ASHR Options History — May 2017

In May 2017, ASHR traded between $24.02 and $25.73. ATM implied volatility averaged 14.6%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 4.1% (HV 20d: 10.5%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.36.

Notable Days

  • 2017-05-25: Highest Volume — 15,993 contracts
  • 2017-05-25: Largest IV spike — 15.1% change
  • 2017-05-26: Highest IV Rank — 20.1%
  • 2017-05-30: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.71$24.02$25.73$24.83$25.73
Max Pain$24.82$24.00$25.00$25.00$25.00
ATM IV14.6%12.7%17.3%14.4%16.0%
Expected Move4.2%3.5%5.0%3.7%4.7%
HV 20d10.5%8.5%14.1%9.2%14.1%
HV 60d11.3%10.9%12.4%11.1%11.9%
IV Rank8.3%0.0%20.1%5.6%14.3%
IV Percentile12.7%0.0%31.7%7.9%26.6%
Term Structure0.1%-1.8%2.6%-1.8%-0.0%
VWIV14.8%12.5%17.3%13.1%16.4%
Skew 25d0.5%-2.5%2.7%0.6%0.1%
Skew 10d1.7%-2.7%7.0%1.6%1.0%
Call IV 25d15.4%12.2%17.7%16.5%17.0%
Put IV 25d15.8%13.8%18.2%17.1%17.1%
Bid-Ask Spread %23.858.0893.8043.4817.53
Gamma HHI0.190.130.270.210.13
Net GEX2.0M1.1M2.8M2.1M2.6M
Net DEX-3.0M-34.8M17.1M-10.1M-34.8M
Net VEX-461.5K-487.5K-436.6K-487.5K-451.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.361.031.701.081.28
Total Volume14,028.36413,01215,99314,11013,419
Total OI105,636.682102,419108,820102,419106,824

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$24.83$25.0014.4%3.7%9.2%5.6%13.1%0.6%-1.8%2.1M-10.1M-487.5K1.0843.48N/AN/A6,7937,31755,49746,922
2017-05-02$24.76$25.0012.7%3.5%9.2%0.0%13.1%1.6%0.4%2.1M-6.0M-458.8K1.1023.61N/AN/A6,5577,23555,51846,946
2017-05-03$24.64$25.0013.5%3.7%9.1%3.3%13.3%-2.5%-0.5%2.0M-2.4M-481.4K1.0542.11N/AN/A6,6036,91755,52446,988
2017-05-04$24.51$25.0012.9%4.0%8.5%0.9%14.4%-1.8%0.7%1.7M2.3M-460.3K1.3824.88N/AN/A5,9448,20055,56447,055
2017-05-05$24.34$25.0013.0%3.9%8.7%1.0%14.3%1.5%0.2%1.6M12.4M-454.3K1.5520.10N/AN/A5,2278,09655,97948,393
2017-05-08$24.05$25.0014.1%4.3%9.2%6.1%14.9%1.9%1.0%1.1M16.9M-446.2K1.3919.39N/AN/A5,6607,88056,08548,675
2017-05-09$24.12$24.0014.2%4.2%9.2%6.6%14.7%1.9%0.4%1.2M17.0M-471.0K1.5115.61N/AN/A5,2958,00556,60848,978
2017-05-10$24.02$24.0014.3%4.2%8.6%6.8%14.7%2.3%0.6%1.2M17.1M-452.4K1.3320.09N/AN/A5,8907,82656,98548,802
2017-05-11$24.14$24.0014.8%4.1%9.1%9.2%14.4%2.7%-1.5%1.3M13.7M-445.6K1.2918.19N/AN/A5,7737,47557,67648,881
2017-05-12$24.50$24.0014.3%4.3%10.9%6.9%15.5%0.4%1.0%1.9M4.2M-470.0K1.3417.75N/AN/A6,0638,15057,74048,906
2017-05-15$24.59$25.0014.8%4.3%10.7%9.3%15.3%-0.0%0.1%2.4M1.3M-469.4K1.458.08N/AN/A5,9728,65058,06848,561
2017-05-16$24.82$25.0014.5%4.2%10.9%8.0%14.6%0.3%0.5%2.8M-5.6M-472.4K1.5117.78N/AN/A5,8618,84758,31949,327
2017-05-17$24.61$25.0015.2%4.4%11.1%11.1%15.4%0.4%-0.3%2.0M2.3M-477.1K1.6323.84N/AN/A5,4598,89358,43049,746
2017-05-18$24.55$25.0015.6%4.5%10.4%12.7%16.1%0.4%-0.5%1.7M4.2M-475.6K1.6011.32N/AN/A5,4988,80458,80449,890
2017-05-19$24.64$25.0014.0%4.0%10.5%5.7%14.0%0.1%0.1%1.7M3.5M-462.8K1.5419.74N/AN/A5,8328,96258,85949,961
2017-05-22$24.66$25.0014.3%4.0%9.9%6.8%14.7%0.3%-0.1%1.8M-2.0M-446.8K1.7013.92N/AN/A5,0928,65456,60948,231
2017-05-23$24.78$25.0014.1%3.9%10.0%6.3%12.5%0.1%0.2%2.4M-6.1M-457.6K1.3511.35N/AN/A6,3108,51456,74848,213
2017-05-24$24.82$25.0014.2%3.9%10.0%6.5%13.9%-0.2%0.2%2.5M-7.0M-436.6K1.3629.64N/AN/A5,5897,62256,69148,174
2017-05-25$25.53$25.0016.3%4.5%14.1%16.0%16.0%0.2%0.5%2.6M-28.7M-458.5K1.1019.38N/AN/A7,6218,37256,85148,167
2017-05-26$25.49$25.0017.3%4.6%14.1%20.1%16.0%-0.1%2.6%2.7M-28.5M-465.0K1.0393.80N/AN/A7,2477,48858,89049,378
2017-05-30$25.58$25.0017.2%5.0%14.1%20.0%17.3%-0.0%-0.4%2.6M-28.9M-451.5K1.2613.08N/AN/A5,7597,25357,66047,884
2017-05-31$25.73$25.0016.0%4.7%14.1%14.3%16.4%0.1%-0.0%2.6M-34.8M-451.8K1.2817.53N/AN/A5,8757,54458,36348,461