ASHR Options History — August 2014

In August 2014, ASHR traded between $24.36 and $25.22. ATM implied volatility averaged 17.3%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.7% (HV 20d: 18.0%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2014-08-06: Highest Volume — 4,709 contracts
  • 2014-08-29: Largest IV drop — 21.3% change
  • 2014-08-05: Highest IV Rank — 46.5%
  • 2014-08-18: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.81$24.36$25.22$24.59$24.63
Max Pain$24.45$23.00$25.00$24.00$23.00
ATM IV17.3%12.2%19.7%18.5%12.2%
Expected Move5.7%5.2%6.1%5.3%5.7%
HV 20d18.0%14.8%19.4%18.2%15.3%
HV 60d15.3%14.7%16.1%15.5%15.2%
IV Rank30.2%0.0%46.5%38.3%0.0%
IV Percentile16.7%0.0%45.0%21.9%0.0%
Term Structure1.8%-0.8%4.3%0.1%4.3%
VWIV19.9%18.2%22.0%19.9%19.6%
Skew 25d1.2%-0.7%4.7%2.4%2.8%
Skew 10d-0.2%-3.8%4.1%2.3%1.0%
Call IV 25d17.7%12.0%20.4%17.4%13.7%
Put IV 25d18.8%14.9%21.6%19.8%16.4%
Bid-Ask Spread %31.9318.5150.3730.9521.17
Gamma HHI0.210.170.290.280.21
Net GEX651.9K586.2K775.3K715.5K775.3K
Net DEX-27.2M-34.3M-21.5M-31.5M-24.2M
Net VEX-68.4K-77.4K-57.5K-74.2K-74.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.001.170.060.02
Total Volume1,145.191024,709429128
Total OI23,631.95221,18326,34323,78826,343

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-08-01$24.59$24.0018.5%5.3%18.2%38.3%19.9%2.4%0.1%715.5K-31.5M-74.2K0.0630.95N/AN/A4042518,0465,742
2014-08-04$25.08$25.0019.1%5.5%18.6%42.9%19.3%2.0%1.0%692.3K-34.3M-64.9K0.0734.70N/AN/A1,1807717,7975,744
2014-08-05$24.81$25.0019.7%5.8%19.4%46.5%19.0%0.6%-0.8%699.1K-32.0M-66.0K0.0637.09N/AN/A1,3127717,4755,740
2014-08-06$24.72$25.0018.8%5.6%18.7%40.4%19.6%0.6%-0.2%688.8K-30.1M-65.7K0.0150.37N/AN/A4,6565316,8555,777
2014-08-07$24.41$25.0015.0%5.7%19.3%14.3%19.5%0.3%0.1%682.1K-27.3M-64.8K0.0746.93N/AN/A2,57819216,3645,783
2014-08-08$24.71$25.0016.8%5.6%19.3%26.7%18.7%1.9%1.2%615.9K-26.9M-60.4K0.0042.52N/AN/A356015,3775,806
2014-08-11$25.05$25.0019.1%5.6%19.4%42.9%22.0%1.7%1.1%604.6K-28.2M-60.0K0.0236.09N/AN/A1,1221815,4385,806
2014-08-12$25.04$25.0019.0%5.6%19.3%41.6%20.0%0.4%0.3%656.7K-28.5M-62.7K0.2134.20N/AN/A2685515,8025,824
2014-08-13$25.02$25.0017.9%5.5%19.4%34.0%19.5%0.1%1.5%671.0K-29.1M-59.0K0.8736.25N/AN/A1,8701,62615,8455,827
2014-08-14$24.73$25.0019.2%5.5%19.2%43.4%20.3%0.1%1.7%645.7K-26.3M-75.6K0.3140.63N/AN/A50815717,0357,265
2014-08-15$24.96$25.0018.1%5.2%19.2%35.9%18.2%0.8%1.5%586.9K-26.4M-74.8K0.0949.44N/AN/A4634016,6687,402
2014-08-18$25.21$0.0018.1%6.1%19.2%35.3%21.6%-0.7%2.1%640.8K-29.7M-57.5K0.0925.30N/AN/A2852616,3906,641
2014-08-19$25.22$25.0016.6%5.9%18.5%25.2%0.0%0.5%2.1%651.8K-28.9M-63.8K0.0220.94N/AN/A9282016,4166,617
2014-08-20$25.00$25.0017.2%5.8%19.0%29.2%0.0%0.4%2.1%593.2K-26.6M-62.7K1.1724.61N/AN/A8771,02415,8416,617
2014-08-21$24.80$25.0016.9%5.8%18.2%26.9%20.3%0.3%3.3%597.6K-24.7M-72.8K1.0218.51N/AN/A1,0251,04816,5877,450
2014-08-22$24.88$25.0017.3%5.8%18.0%29.8%21.1%4.7%2.4%586.2K-26.1M-73.0K0.2228.19N/AN/A1343017,1838,250
2014-08-25$24.71$23.0016.6%5.7%15.1%25.0%19.5%1.8%3.0%606.8K-23.6M-77.4K0.1922.88N/AN/A2685217,1668,250
2014-08-26$24.58$23.0015.8%5.6%15.2%19.8%0.0%0.6%3.7%627.8K-22.7M-74.7K1.0426.91N/AN/A505217,2648,264
2014-08-27$24.59$23.0015.7%5.7%14.9%18.5%0.0%1.0%3.8%624.6K-22.7M-75.9K0.0320.08N/AN/A6542017,2548,294
2014-08-28$24.36$23.0015.5%5.7%14.8%17.3%19.6%2.9%2.8%726.7K-21.5M-75.8K0.0622.86N/AN/A3692217,7328,294
2014-08-29$24.63$23.0012.2%5.7%15.3%0.0%0.0%2.8%4.3%775.3K-24.2M-74.2K0.0221.17N/AN/A125318,0458,298