ASHR Options History — October 2014

In October 2014, ASHR traded between $24.82 and $26.57. ATM implied volatility averaged 21.0%, placing in the 58.1% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 2.3% (HV 20d: 18.6%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.81.

Notable Days

  • 2014-10-08: Highest Volume — 1,698 contracts
  • 2014-10-13: Largest IV spike — 23.9% change
  • 2014-10-15: Highest IV Rank — 82.4%
  • 2014-10-14: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.71$24.82$26.57$25.54$26.57
Max Pain$23.04$23.00$24.00$24.00$23.00
ATM IV21.0%17.7%24.7%20.0%20.5%
Expected Move6.5%6.3%6.7%6.5%6.4%
HV 20d18.6%15.7%20.4%17.6%20.3%
HV 60d17.5%16.4%18.4%17.8%17.8%
IV Rank58.1%36.4%82.4%51.6%55.0%
IV Percentile65.5%17.7%97.7%57.3%63.9%
Term Structure-0.0%-1.6%1.5%0.5%-0.6%
VWIV23.0%22.1%23.8%22.8%22.6%
Skew 25d1.9%-3.7%6.6%-0.3%0.8%
Skew 10d1.3%-6.8%9.2%1.3%1.3%
Call IV 25d20.8%18.1%24.7%18.5%20.1%
Put IV 25d22.8%18.2%28.1%18.2%20.8%
Bid-Ask Spread %29.2923.0737.4826.1437.48
Gamma HHI0.210.160.360.210.20
Net GEX349.5K127.5K518.1K500.1K264.5K
Net DEX-20.2M-33.4M-4.0M-26.6M-13.6M
Net VEX-57.1K-69.8K-48.5K-66.5K-52.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.042.580.160.22
Total Volume9461781,6984581,241
Total OI22,906.43513,56029,80629,39415,354

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$25.54$24.0020.0%6.5%17.6%51.6%22.8%-0.3%0.5%500.1K-26.6M-66.5K0.1626.14N/AN/A3946417,97711,417
2014-10-02$25.45$23.0021.2%6.5%17.6%59.2%22.6%1.1%0.8%518.1K-25.7M-69.8K0.3228.99N/AN/A1354318,20711,401
2014-10-03$25.69$23.0021.9%6.4%17.4%63.9%22.3%3.9%-1.5%495.1K-28.8M-64.3K0.2128.86N/AN/A2465218,23411,412
2014-10-06$25.97$23.0021.8%6.6%17.8%63.5%22.1%1.8%0.4%438.5K-32.3M-61.2K0.1426.36N/AN/A3024218,26511,460
2014-10-07$25.73$23.0020.9%6.5%18.1%57.2%22.3%0.8%-0.4%490.5K-30.4M-62.5K0.0428.29N/AN/A4191518,31611,490
2014-10-08$26.25$23.0020.9%6.6%19.3%57.2%22.8%3.0%0.5%436.5K-33.4M-60.4K1.1624.91N/AN/A78791118,04911,505
2014-10-09$25.86$23.0020.3%6.5%20.1%53.7%22.4%1.2%0.4%496.9K-29.7M-62.3K0.5725.33N/AN/A1,07661817,87011,521
2014-10-10$25.76$23.0019.7%6.7%20.2%49.4%23.4%0.1%-0.0%428.9K-28.8M-60.9K0.5223.92N/AN/A99752117,73611,616
2014-10-13$25.63$23.0024.4%6.7%20.2%80.3%23.6%-0.0%-1.6%427.4K-27.9M-60.3K1.1223.07N/AN/A44449817,72011,646
2014-10-14$25.70$23.0022.6%6.7%20.0%68.5%23.7%4.5%0.7%440.8K-28.3M-59.2K0.9331.06N/AN/A53449717,47511,651
2014-10-15$25.86$23.0024.7%6.7%20.0%82.4%23.7%6.6%-1.2%476.5K-30.6M-56.6K1.8627.50N/AN/A42779517,55311,662
2014-10-16$25.60$23.0023.1%6.6%20.3%71.7%23.3%5.2%-1.0%402.8K-29.0M-56.0K0.5929.41N/AN/A49629217,51011,631
2014-10-17$25.76$23.0021.8%6.6%20.4%63.1%23.2%5.0%-0.3%452.3K-29.9M-55.1K0.1330.51N/AN/A6928717,39511,863
2014-10-20$25.88$23.0022.4%6.6%18.6%67.2%23.8%2.4%-1.1%127.5K-8.2M-51.7K2.1732.46N/AN/A2495408,1375,423
2014-10-21$25.81$23.0019.7%6.6%18.5%49.2%23.8%3.8%0.6%136.0K-7.9M-52.2K2.5833.73N/AN/A2305938,2425,424
2014-10-22$25.49$23.0021.0%6.6%16.1%57.9%23.4%1.4%-0.0%151.8K-7.1M-49.9K1.4729.00N/AN/A4216198,2505,481
2014-10-23$25.28$23.0019.9%6.7%15.8%50.9%23.0%0.8%0.4%168.1K-6.3M-51.2K1.0530.37N/AN/A5475768,4415,490
2014-10-24$25.24$23.0020.0%6.3%15.7%51.8%22.5%1.5%-0.2%200.8K-6.4M-50.3K1.2328.86N/AN/A5116318,7365,502
2014-10-27$24.82$23.0019.6%6.4%16.4%48.9%22.5%1.8%0.4%220.6K-4.0M-48.5K0.7025.29N/AN/A9076358,7975,551
2014-10-28$25.64$23.0019.3%6.4%19.4%47.0%22.9%2.4%1.5%259.8K-8.5M-52.4K0.9632.13N/AN/A6125889,5175,566
2014-10-29$25.85$23.0019.7%6.5%19.3%49.3%23.3%-3.7%0.2%247.5K-9.8M-55.8K0.2633.59N/AN/A5621459,6145,558
2014-10-30$26.05$23.0017.7%6.5%19.4%36.4%22.5%-0.0%1.4%257.8K-11.0M-52.7K0.3236.32N/AN/A5801879,6225,561
2014-10-31$26.57$23.0020.5%6.4%20.3%55.0%22.6%0.8%-0.6%264.5K-13.6M-52.3K0.2237.48N/AN/A1,0142279,7415,613