ASHR Options History — July 2014

In July 2014, ASHR traded between $22.19 and $24.63. ATM implied volatility averaged 17.8%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.6% (HV 20d: 13.2%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.25.

Notable Days

  • 2014-07-28: Highest Volume — 8,092 contracts
  • 2014-07-08: Largest IV spike — 20.9% change
  • 2014-07-09: Highest IV Rank — 52.3%
  • 2014-07-30: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.08$22.19$24.63$22.52$24.63
Max Pain$23.05$22.00$24.00$22.00$24.00
ATM IV17.8%14.7%20.5%17.4%18.1%
Expected Move5.2%4.7%5.8%5.0%5.2%
HV 20d13.2%11.2%18.1%12.7%18.1%
HV 60d14.3%13.2%15.5%15.3%15.5%
IV Rank33.6%11.6%52.3%30.4%35.6%
IV Percentile16.2%0.7%52.6%6.8%19.0%
Term Structure0.7%-1.0%2.4%0.7%1.0%
VWIV18.2%16.5%21.5%19.1%17.9%
Skew 25d1.2%-2.4%5.3%1.0%0.4%
Skew 10d0.0%-6.6%14.6%1.4%1.9%
Call IV 25d17.5%15.1%19.5%16.8%16.1%
Put IV 25d18.7%15.9%22.1%17.8%16.5%
Bid-Ask Spread %29.6617.2160.7517.4529.34
Gamma HHI0.490.300.760.480.30
Net GEX1.8M726.8K3.0M2.1M726.8K
Net DEX-30.7M-44.8M-23.0M-27.1M-32.6M
Net VEX-100.5K-112.2K-73.5K-111.8K-73.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.000.830.230.20
Total Volume1,230188,092212902
Total OI28,173.95523,83930,51329,04624,013

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-07-01$22.52$22.0017.4%5.0%12.7%30.4%0.0%1.0%0.7%2.1M-27.1M-111.8K0.2317.45N/AN/A1724025,5883,458
2014-07-02$22.60$22.0019.0%5.4%11.9%41.5%19.1%1.6%-0.1%2.0M-28.1M-112.2K0.8017.21N/AN/A20116125,6733,491
2014-07-03$22.74$22.0017.9%5.1%11.5%34.4%18.0%2.1%0.5%2.2M-29.9M-110.1K0.1518.14N/AN/A4436525,7833,543
2014-07-07$22.60$24.0014.7%5.4%11.6%11.6%0.0%0.0%0.5%2.3M-28.2M-109.9K0.2032.77N/AN/A1863825,7373,558
2014-07-08$22.60$24.0017.7%5.5%11.6%33.0%0.0%-0.5%0.6%2.2M-28.2M-108.5K0.1823.58N/AN/A1302425,6753,589
2014-07-09$22.34$24.0020.5%5.7%11.9%52.3%19.2%1.7%-0.0%2.0M-25.1M-108.4K0.1332.40N/AN/A4495825,7123,582
2014-07-10$22.19$23.0018.0%5.1%12.0%34.6%18.1%2.1%1.0%1.9M-23.0M-107.3K0.0128.08N/AN/A616426,0533,635
2014-07-11$22.47$23.0018.1%5.2%12.7%35.2%17.8%0.5%1.1%2.2M-26.1M-106.7K0.8339.81N/AN/A52843726,1273,639
2014-07-14$22.73$23.0017.3%5.0%11.7%29.9%17.2%-0.1%1.5%2.5M-29.2M-105.3K0.2334.99N/AN/A1613726,0713,945
2014-07-15$22.69$23.0016.4%4.7%11.7%24.1%0.0%-0.3%2.4%2.7M-28.4M-104.1K0.0036.65N/AN/A238026,2213,932
2014-07-16$22.73$23.0016.4%4.7%11.2%24.1%0.0%1.2%1.8%3.0M-29.6M-104.6K0.0033.10N/AN/A18026,5813,932
2014-07-17$22.42$23.0019.0%5.5%12.3%42.1%0.0%-2.4%0.5%2.0M-25.5M-106.1K0.0221.05N/AN/A154326,5813,909
2014-07-18$22.62$23.0017.2%4.9%11.4%29.1%16.7%-0.6%0.8%2.5M-27.8M-104.0K0.7422.59N/AN/A36026526,4883,910
2014-07-21$22.67$23.0017.2%4.9%11.4%28.9%17.4%1.0%0.7%1.5M-27.1M-99.3K0.1119.79N/AN/A73821,3183,343
2014-07-22$23.12$23.0017.5%5.0%13.0%31.7%17.7%1.1%0.7%1.4M-31.2M-93.0K0.0826.62N/AN/A2,40118921,3193,347
2014-07-23$23.12$23.0019.4%5.6%13.0%45.0%19.6%0.7%-0.9%1.5M-34.0M-106.0K0.6033.24N/AN/A1,59695023,1433,524
2014-07-24$23.63$23.0017.0%4.9%14.5%28.0%0.0%0.8%1.2%1.4M-39.4M-100.9K0.2027.29N/AN/A1,91538924,0874,474
2014-07-25$23.87$23.0016.8%4.8%14.7%26.7%16.5%3.7%1.2%1.4M-41.2M-102.3K0.0360.75N/AN/A1,7365024,2994,432
2014-07-28$24.58$23.0017.8%5.1%17.3%33.2%19.3%2.1%0.8%1.1M-44.8M-83.8K0.1126.54N/AN/A7,27282023,5224,453
2014-07-29$24.60$23.0018.6%5.3%17.3%38.7%16.9%5.3%0.0%862.1K-35.9M-74.3K0.1833.05N/AN/A1,99336619,4664,835
2014-07-30$24.38$23.0020.1%5.8%17.9%49.7%21.5%3.9%-1.0%822.2K-32.4M-77.8K0.5338.18N/AN/A1,05156118,7145,125
2014-07-31$24.63$24.0018.1%5.2%18.1%35.6%17.9%0.4%1.0%726.8K-32.6M-73.5K0.2029.34N/AN/A75015218,3615,652