ASHR Options History — January 2016

In January 2016, ASHR traded between $21.30 and $25.96. ATM implied volatility averaged 49.9%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 25.0% (HV 20d: 74.9%). Max pain ranged from $25.00 to $29.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.98.

Notable Days

  • 2016-01-08: Highest Volume — 55,186 contracts
  • 2016-01-07: Largest IV spike — 33.2% change
  • 2016-01-07: Highest IV Rank — 39.2%
  • 2016-01-07: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.51$21.30$25.96$25.53$21.95
Max Pain$25.84$25.00$29.00$29.00$25.00
ATM IV49.9%41.4%56.6%41.4%46.4%
Expected Move13.7%11.3%15.8%11.9%12.8%
HV 20d74.9%52.4%98.7%95.5%56.4%
HV 60d65.9%64.8%67.1%64.8%66.7%
IV Rank34.1%27.6%39.2%27.6%31.5%
IV Percentile75.8%48.8%88.5%48.8%64.3%
Term Structure-1.4%-8.0%3.6%-7.1%0.0%
VWIV47.4%39.2%54.2%41.7%45.1%
Skew 25d8.7%2.6%15.1%15.1%6.7%
Skew 10d12.3%-3.4%24.8%-3.4%12.2%
Call IV 25d46.8%34.0%56.8%34.0%44.6%
Put IV 25d55.5%46.8%63.4%49.1%51.4%
Bid-Ask Spread %37.3211.5076.8572.6238.76
Gamma HHI0.070.050.110.110.05
Net GEX-215.1K-1.7M1.1M-1.7M116.3K
Net DEX167.7M29.6M301.1M286.3M70.9M
Net VEX-378.9K-430.5K-292.7K-389.9K-327.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.551.470.581.14
Total Volume33,499.36819,32555,18649,58722,515
Total OI251,653.368120,960382,060331,557149,412

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-01-04$25.53$29.0041.4%11.9%95.5%27.6%41.7%15.1%-7.1%-1.7M286.3M-389.9K0.5872.62N/AN/A31,33918,248157,305174,252
2016-01-05$25.96$28.0042.7%11.3%96.2%28.7%39.5%5.8%-3.1%-1.1M267.7M-409.6K0.7375.51N/AN/A31,49223,042167,873180,299
2016-01-06$25.78$29.0042.5%11.7%96.3%28.5%39.2%6.9%-1.6%-178.2K265.8M-396.7K0.8025.51N/AN/A26,97421,595173,889180,916
2016-01-07$24.21$29.0056.6%15.8%97.6%39.2%54.2%6.6%-2.7%-1.1M301.1M-427.4K0.7061.17N/AN/A32,35022,806177,527189,461
2016-01-08$24.22$26.0053.7%14.8%97.7%37.0%49.8%10.1%-3.1%-424.5K297.5M-430.5K0.5576.85N/AN/A35,55719,629189,812192,248
2016-01-11$23.73$25.0055.0%14.6%97.5%38.0%51.3%10.7%-2.6%-234.5K248.9M-413.3K0.9547.38N/AN/A17,83916,959183,640167,606
2016-01-12$24.18$25.0050.9%13.8%98.4%34.9%46.6%7.7%-2.1%136.6K242.1M-401.0K0.7115.23N/AN/A18,37813,059186,589169,299
2016-01-13$23.02$25.0050.7%14.3%96.7%34.8%47.5%11.2%-1.2%-823.5K263.8M-390.0K0.7541.13N/AN/A20,61015,507188,146171,082
2016-01-14$23.93$25.0046.9%13.2%98.7%31.9%45.6%10.2%-3.3%-407.3K254.4M-399.7K0.8735.29N/AN/A19,30116,846192,089175,137
2016-01-15$22.70$25.0055.5%14.0%52.4%38.4%49.9%9.8%-8.0%169.9K274.1M-382.9K1.0232.43N/AN/A17,83018,239193,829177,868
2016-01-19$23.81$25.0047.4%13.6%56.3%32.2%46.1%6.3%1.1%474.7K29.6M-390.1K1.4733.96N/AN/A9,48813,99464,53556,425
2016-01-20$23.26$25.0053.0%15.2%56.2%36.5%53.2%8.3%0.4%274.2K43.7M-390.8K1.3935.23N/AN/A9,56013,32265,66360,548
2016-01-21$23.14$25.0051.5%14.7%54.3%35.4%52.1%9.0%2.3%269.2K44.1M-375.3K1.2616.95N/AN/A10,31213,03866,86460,793
2016-01-22$23.40$25.0047.9%13.6%54.3%32.6%48.0%6.3%-0.2%1.1M42.8M-356.8K1.0632.30N/AN/A11,07711,74168,57662,106
2016-01-25$22.86$25.0049.7%13.6%54.4%34.0%46.1%9.4%-0.7%240.2K48.1M-361.6K1.2111.50N/AN/A8,78910,61167,88259,277
2016-01-26$22.07$25.0052.9%14.2%55.0%36.4%49.7%10.1%0.2%-114.3K61.5M-336.7K1.3013.65N/AN/A9,51112,37669,66861,160
2016-01-27$21.63$25.0053.8%13.6%54.7%37.1%47.2%12.9%3.6%-319.1K69.0M-327.6K1.0625.04N/AN/A9,3619,96473,06965,116
2016-01-28$21.30$25.0049.2%13.5%54.2%33.6%47.6%2.6%0.6%-407.1K75.0M-292.7K1.0818.55N/AN/A11,18512,04474,46966,984
2016-01-29$21.95$25.0046.4%12.8%56.4%31.5%45.1%6.7%0.0%116.3K70.9M-327.1K1.1438.76N/AN/A10,52311,99278,80570,607