ASHR Options History — January 2014

In January 2014, ASHR traded between $22.91 and $24.20. ATM implied volatility averaged 20.8%. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 0.9% (HV 20d: 21.7%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2014-01-22: Highest Volume — 3,424 contracts
  • 2014-01-16: Largest IV spike — 52.7% change
  • 2014-01-28: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.33$22.91$24.20$24.20$22.92
Max Pain$24.10$24.00$25.00$25.00$24.00
ATM IV20.8%13.0%24.3%20.5%23.2%
Expected Move6.0%5.5%6.8%5.9%6.7%
HV 20d21.7%19.1%24.9%21.4%22.0%
Term Structure0.8%-0.9%2.3%-0.1%0.7%
VWIV20.4%13.9%28.5%22.0%28.5%
Skew 25d2.8%0.3%6.5%1.7%2.7%
Skew 10d5.2%-2.2%15.3%6.4%12.3%
Call IV 25d19.9%16.5%23.0%20.8%23.0%
Put IV 25d22.7%19.9%26.5%22.4%25.7%
Bid-Ask Spread %34.7819.4674.9525.1032.88
Gamma HHI0.590.260.760.260.74
Net GEX201.7K16.3K407.6K22.3K328.6K
Net DEX-1.5M-3.4M-290.1K-554.6K-2.2M
Net VEX-11.5K-19.9K-4.9K-5.1K-16.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.002.002.000.34
Total Volume39463,424682
Total OI3,136.199695,4079694,878

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-01-02$24.20$25.0020.5%5.9%21.4%0.0%22.0%1.7%-0.1%22.3K-554.6K-5.1K2.0025.10N/AN/A24737232
2014-01-03$24.09$25.0022.4%6.4%19.1%0.0%22.6%0.9%-0.9%21.9K-499.3K-5.1K0.4274.95N/AN/A6226739236
2014-01-06$23.49$24.0024.3%6.0%20.4%0.0%23.0%2.2%2.2%16.3K-290.1K-4.9K0.0370.83N/AN/A94933749262
2014-01-07$23.54$24.0022.2%5.6%20.4%0.0%19.4%4.4%0.2%135.7K-1.1M-8.1K0.2749.67N/AN/A125341,690295
2014-01-08$23.55$24.0019.7%5.7%20.5%0.0%20.4%1.5%0.5%156.1K-1.1M-8.4K1.7329.45N/AN/A11191,804328
2014-01-09$23.20$24.0020.9%5.9%20.5%0.0%21.1%1.7%0.3%136.4K-836.0K-8.0K0.8135.28N/AN/A36291,815344
2014-01-10$23.37$24.0019.3%5.8%19.9%0.0%20.4%1.9%1.2%152.6K-998.7K-8.4K0.0839.83N/AN/A413311,851344
2014-01-13$23.04$24.0023.1%5.9%20.3%0.0%21.6%3.5%1.0%140.1K-779.6K-8.7K1.0022.06N/AN/A36362,264375
2014-01-14$23.44$24.0015.4%5.7%21.5%0.0%19.3%1.8%1.4%168.0K-1.1M-9.6K0.1334.48N/AN/A166222,283411
2014-01-15$23.30$24.0013.0%5.7%21.1%0.0%13.9%4.2%-0.6%147.7K-937.3K-9.3K0.2819.46N/AN/A107302,258407
2014-01-16$23.20$24.0019.8%5.7%20.9%0.0%19.6%0.3%1.2%138.8K-1.0M-9.5K1.1622.30N/AN/A51592,365419
2014-01-17$22.91$24.0019.1%5.5%20.3%0.0%19.4%0.6%2.3%111.1K-642.2K-9.2K2.0027.07N/AN/A17342,416477
2014-01-21$22.97$24.0019.2%5.5%19.7%0.0%21.7%2.3%0.7%144.2K-820.3K-9.2K0.3539.14N/AN/A75262,284378
2014-01-22$23.79$24.0019.5%5.6%23.4%0.0%19.8%1.5%1.9%192.7K-1.9M-11.3K0.0030.68N/AN/A3,41772,353404
2014-01-23$23.21$24.0021.0%6.0%24.9%0.0%20.7%3.7%1.1%407.6K-3.4M-19.9K0.0329.39N/AN/A539164,974399
2014-01-24$23.13$24.0023.0%6.6%24.8%0.0%23.1%4.0%0.6%389.8K-3.3M-19.8K0.0123.27N/AN/A1,460194,992415
2014-01-27$23.13$24.0022.7%6.5%24.6%0.0%14.3%5.4%0.8%358.2K-2.8M-17.9K0.0124.42N/AN/A9314,541414
2014-01-28$23.36$24.0023.6%6.8%23.8%0.0%0.0%6.5%0.3%388.5K-3.1M-18.2K0.1625.78N/AN/A63104,506415
2014-01-29$23.13$24.0023.2%6.7%23.9%0.0%17.4%5.9%0.3%353.0K-2.7M-17.4K0.1145.92N/AN/A93104,496425
2014-01-30$22.92$24.0022.2%6.4%22.7%0.0%0.0%2.5%1.8%325.8K-2.4M-16.6K0.1128.46N/AN/A2834,452433
2014-01-31$22.92$24.0023.2%6.7%22.0%0.0%28.5%2.7%0.7%328.6K-2.2M-16.1K0.3432.88N/AN/A61214,445433