ASHR Options History — April 2015 In April 2015, ASHR traded between $42.34 and $49.35. ATM implied volatility averaged 38.2%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 1.2% (HV 20d: 37.0%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.05.
Notable Days 2015-04-22 : Highest Volume — 83,581 contracts2015-04-06 : Largest IV spike — 13.0% change2015-04-27 : Highest IV Rank — 65.9%2015-04-27 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $46.07 $42.34 $49.35 $42.70 $48.61 Max Pain $43.05 $35.00 $45.00 $35.00 $45.00 ATM IV 38.2% 30.5% 43.2% 30.7% 38.1% Expected Move 10.9% 8.7% 12.4% 8.8% 11.5% HV 20d 37.0% 28.9% 44.7% 30.5% 40.8% HV 60d 35.9% 34.5% 37.6% 35.2% 34.5% IV Rank 55.3% 39.0% 65.9% 39.3% 55.0% IV Percentile 86.9% 79.8% 96.0% 80.2% 80.6% Term Structure -1.8% -4.2% -0.2% -0.5% -0.4% VWIV 38.8% 30.8% 43.3% 31.9% 39.4% Skew 25d -0.8% -5.0% 1.4% -1.9% -1.9% Skew 10d -0.1% -5.6% 2.2% -2.9% -2.3% Call IV 25d 39.6% 30.4% 44.6% 33.3% 40.9% Put IV 25d 38.8% 31.4% 43.8% 31.4% 38.9% Bid-Ask Spread % 23.21 11.88 60.32 60.32 19.42 Gamma HHI 0.18 0.11 0.28 0.27 0.15 Net GEX 5.4M 2.3M 9.5M 4.6M 8.0M Net DEX -198.7M -265.9M -140.8M -167.4M -215.9M Net VEX -775.0K -1.2M -437.6K -438.9K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.33 2.29 0.77 1.66 Total Volume 26,055.333 9,371 83,581 9,371 18,372 Total OI 160,667.762 110,837 209,576 110,837 209,576
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-04-01 $42.70 $35.00 30.7% 8.8% 30.5% 39.3% 31.9% -1.9% -0.5% 4.6M -167.4M -438.9K 0.77 60.32 N/A N/A 5,294 4,077 58,480 52,357 2015-04-02 $42.34 $41.00 30.5% 8.7% 30.6% 39.0% 30.8% 1.4% -1.1% 4.8M -159.5M -461.4K 1.37 21.82 N/A N/A 4,253 5,828 59,279 53,003 2015-04-06 $43.49 $41.00 34.5% 9.2% 30.1% 47.4% 32.4% 0.4% -0.2% 4.3M -182.4M -439.2K 0.62 18.42 N/A N/A 7,783 4,855 59,490 55,049 2015-04-07 $43.97 $41.00 34.3% 9.7% 29.8% 47.0% 33.9% 1.4% -2.4% 4.1M -189.3M -437.6K 0.62 19.53 N/A N/A 10,369 6,378 59,678 56,507 2015-04-08 $44.18 $42.00 34.3% 9.8% 28.9% 47.0% 34.6% -0.3% -1.8% 4.3M -189.2M -461.0K 0.45 25.45 N/A N/A 20,294 9,159 60,923 60,620 2015-04-09 $43.16 $43.00 36.1% 10.3% 31.4% 50.8% 36.7% 1.1% -2.8% 3.4M -153.2M -540.9K 2.29 16.64 N/A N/A 8,720 19,948 62,189 69,088 2015-04-10 $44.98 $43.00 38.9% 11.1% 33.1% 56.7% 42.1% -5.0% -4.2% 2.3M -188.7M -567.4K 0.35 22.43 N/A N/A 32,422 11,302 63,490 80,246 2015-04-13 $44.97 $43.00 38.8% 11.1% 33.1% 56.6% 39.3% -1.4% -2.4% 5.2M -216.8M -713.3K 1.27 24.82 N/A N/A 13,036 16,603 87,733 83,431 2015-04-14 $45.38 $44.00 38.5% 11.0% 31.4% 55.8% 39.0% -0.9% -2.7% 5.0M -225.3M -760.0K 1.15 20.08 N/A N/A 7,366 8,467 91,983 90,212 2015-04-15 $44.68 $44.00 37.4% 10.7% 32.3% 53.5% 38.4% -0.2% -1.5% 5.2M -191.8M -766.0K 1.04 14.33 N/A N/A 6,498 6,766 90,103 89,657 2015-04-16 $46.91 $44.00 40.3% 11.6% 34.8% 59.8% 38.9% -2.0% -4.0% 5.8M -265.9M -718.2K 0.54 22.83 N/A N/A 12,626 6,848 91,340 91,035 2015-04-17 $44.41 $44.00 41.6% 11.9% 41.1% 62.5% 42.9% -2.6% -3.3% 2.9M -175.3M -776.3K 0.68 11.88 N/A N/A 18,180 12,302 92,477 93,166 2015-04-20 $46.44 $44.00 41.0% 11.8% 43.1% 61.3% 41.2% -0.7% -1.6% 4.6M -140.8M -806.8K 0.79 19.88 N/A N/A 12,472 9,887 72,605 64,295 2015-04-21 $47.47 $44.00 39.3% 11.3% 43.5% 57.5% 40.2% 0.9% -0.6% 5.1M -164.2M -825.8K 0.69 23.06 N/A N/A 11,978 8,318 73,349 68,554 2015-04-22 $49.31 $44.00 42.6% 12.2% 44.7% 64.6% 42.8% -0.7% -2.4% 6.1M -225.0M -810.7K 0.33 21.29 N/A N/A 62,743 20,838 77,642 69,698 2015-04-23 $48.65 $44.00 41.1% 11.8% 44.6% 61.6% 41.8% -0.9% -1.1% 9.5M -248.5M -1.1M 1.03 27.22 N/A N/A 19,707 20,282 116,273 81,994 2015-04-24 $48.61 $44.00 39.9% 11.4% 44.7% 58.9% 40.8% -1.2% -0.4% 5.6M -197.5M -1.1M 1.59 19.46 N/A N/A 9,412 14,976 98,427 91,104 2015-04-27 $49.35 $44.00 43.2% 12.4% 44.7% 65.9% 43.1% -0.5% -2.7% 6.7M -228.6M -1.1M 0.77 23.13 N/A N/A 19,717 15,205 102,233 89,282 2015-04-28 $48.85 $45.00 40.8% 11.7% 43.1% 60.9% 43.3% -1.1% -1.9% 7.5M -221.9M -1.2M 1.97 25.25 N/A N/A 7,325 14,410 110,546 91,623 2015-04-29 $48.93 $45.00 40.6% 11.6% 41.0% 60.4% 41.8% -0.4% -0.7% 7.9M -226.3M -1.1M 2.15 30.06 N/A N/A 7,036 15,110 112,063 93,223 2015-04-30 $48.61 $45.00 38.1% 11.5% 40.8% 55.0% 39.4% -1.9% -0.4% 8.0M -215.9M -1.2M 1.66 19.42 N/A N/A 6,905 11,467 113,599 95,977
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