ASHR Options History — August 2016 In August 2016, ASHR traded between $23.86 and $26.04. ATM implied volatility averaged 21.4%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 2.7% (HV 20d: 18.6%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.83.
Notable Days 2016-08-15 : Highest Volume — 17,360 contracts2016-08-15 : Largest IV spike — 29.2% change2016-08-16 : Highest IV Rank — 15.0%2016-08-16 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.95 $23.86 $26.04 $23.86 $25.17 Max Pain $24.52 $24.00 $25.00 $24.00 $25.00 ATM IV 21.4% 17.8% 24.8% 20.9% 20.4% Expected Move 6.0% 4.7% 7.2% 5.7% 5.3% HV 20d 18.6% 14.5% 21.3% 18.8% 17.8% HV 60d 20.0% 18.4% 22.4% 22.4% 18.4% IV Rank 12.4% 9.7% 15.0% 12.1% 11.7% IV Percentile 5.8% 1.6% 11.9% 1.6% 4.8% Term Structure 0.3% -2.2% 4.1% -0.2% -1.2% VWIV 21.7% 16.8% 26.0% 24.2% 16.8% Skew 25d 2.6% -0.4% 6.2% 1.6% 2.4% Skew 10d 6.0% 0.8% 13.5% 4.5% 13.5% Call IV 25d 19.9% 13.2% 25.4% 21.2% 20.5% Put IV 25d 22.4% 19.4% 27.5% 22.8% 22.9% Bid-Ask Spread % 27.55 13.02 44.55 24.50 44.55 Gamma HHI 0.16 0.11 0.28 0.14 0.16 Net GEX 840.4K -679.0K 1.7M -129.5K 1.6M Net DEX -6.7M -34.0M 17.9M 17.9M -10.7M Net VEX -373.8K -415.0K -332.4K -351.2K -405.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.44 1.47 0.81 1.20 Total Volume 8,636 1,356 17,360 6,736 6,982 Total OI 115,222.174 104,747 126,000 104,747 124,993
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-08-01 $23.86 $24.00 20.9% 5.7% 18.8% 12.1% 24.2% 1.6% -0.2% -129.5K 17.9M -351.2K 0.81 24.50 N/A N/A 3,713 3,023 49,539 55,208 2016-08-02 $24.03 $24.00 20.7% 5.8% 18.6% 11.9% 20.7% 2.6% -2.2% 46 12.5M -344.0K 0.78 13.13 N/A N/A 4,123 3,222 49,978 55,668 2016-08-03 $24.12 $24.00 20.3% 6.0% 18.4% 11.6% 21.0% 1.6% 1.4% 140.5K 11.2M -332.4K 0.79 22.23 N/A N/A 4,524 3,596 50,531 55,811 2016-08-04 $24.19 $24.00 20.2% 6.4% 18.4% 11.5% 21.2% 1.1% -0.9% 239.4K 9.0M -340.4K 0.63 30.93 N/A N/A 5,179 3,278 50,960 56,420 2016-08-05 $24.27 $24.00 17.8% 5.5% 18.3% 9.7% 21.6% 4.3% -1.1% 255.2K 6.9M -358.4K 0.83 29.55 N/A N/A 5,304 4,394 52,155 56,446 2016-08-08 $24.41 $24.00 19.8% 5.7% 18.4% 11.2% 20.4% 6.2% 0.4% 482.6K 3.2M -346.7K 0.78 40.35 N/A N/A 4,663 3,649 51,779 57,037 2016-08-09 $24.69 $24.00 18.5% 4.9% 14.5% 10.2% 20.9% 6.2% -0.8% 926.3K -3.3M -344.4K 0.78 32.99 N/A N/A 5,107 3,968 52,408 57,246 2016-08-10 $24.54 $24.00 18.6% 4.7% 14.7% 10.3% 21.0% 6.2% -0.9% 1.0M -1.6M -364.0K 1.05 43.22 N/A N/A 3,737 3,912 53,285 57,763 2016-08-11 $24.58 $24.00 18.6% 5.6% 14.7% 10.3% 21.5% 5.3% 1.4% 1.1M -2.9M -341.2K 0.73 15.05 N/A N/A 5,402 3,926 53,430 57,958 2016-08-12 $25.02 $24.00 18.3% 5.6% 15.9% 10.1% 20.7% 4.9% 2.4% 1.4M -14.2M -356.3K 0.73 17.32 N/A N/A 5,598 4,099 55,069 57,988 2016-08-15 $26.04 $24.00 23.7% 7.1% 20.8% 14.2% 26.0% 1.1% -0.3% 1.4M -34.0M -353.4K 0.57 13.02 N/A N/A 11,082 6,278 55,255 58,009 2016-08-16 $25.92 $25.00 24.8% 7.2% 20.7% 15.0% 25.3% 2.2% 0.6% 964.4K -28.3M -377.1K 0.49 13.42 N/A N/A 6,778 3,312 57,305 61,171 2016-08-17 $25.65 $25.00 23.4% 6.7% 21.1% 14.0% 23.9% 1.5% 1.5% 1.1M -21.9M -392.2K 0.92 21.07 N/A N/A 1,233 1,136 58,938 61,551 2016-08-18 $25.67 $25.00 23.6% 6.7% 21.1% 14.1% 24.0% 0.2% 1.9% 1.1M -24.3M -382.8K 0.44 22.32 N/A N/A 4,256 1,858 59,429 61,773 2016-08-19 $25.54 $25.00 21.6% 6.2% 21.1% 12.6% 22.0% 0.8% 1.4% -679.0K -21.2M -388.1K 0.96 13.19 N/A N/A 7,013 6,712 62,644 63,356 2016-08-22 $25.38 $25.00 22.8% 5.8% 21.3% 13.5% 23.6% 3.2% 0.4% 1.1M -11.8M -402.0K 1.16 43.38 N/A N/A 3,484 4,047 60,981 56,587 2016-08-23 $25.38 $25.00 22.7% 6.3% 20.5% 13.5% 20.5% 3.0% -0.4% 998.6K -11.0M -415.0K 1.11 37.14 N/A N/A 2,813 3,123 61,394 57,432 2016-08-24 $25.24 $25.00 23.1% 6.3% 18.9% 13.7% 22.3% 3.0% 0.3% 979.5K -9.1M -392.5K 0.58 41.56 N/A N/A 860 496 61,320 57,528 2016-08-25 $25.12 $25.00 22.7% 6.3% 19.1% 13.4% 23.1% -0.4% 4.1% 928.4K -5.4M -400.6K 1.47 15.91 N/A N/A 3,337 4,917 61,378 57,437 2016-08-26 $24.93 $25.00 22.9% 6.0% 19.4% 13.6% 21.7% 0.7% 1.0% 1.7M -419.2K -408.9K 0.77 39.37 N/A N/A 7,016 5,414 62,414 59,433 2016-08-29 $25.05 $25.00 23.6% 5.7% 17.9% 14.1% 19.2% 0.3% -1.9% 1.2M -6.4M -395.6K 0.79 24.60 N/A N/A 5,889 4,636 62,058 57,990 2016-08-30 $25.04 $25.00 22.0% 5.6% 17.8% 12.9% 16.9% 1.4% 0.9% 1.5M -8.6M -403.9K 0.77 34.70 N/A N/A 6,521 5,018 64,775 58,280 2016-08-31 $25.17 $25.00 20.4% 5.3% 17.8% 11.7% 16.8% 2.4% -1.2% 1.6M -10.7M -405.6K 1.20 44.55 N/A N/A 3,172 3,810 65,184 59,809
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