ASHR Options History — August 2015

In August 2015, ASHR traded between $30.06 and $42.79. ATM implied volatility averaged 56.0%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 10.5% (HV 20d: 66.5%). Max pain ranged from $40.00 to $47.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2015-08-24: Highest Volume — 170,618 contracts
  • 2015-08-24: Largest IV spike — 47.7% change
  • 2015-08-24: Highest IV Rank — 100.0%
  • 2015-08-24: Largest Expected Move — 25.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.23$30.06$42.79$39.32$32.21
Max Pain$41.90$40.00$47.00$47.00$41.00
ATM IV56.0%45.5%84.8%48.4%69.8%
Expected Move16.2%13.1%25.6%14.6%20.8%
HV 20d66.5%52.8%99.4%99.4%75.8%
HV 60d74.0%71.1%79.3%71.1%79.3%
IV Rank60.6%46.2%100.0%50.2%79.4%
IV Percentile91.7%84.5%100.0%90.5%97.2%
Term Structure-1.7%-9.0%2.7%-0.7%-2.4%
VWIV55.7%44.6%88.6%49.7%72.3%
Skew 25d6.8%2.5%25.8%5.1%13.1%
Skew 10d13.0%2.8%36.7%10.4%25.8%
Call IV 25d53.4%44.6%73.6%47.3%63.8%
Put IV 25d60.2%47.1%91.8%52.4%76.9%
Bid-Ask Spread %61.3048.6470.4056.3562.64
Gamma HHI0.090.060.470.080.07
Net GEX-5.3M-18.9M544.9K-8.1M-632.2K
Net DEX617.8M305.6M886.2M554.6M635.5M
Net VEX-2.3M-2.9M-1.4M-2.2M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.571.791.250.92
Total Volume75,474.38126,204170,61840,53483,766
Total OI673,570545,096732,528614,379667,290

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-08-03$39.32$47.0048.4%14.6%99.4%50.2%49.7%5.1%-0.7%-8.1M554.6M-2.2M1.2556.35N/AN/A18,01522,519289,781324,598
2015-08-04$40.90$46.0049.0%14.2%95.4%51.0%49.9%3.0%-3.8%-4.7M460.9M-2.4M1.3048.64N/AN/A28,43336,948301,820340,843
2015-08-05$40.36$46.0048.7%14.4%85.8%50.6%49.2%4.1%-1.7%-5.0M581.2M-2.5M1.2856.85N/AN/A26,36333,718310,130358,670
2015-08-06$39.74$40.0048.0%13.2%57.4%49.7%45.5%5.1%-1.2%-6.8M635.7M-2.5M1.2654.92N/AN/A26,06632,968313,833366,523
2015-08-07$40.43$40.0047.5%13.1%52.9%49.0%45.7%3.3%-1.5%-4.8M576.4M-2.7M1.1656.72N/AN/A27,98132,343322,317370,777
2015-08-10$42.79$40.0045.5%13.7%56.9%46.2%46.6%3.1%2.7%544.9K305.6M-2.7M0.9660.23N/AN/A25,82624,830307,699348,765
2015-08-11$41.19$40.0046.5%13.5%58.2%47.5%46.3%3.2%1.7%-2.4M462.2M-2.7M0.5766.12N/AN/A16,7379,467312,652353,728
2015-08-12$39.96$40.0049.7%14.6%56.9%52.1%51.5%4.4%2.2%-5.2M569.5M-2.6M1.3860.68N/AN/A24,56433,836317,444357,239
2015-08-13$40.78$42.0048.3%13.7%54.6%50.0%47.7%3.9%-1.8%-2.8M517.4M-2.9M1.1061.40N/AN/A33,49836,746320,456365,835
2015-08-14$40.78$41.0046.8%13.1%53.2%47.9%45.0%3.9%-1.8%-3.8M540.6M-2.8M0.8563.85N/AN/A25,89622,005328,668375,036
2015-08-17$40.53$41.0046.2%13.1%52.8%47.2%44.6%2.5%2.6%-4.4M524.4M-2.7M1.1059.65N/AN/A21,71223,829324,598352,585
2015-08-18$37.57$41.0048.7%13.9%58.6%50.7%48.3%4.5%-0.9%-9.1M743.4M-2.3M0.9464.03N/AN/A29,11227,443328,398359,695
2015-08-19$37.79$41.0048.7%13.9%58.7%50.6%49.1%3.5%0.5%-8.5M744.1M-2.4M1.1564.27N/AN/A13,88916,035340,721369,341
2015-08-20$36.75$41.0050.8%14.6%57.7%53.5%50.0%5.0%0.1%-10.0M814.8M-2.3M1.0158.29N/AN/A30,94431,164345,676375,840
2015-08-21$34.95$42.0057.4%16.7%59.2%62.7%56.1%6.7%-3.8%-18.9M886.2M-2.1M1.1863.89N/AN/A52,73862,314353,069379,459
2015-08-24$30.06$43.0084.8%25.6%71.7%100.0%88.6%25.8%-5.4%-3.2M672.0M-1.4M1.7968.32N/AN/A61,224109,394246,875298,221
2015-08-25$30.23$44.0077.5%22.8%71.2%90.0%76.1%18.6%-3.9%-5.9M750.8M-1.6M1.3163.02N/AN/A68,04989,094287,562349,467
2015-08-26$30.25$42.0076.9%22.1%69.5%89.1%75.5%4.0%-4.9%-3.8M716.4M-1.5M1.1464.89N/AN/A62,10870,817320,489344,120
2015-08-27$32.37$41.0072.1%20.5%75.2%82.6%67.1%12.6%-9.0%-2.7M637.6M-1.7M1.3170.40N/AN/A38,03149,689344,084356,822
2015-08-28$32.83$41.0065.5%18.4%75.7%73.5%65.3%8.5%-2.6%-1.2M644.1M-1.8M1.1362.14N/AN/A49,27055,581348,237365,607
2015-08-31$32.21$41.0069.8%20.8%75.8%79.4%72.3%13.1%-2.4%-632.2K635.5M-1.7M0.9262.64N/AN/A43,63240,134333,952333,338