ASHR Options History — February 2017

In February 2017, ASHR traded between $24.52 and $25.46. ATM implied volatility averaged 16.1%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 7.3% (HV 20d: 8.8%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.08.

Notable Days

  • 2017-02-21: Highest Volume — 37,410 contracts
  • 2017-02-23: Largest IV spike — 20.9% change
  • 2017-02-23: Highest IV Rank — 11.2%
  • 2017-02-22: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.02$24.52$25.46$24.96$25.19
Max Pain$25.53$25.00$35.00$25.00$25.00
ATM IV16.1%14.5%17.9%15.4%16.0%
Expected Move4.6%4.1%5.1%4.4%4.6%
HV 20d8.8%7.3%12.3%12.3%10.3%
HV 60d14.9%14.3%15.2%15.2%14.3%
IV Rank3.8%0.0%11.2%0.0%5.0%
IV Percentile3.1%0.0%11.5%0.0%5.2%
Term Structure0.2%-2.5%3.7%2.4%2.6%
VWIV15.9%14.3%17.4%16.9%15.7%
Skew 25d0.4%-2.9%3.0%0.9%0.1%
Skew 10d0.9%-3.1%8.4%-3.1%-0.1%
Call IV 25d17.0%14.9%20.8%16.8%17.3%
Put IV 25d17.4%15.8%19.4%17.7%17.3%
Bid-Ask Spread %30.4012.7894.5741.4130.16
Gamma HHI0.190.130.270.180.20
Net GEX1.5M296.2K3.8M755.3K3.2M
Net DEX11.3M-15.1M27.2M15.6M-4.1M
Net VEX-515.4K-602.3K-476.3K-506.6K-564.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.221.381.381.10
Total Volume17,058.84211,02437,41019,31011,197
Total OI109,997.21199,527124,888104,961124,888

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$24.96$25.0015.4%4.4%12.3%0.0%16.9%0.9%2.4%755.3K15.6M-506.6K1.3841.41N/AN/A8,11611,19448,29356,668
2017-02-02$24.99$35.0017.8%5.0%9.3%6.6%17.4%-2.6%-2.2%710.0K17.8M-515.5K1.1942.33N/AN/A8,69810,38747,64857,147
2017-02-03$24.81$25.0017.8%4.8%9.4%6.6%16.7%-0.8%-1.4%335.5K21.5M-504.0K1.1630.06N/AN/A8,3709,68248,19857,170
2017-02-06$24.76$25.0016.7%5.0%7.3%3.7%16.8%3.0%3.3%455.3K21.8M-488.9K1.1719.23N/AN/A8,65210,09447,84456,946
2017-02-07$24.52$25.0017.0%4.9%8.2%4.5%16.4%0.2%0.2%296.2K27.2M-507.3K1.0935.21N/AN/A8,4879,22347,83856,440
2017-02-08$24.68$25.0015.7%4.5%8.4%0.9%15.8%1.7%0.3%500.3K23.5M-486.1K1.0918.24N/AN/A8,5039,23947,90756,565
2017-02-09$24.74$25.0016.0%4.6%7.5%1.6%16.5%0.6%0.5%643.8K24.2M-482.2K1.1422.46N/AN/A7,6968,75947,97556,569
2017-02-10$24.90$25.0014.6%4.1%7.8%0.0%15.1%0.9%-0.7%859.1K18.2M-482.7K1.2912.84N/AN/A7,2529,39047,96956,567
2017-02-13$24.99$25.0015.4%4.5%7.7%2.1%15.9%0.6%-0.4%1.1M17.9M-493.9K1.3517.50N/AN/A6,9719,43247,88856,298
2017-02-14$25.01$25.0015.3%4.4%7.3%1.8%15.6%0.9%-1.0%1.3M15.8M-480.2K1.2812.78N/AN/A7,0158,95347,84156,929
2017-02-15$24.96$25.0015.0%4.3%7.3%1.1%15.2%0.9%1.6%1.4M18.8M-476.3K1.1921.37N/AN/A7,3348,74747,66057,277
2017-02-16$25.13$25.0014.5%4.1%7.4%0.0%14.3%0.3%-0.9%1.8M13.8M-483.7K0.7441.32N/AN/A11,9558,82547,82057,291
2017-02-17$24.94$25.0015.8%4.4%7.3%4.4%14.9%-0.1%-1.5%1.6M15.9M-498.2K0.9321.98N/AN/A7,8747,30052,78757,163
2017-02-21$25.41$25.0016.4%4.5%9.6%6.2%15.3%0.8%0.5%527.6K3.0M-503.5K0.2218.14N/AN/A30,6716,73946,83052,697
2017-02-22$25.46$25.0014.8%5.1%9.6%1.0%16.3%-0.7%3.7%3.8M-15.1M-582.4K1.0394.57N/AN/A6,1366,29071,83753,032
2017-02-23$25.43$25.0017.9%4.5%9.6%11.2%15.1%-2.9%-1.9%3.8M-11.4M-602.3K0.9646.44N/AN/A6,4476,19971,76653,012
2017-02-24$25.37$25.0016.6%4.7%9.7%6.8%15.1%2.1%-2.5%3.4M-12.5M-582.5K1.0820.10N/AN/A5,4205,84771,59453,185
2017-02-27$25.16$25.0017.0%4.7%10.3%8.5%16.2%1.3%1.1%2.6M3.3M-551.7K1.0731.52N/AN/A5,3155,70971,31453,094
2017-02-28$25.19$25.0016.0%4.6%10.3%5.0%15.7%0.1%2.6%3.2M-4.1M-564.3K1.1030.16N/AN/A5,3375,86071,67453,214