ASHR Options History — April 2014

In April 2014, ASHR traded between $21.67 and $23.19. ATM implied volatility averaged 20.7%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 0.4% (HV 20d: 20.4%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.26.

Notable Days

  • 2014-04-21: Highest Volume — 3,030 contracts
  • 2014-04-03: Largest IV drop — 14.7% change
  • 2014-04-02: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.40$21.67$23.19$22.08$21.95
Max Pain$21.86$21.00$22.00$21.00$22.00
ATM IV20.7%19.5%23.1%20.3%20.4%
Expected Move5.9%5.6%6.6%5.8%5.9%
HV 20d20.4%18.3%22.8%22.6%19.0%
HV 60d21.7%20.9%22.4%22.2%20.9%
Term Structure0.4%-2.4%2.1%2.1%-0.2%
VWIV19.2%14.6%22.3%19.9%20.4%
Skew 25d0.8%-6.6%7.3%1.8%1.4%
Skew 10d0.3%-6.7%6.5%4.8%1.9%
Call IV 25d19.6%15.0%21.6%20.8%15.2%
Put IV 25d20.4%12.5%23.5%22.6%16.5%
Bid-Ask Spread %50.2330.7078.6478.6455.72
Gamma HHI0.210.180.240.200.19
Net GEX56.1K22.3K107.8K50.0K31.6K
Net DEX-2.2M-4.9M716.8K-1.8M42.3K
Net VEX-13.1K-18.6K-7.7K-12.4K-16.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.004.000.960.00
Total Volume223.76233,0306366
Total OI6,246.7142,9196,7016,1486,273

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-04-01$22.08$21.0020.3%5.8%22.6%0.0%19.9%1.8%2.1%50.0K-1.8M-12.4K0.9678.64N/AN/A3253113,8642,284
2014-04-02$22.26$21.0023.1%6.6%22.5%0.0%15.0%-1.6%-2.4%53.2K-2.3M-13.7K1.0575.89N/AN/A20214,0872,572
2014-04-03$22.00$21.0019.7%5.6%22.7%0.0%16.7%0.0%1.2%41.5K-1.7M-13.6K1.0974.49N/AN/A11124,0972,582
2014-04-04$22.22$22.0020.4%6.1%22.8%0.0%0.0%1.8%0.3%50.1K-2.3M-13.3K0.2030.70N/AN/A1024,0992,574
2014-04-07$22.29$22.0023.1%5.9%18.7%0.0%0.0%1.6%1.4%55.2K-2.5M-12.8K0.1340.29N/AN/A814,0992,574
2014-04-08$22.89$22.0021.1%5.8%20.6%0.0%20.4%2.0%0.4%89.1K-4.1M-11.6K0.5651.25N/AN/A43244,0962,574
2014-04-09$22.96$22.0020.1%5.8%20.5%0.0%14.6%1.5%0.6%89.7K-4.3M-10.6K4.0060.58N/AN/A3124,1162,580
2014-04-10$23.19$22.0021.6%6.2%20.6%0.0%21.0%-0.1%-0.8%107.8K-4.9M-11.0K0.1841.49N/AN/A299544,1162,585
2014-04-11$23.09$22.0021.2%6.1%20.8%0.0%20.7%1.7%-0.1%83.9K-4.5M-9.6K2.2537.64N/AN/A493,9262,595
2014-04-14$23.14$22.0021.1%6.1%20.7%0.0%0.0%1.0%0.5%87.9K-4.7M-8.6K0.5058.49N/AN/A213,9292,586
2014-04-15$22.63$22.0021.4%6.1%22.3%0.0%19.2%1.5%-0.2%59.2K-3.6M-9.5K1.9453.37N/AN/A18353,9212,587
2014-04-16$22.79$22.0020.3%5.8%22.1%0.0%20.3%1.1%0.7%70.9K-4.0M-9.0K3.9140.85N/AN/A11433,9322,579
2014-04-17$22.64$22.0020.4%5.8%20.7%0.0%0.0%0.8%0.7%64.2K-4.0M-8.6K2.0036.37N/AN/A243,9392,578
2014-04-21$22.13$22.0019.6%5.6%18.5%0.0%19.3%-6.6%1.8%37.1K-202.9K-7.7K1.0043.63N/AN/A1,5171,5132,004915
2014-04-22$22.21$22.0020.8%6.0%18.5%0.0%16.0%-3.0%0.2%37.7K-673.4K-18.1K0.5254.72N/AN/A84443,5102,428
2014-04-23$22.17$22.0020.8%6.0%18.5%0.0%22.3%1.0%0.3%40.8K-593.9K-18.6K1.0047.54N/AN/A443,5932,472
2014-04-24$22.19$22.0019.5%5.6%18.3%0.0%21.5%1.2%1.5%40.0K-595.7K-18.1K0.3637.95N/AN/A1143,5972,476
2014-04-25$21.99$22.0020.3%5.8%18.5%0.0%21.0%2.7%0.4%34.6K-101.9K-18.0K4.0050.08N/AN/A8323,5992,480
2014-04-28$21.67$22.0020.6%5.9%19.2%0.0%0.0%-0.6%0.7%22.3K716.8K-16.7K0.7344.45N/AN/A90663,6022,507
2014-04-29$21.94$22.0019.8%5.7%19.5%0.0%20.4%7.3%-0.2%31.3K110.7K-17.5K0.0040.73N/AN/A3103,6882,566
2014-04-30$21.95$22.0020.4%5.9%19.0%0.0%0.0%1.4%-0.2%31.6K42.3K-16.9K0.0055.72N/AN/A603,7072,566