ASHR Options History — October 2022

In October 2022, ASHR traded between $24.26 and $28.29. ATM implied volatility averaged 28.6%, placing in the 54.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 3.1% (HV 20d: 25.5%). Max pain ranged from $27.50 to $33.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2022-10-04: Highest Volume — 63,053 contracts
  • 2022-10-24: Largest IV spike — 15.5% change
  • 2022-10-24: Highest IV Rank — 75.1%
  • 2022-10-31: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.53$24.26$28.29$27.21$24.26
Max Pain$29.31$27.50$33.00$33.00$27.50
ATM IV28.6%26.0%32.6%26.5%32.0%
Expected Move8.2%7.1%9.7%7.4%9.7%
HV 20d25.5%17.6%33.0%17.6%33.0%
HV 60d19.2%15.9%22.9%15.9%22.9%
IV Rank54.3%40.5%75.1%43.4%72.2%
IV Percentile81.4%67.1%94.8%71.4%94.0%
Term Structure-0.3%-1.1%1.0%0.0%-0.6%
VWIV29.4%24.2%35.9%26.0%35.9%
Skew 25d3.4%2.5%5.4%3.1%3.9%
Skew 10d6.8%-0.9%10.4%6.6%5.9%
Call IV 25d28.0%25.5%31.9%25.6%31.3%
Put IV 25d31.4%28.1%37.3%28.7%35.2%
Bid-Ask Spread %42.406.6168.8863.7861.17
Gamma HHI0.140.110.210.160.12
Net GEX-1.7M-5.9M2.1M-3.2M-155.8K
Net DEX170.2M95.8M248.0M182.5M134.9M
Net VEX-742.2K-894.9K-531.7K-722.0K-531.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.181.530.430.34
Total Volume37,903.52416,78963,05328,27123,784
Total OI344,233.667298,675411,872298,675329,479

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$27.21$33.0026.5%7.4%17.6%43.4%26.0%3.1%0.0%-3.2M182.5M-722.0K0.4363.78N/AN/A19,8048,467168,480130,195
2022-10-04$28.10$33.0026.2%7.2%21.7%41.5%25.6%2.8%0.3%-2.5M133.4M-797.4K0.1855.49N/AN/A53,6269,427168,323130,396
2022-10-05$28.29$33.0026.1%7.1%21.7%41.4%24.9%2.5%0.1%909.1K96.6M-894.9K0.8911.49N/AN/A21,48919,029194,704130,141
2022-10-06$28.12$29.0026.6%7.6%21.7%43.6%24.2%3.0%-0.5%533.5K123.6M-868.4K1.3211.19N/AN/A12,17216,083197,044134,878
2022-10-07$27.51$29.0026.0%7.6%21.5%40.5%26.5%3.6%1.0%-832.6K167.3M-815.5K1.1138.53N/AN/A16,09317,818197,455136,613
2022-10-10$26.52$29.0028.8%8.0%24.1%55.4%30.8%3.7%-1.1%-2.7M221.4M-664.5K1.5354.29N/AN/A11,81318,111188,356135,374
2022-10-11$26.40$29.0029.1%8.4%23.7%57.1%29.1%4.0%-0.4%-3.6M233.8M-675.4K0.9934.45N/AN/A8,4358,354191,243147,115
2022-10-12$26.59$29.0029.0%8.1%23.9%56.4%28.4%3.4%-1.0%-4.0M218.3M-715.8K0.9859.72N/AN/A12,87412,652193,130148,122
2022-10-13$26.76$29.0027.7%7.9%23.7%49.8%30.4%3.0%0.1%-5.5M216.9M-750.2K0.646.61N/AN/A25,47316,257195,687152,406
2022-10-14$27.03$28.0027.8%8.1%23.3%50.4%29.0%3.2%0.4%-5.9M184.7M-845.5K1.3649.95N/AN/A20,85728,383215,058154,395
2022-10-17$27.38$29.0027.8%8.0%23.9%50.4%29.8%2.7%-0.8%-2.1M160.5M-887.1K1.5364.57N/AN/A13,86321,256222,109156,375
2022-10-18$27.01$29.0026.8%7.7%24.2%44.8%25.7%3.3%-0.6%-3.7M201.8M-779.8K1.2430.35N/AN/A21,26826,436221,210156,877
2022-10-19$26.29$29.0028.8%8.3%25.4%55.3%29.9%4.1%-1.0%-2.9M248.0M-735.2K0.4731.22N/AN/A29,16813,699224,203162,111
2022-10-20$26.42$29.0028.1%8.1%25.5%51.6%29.7%3.2%-1.0%-3.0M246.0M-744.5K0.5968.88N/AN/A31,06218,471235,474162,940
2022-10-21$26.59$29.0028.2%8.0%24.8%52.2%29.5%3.9%0.1%-1.2M237.3M-791.8K0.4568.12N/AN/A30,18913,554247,349164,523
2022-10-24$25.31$29.0032.6%9.6%30.1%75.1%34.3%5.4%-1.0%294.5K106.5M-663.0K0.6237.93N/AN/A28,32417,634212,04388,754
2022-10-25$25.29$29.0030.9%9.1%29.6%66.2%28.9%3.0%-0.8%195.9K118.5M-678.1K1.0449.74N/AN/A15,64516,324220,81793,684
2022-10-26$25.94$29.0030.3%8.9%31.4%63.5%30.9%3.4%-0.6%1.1M95.8M-730.4K0.2032.33N/AN/A51,63910,217221,98593,798
2022-10-27$25.36$27.5030.0%8.8%32.1%61.9%33.4%2.8%-0.2%2.1M110.0M-701.0K0.5933.45N/AN/A14,8598,795257,84695,041
2022-10-28$24.77$27.5031.3%9.3%32.7%68.6%34.4%4.0%0.2%1.4M135.8M-594.8K0.8827.20N/AN/A17,34615,224258,69094,484
2022-10-31$24.26$27.5032.0%9.7%33.0%72.2%35.9%3.9%-0.6%-155.8K134.9M-531.7K0.3461.17N/AN/A17,7146,070236,61392,866