ASHR Options History — April 2017

In April 2017, ASHR traded between $24.78 and $25.48. ATM implied volatility averaged 14.4%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.4% (HV 20d: 11.0%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.88.

Notable Days

  • 2017-04-21: Highest Volume — 20,392 contracts
  • 2017-04-06: Largest IV spike — 21.3% change
  • 2017-04-06: Highest IV Rank — 16.2%
  • 2017-04-06: Largest Expected Move — 4.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.14$24.78$25.48$25.18$24.78
Max Pain$25.16$25.00$26.00$26.00$25.00
ATM IV14.4%13.1%17.1%14.8%13.4%
Expected Move4.0%3.6%4.4%3.8%3.6%
HV 20d11.0%9.6%12.1%12.1%9.9%
HV 60d10.7%10.4%11.1%11.0%11.0%
IV Rank5.0%0.0%16.2%6.4%1.4%
IV Percentile5.6%0.0%17.9%6.3%1.2%
Term Structure0.7%-1.2%6.1%1.1%0.1%
VWIV14.0%11.0%16.8%13.4%13.0%
Skew 25d0.4%-3.0%3.2%-3.0%0.6%
Skew 10d1.2%-2.1%6.4%0.3%6.4%
Call IV 25d15.5%13.2%19.0%16.1%15.8%
Put IV 25d16.0%13.1%18.4%13.1%16.4%
Bid-Ask Spread %55.4315.93101.9241.6850.20
Gamma HHI0.320.190.560.270.21
Net GEX3.8M2.1M6.2M3.1M2.1M
Net DEX-6.4M-15.7M6.0M5.9M-8.5M
Net VEX-480.9K-530.3K-432.1K-451.6K-483.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.521.181.101.12
Total Volume14,406.73711,28120,39211,28113,830
Total OI127,139.211100,499146,471127,517102,218

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$25.18$26.0014.8%3.8%12.1%6.4%13.4%-3.0%1.1%3.1M5.9M-451.6K1.1041.68N/AN/A5,3665,91572,54354,974
2017-04-04$25.28$26.0014.3%3.9%12.1%4.5%13.6%0.2%-0.1%3.6M2.4M-443.5K0.8015.93N/AN/A6,9765,59672,64455,018
2017-04-05$25.48$26.0014.1%4.0%12.0%3.5%11.0%1.4%0.6%5.2M-7.1M-454.7K1.0739.69N/AN/A5,6486,02974,49855,029
2017-04-06$25.46$25.0017.1%4.4%11.6%16.2%15.3%1.6%-0.1%5.2M-5.2M-458.6K1.1769.69N/AN/A5,3646,25974,71455,409
2017-04-07$25.48$25.0015.4%4.1%11.6%9.2%14.3%0.2%1.0%5.2M-6.7M-448.6K1.0928.18N/AN/A5,4155,89374,73155,784
2017-04-10$25.25$25.0013.5%4.1%11.9%1.0%14.4%0.7%1.0%3.8M6.0M-443.9K1.1696.61N/AN/A5,6966,60074,65155,832
2017-04-11$25.40$25.0014.4%4.4%11.9%4.7%16.8%0.3%-0.7%4.6M609.9K-432.1K0.63101.92N/AN/A9,5726,01874,98356,614
2017-04-12$25.37$25.0014.0%4.4%10.7%3.1%15.3%3.2%2.3%4.5M-5.8M-462.8K0.5398.69N/AN/A11,3156,01178,90256,616
2017-04-13$25.42$25.0015.1%4.2%10.5%7.8%14.1%-1.8%0.1%5.0M-14.0M-493.8K0.5438.30N/AN/A11,1995,99183,14456,700
2017-04-17$25.19$25.0015.4%4.4%9.6%9.4%15.3%-1.5%0.2%4.3M-15.7M-509.8K0.5237.46N/AN/A11,3675,92387,01856,606
2017-04-18$24.96$25.0015.0%4.3%10.1%7.6%15.7%1.7%1.1%3.0M-6.3M-530.3K0.5574.38N/AN/A10,6685,86587,25956,696
2017-04-19$24.83$25.0014.1%4.0%10.2%3.6%15.0%1.4%-1.2%3.0M-2.0M-497.5K0.5673.98N/AN/A10,5345,89888,41856,725
2017-04-20$25.09$25.0014.4%3.9%10.8%4.7%13.5%0.5%6.1%4.8M-12.4M-504.5K0.5432.63N/AN/A10,7235,80188,62856,865
2017-04-21$25.06$25.0015.1%4.2%10.8%7.8%14.7%2.8%1.1%6.2M-11.9M-500.2K0.7960.59N/AN/A11,3998,99389,72356,748
2017-04-24$24.80$25.0013.1%3.7%10.9%0.0%12.8%-2.5%-0.6%2.1M-10.1M-515.8K1.1845.56N/AN/A5,8836,93054,62545,874
2017-04-25$24.89$25.0013.8%3.6%11.0%2.9%12.9%1.5%0.5%2.2M-11.2M-504.3K1.1374.39N/AN/A6,1096,92654,93046,517
2017-04-26$24.87$25.0013.5%3.6%10.7%1.5%12.3%-0.1%0.1%2.1M-11.0M-496.3K1.1232.00N/AN/A6,1296,86055,38846,554
2017-04-27$24.82$25.0013.1%3.6%10.8%0.1%13.1%1.1%1.6%2.1M-8.1M-506.3K1.1341.33N/AN/A6,1266,90155,40046,667
2017-04-28$24.78$25.0013.4%3.6%9.9%1.4%13.0%0.6%0.1%2.1M-8.5M-483.1K1.1250.20N/AN/A6,5177,31355,50746,711