ASHR Options History — April 2016

In April 2016, ASHR traded between $23.76 and $25.28. ATM implied volatility averaged 34.8%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 8.5% (HV 20d: 26.2%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2016-04-08: Highest Volume — 68,345 contracts
  • 2016-04-08: Largest IV drop — 6.4% change
  • 2016-04-01: Highest IV Rank — 24.5%
  • 2016-04-07: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.44$23.76$25.28$24.70$23.88
Max Pain$23.80$23.00$24.00$23.90$24.00
ATM IV34.8%31.8%37.3%37.3%31.8%
Expected Move9.8%8.8%10.5%9.9%8.8%
HV 20d26.2%22.7%29.0%28.2%22.7%
HV 60d36.1%32.7%41.2%41.2%32.7%
IV Rank22.6%20.4%24.5%24.5%20.4%
IV Percentile10.8%2.8%18.3%17.5%2.8%
Term Structure0.2%-2.1%4.8%-1.0%0.7%
VWIV34.0%31.0%36.2%33.6%31.0%
Skew 25d3.5%0.2%6.4%3.0%3.3%
Skew 10d7.2%3.4%10.5%10.5%9.5%
Call IV 25d33.6%30.1%36.7%34.8%32.3%
Put IV 25d37.0%34.7%42.0%37.8%35.7%
Bid-Ask Spread %20.848.3734.2215.1734.22
Gamma HHI0.260.170.440.290.25
Net GEX7.1M2.0M19.4M8.3M3.5M
Net DEX-36.4M-105.5M2.3M-61.5M-3.4M
Net VEX-465.0K-513.5K-428.9K-455.6K-463.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.181.070.830.86
Total Volume23,696.66712,15368,34524,47213,882
Total OI182,696.571136,959245,277195,152165,281

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$24.70$23.9037.3%9.9%28.2%24.5%33.6%3.0%-1.0%8.3M-61.5M-455.6K0.8315.17N/AN/A13,37311,099121,71773,435
2016-04-04$24.49$23.0036.7%10.4%27.0%24.1%36.0%4.3%-0.2%8.3M-48.0M-462.1K0.7214.52N/AN/A12,6799,094123,03873,570
2016-04-05$24.67$23.0036.6%10.1%26.4%24.0%36.2%4.6%-0.1%9.3M-57.6M-470.5K0.978.37N/AN/A9,9859,700124,78074,678
2016-04-06$24.95$23.0034.9%10.0%25.6%22.7%35.7%2.8%1.3%10.6M-72.4M-466.0K0.9816.25N/AN/A9,7859,612124,74975,443
2016-04-07$24.08$23.0036.8%10.5%29.0%24.1%34.2%6.4%-2.1%7.4M-23.6M-434.8K1.0320.28N/AN/A11,01611,335124,04675,359
2016-04-08$24.34$24.0034.4%10.3%27.9%22.3%32.9%4.3%0.5%8.6M-29.7M-428.9K0.1911.51N/AN/A57,51410,831123,70476,699
2016-04-11$24.66$24.0035.5%9.9%27.1%23.2%34.3%2.5%-0.7%12.1M-59.7M-457.0K0.6010.01N/AN/A13,2517,966136,29474,982
2016-04-12$24.69$24.0035.3%10.1%26.9%23.0%34.7%4.1%-0.6%12.7M-63.8M-447.0K0.7714.41N/AN/A9,7337,467141,02475,373
2016-04-13$25.28$24.0034.1%10.1%27.8%22.1%34.8%2.6%1.6%19.4M-105.5M-471.2K0.2622.96N/AN/A33,5908,837142,47375,713
2016-04-14$25.07$24.0033.6%10.1%27.3%21.7%34.9%4.9%2.4%16.9M-101.8M-513.5K0.5724.35N/AN/A24,80314,047164,05177,306
2016-04-15$24.88$24.0034.2%9.5%27.2%22.1%34.0%4.9%-2.1%8.0M-70.8M-491.7K0.3633.16N/AN/A22,7528,179162,01683,261
2016-04-18$24.80$24.0035.4%10.3%26.0%23.1%34.8%2.9%-0.4%2.7M-19.2M-478.9K0.5513.66N/AN/A11,7326,50589,14447,815
2016-04-19$24.84$24.0033.4%9.6%25.4%21.5%33.8%2.8%1.0%3.2M-23.8M-513.5K1.0724.90N/AN/A5,8846,26996,30048,376
2016-04-20$24.21$24.0033.9%9.7%26.1%21.9%33.7%3.2%-0.1%2.5M-7.5M-466.1K0.9717.05N/AN/A6,4916,32197,22748,663
2016-04-21$23.76$24.0034.3%9.7%26.9%22.2%35.9%3.8%1.1%2.1M2.3M-450.1K1.0630.80N/AN/A7,6538,12597,94849,028
2016-04-22$23.96$24.0034.2%9.4%25.9%22.2%34.3%0.2%4.8%2.0M876.6K-452.8K1.0727.95N/AN/A7,3397,88799,68250,966
2016-04-25$23.85$24.0036.3%9.6%25.9%23.8%34.1%0.9%-0.9%2.2M334.2K-449.1K1.0523.40N/AN/A6,8427,20897,98248,997
2016-04-26$24.20$24.0035.6%9.6%26.4%23.2%32.1%1.8%-1.8%2.5M-3.8M-453.1K0.1826.89N/AN/A37,0246,69698,96550,270
2016-04-27$24.12$24.0033.7%9.3%22.7%21.8%32.2%3.0%0.4%3.8M-12.1M-479.3K0.9727.38N/AN/A6,4906,306111,38151,654
2016-04-28$23.86$24.0032.6%9.0%22.7%20.9%31.0%6.3%1.4%3.5M-2.9M-460.8K0.8920.41N/AN/A6,5165,812111,47451,764
2016-04-29$23.88$24.0031.8%8.8%22.7%20.4%31.0%3.3%0.7%3.5M-3.4M-463.1K0.8634.22N/AN/A7,4456,437112,73152,550