ASHR Options History — June 2014

In June 2014, ASHR traded between $21.84 and $22.58. ATM implied volatility averaged 18.5%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 4.6% (HV 20d: 14.0%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2014-06-18: Highest Volume — 17,741 contracts
  • 2014-06-18: Largest IV spike — 14.9% change
  • 2014-06-18: Highest IV Rank — 55.0%
  • 2014-06-18: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.17$21.84$22.58$22.26$22.47
Max Pain$22.19$22.00$23.00$22.00$22.00
ATM IV18.5%17.2%20.9%19.9%17.3%
Expected Move5.4%4.9%6.0%5.7%5.0%
HV 20d14.0%12.2%16.3%15.1%13.1%
HV 60d16.7%15.4%18.7%18.7%15.4%
IV Rank38.6%29.0%55.0%47.8%30.2%
IV Percentile16.8%4.6%53.6%33.3%6.2%
Term Structure1.5%-1.0%4.7%-0.2%2.3%
VWIV19.0%12.6%22.0%16.9%22.0%
Skew 25d-0.1%-5.2%4.7%-3.0%-1.0%
Skew 10d-0.4%-7.7%7.7%-1.9%-0.0%
Call IV 25d18.4%13.4%20.7%20.2%17.9%
Put IV 25d18.3%13.8%20.7%17.2%16.9%
Bid-Ask Spread %43.2514.3890.0847.1316.32
Gamma HHI0.440.180.820.180.48
Net GEX511.3K53.7K2.0M70.4K2.0M
Net DEX-9.1M-26.5M-489.6K-2.0M-26.5M
Net VEX-43.7K-113.7K-8.1K-13.2K-113.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.002.820.240.18
Total Volume1,677.571217,74120497
Total OI13,272.6676,69829,0126,69829,012

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-06-02$22.26$22.0019.9%5.7%15.1%47.8%16.9%-3.0%-0.2%70.4K-2.0M-13.2K0.2447.13N/AN/A165394,3392,359
2014-06-03$22.09$22.0020.4%5.8%15.3%51.3%20.5%-5.2%-1.0%74.0K-1.5M-13.6K0.0842.10N/AN/A3834,4962,392
2014-06-04$21.84$22.0018.8%5.4%15.9%40.3%18.7%4.7%0.7%56.4K-489.6K-12.8K1.0741.23N/AN/A15164,4992,395
2014-06-05$22.07$22.0019.6%5.6%16.2%46.0%19.6%0.4%-0.4%70.7K-1.5M-13.2K0.0026.34N/AN/A804,5112,411
2014-06-06$21.95$23.0018.9%5.5%16.3%40.8%21.2%1.8%0.6%53.7K-778.0K-12.4K2.8243.27N/AN/A11314,5162,411
2014-06-09$22.03$23.0017.2%5.4%16.3%29.0%12.6%0.8%1.6%61.8K-1.4M-11.8K1.0061.14N/AN/A114,5152,411
2014-06-10$22.26$23.0017.7%5.3%14.1%32.7%0.0%1.2%1.7%77.5K-2.5M-11.2K0.2445.14N/AN/A50124,5152,412
2014-06-11$22.15$23.0017.3%5.4%14.2%29.9%18.9%0.5%1.0%68.8K-2.0M-11.2K0.0254.68N/AN/A17034,5652,404
2014-06-12$22.08$22.0017.8%5.1%14.2%33.2%20.4%-0.8%2.6%85.7K-1.7M-11.5K0.1057.57N/AN/A1014,7352,405
2014-06-13$22.48$22.0018.6%5.3%14.0%39.0%19.1%-0.1%2.1%118.3K-3.8M-10.2K0.4352.72N/AN/A1464,7352,406
2014-06-16$22.58$22.0018.1%5.2%13.7%35.7%16.6%-3.4%2.1%138.0K-4.7M-8.1K0.0048.41N/AN/A31004,7302,412
2014-06-17$22.39$22.0018.2%5.2%12.2%36.1%0.0%0.0%2.1%108.5K-4.5M-9.7K0.0059.02N/AN/A3504,9702,412
2014-06-18$22.35$22.0020.9%6.0%12.2%55.0%19.2%2.5%0.3%113.2K-4.0M-10.5K0.0590.08N/AN/A16,9198225,0052,412
2014-06-19$22.03$22.0019.3%5.5%13.1%44.1%19.1%2.1%4.7%686.6K-13.5M-65.9K0.0357.54N/AN/A5,65818315,4093,138
2014-06-20$22.04$22.0020.1%5.8%13.1%49.7%19.0%-0.3%2.2%915.0K-18.4M-86.4K0.2447.75N/AN/A1,31531919,5013,295
2014-06-23$21.97$22.0018.7%5.3%12.9%39.5%18.5%0.4%2.0%1.1M-18.5M-89.6K0.0527.42N/AN/A6413018,9791,912
2014-06-24$22.07$22.0018.4%5.3%12.9%37.3%18.1%-3.2%1.6%1.2M-19.7M-91.9K0.7335.20N/AN/A2,0971,53519,5001,932
2014-06-25$22.01$22.0017.7%5.1%12.5%32.8%0.0%1.2%1.7%1.2M-19.5M-106.7K0.0224.83N/AN/A358621,2113,461
2014-06-26$22.16$22.0017.2%4.9%12.8%29.5%21.4%0.4%2.0%1.3M-21.1M-107.3K0.1715.91N/AN/A2804821,4293,466
2014-06-27$22.31$22.0017.5%5.0%12.9%31.5%19.7%-0.2%1.2%1.3M-22.2M-107.5K0.0014.38N/AN/A3,9711121,6383,470
2014-06-30$22.47$22.0017.3%5.0%13.1%30.2%22.0%-1.0%2.3%2.0M-26.5M-113.7K0.1816.32N/AN/A821525,5513,461