ASHR Options History — January 2017

In January 2017, ASHR traded between $23.86 and $24.94. ATM implied volatility averaged 18.9%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 2.7% (HV 20d: 16.2%). Max pain ranged from $24.00 to $26.90. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.11.

Notable Days

  • 2017-01-19: Highest Volume — 24,321 contracts
  • 2017-01-25: Largest IV spike — 27.7% change
  • 2017-01-03: Highest IV Rank — 16.2%
  • 2017-01-05: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.51$23.86$24.94$23.86$24.94
Max Pain$24.45$24.00$26.90$26.90$25.00
ATM IV18.9%15.4%23.7%23.7%15.4%
Expected Move5.1%4.0%6.0%5.7%4.6%
HV 20d16.2%13.3%19.9%17.3%13.3%
HV 60d15.5%14.7%16.0%14.7%15.3%
IV Rank5.4%0.0%16.2%16.2%0.0%
IV Percentile13.9%0.0%45.2%45.2%0.0%
Term Structure-0.9%-4.2%2.4%-3.7%2.4%
VWIV17.8%13.1%21.4%21.4%15.4%
Skew 25d1.0%-3.1%4.4%4.1%-0.2%
Skew 10d1.0%-4.6%8.7%4.0%-1.1%
Call IV 25d19.3%16.4%23.4%20.5%16.4%
Put IV 25d20.4%16.2%24.6%24.6%16.2%
Bid-Ask Spread %52.9831.0567.5531.0548.75
Gamma HHI0.210.130.330.130.17
Net GEX604.8K-147.1K1.6M53.8K647.2K
Net DEX18.0M9.9M27.5M26.3M16.3M
Net VEX-426.9K-515.7K-342.6K-342.6K-495.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.731.710.951.37
Total Volume17,056.810,21724,32110,87518,841
Total OI122,861.6590,200157,212116,881104,485

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-01-03$23.86$26.9023.7%5.7%17.3%16.2%21.4%4.1%-3.7%53.8K26.3M-342.6K0.9531.05N/AN/A5,5805,29562,24854,633
2017-01-04$24.44$25.0022.1%5.5%19.6%12.2%19.9%-1.0%0.6%428.4K14.8M-371.0K1.0333.49N/AN/A5,0275,19063,70056,717
2017-01-05$24.62$24.0021.6%6.0%19.7%10.9%21.1%-0.4%-0.6%580.9K10.8M-377.5K0.7346.57N/AN/A7,4745,48064,08358,076
2017-01-06$24.23$24.0021.0%5.7%19.9%9.3%20.7%3.5%-0.7%463.3K21.2M-392.1K0.8160.49N/AN/A7,5186,07066,94359,447
2017-01-09$24.26$24.0021.3%5.5%19.8%10.4%20.1%1.6%-2.8%533.9K17.7M-395.9K0.9258.87N/AN/A6,4885,95370,02559,579
2017-01-10$24.35$24.0019.8%5.9%19.7%6.4%21.3%-3.1%1.1%747.3K14.2M-399.2K1.0266.57N/AN/A7,8568,01270,60860,051
2017-01-11$24.12$24.0017.9%5.4%16.1%1.3%19.0%4.1%1.3%-147.1K22.7M-400.3K0.7950.39N/AN/A8,6066,81473,03961,979
2017-01-12$24.16$24.0017.5%5.1%16.1%0.4%16.4%1.3%-0.7%401.4K22.0M-385.3K0.7962.97N/AN/A8,5006,70577,80764,329
2017-01-13$24.28$24.0018.2%4.8%15.4%2.2%17.3%4.4%-1.6%209.9K21.4M-397.5K0.8455.45N/AN/A9,0997,66278,00064,521
2017-01-17$24.48$24.0019.4%5.6%15.3%5.4%14.1%4.2%-1.2%23.1K14.4M-384.9K0.9150.16N/AN/A8,4327,63377,70764,505
2017-01-18$24.46$24.0018.3%5.2%15.2%2.6%16.9%1.5%-1.5%1.6M14.8M-377.8K0.7758.86N/AN/A9,3267,17878,09664,876
2017-01-19$24.38$24.0018.4%5.4%15.2%3.0%19.1%1.6%-3.5%185.3K19.7M-383.1K1.7160.98N/AN/A8,97315,34878,51165,335
2017-01-20$24.64$24.0016.4%4.8%15.3%0.0%16.5%-0.9%-0.9%1.2M27.5M-455.2K0.9067.55N/AN/A9,1798,29381,70575,507
2017-01-23$24.74$24.0016.6%4.6%15.3%0.6%13.1%0.5%0.5%1.1M9.9M-465.9K1.5064.27N/AN/A7,70311,58245,27344,927
2017-01-24$24.73$24.0016.0%4.5%15.2%0.0%18.4%0.2%-0.9%955.4K13.5M-496.8K1.3235.92N/AN/A9,39512,40145,66149,492
2017-01-25$24.82$25.0020.4%4.6%14.4%11.7%13.8%0.3%-0.2%1.1M18.5M-509.2K1.6056.26N/AN/A8,51413,62748,35552,926
2017-01-26$24.85$25.0018.5%4.4%14.2%6.7%17.7%-0.4%-2.4%660.5K17.9M-501.9K1.3851.00N/AN/A9,05312,50648,54355,977
2017-01-27$24.88$25.0015.8%4.2%13.4%0.0%16.9%-1.7%-4.2%637.3K16.3M-515.7K1.3740.60N/AN/A8,87312,18448,42456,888
2017-01-30$24.87$25.0018.9%4.0%13.5%8.6%17.4%1.0%0.2%652.3K19.6M-489.6K1.4659.33N/AN/A7,62011,14647,91956,336
2017-01-31$24.94$25.0015.4%4.6%13.3%0.0%15.4%-0.2%2.4%647.2K16.3M-495.9K1.3748.75N/AN/A7,93610,90547,94456,541