ASHR Options History — May 2014

In May 2014, ASHR traded between $21.69 and $22.39. ATM implied volatility averaged 18.2%. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 1.9% (HV 20d: 16.2%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.72.

Notable Days

  • 2014-05-12: Highest Volume — 513 contracts
  • 2014-05-15: Largest IV spike — 31.8% change
  • 2014-05-07: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.01$21.69$22.39$22.02$22.15
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV18.2%14.7%19.7%18.9%19.4%
Expected Move5.5%5.1%5.8%5.4%5.6%
HV 20d16.2%14.1%18.8%18.8%15.1%
HV 60d19.9%18.7%20.8%20.8%18.7%
Term Structure0.2%-1.0%2.7%1.1%0.0%
VWIV18.9%11.5%20.4%20.4%19.3%
Skew 25d1.2%-0.5%4.5%1.6%0.5%
Skew 10d4.1%-1.1%9.9%2.6%5.8%
Call IV 25d18.9%13.7%20.3%19.4%20.3%
Put IV 25d20.2%16.7%21.4%20.9%20.9%
Bid-Ask Spread %34.7623.5447.7427.2439.19
Gamma HHI0.180.160.210.190.18
Net GEX45.8K24.9K65.6K35.8K59.6K
Net DEX-766.9K-2.3M568.0K-211.5K-1.5M
Net VEX-15.3K-17.3K-13.6K-17.3K-13.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.720.0015.000.040.00
Total Volume59.7620513260
Total OI6,508.8576,2376,8966,2746,698

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-05-01$22.02$22.0018.9%5.4%18.8%0.0%0.0%1.6%1.1%35.8K-211.5K-17.3K0.0427.24N/AN/A2513,7082,566
2014-05-02$22.09$22.0017.8%5.1%18.4%0.0%0.0%3.0%2.7%37.7K-358.2K-17.1K0.5626.93N/AN/A18103,7082,567
2014-05-05$22.02$22.0018.8%5.8%18.0%0.0%20.4%1.0%0.4%34.9K-121.8K-16.6K0.0037.32N/AN/A3503,7222,577
2014-05-06$21.99$22.0018.8%5.8%18.0%0.0%0.0%1.5%-0.0%35.5K-77.4K-16.5K0.2032.97N/AN/A1023,7552,577
2014-05-07$21.88$22.0018.4%5.8%14.9%0.0%20.3%0.0%0.4%30.4K314.5K-16.0K0.1729.16N/AN/A1223,7632,579
2014-05-08$21.81$22.0017.4%5.4%14.7%0.0%19.8%1.0%0.5%24.9K568.0K-15.1K0.0032.45N/AN/A1403,7732,581
2014-05-09$21.84$22.0016.7%5.5%14.1%0.0%0.0%0.0%0.0%28.6K404.9K-15.3K0.0023.54N/AN/A703,7812,581
2014-05-12$22.39$22.0015.0%5.7%17.2%0.0%0.0%3.5%0.1%51.9K-1.4M-15.1K0.0032.10N/AN/A51303,7832,576
2014-05-13$22.31$22.0014.7%5.6%17.1%0.0%11.5%4.5%1.0%62.6K-2.2M-16.3K2.0835.06N/AN/A12254,2942,576
2014-05-14$22.33$22.0014.9%5.5%15.3%0.0%19.1%1.6%0.0%65.6K-2.3M-16.1K0.0036.15N/AN/A044,3062,576
2014-05-15$21.92$22.0019.7%5.6%16.3%0.0%20.2%0.9%0.3%56.6K-937.8K-16.3K0.0031.10N/AN/A1804,3062,576
2014-05-16$22.12$22.0018.9%5.4%16.6%0.0%0.0%0.7%-0.4%59.3K-1.6M-15.4K15.0029.51N/AN/A2304,3202,576
2014-05-19$21.71$22.0019.1%5.5%16.0%0.0%18.7%0.7%-0.3%43.3K-387.2K-14.7K0.2944.05N/AN/A128373,9552,282
2014-05-20$21.69$22.0018.6%5.3%15.9%0.0%19.3%0.5%1.1%36.0K-28.5K-14.3K5.0028.79N/AN/A154,0742,319
2014-05-21$21.89$22.0019.5%5.6%16.3%0.0%20.0%-0.5%-0.3%44.4K-673.4K-14.9K0.0438.68N/AN/A7734,0732,324
2014-05-22$21.90$22.0018.8%5.4%16.3%0.0%0.0%1.3%0.3%44.0K-672.2K-14.6K0.0044.56N/AN/A10004,1352,327
2014-05-23$22.05$22.0018.6%5.3%16.2%0.0%0.0%0.6%-0.1%56.3K-1.2M-14.9K7.0028.54N/AN/A5354,2352,327
2014-05-27$21.95$22.0019.0%5.5%15.3%0.0%19.3%1.1%-0.8%49.5K-926.4K-14.2K0.6746.39N/AN/A964,2402,362
2014-05-28$22.14$22.0019.1%5.5%15.0%0.0%0.0%1.1%-1.0%56.9K-1.6M-13.9K0.0038.50N/AN/A044,2442,361
2014-05-29$22.08$22.0019.1%5.5%15.1%0.0%0.0%1.4%-0.3%48.9K-1.3M-13.6K0.0047.74N/AN/A10504,2442,359
2014-05-30$22.15$22.0019.4%5.6%15.1%0.0%0.0%0.5%0.0%59.6K-1.5M-13.8K0.0039.19N/AN/A004,3392,359