ASHR Options History — February 2016

In February 2016, ASHR traded between $21.05 and $23.85. ATM implied volatility averaged 46.4%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 2.7% (HV 20d: 43.8%). Max pain ranged from $23.00 to $30.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.25.

Notable Days

  • 2016-02-19: Highest Volume — 34,757 contracts
  • 2016-02-05: Largest IV spike — 10.0% change
  • 2016-02-11: Highest IV Rank — 35.7%
  • 2016-02-11: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.28$21.05$23.85$21.48$21.84
Max Pain$25.40$23.00$30.00$25.00$23.00
ATM IV46.4%41.2%51.9%48.3%44.8%
Expected Move13.1%11.7%15.1%12.9%13.4%
HV 20d43.8%38.7%56.4%56.4%43.6%
HV 60d66.5%64.8%67.7%66.7%66.9%
IV Rank31.5%27.5%35.7%32.9%30.2%
IV Percentile61.6%37.7%82.1%72.2%53.2%
Term Structure-0.9%-3.9%1.1%-0.3%-0.7%
VWIV45.8%40.9%56.7%45.5%48.0%
Skew 25d8.0%5.8%10.3%10.3%8.9%
Skew 10d15.2%7.0%19.7%18.0%18.5%
Call IV 25d43.0%38.0%49.9%44.2%41.5%
Put IV 25d51.0%45.1%58.4%54.4%50.4%
Bid-Ask Spread %26.118.8051.649.5215.32
Gamma HHI0.080.050.130.050.07
Net GEX-261.4K-1.5M655.7K-249.1K-504.8K
Net DEX55.7M14.4M86.0M76.5M50.7M
Net VEX-334.2K-371.0K-302.1K-325.5K-330.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.721.681.370.82
Total Volume20,722.215,67834,75718,15918,806
Total OI143,145.05124,317155,562142,310127,151

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-02-01$21.48$25.0048.3%12.9%56.4%32.9%45.5%10.3%-0.3%-249.1K76.5M-325.5K1.379.52N/AN/A7,66510,49473,62768,683
2016-02-02$21.70$25.0047.1%12.4%47.9%32.0%42.8%8.3%0.4%-35.6K72.4M-338.8K1.378.80N/AN/A7,49210,28075,37570,271
2016-02-03$22.10$25.0045.4%11.7%48.0%30.7%42.3%9.6%-0.7%39.4K69.1M-336.4K1.599.51N/AN/A7,12711,33976,94171,479
2016-02-04$22.31$30.0043.7%12.7%48.4%29.4%41.2%7.8%0.8%266.9K65.0M-348.5K1.5611.17N/AN/A7,79212,18378,25074,075
2016-02-05$21.64$30.0048.1%12.7%44.7%32.8%42.9%6.5%1.1%-701.2K79.2M-326.3K1.5515.45N/AN/A9,37514,52079,55276,010
2016-02-08$21.46$30.0049.8%13.6%44.7%34.0%42.6%5.8%-1.6%-1.1M79.6M-322.8K1.4618.72N/AN/A7,21310,55174,72375,762
2016-02-09$21.37$30.0049.9%13.7%44.3%34.1%47.0%5.8%-1.6%-1.2M81.9M-313.0K1.3412.74N/AN/A7,75110,36474,91476,023
2016-02-10$21.52$25.0047.4%13.3%43.7%32.2%47.4%9.2%-0.8%-994.8K78.1M-316.1K1.3414.93N/AN/A7,3519,85275,98276,582
2016-02-11$21.05$25.0051.9%15.1%41.1%35.7%56.7%10.0%0.6%-1.5M86.0M-302.1K1.4911.75N/AN/A6,94810,38276,04676,887
2016-02-12$21.40$25.0051.8%15.0%38.7%35.6%56.3%8.5%0.6%-794.0K80.6M-312.6K1.3326.94N/AN/A8,33411,09677,06277,695
2016-02-16$22.92$25.0049.4%14.2%42.8%33.8%48.2%9.4%-1.7%-26.7K42.2M-331.4K0.9847.82N/AN/A10,0249,81471,14368,686
2016-02-17$23.48$24.0047.2%13.5%40.1%32.0%46.9%6.3%-3.6%655.7K27.8M-333.9K1.1951.56N/AN/A8,48010,05573,92971,796
2016-02-18$23.04$24.0046.2%13.4%39.8%31.3%44.4%7.5%-3.9%528.4K39.3M-341.5K1.0243.38N/AN/A9,3439,57774,33873,143
2016-02-19$23.10$24.0042.2%12.0%39.8%28.3%44.1%6.7%1.1%30.4K32.3M-333.5K1.0351.64N/AN/A17,11317,64475,89673,875
2016-02-22$23.85$24.0041.2%11.7%41.2%27.5%40.9%6.0%-2.7%340.2K14.4M-363.1K0.7250.06N/AN/A9,3916,79462,50961,808
2016-02-23$23.19$24.0043.5%12.3%41.6%29.3%43.4%9.9%-1.8%181.8K25.9M-367.8K0.8848.34N/AN/A8,3317,34763,48463,083
2016-02-24$23.55$23.5042.5%12.7%39.7%28.5%44.1%8.8%0.6%388.4K18.9M-371.0K0.8932.99N/AN/A17,83215,83764,80264,314
2016-02-25$22.24$23.5045.0%13.2%44.5%30.4%46.6%7.6%-2.2%-223.8K48.6M-323.8K1.3020.42N/AN/A11,52315,03762,97164,892
2016-02-26$22.34$23.0043.2%12.7%44.0%29.0%45.0%7.5%-0.6%-394.1K46.2M-346.0K1.6821.13N/AN/A8,72614,66167,01572,127
2016-02-29$21.84$23.0044.8%13.4%43.6%30.2%48.0%8.9%-0.7%-504.8K50.7M-330.8K0.8215.32N/AN/A10,3058,50159,80467,347