ASHR Options History — December 2013

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

In December 2013, ASHR traded between $23.92 and $26.05. ATM implied volatility averaged 21.4%. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 0.6% (HV 20d: 22.0%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.07.

Notable Days

2013-12-20: Highest Volume — 210 contracts
2013-12-11: Largest IV spike — 28.4% change
2013-12-04: Largest Expected Move — 6.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.95	$23.92	$26.05	$25.15	$24.66
Max Pain	$25.57	$25.00	$26.00	$26.00	$25.00
ATM IV	21.4%	18.0%	27.4%	22.3%	18.9%
Expected Move	6.0%	5.2%	6.9%	6.4%	5.4%
HV 20d	22.0%	21.1%	23.1%	23.1%	21.1%
Term Structure	0.3%	-1.7%	3.2%	-0.8%	0.1%
VWIV	20.0%	10.7%	24.2%	21.7%	19.1%
Skew 25d	1.8%	-1.0%	9.3%	1.7%	3.5%
Skew 10d	4.8%	-4.0%	10.4%	4.4%	3.4%
Call IV 25d	19.9%	11.0%	22.9%	21.4%	16.1%
Put IV 25d	21.8%	17.0%	24.0%	23.1%	19.6%
Bid-Ask Spread %	52.39	19.56	134.60	33.01	19.56
Gamma HHI	0.34	0.20	0.65	0.65	0.23
Net GEX	5.8K	-20.5K	20.1K	3.6K	20.1K
Net DEX	-263.7K	-646.9K	-11.5K	-33.8K	-646.9K
Net VEX	-2.5K	-5.0K	-479	-479	-5.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.07	0.00	10.50	0.41	0.09
Total Volume	50.667	9	210	41	59
Total OI	499.762	107	924	107	924

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
2013-12-02	$25.15	$26.00	22.3%	6.4%	0.0%	0.0%	0.0%	1.7%	-0.8%	3.6K	-33.8K	-479	0.41	33.01	N/A	N/A	29	12	77	30
2013-12-03	$25.46	$26.00	22.3%	6.4%	0.0%	0.0%	21.7%	3.5%	-0.2%	4.2K	-71.3K	-774	0.23	87.18	N/A	N/A	56	13	106	42
2013-12-04	$26.05	$26.00	23.9%	6.9%	0.0%	0.0%	24.2%	2.7%	-1.7%	4.2K	-222.3K	-1.0K	0.00	51.44	N/A	N/A	40	0	161	55
2013-12-05	$25.74	$26.00	23.6%	6.8%	0.0%	0.0%	0.0%	-0.4%	-0.8%	8.2K	-250.4K	-1.2K	0.00	24.19	N/A	N/A	9	0	200	55
2013-12-06	$25.79	$25.00	24.1%	6.2%	0.0%	0.0%	21.8%	2.4%	0.9%	8.7K	-263.6K	-1.3K	0.03	66.26	N/A	N/A	33	1	207	55
2013-12-09	$25.67	$25.00	24.4%	6.6%	0.0%	0.0%	22.9%	1.3%	0.4%	9.9K	-307.9K	-1.5K	1.31	43.93	N/A	N/A	13	17	240	56
2013-12-10	$25.80	$25.00	21.3%	6.2%	0.0%	0.0%	21.7%	1.7%	0.4%	9.7K	-308.1K	-1.6K	0.37	42.31	N/A	N/A	27	10	252	73
2013-12-11	$25.23	$26.00	27.4%	6.4%	0.0%	0.0%	22.2%	1.0%	0.4%	9.4K	-244.5K	-1.8K	1.29	81.27	N/A	N/A	45	58	268	83
2013-12-12	$25.19	$26.00	22.6%	6.5%	0.0%	0.0%	22.5%	1.8%	0.3%	-754	-196.7K	-2.0K	10.50	45.07	N/A	N/A	2	21	283	141
2013-12-13	$25.29	$26.00	21.2%	6.1%	0.0%	0.0%	0.0%	2.2%	0.3%	-5.0K	-175.9K	-2.1K	0.06	91.75	N/A	N/A	17	1	283	162
2013-12-16	$24.91	$26.00	22.0%	6.3%	0.0%	0.0%	22.7%	-1.0%	0.1%	-9.0K	-139.4K	-2.1K	0.17	46.87	N/A	N/A	52	9	300	163
2013-12-17	$24.66	$26.00	21.6%	6.2%	0.0%	0.0%	22.0%	1.8%	-0.3%	-8.6K	-152.7K	-2.4K	2.53	68.20	N/A	N/A	15	38	350	172
2013-12-18	$24.99	$26.00	20.1%	5.8%	0.0%	0.0%	20.2%	1.3%	0.9%	-20.5K	-183.6K	-2.6K	0.23	43.88	N/A	N/A	13	3	355	210
2013-12-19	$24.53	$25.00	18.6%	5.3%	23.1%	0.0%	15.1%	-0.0%	3.2%	-8.8K	-93.0K	-2.6K	2.29	40.52	N/A	N/A	7	16	368	213
2013-12-20	$24.15	$26.00	20.2%	5.8%	22.9%	0.0%	16.2%	2.0%	0.8%	7.6K	-11.5K	-2.6K	0.07	30.66	N/A	N/A	197	13	375	224
2013-12-23	$24.10	$26.00	18.9%	5.4%	22.2%	0.0%	18.9%	1.6%	1.1%	17.8K	-392.5K	-3.9K	0.39	50.30	N/A	N/A	56	22	542	156
2013-12-24	$24.18	$25.00	19.6%	5.6%	21.7%	0.0%	19.4%	2.3%	-0.5%	19.3K	-449.3K	-4.3K	0.38	37.93	N/A	N/A	16	6	596	178
2013-12-26	$23.92	$25.00	19.2%	5.5%	21.3%	0.0%	19.1%	0.2%	-0.4%	19.0K	-385.7K	-4.2K	1.52	21.33	N/A	N/A	21	32	609	184
2013-12-27	$24.37	$25.00	19.1%	5.5%	22.2%	0.0%	19.2%	-0.5%	0.6%	15.8K	-485.4K	-4.5K	0.02	39.93	N/A	N/A	55	1	630	216
2013-12-30	$24.20	$25.00	18.0%	5.2%	21.7%	0.0%	10.7%	9.3%	2.1%	17.7K	-522.4K	-4.9K	0.61	134.60	N/A	N/A	18	11	685	216
2013-12-31	$24.66	$25.00	18.9%	5.4%	21.1%	0.0%	19.1%	3.5%	0.1%	20.1K	-646.9K	-5.0K	0.09	19.56	N/A	N/A	54	5	697	227