ASHR Options History — October 2016

In October 2016, ASHR traded between $24.39 and $25.03. ATM implied volatility averaged 18.9%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.0% (HV 20d: 11.9%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2016-10-19: Highest Volume — 11,015 contracts
  • 2016-10-06: Largest IV spike — 10.7% change
  • 2016-10-17: Highest IV Rank — 11.6%
  • 2016-10-11: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.68$24.39$25.03$24.58$24.67
Max Pain$24.14$24.00$25.00$24.00$25.00
ATM IV18.9%17.3%20.3%17.6%17.6%
Expected Move5.5%4.8%5.9%5.0%5.5%
HV 20d11.9%10.4%14.2%14.2%10.9%
HV 60d15.3%14.6%16.9%16.8%14.6%
IV Rank10.5%9.3%11.6%9.5%9.5%
IV Percentile7.6%1.6%15.1%1.6%2.8%
Term Structure-0.3%-3.8%2.4%-0.3%2.0%
VWIV19.7%16.7%22.3%17.0%18.3%
Skew 25d0.9%-2.2%3.6%1.6%-0.4%
Skew 10d3.1%-3.2%9.5%3.1%7.3%
Call IV 25d19.0%15.3%21.0%16.9%19.2%
Put IV 25d19.9%15.2%22.3%18.5%18.8%
Bid-Ask Spread %27.4114.3698.8037.5898.80
Gamma HHI0.140.110.170.150.16
Net GEX825.4K309.8K1.2M309.8K618.9K
Net DEX2.2M-6.9M11.7M10.2M5.1M
Net VEX-326.6K-353.6K-306.1K-322.0K-313.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.301.280.800.70
Total Volume7,108.815,87511,0158,0765,964
Total OI122,724.57197,344138,875128,71798,550

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$24.58$24.0017.6%5.0%14.2%9.5%17.0%1.6%-0.3%309.8K10.2M-322.0K0.8037.58N/AN/A4,4963,58066,12462,593
2016-10-04$24.44$24.0017.4%4.8%13.9%9.4%16.7%1.4%-1.1%600.7K11.7M-341.7K0.8014.36N/AN/A3,7963,04466,60862,903
2016-10-05$24.47$24.0017.7%4.9%13.9%9.6%18.1%3.6%-3.8%738.7K9.9M-344.7K0.8532.82N/AN/A3,3282,83368,25763,110
2016-10-06$24.57$24.0019.6%5.6%14.0%11.0%20.6%3.0%-2.1%942.5K5.3M-353.6K0.8529.67N/AN/A3,4402,91668,67263,192
2016-10-07$24.63$24.0019.4%5.9%11.6%10.9%21.5%2.6%-2.2%772.7K4.0M-336.7K0.8520.86N/AN/A3,7633,19968,63563,163
2016-10-10$24.72$24.0019.1%5.7%11.7%10.7%20.9%-0.5%2.0%995.3K-959.9K-337.2K1.0118.88N/AN/A3,1693,19667,66362,567
2016-10-11$24.65$24.0019.2%5.9%10.8%10.8%22.3%1.7%2.4%773.9K3.5M-334.2K1.2821.59N/AN/A2,8323,62767,83662,577
2016-10-12$24.64$24.0019.7%5.7%10.8%11.2%21.8%0.6%0.4%930.7K4.1M-333.6K1.1235.10N/AN/A2,8803,22767,94962,160
2016-10-13$24.57$24.0019.6%5.6%10.4%11.1%20.0%1.2%-1.4%839.7K4.3M-317.1K1.1122.88N/AN/A3,0013,34468,04362,194
2016-10-14$24.71$24.0019.1%5.6%10.6%10.7%21.3%0.7%1.0%825.3K-1.5M-316.5K1.2218.20N/AN/A3,6094,39068,38562,837
2016-10-17$24.39$24.0020.3%5.9%11.6%11.6%20.7%0.4%-1.8%462.0K9.1M-306.1K1.1717.29N/AN/A3,3233,89168,61264,039
2016-10-18$24.87$24.0019.8%5.7%13.5%11.2%19.8%0.0%0.4%690.2K-4.3M-314.8K0.8617.64N/AN/A3,1622,71368,76965,275
2016-10-19$24.76$24.0020.2%5.8%13.1%11.5%22.1%1.7%-1.4%857.6K-4.3M-309.3K0.3532.76N/AN/A8,1562,85968,90465,278
2016-10-20$24.75$24.0019.3%5.6%13.1%10.8%19.8%1.9%-1.1%1.1M-6.9M-329.1K0.3021.74N/AN/A8,3122,46373,64665,153
2016-10-21$24.73$24.0018.4%5.5%12.4%10.2%18.9%-0.4%-2.3%856.2K-3.7M-326.7K0.7525.51N/AN/A3,6952,78973,69465,181
2016-10-24$25.03$24.0018.5%5.6%10.8%10.2%18.4%-0.5%1.9%1.0M-3.3M-328.0K0.5118.72N/AN/A4,1592,11653,04744,297
2016-10-25$24.91$24.0017.3%5.1%10.7%9.3%18.9%-2.2%2.2%1.1M-1.8M-323.6K0.4919.85N/AN/A4,4392,18254,02944,626
2016-10-26$24.81$24.0019.1%5.6%10.8%10.6%20.2%0.6%0.9%1.2M-370.9K-333.3K0.5122.06N/AN/A5,3392,74754,91544,970
2016-10-27$24.71$25.0018.8%5.4%10.9%10.5%18.9%0.6%-0.5%1.0M3.6M-318.0K0.6225.03N/AN/A4,2482,65253,62845,539
2016-10-28$24.67$25.0019.0%5.3%10.9%10.6%18.0%2.1%-1.3%746.9K2.6M-319.8K0.7724.31N/AN/A3,6202,78653,87045,726
2016-10-31$24.67$25.0017.6%5.5%10.9%9.5%18.3%-0.4%2.0%618.9K5.1M-313.5K0.7098.80N/AN/A3,5042,46053,25245,298