ASHR Options History — October 2015 In October 2015, ASHR traded between $32.37 and $37.00. ATM implied volatility averaged 44.3%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 6.5% (HV 20d: 37.8%). Max pain ranged from $32.00 to $42.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.10.
Notable Days 2015-10-12 : Highest Volume — 82,268 contracts2015-10-26 : Largest IV spike — 12.0% change2015-10-09 : Highest IV Rank — 44.1%2015-10-08 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $34.92 $32.37 $37.00 $32.37 $35.48 Max Pain $36.45 $32.00 $42.00 $42.00 $37.00 ATM IV 44.3% 41.1% 47.3% 46.1% 42.5% Expected Move 12.6% 11.5% 13.3% 12.1% 12.0% HV 20d 37.8% 28.3% 55.0% 54.1% 37.5% HV 60d 60.2% 57.3% 72.8% 72.8% 57.9% IV Rank 39.6% 34.9% 44.1% 42.3% 36.9% IV Percentile 64.1% 49.6% 74.2% 71.8% 55.2% Term Structure 0.6% -2.6% 4.6% 0.3% 1.3% VWIV 43.2% 36.2% 48.9% 38.6% 41.0% Skew 25d 7.5% 4.9% 9.3% 6.5% 6.5% Skew 10d 18.8% 6.7% 30.2% 9.3% 13.5% Call IV 25d 41.3% 39.0% 43.4% 43.2% 39.0% Put IV 25d 48.8% 44.4% 51.9% 49.7% 45.5% Bid-Ask Spread % 57.12 42.24 64.37 46.16 57.17 Gamma HHI 0.09 0.05 0.22 0.10 0.06 Net GEX -628.7K -2.9M 2.6M 451.3K -2.2M Net DEX 365.6M 191.9M 515.0M 515.0M 297.3M Net VEX -1.3M -1.5M -1.1M -1.2M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.64 1.63 1.20 1.17 Total Volume 41,118.136 16,735 82,268 47,901 31,771 Total OI 554,038.409 458,271 662,880 609,347 480,835
Daily Data (22 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 2015-10-01 $32.37 $42.00 46.1% 12.1% 54.1% 42.3% 38.6% 6.5% 0.3% 451.3K 515.0M -1.2M 1.20 46.16 N/A N/A 21,799 26,102 284,906 324,441 2015-10-02 $33.36 $41.00 45.5% 11.5% 55.0% 41.4% 40.3% 4.9% 1.1% -862.1K 473.7M -1.1M 1.08 42.24 N/A N/A 20,265 21,924 285,406 325,657 2015-10-05 $33.85 $34.00 43.0% 12.6% 53.2% 37.8% 38.9% 9.0% 0.3% -153.7K 468.4M -1.1M 1.28 62.24 N/A N/A 7,338 9,397 280,525 321,686 2015-10-06 $33.70 $36.00 45.2% 13.0% 39.6% 41.0% 41.6% 9.3% -0.1% -126.1K 475.6M -1.1M 1.36 60.06 N/A N/A 13,564 18,509 284,579 326,920 2015-10-07 $34.47 $36.00 43.6% 13.1% 38.8% 38.6% 45.9% 8.1% 2.3% -81.8K 426.3M -1.2M 0.71 58.23 N/A N/A 25,486 18,222 285,207 327,346 2015-10-08 $33.97 $36.00 46.4% 13.3% 38.5% 42.8% 45.7% 7.7% -0.6% 1.4M 455.6M -1.2M 0.72 64.37 N/A N/A 22,653 16,246 291,162 330,029 2015-10-09 $33.74 $36.00 47.3% 13.2% 38.6% 44.1% 41.4% 7.5% 0.7% 2.6M 456.5M -1.2M 0.75 59.03 N/A N/A 20,646 15,515 292,889 330,400 2015-10-12 $34.90 $37.00 45.0% 12.6% 36.0% 40.6% 46.0% 6.1% -2.6% 246.8K 401.4M -1.3M 0.91 55.44 N/A N/A 43,015 39,253 284,709 324,106 2015-10-13 $34.76 $32.00 46.4% 12.7% 35.3% 42.8% 44.4% 8.9% -1.3% -124.2K 445.9M -1.3M 0.77 60.73 N/A N/A 28,276 21,770 289,131 336,400 2015-10-14 $34.24 $32.00 46.3% 13.0% 29.9% 42.6% 47.8% 8.2% -0.1% 17.9K 452.4M -1.3M 1.04 62.75 N/A N/A 17,635 18,395 294,530 338,087 2015-10-15 $35.82 $32.00 41.4% 12.6% 32.1% 35.4% 36.2% 7.0% 3.4% 471.9K 374.5M -1.3M 1.10 57.02 N/A N/A 31,913 35,202 295,221 340,005 2015-10-16 $36.18 $38.00 42.3% 12.1% 30.6% 36.7% 42.5% 8.7% -0.6% -1.2M 400.2M -1.4M 0.64 51.39 N/A N/A 42,524 27,113 308,328 354,552 2015-10-19 $35.60 $37.00 45.3% 12.9% 29.0% 41.1% 45.5% 6.5% -0.0% -844.0K 256.1M -1.4M 1.20 60.38 N/A N/A 16,803 20,231 214,321 247,996 2015-10-20 $36.10 $37.00 43.6% 12.4% 28.3% 38.6% 44.1% 8.3% 1.5% -800.0K 243.0M -1.4M 0.98 60.93 N/A N/A 16,500 16,109 217,129 254,516 2015-10-21 $34.59 $37.00 46.4% 13.3% 33.0% 42.8% 42.9% 6.8% -0.6% -1.6M 299.7M -1.4M 0.82 62.24 N/A N/A 18,165 14,863 218,391 254,980 2015-10-22 $35.98 $37.00 44.1% 12.6% 35.4% 39.4% 45.8% 7.7% -2.6% -951.9K 244.6M -1.4M 1.56 58.97 N/A N/A 14,321 22,344 219,421 258,187 2015-10-23 $37.00 $37.00 41.1% 11.7% 34.6% 34.9% 40.1% 7.2% 0.8% -806.2K 191.9M -1.5M 1.23 60.24 N/A N/A 18,264 22,534 221,822 265,866 2015-10-26 $35.91 $37.00 46.0% 12.9% 37.0% 42.2% 48.9% 7.2% 2.3% -1.4M 263.8M -1.4M 1.63 55.19 N/A N/A 13,946 22,702 222,356 235,915 2015-10-27 $35.76 $37.00 42.5% 12.3% 37.2% 37.0% 44.9% 7.5% 4.6% -2.2M 278.7M -1.5M 1.55 50.65 N/A N/A 11,252 17,482 223,941 246,241 2015-10-28 $34.93 $37.00 41.8% 12.2% 38.6% 35.9% 42.9% 9.0% 1.1% -2.9M 314.6M -1.4M 1.12 56.27 N/A N/A 16,322 18,228 225,005 246,905 2015-10-29 $35.45 $37.00 41.8% 12.3% 38.7% 36.0% 43.8% 6.5% 1.2% -2.8M 307.9M -1.3M 1.43 54.95 N/A N/A 12,329 17,671 227,549 251,247 2015-10-30 $35.48 $37.00 42.5% 12.0% 37.5% 36.9% 41.0% 6.5% 1.3% -2.2M 297.3M -1.3M 1.17 57.17 N/A N/A 14,654 17,117 227,972 252,863
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