ASHR Options History — November 2013

Name: ASHR Options Analytics - November 2013
Creator: Options Analysis Suite

In November 2013, ASHR traded between $25.59 and $25.85. ATM implied volatility averaged 21.7%. The 30-day expected move averaged 6.2%. Net GEX was positive for 1 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.38.

Notable Days

2013-11-29: Highest Volume — 67 contracts
2013-11-29: Largest IV drop — 1.5% change
2013-11-27: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.72	$25.59	$25.85	$25.59	$25.85
ATM IV	21.7%	21.5%	21.8%	21.8%	21.5%
Expected Move	6.2%	6.2%	6.3%	6.3%	6.2%
Term Structure	-0.1%	-0.5%	0.3%	0.3%	-0.5%
VWIV	21.5%	21.5%	21.5%	21.5%	21.5%
Skew 25d	-1.0%	-3.6%	1.6%	-3.6%	1.6%
Skew 10d	-2.5%	-3.3%	-1.7%	-3.3%	-1.7%
Call IV 25d	21.6%	20.6%	22.7%	22.7%	20.6%
Put IV 25d	20.6%	19.1%	22.2%	19.1%	22.2%
Bid-Ask Spread %	52.92	36.66	69.18	36.66	69.18
Gamma HHI	0.60	0.60	0.60	0.60	0.60
Net GEX	1.1K	0	2.2K	0	2.2K
Net DEX	-17.1K	-34.1K	0	0	-34.1K
Net VEX	-101	-202	0	0	-202
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.33	0.43	0.33	0.43
Total Volume	53.5	40	67	40	67
Total OI	20	0	40	0	40

Daily Data (2 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
2013-11-27	$25.59	$0.00	21.8%	6.3%	0.0%	0.0%	0.0%	-3.6%	0.3%	0	0	0	0.33	36.66	N/A	N/A	30	10	0	0
2013-11-29	$25.85	$0.00	21.5%	6.2%	0.0%	0.0%	21.5%	1.6%	-0.5%	2.2K	-34.1K	-202	0.43	69.18	N/A	N/A	47	20	30	10