ASHR Options History — June 2017

In June 2017, ASHR traded between $25.51 and $27.28. ATM implied volatility averaged 16.2%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.2% (HV 20d: 13.1%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.85.

Notable Days

2017-06-21: Highest Volume — 29,177 contracts
2017-06-14: Largest IV drop — 13.4% change
2017-06-20: Highest IV Rank — 25.5%
2017-06-20: Largest Expected Move — 5.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.37	$25.51	$27.28	$25.77	$27.28
Max Pain	$25.23	$25.00	$26.00	$25.00	$26.00
ATM IV	16.2%	14.6%	18.4%	18.2%	16.5%
Expected Move	4.6%	4.1%	5.1%	4.6%	4.2%
HV 20d	13.1%	11.1%	14.3%	13.9%	11.7%
HV 60d	11.9%	11.5%	12.2%	11.9%	11.9%
IV Rank	17.0%	9.7%	25.5%	24.1%	21.1%
IV Percentile	29.0%	15.5%	43.7%	38.9%	35.7%
Term Structure	0.1%	-1.2%	2.0%	-1.0%	2.0%
VWIV	16.1%	12.1%	19.0%	17.1%	13.0%
Skew 25d	-0.7%	-3.0%	0.5%	-1.9%	-0.7%
Skew 10d	-0.1%	-2.0%	2.1%	1.7%	-2.0%
Call IV 25d	17.3%	15.6%	20.7%	19.1%	16.9%
Put IV 25d	16.6%	14.8%	18.2%	17.2%	16.2%
Bid-Ask Spread %	16.87	7.21	28.83	24.69	15.81
Gamma HHI	0.17	0.12	0.48	0.12	0.16
Net GEX	3.8M	2.3M	12.8M	2.4M	3.1M
Net DEX	-49.1M	-84.4M	-22.1M	-35.2M	-63.7M
Net VEX	-465.1K	-495.2K	-440.0K	-451.1K	-478.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.27	1.43	1.36	0.55
Total Volume	15,290.773	11,301	29,177	12,414	11,301
Total OI	114,620.864	105,540	137,912	107,240	118,835

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-06-01	$25.77	$25.00	18.2%	4.6%	13.9%	24.1%	17.1%	-1.9%	-1.0%	2.4M	-35.2M	-451.1K	1.36	24.69	N/A	N/A	5,269	7,145	58,622	48,618
2017-06-02	$25.65	$25.00	16.3%	4.3%	13.8%	15.9%	15.2%	-0.9%	-0.6%	2.4M	-31.6M	-445.4K	1.43	28.83	N/A	N/A	5,048	7,194	58,721	48,828
2017-06-05	$25.51	$25.00	16.3%	5.0%	13.7%	15.7%	19.0%	-3.0%	0.5%	2.3M	-22.1M	-440.0K	1.32	16.28	N/A	N/A	5,062	6,695	56,793	48,747
2017-06-06	$25.78	$25.00	16.0%	4.8%	12.9%	14.3%	14.9%	-0.5%	-0.0%	2.5M	-29.5M	-448.5K	1.34	14.74	N/A	N/A	5,066	6,778	57,000	48,790
2017-06-07	$26.06	$25.00	16.0%	4.8%	13.2%	14.5%	17.0%	-0.6%	-0.1%	2.7M	-36.6M	-442.2K	1.30	16.00	N/A	N/A	5,598	7,255	56,722	48,902
2017-06-08	$26.40	$25.00	15.8%	4.9%	13.2%	13.4%	16.4%	-0.3%	-0.0%	2.8M	-46.3M	-444.3K	0.83	12.23	N/A	N/A	9,409	7,798	57,289	49,298
2017-06-09	$26.45	$25.00	16.2%	4.9%	13.2%	15.4%	14.3%	-0.6%	0.3%	2.9M	-49.8M	-458.5K	0.87	14.09	N/A	N/A	8,157	7,134	59,499	49,758
2017-06-12	$26.34	$25.00	17.6%	4.8%	13.0%	21.6%	18.8%	-0.4%	-0.9%	2.8M	-48.2M	-467.2K	0.99	14.93	N/A	N/A	7,378	7,276	59,817	49,221
2017-06-13	$26.47	$25.00	18.4%	4.7%	13.0%	25.1%	17.8%	-2.7%	-1.2%	2.8M	-52.1M	-458.8K	1.14	13.21	N/A	N/A	7,051	8,015	59,961	49,857
2017-06-14	$26.17	$25.00	15.9%	4.5%	13.9%	14.2%	16.1%	-0.3%	-0.6%	2.8M	-40.4M	-482.0K	0.99	19.13	N/A	N/A	8,074	8,026	58,899	49,977
2017-06-15	$26.02	$25.00	17.1%	4.8%	13.6%	21.1%	16.6%	0.5%	0.4%	3.4M	-39.4M	-453.7K	1.10	7.21	N/A	N/A	7,330	8,058	59,736	50,231
2017-06-16	$26.00	$25.00	15.7%	4.6%	13.5%	15.4%	16.2%	-0.3%	0.7%	3.7M	-36.9M	-457.0K	0.39	14.40	N/A	N/A	12,121	4,700	59,818	50,328
2017-06-19	$26.25	$25.00	16.0%	4.6%	13.7%	16.7%	19.0%	0.0%	0.4%	3.8M	-47.2M	-472.4K	0.40	15.60	N/A	N/A	9,814	3,961	62,530	48,775
2017-06-20	$26.10	$25.00	17.7%	5.1%	14.1%	25.5%	16.9%	-0.7%	-0.5%	3.8M	-42.7M	-479.3K	0.27	14.77	N/A	N/A	19,683	5,381	63,830	49,073
2017-06-21	$26.37	$25.00	16.4%	4.7%	14.3%	19.0%	16.2%	-0.2%	0.2%	8.9M	-61.8M	-495.2K	1.38	18.98	N/A	N/A	12,249	16,928	74,635	61,879
2017-06-22	$26.44	$25.00	15.5%	4.4%	14.3%	14.2%	17.4%	-0.4%	0.5%	12.8M	-65.8M	-490.1K	0.73	15.16	N/A	N/A	7,518	5,477	75,920	61,992
2017-06-23	$26.69	$25.00	14.6%	4.1%	11.1%	9.7%	15.0%	-0.9%	1.1%	3.9M	-84.4M	-479.6K	0.40	15.87	N/A	N/A	13,566	5,452	75,705	62,044
2017-06-26	$27.08	$26.00	15.6%	4.1%	11.8%	14.7%	13.8%	-1.4%	-0.1%	3.4M	-63.1M	-475.4K	0.60	16.67	N/A	N/A	9,548	5,724	65,612	51,212
2017-06-27	$27.09	$26.00	15.4%	4.1%	11.9%	13.7%	14.7%	-0.5%	0.3%	3.4M	-62.1M	-473.3K	0.49	17.95	N/A	N/A	8,305	4,105	65,797	51,886
2017-06-28	$27.07	$26.00	15.2%	4.2%	11.9%	14.1%	12.1%	-0.9%	0.2%	3.4M	-61.7M	-462.1K	0.47	17.22	N/A	N/A	8,021	3,783	65,881	52,298
2017-06-29	$27.09	$26.00	15.2%	4.4%	11.9%	14.1%	15.8%	0.4%	0.3%	3.2M	-58.7M	-477.0K	0.38	27.48	N/A	N/A	10,121	3,823	65,614	52,709
2017-06-30	$27.28	$26.00	16.5%	4.2%	11.7%	21.1%	13.0%	-0.7%	2.0%	3.1M	-63.7M	-478.2K	0.55	15.81	N/A	N/A	7,270	4,031	65,932	52,903