ASHR Options History — March 2015

In March 2015, ASHR traded between $34.99 and $42.89. ATM implied volatility averaged 27.6%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 1.0% (HV 20d: 28.6%). Max pain ranged from $33.00 to $36.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.73.

Notable Days

  • 2015-03-16: Highest Volume — 20,780 contracts
  • 2015-03-30: Largest IV spike — 19.7% change
  • 2015-03-31: Highest IV Rank — 40.7%
  • 2015-03-31: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.35$34.99$42.89$36.76$41.64
Max Pain$33.68$33.00$36.00$36.00$35.00
ATM IV27.6%24.6%31.3%27.9%31.3%
Expected Move7.8%7.1%9.0%8.0%9.0%
HV 20d28.6%24.3%34.0%32.4%30.1%
HV 60d37.1%33.4%43.9%43.9%34.9%
IV Rank32.9%26.5%40.7%33.4%40.7%
IV Percentile75.3%69.0%81.3%77.4%81.3%
Term Structure-0.3%-2.3%2.0%-0.8%-2.1%
VWIV27.6%24.4%32.3%28.0%32.1%
Skew 25d0.3%-2.3%2.4%1.5%-0.1%
Skew 10d0.2%-8.7%3.5%3.5%-0.1%
Call IV 25d27.8%24.0%32.7%28.4%31.3%
Put IV 25d28.2%24.6%32.4%29.8%31.2%
Bid-Ask Spread %44.9226.8169.4333.0059.77
Gamma HHI0.180.120.290.140.26
Net GEX3.5M1.9M5.0M2.9M4.7M
Net DEX-104.1M-172.5M-35.7M-73.0M-146.5M
Net VEX-407.9K-455.8K-354.9K-358.8K-453.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.053.150.901.51
Total Volume7,955.22763020,7807,79611,482
Total OI97,350.59172,720115,73272,720108,335

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-03-02$36.76$36.0027.9%8.0%32.4%33.4%28.0%1.5%-0.8%2.9M-73.0M-358.8K0.9033.00N/AN/A4,1073,68945,77526,945
2015-03-03$35.73$36.0028.0%8.0%34.0%33.7%27.1%1.1%-2.3%2.6M-54.6M-369.4K1.1937.76N/AN/A5,2096,20046,33227,435
2015-03-04$35.68$35.0028.5%8.2%31.3%34.7%27.4%1.3%-1.8%2.5M-52.7M-380.3K1.0532.64N/AN/A4,5394,75847,96229,863
2015-03-05$35.45$33.0027.8%7.4%31.0%33.3%27.3%1.3%2.0%2.4M-47.8M-380.7K0.7646.72N/AN/A8,2196,24147,98530,723
2015-03-06$34.99$33.0024.6%7.5%27.7%26.5%27.2%1.7%1.4%2.1M-35.7M-391.5K3.1526.84N/AN/A4,51214,20149,39434,015
2015-03-09$35.77$33.0027.2%7.2%25.5%32.0%24.4%2.4%0.8%2.2M-50.0M-417.6K0.1150.79N/AN/A7327950,10444,142
2015-03-10$35.41$33.0028.2%7.1%25.6%34.0%25.7%1.0%1.7%1.9M-42.4M-415.6K1.4243.92N/AN/A41458950,28044,173
2015-03-11$35.83$33.0025.4%7.3%24.3%28.0%25.0%-0.2%0.3%2.3M-54.4M-407.3K0.4952.11N/AN/A42420650,34144,702
2015-03-12$36.64$33.0026.6%7.6%25.4%30.6%26.8%0.3%-0.2%3.0M-76.3M-399.8K0.0838.02N/AN/A6,50049050,31044,697
2015-03-13$36.66$33.0027.5%7.9%25.0%32.5%26.5%0.7%-0.4%3.3M-78.7M-403.9K0.0937.96N/AN/A6415952,92444,760
2015-03-16$38.10$33.0030.5%8.8%28.1%39.0%32.2%0.1%-1.6%3.4M-116.6M-375.8K0.0569.43N/AN/A19,7501,03052,67044,770
2015-03-17$38.82$33.0027.5%7.9%28.5%32.6%27.2%-0.2%0.0%4.8M-137.2M-382.5K0.2234.97N/AN/A2,97566562,95445,180
2015-03-18$39.93$33.0028.6%8.2%29.6%34.9%28.3%0.3%-1.0%4.3M-163.8M-354.9K0.1845.79N/AN/A8,7161,60063,23445,588
2015-03-19$39.70$33.0027.9%8.0%29.7%33.5%28.2%-2.3%0.3%3.6M-153.7M-387.3K1.0641.42N/AN/A4,5804,86463,52346,545
2015-03-20$40.53$33.0027.1%7.8%30.2%31.7%27.3%-1.2%-0.7%4.4M-170.0M-446.5K0.1254.17N/AN/A3,79345364,83350,899
2015-03-23$40.81$33.0027.4%7.9%30.1%32.4%27.6%1.8%-1.6%4.5M-139.0M-436.8K0.4754.01N/AN/A5,8132,73456,12245,058
2015-03-24$40.77$34.0026.4%7.6%30.0%30.3%27.2%-0.6%-0.1%4.6M-136.9M-449.9K0.4249.62N/AN/A2,01885157,44647,389
2015-03-25$40.17$34.0026.1%7.5%28.2%29.5%26.5%-1.5%0.1%4.3M-123.3M-446.9K0.2255.06N/AN/A3,06666856,84747,907
2015-03-26$40.40$34.0026.4%7.6%26.7%30.2%26.8%-0.7%-0.3%4.6M-126.3M-455.8K1.3954.45N/AN/A4,8466,72057,85748,426
2015-03-27$40.98$34.0026.0%7.4%26.4%29.3%25.9%1.1%-0.9%5.0M-138.7M-435.5K0.3326.81N/AN/A2,20972457,97648,627
2015-03-30$42.89$34.0031.1%8.9%29.9%40.2%32.3%-0.4%-0.1%4.5M-172.5M-423.1K0.8243.06N/AN/A7,4796,17057,47149,194
2015-03-31$41.64$35.0031.3%9.0%30.1%40.7%32.1%-0.1%-2.1%4.7M-146.5M-453.7K1.5159.77N/AN/A4,5746,90858,05350,282