ASHR Options History — November 2022

In November 2022, ASHR traded between $25.07 and $28.27. ATM implied volatility averaged 33.6%, placing in the 78.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 5.6% (HV 20d: 39.2%). Max pain ranged from $24.00 to $27.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.33.

Notable Days

2022-11-11: Highest Volume — 230,058 contracts
2022-11-10: Largest IV spike — 22.8% change
2022-11-10: Highest IV Rank — 100.0%
2022-11-10: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.84	$25.07	$28.27	$25.07	$28.27
Max Pain	$25.93	$24.00	$27.50	$27.50	$26.50
ATM IV	33.6%	30.9%	38.0%	31.6%	32.1%
Expected Move	10.1%	9.4%	11.5%	9.5%	10.3%
HV 20d	39.2%	33.1%	42.9%	33.1%	37.8%
HV 60d	29.0%	24.2%	32.1%	24.2%	32.1%
IV Rank	78.8%	66.4%	100.0%	69.9%	70.4%
IV Percentile	93.8%	88.5%	100.0%	92.5%	88.5%
Term Structure	-0.1%	-2.9%	4.0%	-0.2%	-2.9%
VWIV	35.6%	32.8%	41.1%	35.0%	33.9%
Skew 25d	0.8%	-2.1%	3.9%	3.3%	1.6%
Skew 10d	1.5%	-5.0%	6.5%	6.2%	0.3%
Call IV 25d	33.7%	30.3%	40.0%	30.3%	31.3%
Put IV 25d	34.5%	31.9%	38.2%	33.6%	32.9%
Bid-Ask Spread %	35.10	9.74	65.93	9.74	62.31
Gamma HHI	0.18	0.12	0.43	0.14	0.15
Net GEX	19.0M	1.6M	37.3M	1.6M	33.2M
Net DEX	-79.3M	-290.3M	101.9M	101.9M	-211.1M
Net VEX	-1.2M	-1.8M	-659.6K	-659.6K	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.02	0.78	0.55	0.02
Total Volume	70,748.762	2,028	230,058	21,935	23,611
Total OI	517,904.238	335,679	687,006	335,679	588,798

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
2022-11-01	$25.07	$27.50	31.6%	9.5%	33.1%	69.9%	35.0%	3.3%	-0.2%	1.6M	101.9M	-659.6K	0.55	9.74	N/A	N/A	14,135	7,800	241,696	93,983
2022-11-02	$25.32	$27.50	31.2%	9.4%	33.3%	67.9%	33.8%	2.1%	0.4%	2.8M	76.9M	-775.2K	0.11	61.62	N/A	N/A	57,190	6,405	243,007	94,619
2022-11-03	$25.48	$24.00	31.4%	9.6%	33.6%	69.2%	33.7%	2.3%	-0.0%	5.8M	62.4M	-808.3K	0.16	65.93	N/A	N/A	45,766	7,324	285,109	94,809
2022-11-04	$27.16	$24.00	32.7%	10.0%	40.8%	76.0%	34.3%	2.7%	0.0%	21.1M	-137.0M	-1.2M	0.10	43.22	N/A	N/A	123,418	12,091	325,555	94,965
2022-11-07	$26.65	$24.00	31.9%	9.9%	39.2%	71.8%	37.5%	2.0%	2.7%	13.0M	-21.0M	-983.6K	0.35	24.54	N/A	N/A	25,049	8,794	279,547	94,551
2022-11-08	$26.50	$24.00	31.4%	9.9%	39.2%	69.2%	34.2%	2.0%	2.9%	12.3M	-1.4M	-956.1K	0.39	30.06	N/A	N/A	21,650	8,441	281,867	96,167
2022-11-09	$25.91	$24.00	30.9%	9.6%	39.9%	66.4%	33.1%	0.8%	1.6%	7.9M	41.8M	-844.1K	0.37	25.01	N/A	N/A	21,257	7,909	284,118	96,339
2022-11-10	$26.90	$24.00	38.0%	11.5%	42.2%	100.0%	41.1%	-1.8%	2.4%	15.1M	-60.5M	-1.1M	0.07	40.56	N/A	N/A	192,276	13,547	286,667	96,177
2022-11-11	$27.43	$24.00	33.1%	10.3%	42.6%	75.4%	36.2%	-1.9%	4.0%	35.9M	-228.3M	-1.5M	0.08	34.51	N/A	N/A	212,501	17,557	435,802	100,481
2022-11-14	$27.47	$27.00	34.9%	10.2%	42.4%	84.6%	38.9%	-0.7%	-1.3%	25.0M	-145.4M	-1.5M	0.13	47.34	N/A	N/A	127,792	16,676	417,248	105,536
2022-11-15	$28.15	$27.00	36.9%	10.7%	42.9%	94.7%	38.2%	-2.1%	-1.3%	37.3M	-290.3M	-1.8M	0.19	38.56	N/A	N/A	134,503	25,805	496,168	106,134
2022-11-16	$27.49	$27.00	37.3%	10.7%	42.6%	96.5%	38.9%	-1.6%	-2.3%	31.0M	-186.4M	-1.7M	0.46	53.66	N/A	N/A	34,417	15,792	556,646	118,876
2022-11-17	$27.31	$27.00	37.3%	10.7%	42.7%	96.5%	39.3%	-1.8%	-1.1%	27.3M	-158.5M	-1.6M	0.63	17.32	N/A	N/A	29,867	18,790	560,573	120,824
2022-11-18	$27.27	$27.00	35.7%	10.2%	42.7%	88.6%	36.2%	0.2%	-0.5%	28.1M	-138.6M	-1.5M	0.66	36.81	N/A	N/A	27,235	17,966	564,143	122,863
2022-11-21	$26.78	$27.00	34.7%	10.4%	39.1%	83.3%	34.4%	-0.1%	-1.2%	18.3M	-80.5M	-1.3M	0.38	19.41	N/A	N/A	36,087	13,589	502,440	81,648
2022-11-22	$26.95	$27.00	33.4%	9.7%	39.0%	76.7%	32.8%	1.3%	-0.3%	18.3M	-77.5M	-1.3M	0.54	23.87	N/A	N/A	35,022	19,035	497,632	85,580
2022-11-23	$26.91	$26.50	32.4%	9.5%	38.2%	71.6%	32.9%	3.9%	-1.2%	17.3M	-58.6M	-1.3M	0.58	25.15	N/A	N/A	31,904	18,558	507,294	94,041
2022-11-25	$26.69	$26.50	33.2%	9.6%	37.3%	76.0%	33.1%	1.7%	-0.8%	13.7M	-29.9M	-1.2M	0.78	25.38	N/A	N/A	1,138	890	512,055	95,981
2022-11-28	$26.31	$26.50	33.1%	10.4%	36.6%	75.6%	34.9%	1.9%	-1.8%	10.2M	8.1M	-1.0M	0.32	26.04	N/A	N/A	11,565	3,706	510,160	92,694
2022-11-29	$27.52	$26.50	32.7%	10.3%	38.3%	73.4%	35.9%	0.6%	-1.1%	24.6M	-130.7M	-1.4M	0.06	26.02	N/A	N/A	36,607	2,059	517,387	95,809
2022-11-30	$28.27	$26.50	32.1%	10.3%	37.8%	70.4%	33.9%	1.6%	-2.9%	33.2M	-211.1M	-1.5M	0.02	62.31	N/A	N/A	23,237	374	491,190	97,608