ASHR Options History — November 2016

In November 2016, ASHR traded between $24.69 and $26.13. ATM implied volatility averaged 20.3%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 9.0% (HV 20d: 11.4%). Max pain ranged from $25.00 to $26.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.91.

Notable Days

  • 2016-11-25: Highest Volume — 13,784 contracts
  • 2016-11-02: Largest IV spike — 11.2% change
  • 2016-11-28: Highest IV Rank — 13.1%
  • 2016-11-29: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.14$24.69$26.13$24.80$25.88
Max Pain$25.52$25.00$26.50$25.00$26.50
ATM IV20.3%18.1%22.8%18.1%22.8%
Expected Move5.8%5.1%7.0%5.6%6.7%
HV 20d11.4%10.0%13.6%10.8%13.6%
HV 60d12.6%11.4%14.6%14.6%12.9%
IV Rank10.8%3.6%13.1%10.0%4.5%
IV Percentile19.7%4.8%33.3%4.8%33.3%
Term Structure0.7%-3.6%5.4%-0.3%0.7%
VWIV19.2%14.5%24.8%21.7%22.7%
Skew 25d1.5%-0.7%3.9%1.9%1.1%
Skew 10d4.6%-1.4%10.1%-0.4%4.6%
Call IV 25d19.2%16.5%23.5%17.1%21.3%
Put IV 25d20.7%18.1%23.4%19.0%22.3%
Bid-Ask Spread %36.7121.15108.45101.3332.51
Gamma HHI0.150.120.190.150.17
Net GEX1.1M706.1K1.7M831.2K1.7M
Net DEX-2.5M-19.3M4.1M2.1M-16.4M
Net VEX-324.8K-369.5K-306.4K-324.6K-369.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.381.320.840.82
Total Volume8,348.1435,48913,7845,65510,727
Total OI101,083.33396,006110,77698,948110,776

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-11-01$24.80$25.0018.1%5.6%10.8%10.0%21.7%1.9%-0.3%831.2K2.1M-324.6K0.84101.33N/AN/A3,0802,57553,36045,588
2016-11-02$24.69$25.0020.2%5.7%10.9%11.5%19.5%2.3%1.5%772.6K4.0M-324.5K0.81108.45N/AN/A3,0352,45453,55345,790
2016-11-03$24.88$26.0019.8%6.0%11.2%11.2%15.8%1.3%-0.2%1.0M2.6M-322.3K0.7721.15N/AN/A3,2272,49153,57745,829
2016-11-04$24.74$26.0020.0%5.8%11.4%11.4%24.1%0.9%-0.7%706.1K3.9M-309.8K0.8125.78N/AN/A3,3072,67553,86645,942
2016-11-07$24.86$26.0018.6%6.0%11.4%10.3%20.4%1.8%2.5%845.0K625.5K-332.9K1.2328.25N/AN/A4,1825,14853,23845,940
2016-11-08$25.03$26.0018.7%5.9%11.6%10.4%16.0%1.1%2.6%1.3M-1.4M-318.1K1.3224.39N/AN/A3,9325,20654,65545,857
2016-11-09$24.93$26.0018.8%5.2%11.7%10.4%16.5%3.8%-0.8%1.2M605.9K-321.0K0.9443.10N/AN/A4,2573,99555,28646,047
2016-11-10$24.73$26.0020.7%5.8%12.0%11.9%24.8%1.4%-0.0%967.8K3.3M-317.7K1.0423.12N/AN/A3,9374,08954,89846,109
2016-11-11$25.11$26.0019.6%6.1%13.0%11.1%22.8%-0.7%3.0%1.2M-1.9M-320.5K0.8124.36N/AN/A4,2153,41555,14046,219
2016-11-14$25.03$26.0021.2%6.2%12.1%12.3%19.9%1.3%1.8%1.3M-3.8M-344.1K0.7121.73N/AN/A5,1733,64955,54046,696
2016-11-15$25.07$25.0021.2%6.1%10.0%12.3%17.2%1.6%-0.2%1.1M-1.2M-313.3K1.0330.08N/AN/A3,4043,49655,33047,005
2016-11-16$24.96$25.0019.8%5.7%10.0%11.2%16.1%2.2%2.4%1.1M1.1M-316.0K0.9629.12N/AN/A3,6843,53555,34347,100
2016-11-17$25.07$25.0019.0%5.2%10.1%10.6%19.5%1.0%5.4%1.2M-1.0M-322.9K1.1135.11N/AN/A3,4453,84055,30547,385
2016-11-18$24.87$25.0018.9%5.2%10.5%10.5%17.8%0.3%1.1%1.1M4.1M-316.2K1.1035.18N/AN/A3,9004,30055,33047,834
2016-11-21$25.07$25.0020.1%5.1%10.0%11.4%17.6%3.9%1.1%906.4K499.2K-306.4K1.1628.50N/AN/A3,4574,00653,06042,946
2016-11-22$25.39$25.0021.9%5.2%10.8%12.8%16.7%2.0%-3.6%1.0M-3.1M-315.0K0.8837.48N/AN/A4,0403,55753,42343,612
2016-11-23$25.27$25.0021.9%5.1%10.8%12.8%17.5%0.1%-0.0%1.0M-1.7M-317.5K0.8932.55N/AN/A4,0213,58553,64943,885
2016-11-25$25.70$25.0021.9%5.6%12.0%12.8%19.2%1.1%-1.3%1.2M-9.2M-310.1K0.3842.50N/AN/A9,9773,80753,82744,056
2016-11-28$25.72$25.0022.2%6.4%12.0%13.1%14.5%2.4%-0.1%1.6M-15.5M-339.5K1.0321.80N/AN/A5,5265,70959,14943,588
2016-11-29$26.13$26.5021.6%7.0%12.9%3.6%22.7%-0.1%0.6%1.5M-19.3M-358.9K0.5624.38N/AN/A8,5034,75060,69046,327
2016-11-30$25.88$26.5022.8%6.7%13.6%4.5%22.7%1.1%0.7%1.7M-16.4M-369.5K0.8232.51N/AN/A5,8834,84463,88846,888