ASHR Options History — March 2014

In March 2014, ASHR traded between $21.27 and $22.54. ATM implied volatility averaged 23.1%. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 0.4% (HV 20d: 22.8%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.11.

Notable Days

  • 2014-03-10: Highest Volume — 2,403 contracts
  • 2014-03-10: Largest IV spike — 20.4% change
  • 2014-03-13: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.97$21.27$22.54$22.46$21.81
Max Pain$21.57$21.00$23.00$23.00$21.00
ATM IV23.1%20.8%25.2%23.8%22.9%
Expected Move6.6%6.0%7.2%6.8%6.6%
HV 20d22.8%21.7%26.8%23.1%22.1%
HV 60d22.0%21.2%23.1%21.8%22.0%
Term Structure-0.7%-3.5%1.2%-1.3%0.1%
VWIV21.7%18.4%24.5%23.6%20.9%
Skew 25d3.4%1.1%10.0%5.4%10.0%
Skew 10d6.5%0.0%16.5%10.4%5.0%
Call IV 25d20.9%14.8%23.5%19.6%14.8%
Put IV 25d24.4%20.2%27.0%25.0%24.8%
Bid-Ask Spread %52.7519.62109.7224.0971.43
Gamma HHI0.310.200.610.600.20
Net GEX62.6K-30.6K199.1K185.0K44.9K
Net DEX-752.0K-1.8M683.0K-664.1K-1.2M
Net VEX-12.7K-15.8K-6.1K-9.8K-13.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.065.001.570.50
Total Volume228.33302,4031842
Total OI6,351.814,4687,9984,4916,106

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-03-03$22.46$23.0023.8%6.8%23.1%0.0%23.6%5.4%-1.3%185.0K-664.1K-9.8K1.5724.09N/AN/A7113,868623
2014-03-04$22.54$23.0021.5%6.2%22.2%0.0%20.5%2.9%1.0%199.1K-747.0K-9.9K0.0623.91N/AN/A4933,870621
2014-03-05$22.32$23.0021.3%6.1%21.8%0.0%0.0%3.0%0.3%135.7K-374.1K-9.0K0.0028.18N/AN/A003,853621
2014-03-06$22.48$23.0020.8%6.0%21.9%0.0%18.4%2.7%0.8%143.2K-425.1K-8.8K0.20109.72N/AN/A4493,853621
2014-03-07$22.25$23.0020.9%6.2%21.9%0.0%18.7%5.6%-0.1%104.3K-251.3K-8.3K1.00100.99N/AN/A19193,844624
2014-03-10$21.49$23.0025.2%6.4%24.2%0.0%22.2%1.4%0.5%34.7K368.5K-6.1K0.8219.62N/AN/A1,3221,0813,851643
2014-03-11$21.48$21.0024.4%6.8%23.0%0.0%21.3%3.4%-1.5%39.5K-336.1K-12.6K1.0119.72N/AN/A5105165,1351,706
2014-03-12$21.70$21.0022.7%6.7%22.5%0.0%21.6%1.8%-1.6%39.1K-341.7K-15.1K3.5620.45N/AN/A9325,6382,222
2014-03-13$21.79$21.0025.0%7.2%22.7%0.0%24.1%4.1%-3.5%49.3K-783.5K-15.8K0.1722.45N/AN/A5495,6362,196
2014-03-14$21.80$21.0023.4%6.7%22.8%0.0%22.8%2.9%-1.1%36.9K-598.5K-15.2K0.1461.33N/AN/A4975,6262,193
2014-03-17$22.00$21.0023.6%6.8%22.5%0.0%0.0%4.4%-1.3%31.6K-1.1M-14.7K2.5157.32N/AN/A922315,6042,190
2014-03-18$21.89$21.0023.1%6.6%22.2%0.0%22.8%1.9%-2.0%4.7K-748.8K-15.0K1.6861.65N/AN/A34575,5532,406
2014-03-19$21.71$21.0022.5%6.4%21.7%0.0%21.3%3.9%-0.5%2.7K-228.2K-14.5K2.0066.42N/AN/A485,5392,405
2014-03-20$21.27$21.0021.7%6.2%22.4%0.0%22.4%4.1%1.2%21.8K683.0K-13.4K0.6569.27N/AN/A68445,5372,405
2014-03-21$22.07$21.0024.6%7.1%26.8%0.0%22.1%3.9%-3.1%-30.6K-1.2M-14.7K0.1657.26N/AN/A280455,5802,418
2014-03-24$22.12$21.0024.9%7.1%26.0%0.0%24.5%1.9%-1.0%60.3K-1.7M-14.5K0.4145.68N/AN/A37153,8192,254
2014-03-25$22.20$21.0024.6%7.1%21.9%0.0%18.7%4.2%-2.1%60.3K-1.8M-14.6K0.4558.68N/AN/A1153,8122,269
2014-03-26$22.05$21.0023.8%6.8%22.0%0.0%23.8%2.0%-1.4%55.7K-1.6M-14.4K0.1859.81N/AN/A2243,8172,274
2014-03-27$21.92$21.0023.7%6.8%22.1%0.0%0.0%1.1%0.4%47.6K-1.1M-14.1K5.0063.56N/AN/A2103,8082,276
2014-03-28$21.98$21.0021.4%6.1%22.0%0.0%20.9%1.9%0.8%49.8K-1.5M-13.7K0.1366.21N/AN/A3043,8062,266
2014-03-31$21.81$21.0022.9%6.6%22.1%0.0%0.0%10.0%0.1%44.9K-1.2M-13.1K0.5071.43N/AN/A28143,8362,270