traded between $27.12 and $30.20. ATM implied volatility averaged 23.6%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 6.8% (HV 20d: 16.8%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 2.23.

Notable Days

  • 2022-09-16: Highest Volume — 108,655 contracts
  • 2022-09-13: Largest IV spike — 20.7% change
  • 2022-09-29: Highest IV Rank — 42.7%
  • 2022-09-29: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.70$27.12$30.20$29.80$27.12
Max Pain$32.95$32.00$34.00$32.00$33.00
ATM IV23.6%20.7%26.4%22.3%26.1%
Expected Move6.7%5.7%7.3%6.0%7.3%
HV 20d16.8%15.0%18.7%15.4%17.5%
HV 60d17.3%15.8%19.8%19.7%15.8%
IV Rank28.3%12.8%42.7%21.3%41.1%
IV Percentile44.3%12.7%69.8%31.7%67.1%
Term Structure0.2%-2.0%1.2%-0.3%0.4%
VWIV24.1%16.4%27.6%20.8%20.7%
Skew 25d3.1%2.4%4.4%2.7%2.7%
Skew 10d6.5%4.5%8.2%5.5%5.7%
Call IV 25d22.9%20.0%25.5%21.9%25.3%
Put IV 25d25.9%22.4%29.2%24.6%27.9%
Bid-Ask Spread %44.535.8782.8324.6365.74
Gamma HHI0.240.170.340.200.19
Net GEX-6.3M-11.3M6.1M-5.4M-4.2M
Net DEX197.7M141.3M300.1M186.7M178.4M
Net VEX-859.6K-941.3K-759.2K-874.8K-759.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.230.1718.180.780.43
Total Volume34,419.1434,028108,65515,00130,428
Total OI445,771.286293,469626,153566,412295,021

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$29.80$32.0022.3%6.0%15.4%21.3%20.8%2.7%-0.3%-5.4M186.7M-874.8K0.7824.63N/AN/A8,4226,579348,598217,814
2022-09-02$29.45$32.0022.0%5.7%15.0%19.8%22.5%2.7%-0.3%-11.2M225.9M-940.1K18.1817.76N/AN/A1,27223,128353,864224,209
2022-09-06$29.50$33.0023.0%6.8%15.1%25.0%26.0%3.3%-0.2%-9.0M196.0M-833.3K1.1971.44N/AN/A22,95827,424352,867202,129
2022-09-07$29.72$32.0022.3%6.3%15.4%21.2%27.6%3.3%0.4%-7.2M182.1M-847.7K2.3130.30N/AN/A21,46449,528355,426201,902
2022-09-08$29.61$33.0021.8%6.3%15.4%18.8%21.4%2.9%0.7%-4.0M183.5M-802.1K3.2556.75N/AN/A1,7365,645356,454192,554
2022-09-09$30.10$33.0020.7%6.2%16.2%12.8%16.4%2.4%0.4%5.1M145.2M-808.6K1.0174.34N/AN/A15,75615,857357,790195,117
2022-09-12$30.20$33.0021.3%6.2%16.2%16.0%25.1%2.9%0.2%6.1M141.3M-809.7K0.9273.27N/AN/A19,31617,811358,093195,590
2022-09-13$29.64$34.0025.7%6.7%16.8%39.1%25.8%4.4%-2.0%-738.8K196.4M-874.3K1.3082.83N/AN/A40,20352,112368,049206,883
2022-09-14$29.76$34.0021.0%6.3%17.0%14.4%25.5%2.8%0.8%-3.9M216.2M-928.8K4.128.25N/AN/A4,50018,539375,055232,564
2022-09-15$29.22$33.0022.8%6.5%17.6%23.8%23.2%2.6%-0.5%-11.3M259.4M-941.3K0.8469.14N/AN/A2,5362,121376,837247,116
2022-09-16$28.58$33.0024.2%7.1%18.7%31.2%26.6%2.8%1.2%-9.2M300.1M-922.1K2.2968.41N/AN/A32,99075,665378,889247,264
2022-09-19$28.61$33.0024.7%7.1%18.4%34.0%27.0%3.5%-0.5%-9.4M169.1M-934.8K0.5328.46N/AN/A2,6291,399131,433162,036
2022-09-20$28.41$33.0023.9%6.9%18.3%29.9%23.3%3.2%0.7%-9.8M176.6M-931.1K0.178.28N/AN/A4,371742134,273163,186
2022-09-21$27.98$33.0024.9%7.1%18.3%34.8%24.8%2.8%0.2%-10.3M202.4M-902.2K0.1937.29N/AN/A10,5282,007137,410163,607
2022-09-22$27.87$33.0023.0%6.5%17.1%24.9%24.2%2.7%0.8%-10.8M209.1M-879.2K4.7665.96N/AN/A4,72422,505145,974162,829
2022-09-23$27.31$33.0024.1%6.9%16.6%30.7%23.9%3.4%0.1%-9.4M226.7M-827.8K1.0715.91N/AN/A5,7466,155150,175154,420
2022-09-26$27.23$33.0025.7%7.1%16.3%39.4%24.7%3.8%0.3%-9.8M222.4M-805.0K0.4562.10N/AN/A32,84614,726149,578154,917
2022-09-27$27.56$33.0025.4%6.9%17.5%37.4%24.7%2.8%0.5%-8.6M188.9M-833.8K1.0659.41N/AN/A25,18626,802157,529152,023
2022-09-28$27.51$33.0025.3%7.2%17.3%37.1%25.8%3.6%0.7%-5.8M181.2M-802.3K1.395.87N/AN/A17,55724,486163,082141,683
2022-09-29$27.52$33.0026.4%7.3%17.2%42.7%25.4%3.3%0.5%-4.0M163.8M-793.7K0.579.06N/AN/A15,5008,903164,415132,542
2022-09-30$27.12$33.0026.1%7.3%17.5%41.1%20.7%2.7%0.4%-4.2M178.4M-759.2K0.4365.74N/AN/A21,3049,124165,049129,972