ASHR Options History — July 2016

In July 2016, ASHR traded between $23.60 and $24.82. ATM implied volatility averaged 24.9%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 6.2% (HV 20d: 18.7%). Max pain ranged from $23.00 to $24.90. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.92.

Notable Days

  • 2016-07-14: Highest Volume — 12,731 contracts
  • 2016-07-12: Largest IV drop — 16.1% change
  • 2016-07-06: Highest IV Rank — 19.3%
  • 2016-07-05: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.32$23.60$24.82$23.60$24.31
Max Pain$23.99$23.00$24.90$24.90$24.00
ATM IV24.9%21.5%30.5%29.1%21.6%
Expected Move6.9%5.4%8.7%7.4%5.4%
HV 20d18.7%15.7%19.8%18.9%17.5%
HV 60d21.9%21.4%22.6%22.2%22.0%
IV Rank15.1%12.5%19.3%18.3%12.6%
IV Percentile2.3%1.6%5.6%2.0%2.4%
Term Structure0.0%-3.1%3.8%-3.0%0.4%
VWIV24.7%19.9%30.7%25.4%21.0%
Skew 25d3.5%1.1%6.8%3.4%4.0%
Skew 10d9.0%-1.0%15.2%7.9%10.3%
Call IV 25d22.9%17.8%28.6%27.0%17.8%
Put IV 25d26.4%21.5%32.4%30.3%21.8%
Bid-Ask Spread %33.2814.4849.2136.5816.80
Gamma HHI0.190.120.540.140.15
Net GEX1.1M-62.6K6.6M211.8K1.8K
Net DEX19.5M-13.5M162.3M18.9M5.8M
Net VEX-405.8K-460.8K-349.1K-453.6K-349.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.581.290.740.67
Total Volume8,436.16,38012,73111,5968,620
Total OI145,464.65102,865175,859175,859106,789

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-07-01$23.60$24.9029.1%7.4%18.9%18.3%25.4%3.4%-3.0%211.8K18.9M-453.6K0.7436.58N/AN/A6,6814,915104,59271,267
2016-07-05$23.83$23.0029.6%8.7%19.3%18.7%30.4%4.6%-1.1%802.9K14.2M-460.8K0.8238.88N/AN/A5,3034,366102,16269,591
2016-07-06$24.03$24.0030.5%8.6%19.5%19.3%29.5%4.1%-1.8%1.1M9.4M-458.8K1.0227.66N/AN/A3,7013,777103,35669,895
2016-07-07$23.95$24.0029.6%8.1%19.5%18.6%30.7%6.8%-0.9%1.3M10.3M-458.9K1.0838.58N/AN/A3,7804,078103,66070,005
2016-07-08$24.09$24.0028.9%7.8%19.4%18.2%26.5%1.3%-0.4%1.3M4.8M-452.3K0.6221.30N/AN/A5,5943,442103,86269,884
2016-07-11$24.01$24.0028.5%7.9%18.2%17.9%28.5%2.5%-0.8%1.3M8.5M-431.2K1.1236.64N/AN/A4,2614,756101,84369,395
2016-07-12$24.82$24.0023.9%7.7%19.0%14.4%28.1%4.5%3.0%3.6M-13.5M-437.0K0.8140.78N/AN/A5,7844,689101,94669,500
2016-07-13$24.81$24.0024.3%7.3%18.9%14.6%28.1%4.6%1.4%4.5M-12.6M-440.5K1.1439.15N/AN/A4,3254,912102,17869,995
2016-07-14$24.73$24.0025.6%6.5%19.1%15.6%23.4%3.9%-3.1%6.6M-9.3M-431.9K0.5840.70N/AN/A8,0754,656102,23570,375
2016-07-15$24.62$24.0024.5%6.2%19.2%14.8%22.4%2.0%-2.7%123.2K3.1M-401.4K0.6431.61N/AN/A6,3704,09099,43570,474
2016-07-18$24.46$24.0023.6%6.8%19.5%14.1%22.5%1.1%3.8%73.1K1.8M-376.3K0.9332.45N/AN/A3,7843,50650,50255,511
2016-07-19$24.28$24.0024.3%7.0%19.8%14.6%23.9%4.0%0.2%-62.6K162.3M-390.3K0.9842.65N/AN/A3,4213,34550,457120,032
2016-07-20$24.48$24.0022.8%6.5%19.8%13.5%22.4%4.0%0.9%-46.7K159.2M-361.9K1.0038.90N/AN/A3,2113,20250,325120,087
2016-07-21$24.47$24.0021.5%6.0%19.5%12.5%22.9%6.7%3.0%-15.1K3.7M-375.6K1.1149.21N/AN/A3,0503,37350,22756,204
2016-07-22$24.34$24.0022.4%6.3%19.7%13.2%23.0%2.0%-0.0%110.0K6.2M-380.0K1.2932.08N/AN/A3,5244,53250,32356,200
2016-07-25$24.30$24.0022.0%5.9%15.7%12.9%22.3%3.1%0.7%11.5K5.4M-357.0K0.7640.36N/AN/A3,6182,76249,30153,564
2016-07-26$24.74$24.0021.6%6.1%16.6%12.6%19.9%1.5%0.8%364.3K-2.4M-353.4K0.9123.72N/AN/A3,4753,15049,99553,955
2016-07-27$24.23$24.0022.4%6.1%18.2%13.2%21.3%3.7%-1.0%66.2K7.7M-372.9K1.1622.95N/AN/A3,5494,10050,32354,025
2016-07-28$24.32$24.0022.1%6.0%17.5%13.0%22.1%1.5%0.8%48.0K6.3M-372.5K1.1514.48N/AN/A3,2303,71550,55155,272
2016-07-29$24.31$24.0021.6%5.4%17.5%12.6%21.0%4.0%0.4%1.8K5.8M-349.1K0.6716.80N/AN/A5,1653,45550,85555,934