ASHR Options History — May 2016

In May 2016, ASHR traded between $22.65 and $24.21. ATM implied volatility averaged 32.4%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 9.7% (HV 20d: 22.7%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2016-05-31: Highest Volume — 35,706 contracts
  • 2016-05-26: Largest IV drop — 9.9% change
  • 2016-05-09: Highest IV Rank — 23.3%
  • 2016-05-17: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.28$22.65$24.21$23.96$24.21
Max Pain$24.29$23.00$25.00$24.00$25.00
ATM IV32.4%30.0%35.7%32.5%31.6%
Expected Move9.3%8.4%10.2%9.0%9.4%
HV 20d22.7%18.3%28.1%22.6%28.1%
HV 60d29.0%24.3%33.1%32.6%25.6%
IV Rank20.8%19.0%23.3%20.9%20.2%
IV Percentile7.2%1.6%19.8%5.2%5.2%
Term Structure0.3%-4.2%5.1%0.2%-1.2%
VWIV32.0%25.0%36.1%31.0%34.2%
Skew 25d3.8%-0.9%7.8%4.0%2.8%
Skew 10d11.2%3.7%21.0%6.5%12.6%
Call IV 25d31.1%28.7%34.3%32.1%31.0%
Put IV 25d34.9%32.0%37.7%36.1%33.8%
Bid-Ask Spread %34.249.9851.919.9831.12
Gamma HHI0.150.080.270.250.13
Net GEX1.5M213.7K4.6M3.8M1.0M
Net DEX19.4M-10.7M36.4M-4.9M4.1M
Net VEX-385.5K-476.1K-326.3K-457.6K-380.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.431.510.830.66
Total Volume15,573.7149,22035,70612,59235,706
Total OI161,502.476136,458183,585159,586145,440

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-05-02$23.96$24.0032.5%9.0%22.6%20.9%31.0%4.0%0.2%3.8M-4.9M-457.6K0.839.98N/AN/A6,8815,711110,51449,072
2016-05-03$24.13$24.0031.6%9.0%22.6%20.2%31.3%4.6%-0.7%4.5M-10.7M-464.2K0.9626.05N/AN/A10,0419,653111,97649,575
2016-05-04$24.03$24.0031.0%9.5%22.1%19.8%32.9%5.6%1.7%4.3M-10.3M-476.1K0.7139.47N/AN/A8,8226,238115,15352,124
2016-05-05$24.12$24.0031.6%9.7%18.3%20.2%33.2%5.2%2.1%4.6M-10.7M-468.0K1.0734.36N/AN/A5,4745,838115,52652,823
2016-05-06$23.40$24.0034.4%10.0%20.8%22.3%36.1%2.5%-0.9%2.6M15.5M-416.0K0.9727.24N/AN/A6,6436,424116,21153,145
2016-05-09$22.65$24.0035.7%9.6%22.6%23.3%34.4%5.5%-4.2%1.0M28.3M-369.1K0.9428.29N/AN/A4,7414,479114,45250,607
2016-05-10$23.19$24.0032.9%9.5%24.6%21.2%33.4%2.7%-0.5%1.5M20.9M-387.9K1.0421.50N/AN/A4,8775,053115,31651,149
2016-05-11$22.97$24.0032.9%9.4%22.6%21.2%33.4%4.7%-0.9%1.2M26.1M-367.2K1.1532.22N/AN/A4,4355,099116,16251,292
2016-05-12$23.04$24.0032.8%9.5%22.7%21.1%33.0%5.0%-0.6%1.0M25.9M-362.9K1.2037.73N/AN/A4,2655,128116,64251,716
2016-05-13$22.82$24.0031.3%9.3%22.8%20.0%32.3%5.9%2.5%305.4K31.3M-354.2K1.1249.56N/AN/A5,2355,868116,76151,852
2016-05-16$23.19$24.0033.4%9.6%23.9%21.6%34.2%7.8%0.8%759.2K22.7M-371.9K0.4539.44N/AN/A11,5535,251115,09851,248
2016-05-17$23.05$24.0035.4%10.2%23.8%23.1%32.9%6.1%-1.3%733.8K24.9M-366.9K0.4343.65N/AN/A11,5614,932121,21251,691
2016-05-18$22.68$24.0033.8%9.7%22.9%21.9%35.5%3.0%0.9%412.3K34.7M-326.3K0.5444.06N/AN/A9,1714,926121,52852,355
2016-05-19$22.72$23.0032.5%9.2%22.2%20.9%25.0%4.9%3.6%655.0K32.5M-355.3K0.7040.27N/AN/A14,0569,782119,49453,466
2016-05-20$23.08$25.0030.7%8.4%22.8%19.5%30.1%0.0%5.1%1.2M36.4M-362.0K0.9326.62N/AN/A12,61211,741124,99758,588
2016-05-23$23.07$25.0031.3%8.8%22.8%20.0%30.4%2.3%1.3%422.9K27.8M-349.0K1.3534.39N/AN/A5,9598,06983,34853,110
2016-05-24$23.26$25.0032.0%8.9%22.3%20.5%30.8%-0.9%-1.5%577.6K24.6M-359.5K1.4151.91N/AN/A7,36310,38284,45354,633
2016-05-25$23.10$25.0033.3%8.8%22.4%21.5%29.8%1.4%-1.2%477.6K28.6M-374.9K1.3138.01N/AN/A6,5388,55287,17757,842
2016-05-26$23.04$25.0030.0%8.7%22.1%19.0%29.7%2.9%1.3%279.8K30.5M-368.0K1.5129.72N/AN/A5,2147,89787,62658,923
2016-05-27$23.10$25.0030.3%8.4%22.2%19.2%28.4%3.3%0.8%213.7K28.4M-359.3K1.1933.38N/AN/A6,7898,08987,98059,275
2016-05-31$24.21$25.0031.6%9.4%28.1%20.2%34.2%2.8%-1.2%1.0M4.1M-380.0K0.6631.12N/AN/A21,54014,16686,98158,459