ASHR Options History — December 2022

In December 2022, ASHR traded between $27.30 and $29.05. ATM implied volatility averaged 27.9%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 2.4% (HV 20d: 25.5%). Max pain ranged from $26.50 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.37.

Notable Days

  • 2022-12-02: Highest Volume — 144,458 contracts
  • 2022-12-05: Largest IV drop — 19.4% change
  • 2022-12-02: Highest IV Rank — 100.0%
  • 2022-12-02: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.34$27.30$29.05$28.20$28.04
Max Pain$28.76$26.50$29.00$26.50$29.00
ATM IV27.9%23.8%38.3%32.3%25.4%
Expected Move8.0%6.8%12.9%10.8%7.1%
HV 20d25.5%17.6%38.0%37.9%17.6%
HV 60d31.5%31.1%32.1%32.0%31.1%
IV Rank48.1%27.7%100.0%71.2%35.6%
IV Percentile60.4%29.8%100.0%88.5%42.9%
Term Structure-0.2%-2.9%1.4%-0.6%1.4%
VWIV28.1%24.1%43.2%37.5%24.7%
Skew 25d0.3%-1.5%1.7%1.1%1.7%
Skew 10d-0.4%-3.3%2.5%-1.4%2.5%
Call IV 25d28.2%23.6%39.9%31.6%24.6%
Put IV 25d28.5%24.6%38.4%32.7%26.3%
Bid-Ask Spread %28.975.8661.5055.6417.81
Gamma HHI0.170.140.230.170.16
Net GEX20.7M3.3M40.9M35.2M8.5M
Net DEX-152.0M-313.9M-24.1M-227.2M-99.9M
Net VEX-1.4M-1.7M-1.2M-1.5M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.021.251.250.59
Total Volume24,446.5242,566144,4587,4418,145
Total OI523,814.762364,369652,563630,003403,038

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$28.20$26.5032.3%10.8%37.9%71.2%37.5%1.1%-0.6%35.2M-227.2M-1.5M1.2555.64N/AN/A3,3114,130532,16497,839
2022-12-02$28.54$26.5038.3%12.9%38.0%100.0%43.2%-1.5%-2.9%35.5M-313.9M-1.7M0.0461.50N/AN/A139,3675,091529,598101,852
2022-12-05$28.64$29.0030.9%8.1%31.1%63.0%29.2%0.2%-1.0%36.0M-242.8M-1.6M0.3043.99N/AN/A73,59022,202516,880103,714
2022-12-06$28.98$29.0030.6%8.1%30.2%61.4%28.7%-0.0%-0.7%37.4M-264.4M-1.6M0.5646.31N/AN/A4,3732,465499,437118,217
2022-12-07$28.98$29.0029.6%8.1%30.0%56.6%28.7%0.0%-0.2%37.9M-251.4M-1.5M0.3631.21N/AN/A4,2871,558501,760118,855
2022-12-08$29.05$29.0028.7%8.0%28.3%52.1%29.0%-0.7%0.7%40.9M-248.7M-1.5M0.1542.07N/AN/A29,5714,302502,831119,227
2022-12-09$28.95$29.0028.9%7.9%25.8%52.9%27.9%-0.9%0.1%40.9M-232.5M-1.5M0.9254.47N/AN/A6,5666,069531,882120,681
2022-12-12$28.79$29.0029.1%8.1%25.3%54.3%28.8%0.1%-0.6%27.9M-177.1M-1.3M0.7414.00N/AN/A2,3631,750506,932113,060
2022-12-13$28.81$29.0028.5%7.8%25.3%51.0%28.5%0.0%-1.5%27.3M-179.2M-1.4M0.1315.14N/AN/A11,6371,465512,785114,259
2022-12-14$28.99$29.0027.5%7.9%24.0%45.9%28.1%-0.0%-0.4%32.4M-199.9M-1.3M0.4060.39N/AN/A2,7111,074522,935115,071
2022-12-15$28.80$29.0027.2%7.5%22.3%44.6%26.7%-1.2%-1.5%11.3M-134.0M-1.3M0.0222.97N/AN/A44,611906522,745115,925
2022-12-16$28.45$29.0025.9%7.3%22.7%38.4%26.0%0.5%-0.8%10.0M-88.2M-1.3M0.088.29N/AN/A32,8922,506508,416116,709
2022-12-19$28.01$29.0025.5%7.2%23.5%36.1%26.3%1.1%0.2%9.9M-84.2M-1.3M0.0720.97N/AN/A29,6541,978300,78184,987
2022-12-20$27.73$29.0024.3%6.9%22.8%30.1%24.7%0.9%0.6%7.0M-56.4M-1.2M0.8411.23N/AN/A8,6167,207280,56783,802
2022-12-21$27.69$29.0025.1%7.2%22.8%34.1%24.8%-0.3%0.3%6.0M-50.0M-1.2M0.5715.52N/AN/A1,7991,029281,55090,360
2022-12-22$27.30$29.0024.6%7.1%23.4%32.0%24.7%1.2%0.1%3.4M-24.1M-1.2M0.1923.81N/AN/A3,306637283,04589,146
2022-12-23$27.41$29.0023.8%6.8%23.2%27.7%24.1%1.3%0.5%3.3M-35.5M-1.2M0.0228.82N/AN/A18,206370285,38889,025
2022-12-27$28.20$29.0026.1%7.3%24.3%39.2%25.6%1.0%0.3%8.4M-104.7M-1.3M0.197.77N/AN/A15,1072,827296,06788,284
2022-12-28$27.71$29.0026.8%7.6%19.9%42.8%26.2%1.0%0.6%6.9M-78.0M-1.3M0.0920.70N/AN/A2,352214308,76690,592
2022-12-29$27.95$29.0026.4%7.3%17.6%40.8%26.6%0.8%0.7%8.3M-100.1M-1.4M0.235.86N/AN/A2,546587310,75890,180
2022-12-30$28.04$29.0025.4%7.1%17.6%35.6%24.7%1.7%1.4%8.5M-99.9M-1.3M0.5917.81N/AN/A5,1353,010312,58390,455