ASHR Options History — February 2014 In February 2014, ASHR traded between $22.15 and $24.12. ATM implied volatility averaged 21.9%. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 0.1% (HV 20d: 21.8%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.49.
Notable Days 2014-02-10 : Highest Volume — 385 contracts2014-02-04 : Largest IV drop — 11.3% change2014-02-03 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.18 $22.15 $24.12 $22.50 $22.38 Max Pain $23.53 $23.00 $24.00 $24.00 $23.00 ATM IV 21.9% 19.4% 26.7% 26.7% 23.0% Expected Move 6.3% 5.6% 7.7% 7.7% 6.6% HV 20d 21.8% 17.3% 23.5% 22.7% 23.0% HV 60d 22.0% 21.4% 22.8% 22.2% 22.0% Term Structure 0.2% -1.3% 1.5% -0.7% -0.9% VWIV 21.3% 15.0% 25.5% 25.5% 23.2% Skew 25d 4.3% 0.8% 11.3% 7.0% 5.0% Skew 10d 7.1% -2.3% 18.1% 12.8% 9.1% Call IV 25d 20.0% 15.9% 22.0% 21.0% 18.7% Put IV 25d 24.4% 21.6% 28.1% 27.9% 23.6% Bid-Ask Spread % 27.07 17.23 36.57 35.17 30.59 Gamma HHI 0.75 0.57 0.87 0.70 0.60 Net GEX 413.9K 155.1K 870.0K 255.8K 178.5K Net DEX -2.5M -4.7M -459.6K -1.5M -616.9K Net VEX -13.4K -16.1K -8.8K -13.7K -9.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.00 2.78 2.13 0.02 Total Volume 136.947 22 385 47 85 Total OI 4,658.632 4,054 4,894 4,849 4,507
Daily Data (19 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 2014-02-03 $22.50 $24.00 26.7% 7.7% 22.7% 0.0% 25.5% 7.0% -0.7% 255.8K -1.5M -13.7K 2.13 35.17 N/A N/A 15 32 4,395 454 2014-02-04 $22.80 $24.00 23.7% 6.8% 21.9% 0.0% 23.7% 11.3% 0.7% 313.9K -2.0M -14.9K 0.03 34.88 N/A N/A 353 12 4,400 478 2014-02-05 $22.66 $24.00 23.8% 6.8% 21.9% 0.0% 0.0% 10.0% -0.0% 270.4K -1.5M -12.8K 0.04 28.51 N/A N/A 50 2 4,144 486 2014-02-06 $22.88 $24.00 23.8% 6.8% 22.3% 0.0% 15.0% 10.2% 0.3% 304.1K -1.8M -13.5K 2.78 29.53 N/A N/A 9 25 4,144 488 2014-02-07 $23.16 $23.00 23.8% 6.3% 22.1% 0.0% 20.7% 3.5% 0.4% 368.2K -2.3M -14.4K 0.15 30.84 N/A N/A 72 11 4,152 483 2014-02-10 $23.55 $23.00 21.5% 6.1% 22.8% 0.0% 21.0% 3.7% -0.3% 444.6K -3.0M -14.8K 0.02 36.57 N/A N/A 378 7 4,142 476 2014-02-11 $23.91 $23.00 19.4% 5.9% 22.7% 0.0% 20.4% 1.6% 0.5% 539.0K -4.1M -16.1K 0.01 20.79 N/A N/A 174 1 4,323 482 2014-02-12 $23.92 $23.00 20.3% 6.2% 22.0% 0.0% 22.1% 4.3% -0.5% 524.3K -4.1M -16.1K 0.28 19.85 N/A N/A 43 12 4,333 482 2014-02-13 $23.83 $23.00 20.4% 5.8% 21.9% 0.0% 0.0% 2.9% 0.9% 551.2K -3.9M -15.6K 0.00 35.13 N/A N/A 54 0 4,326 474 2014-02-14 $24.12 $23.00 19.4% 5.6% 22.1% 0.0% 19.0% 0.8% 1.5% 630.1K -4.7M -15.8K 0.21 25.44 N/A N/A 75 16 4,358 474 2014-02-18 $23.78 $24.00 20.1% 5.8% 22.3% 0.0% 20.6% 2.2% 0.6% 652.0K -3.7M -14.7K 0.07 25.41 N/A N/A 179 12 4,344 482 2014-02-19 $24.00 $24.00 20.5% 5.9% 22.4% 0.0% 21.4% 3.0% 0.8% 700.5K -4.4M -14.9K 0.43 30.54 N/A N/A 98 42 4,381 491 2014-02-20 $23.83 $24.00 20.3% 5.8% 18.9% 0.0% 20.3% 3.2% 0.9% 870.0K -3.6M -14.4K 0.05 26.75 N/A N/A 21 1 4,361 533 2014-02-21 $23.53 $24.00 20.7% 5.9% 17.3% 0.0% 21.2% 2.9% 1.1% 477.3K -2.6M -13.3K 1.02 18.96 N/A N/A 44 45 4,360 534 2014-02-24 $23.05 $24.00 21.9% 6.3% 18.8% 0.0% 21.4% 1.7% -0.1% 303.5K -1.6M -11.4K 1.00 17.23 N/A N/A 92 92 3,620 434 2014-02-25 $22.15 $24.00 21.5% 6.2% 23.5% 0.0% 21.3% 1.4% 0.8% 155.1K -459.6K -8.8K 0.30 19.72 N/A N/A 271 81 3,669 514 2014-02-26 $22.20 $23.00 22.9% 6.6% 23.1% 0.0% 23.0% 3.2% -1.3% 156.4K -485.8K -9.6K 0.70 22.08 N/A N/A 23 16 3,786 595 2014-02-27 $22.26 $23.00 22.4% 6.4% 23.0% 0.0% 22.1% 4.6% -1.2% 168.3K -551.2K -9.7K 0.11 26.27 N/A N/A 143 16 3,803 606 2014-02-28 $22.38 $23.00 23.0% 6.6% 23.0% 0.0% 23.2% 5.0% -0.9% 178.5K -616.9K -9.9K 0.02 30.59 N/A N/A 83 2 3,886 621
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