ASHR Options History — November 2014

In November 2014, ASHR traded between $26.37 and $30.30. ATM implied volatility averaged 21.1%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 1.5% (HV 20d: 22.6%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.47.

Notable Days

  • 2014-11-26: Highest Volume — 7,055 contracts
  • 2014-11-26: Largest IV spike — 28.1% change
  • 2014-11-26: Highest IV Rank — 89.3%
  • 2014-11-10: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.70$26.37$30.30$26.51$30.30
Max Pain$23.05$23.00$24.00$23.00$24.00
ATM IV21.1%19.6%25.7%19.6%23.7%
Expected Move6.3%5.9%6.6%6.6%6.5%
HV 20d22.6%17.6%29.1%20.1%27.8%
HV 60d19.4%17.3%22.4%17.7%22.4%
IV Rank59.1%49.0%89.3%49.0%76.1%
IV Percentile66.9%48.3%99.2%48.3%91.3%
Term Structure-0.4%-3.6%1.0%-0.0%-0.1%
VWIV21.8%19.8%23.2%22.9%21.3%
Skew 25d0.9%-2.9%5.4%4.1%5.4%
Skew 10d3.6%-9.1%12.8%9.0%7.0%
Call IV 25d20.9%17.6%25.7%17.7%20.5%
Put IV 25d21.8%18.7%25.8%21.8%25.8%
Bid-Ask Spread %40.3823.2961.8133.9061.81
Gamma HHI0.260.160.360.210.18
Net GEX471.2K266.7K856.9K295.8K266.7K
Net DEX-23.1M-31.8M-14.0M-14.0M-29.8M
Net VEX-58.9K-68.5K-47.5K-56.2K-68.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.091.060.110.25
Total Volume2,333.7895747,0552,3231,006
Total OI19,925.10515,93124,88615,93124,886

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-11-03$26.51$23.0019.6%6.6%20.1%49.0%22.9%4.1%-0.0%295.8K-14.0M-56.2K0.1133.90N/AN/A2,09223110,2635,668
2014-11-04$26.54$23.0020.2%6.2%19.7%53.1%23.1%3.1%-0.9%438.8K-17.2M-59.9K0.5529.41N/AN/A67737411,7205,673
2014-11-05$26.44$23.0019.8%6.2%18.5%50.2%22.5%2.8%-0.8%450.9K-16.8M-61.1K0.5923.29N/AN/A66439111,9555,865
2014-11-06$26.45$23.0020.0%6.6%17.6%51.5%22.9%5.1%-0.3%449.7K-16.7M-63.3K0.6733.85N/AN/A63042212,1505,935
2014-11-07$26.37$23.0020.0%6.5%17.6%51.3%22.2%1.5%-0.2%461.3K-16.5M-60.9K1.0635.72N/AN/A35537812,1465,964
2014-11-10$27.08$23.0021.0%6.6%19.5%58.1%23.2%0.7%-0.1%388.7K-20.9M-55.2K0.5539.56N/AN/A1,52784412,1856,001
2014-11-11$27.26$23.0021.2%6.3%19.6%59.6%21.6%-0.7%1.0%394.4K-22.1M-53.5K0.7432.17N/AN/A71152712,2415,900
2014-11-12$27.44$23.0020.1%6.6%19.6%52.3%22.6%0.5%-0.5%307.5K-23.1M-60.5K0.3939.91N/AN/A1,33052012,9036,723
2014-11-13$27.36$23.0020.6%6.2%19.1%55.8%21.5%-0.7%0.6%432.1K-22.5M-63.1K0.7142.98N/AN/A1,06175313,2136,730
2014-11-14$28.25$23.0024.3%6.2%21.7%80.0%21.8%-2.0%-3.6%424.4K-28.4M-52.2K0.0941.44N/AN/A2,56723613,6096,998
2014-11-17$27.46$23.0022.0%6.4%24.6%64.6%21.8%0.7%0.6%642.3K-23.8M-67.0K0.3037.79N/AN/A1,52345514,7687,153
2014-11-18$27.16$23.0021.4%6.3%25.1%60.7%22.0%-2.9%-0.5%669.5K-22.0M-68.5K0.4944.05N/AN/A1,52474315,0427,158
2014-11-19$27.33$23.0020.2%6.1%24.4%52.9%21.3%-0.7%-0.4%856.9K-22.4M-60.2K0.6342.02N/AN/A35222214,5686,958
2014-11-20$27.24$23.0019.9%6.0%24.2%50.8%20.9%-1.0%0.2%775.1K-22.2M-62.2K0.5736.86N/AN/A84348214,5967,160
2014-11-21$28.63$23.0020.1%5.9%29.1%52.3%21.3%2.5%0.5%561.9K-31.8M-50.5K0.2245.72N/AN/A2,23549814,3377,163
2014-11-24$29.20$23.0021.6%6.1%28.1%62.2%20.2%0.1%-0.6%369.9K-30.4M-47.5K0.1544.41N/AN/A5,25377413,1576,384
2014-11-25$29.72$23.0020.1%6.2%26.8%52.2%21.3%1.7%-1.0%380.3K-30.4M-52.6K0.2353.88N/AN/A4,14993813,1687,021
2014-11-26$29.59$23.0025.7%6.3%27.2%89.3%19.8%-2.9%-1.5%387.5K-28.6M-56.7K0.5348.44N/AN/A4,6152,44013,5737,643
2014-11-28$30.30$24.0023.7%6.5%27.8%76.1%21.3%5.4%-0.1%266.7K-29.8M-68.1K0.2561.81N/AN/A80220415,1629,724