ASHR Options History — February 2015

In February 2015, ASHR traded between $33.68 and $36.63. ATM implied volatility averaged 30.9%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 10.5% (HV 20d: 41.4%). Max pain ranged from $35.00 to $36.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.76.

Notable Days

  • 2015-02-06: Highest Volume — 16,386 contracts
  • 2015-02-06: Largest IV drop — 9.4% change
  • 2015-02-04: Highest IV Rank — 55.2%
  • 2015-02-04: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.56$33.68$36.63$34.57$36.33
Max Pain$35.42$35.00$36.00$36.00$36.00
ATM IV30.9%27.2%38.2%35.4%28.3%
Expected Move8.9%7.8%10.9%10.2%8.1%
HV 20d41.4%36.5%46.5%39.4%37.6%
HV 60d46.2%45.1%47.3%45.1%45.2%
IV Rank39.8%32.0%55.2%49.4%34.3%
IV Percentile81.3%78.2%86.1%84.5%79.4%
Term Structure0.6%-1.5%2.5%2.2%-1.5%
VWIV31.7%27.9%38.4%37.0%28.1%
Skew 25d-0.1%-3.5%2.3%2.3%1.0%
Skew 10d0.2%-4.2%7.1%-3.2%-0.4%
Call IV 25d32.0%27.4%39.0%37.8%28.7%
Put IV 25d31.9%27.9%40.1%40.1%29.7%
Bid-Ask Spread %26.7917.2441.0028.9132.26
Gamma HHI0.130.100.170.120.13
Net GEX1.9M922.3K2.8M1.1M2.6M
Net DEX-50.2M-66.6M-20.7M-34.4M-63.9M
Net VEX-359.3K-375.1K-326.3K-326.3K-366.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.461.230.550.68
Total Volume10,085.4211,16216,3867,2178,122
Total OI71,214.89560,39481,00560,39470,830

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-02-02$34.57$36.0035.4%10.2%39.4%49.4%37.0%2.3%2.2%1.1M-34.4M-326.3K0.5528.91N/AN/A4,6592,55841,08819,306
2015-02-03$35.89$36.0036.3%10.4%42.0%51.2%37.4%-0.9%1.0%1.3M-50.5M-350.8K0.8719.99N/AN/A6,3325,49140,90521,285
2015-02-04$36.32$36.0038.2%10.9%42.2%55.2%38.4%0.5%-1.2%1.6M-61.1M-364.0K0.4625.98N/AN/A9,9844,55941,80221,212
2015-02-05$34.88$36.0036.1%10.5%44.1%50.9%36.9%-3.5%0.6%1.3M-37.0M-359.3K0.5917.47N/AN/A6,9714,11744,37722,029
2015-02-06$33.68$36.0032.7%10.0%44.8%43.7%35.2%-2.9%0.3%922.3K-20.7M-340.2K0.5321.96N/AN/A10,7375,64945,40122,326
2015-02-09$34.09$36.0033.3%9.5%45.2%44.9%33.2%-0.8%0.8%1.6M-30.6M-366.8K0.5924.82N/AN/A7,3744,34749,24024,098
2015-02-10$34.98$35.0030.8%9.4%46.1%39.6%33.6%-0.7%-0.2%1.9M-44.3M-375.1K0.4717.24N/AN/A9,3274,36249,71424,957
2015-02-11$34.87$35.0032.1%9.2%46.1%42.3%32.0%0.0%0.5%1.4M-35.8M-369.3K0.7618.43N/AN/A5,4784,17948,06726,171
2015-02-12$35.40$35.0029.9%8.6%46.5%37.6%30.7%-0.3%2.5%1.7M-46.3M-364.5K0.9624.03N/AN/A5,6945,49148,21725,946
2015-02-13$35.71$35.0029.8%8.5%45.0%37.4%30.0%1.4%0.9%1.9M-52.5M-374.6K0.9721.95N/AN/A6,5076,34448,30527,788
2015-02-17$36.17$35.0028.5%8.2%44.3%34.6%28.6%-0.3%-0.4%2.3M-61.2M-360.5K0.9227.41N/AN/A7,4746,87348,59829,118
2015-02-18$36.04$35.0027.9%8.0%42.0%33.4%28.6%0.3%1.0%2.2M-59.7M-364.6K0.9227.22N/AN/A5,5775,13549,81231,108
2015-02-19$35.90$35.0028.1%8.1%36.5%33.8%28.4%-1.6%1.2%2.4M-57.0M-365.0K0.5528.96N/AN/A74941349,70531,300
2015-02-20$36.05$35.0027.6%7.9%36.5%32.8%27.9%1.5%1.7%2.8M-60.2M-355.0K0.6541.00N/AN/A2,5441,65549,34231,383
2015-02-23$36.03$35.0027.2%7.8%36.5%32.0%28.7%1.7%2.0%2.1M-56.5M-359.0K1.0034.78N/AN/A4,0134,02641,63924,418
2015-02-24$36.57$35.0029.0%8.3%36.8%35.9%29.3%0.3%-1.4%2.3M-66.2M-352.0K1.0125.98N/AN/A4,6224,65542,09624,653
2015-02-25$35.52$35.0028.1%8.1%37.8%33.8%29.2%-0.5%0.4%2.1M-49.3M-361.9K1.2337.60N/AN/A3,5024,32043,04125,406
2015-02-26$36.63$36.0028.0%8.0%37.6%33.5%28.3%0.9%0.9%2.5M-66.6M-351.0K0.6433.10N/AN/A4,7383,04542,77725,623
2015-02-27$36.33$36.0028.3%8.1%37.6%34.3%28.1%1.0%-1.5%2.6M-63.9M-366.4K0.6832.26N/AN/A4,8343,28844,82426,006