ASHR Options History — May 2015

In May 2015, ASHR traded between $45.84 and $53.56. ATM implied volatility averaged 37.1%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 2.4% (HV 20d: 39.4%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.06.

Notable Days

  • 2015-05-28: Highest Volume — 68,322 contracts
  • 2015-05-07: Largest IV spike — 47.2% change
  • 2015-05-07: Highest IV Rank — 83.8%
  • 2015-05-28: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.05$45.84$53.56$49.06$49.94
Max Pain$48.35$45.00$50.00$45.00$50.00
ATM IV37.1%31.9%51.6%38.8%44.0%
Expected Move10.5%9.1%13.0%11.0%12.7%
HV 20d39.4%32.3%45.5%40.4%41.7%
HV 60d35.3%33.1%37.7%34.5%37.7%
IV Rank52.9%41.8%83.8%56.5%67.5%
IV Percentile78.7%69.4%98.8%82.1%97.2%
Term Structure-1.6%-28.0%4.9%1.4%-1.9%
VWIV37.1%32.2%46.4%38.9%45.4%
Skew 25d-0.1%-2.5%2.2%0.5%-1.0%
Skew 10d-1.4%-10.7%7.0%-3.4%-3.6%
Call IV 25d37.6%32.7%44.8%39.8%44.8%
Put IV 25d37.5%32.5%43.8%40.3%43.8%
Bid-Ask Spread %40.7626.1463.9149.4443.51
Gamma HHI0.150.060.240.160.07
Net GEX6.1M1.2M11.1M9.0M3.2M
Net DEX-184.5M-306.8M-88.2M-234.4M-139.8M
Net VEX-1.3M-1.8M-1.1M-1.1M-1.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.432.261.440.95
Total Volume26,749.657,93068,32217,72339,879
Total OI236,156.1205,506306,947214,234306,947

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-05-01$49.06$45.0038.8%11.0%40.4%56.5%38.9%0.5%1.4%9.0M-234.4M-1.1M1.4449.44N/AN/A7,25710,466116,56097,674
2015-05-04$49.62$48.0037.9%10.5%39.8%54.6%36.7%1.3%-1.2%10.3M-259.4M-1.1M0.7638.48N/AN/A10,9318,309116,69098,047
2015-05-05$47.09$49.0038.5%10.9%44.9%55.9%38.2%-2.2%-0.5%5.9M-145.1M-1.2M1.0436.53N/AN/A15,82516,396118,633102,879
2015-05-06$46.23$49.0035.1%10.7%45.5%48.7%39.3%-1.7%4.9%3.9M-109.3M-1.2M1.1838.28N/AN/A11,46613,576122,366105,972
2015-05-07$45.84$49.0051.6%11.0%44.7%83.8%38.4%1.5%-28.0%2.9M-88.2M-1.2M1.2142.50N/AN/A12,94715,690123,103109,577
2015-05-08$47.12$48.0037.9%10.7%43.4%54.6%38.1%-2.5%0.0%6.7M-158.6M-1.2M0.4326.14N/AN/A12,8125,454128,292109,047
2015-05-11$48.08$48.0037.2%10.5%43.8%53.1%36.3%-0.6%-0.8%8.7M-199.7M-1.2M0.6231.56N/AN/A11,2146,950128,688110,679
2015-05-12$48.48$49.0034.9%9.7%43.8%48.3%34.5%0.2%-1.2%10.6M-217.9M-1.2M1.1832.70N/AN/A14,58117,170133,372113,373
2015-05-13$47.96$48.0033.9%9.7%43.6%46.2%33.7%1.9%0.9%9.1M-167.1M-1.3M1.2130.42N/AN/A10,31812,512132,660121,103
2015-05-14$48.61$48.0033.6%9.6%40.4%45.5%33.6%-0.4%0.3%11.1M-205.2M-1.3M1.0926.42N/AN/A9,0629,848133,295123,191
2015-05-15$47.77$48.0033.3%9.4%35.3%44.8%33.5%2.2%-1.5%2.7M-120.5M-1.3M1.0457.19N/AN/A12,34812,817135,189125,345
2015-05-18$47.13$48.0031.9%9.1%32.3%42.0%32.2%-0.5%-1.3%1.2M-94.0M-1.3M0.7061.99N/AN/A4,6663,264103,671101,835
2015-05-19$49.32$48.0031.9%9.2%35.3%41.8%33.0%0.3%-0.5%3.7M-169.1M-1.2M0.5063.91N/AN/A9,9184,913102,767102,981
2015-05-20$49.28$48.0032.4%9.3%32.6%42.9%32.4%-0.0%0.3%5.0M-170.2M-1.2M2.2636.54N/AN/A6,38214,427107,397105,250
2015-05-21$50.41$48.0032.6%9.4%33.1%43.5%33.7%0.1%0.6%7.7M-211.5M-1.3M1.3138.17N/AN/A8,28710,820108,959111,446
2015-05-22$52.14$48.0035.5%10.2%35.0%49.6%36.1%-0.1%-0.0%5.5M-277.6M-1.3M0.7547.57N/AN/A17,14112,834110,110113,013
2015-05-26$53.56$48.0038.8%11.7%35.7%56.7%41.7%-1.9%-3.2%7.1M-306.8M-1.3M2.1437.56N/AN/A16,77835,837110,998111,657
2015-05-27$53.19$50.0039.8%11.4%35.6%58.8%40.7%-1.0%0.4%5.9M-273.8M-1.5M0.9140.80N/AN/A12,31611,260119,313138,076
2015-05-28$50.25$50.0041.8%13.0%41.7%63.0%46.4%1.9%-0.8%1.4M-142.4M-1.6M0.5835.39N/AN/A43,34924,973122,714140,253
2015-05-29$49.94$50.0044.0%12.7%41.7%67.5%45.4%-1.0%-1.9%3.2M-139.8M-1.8M0.9543.51N/AN/A20,44919,430154,366152,581