ASHR Options History — July 2017

In July 2017, ASHR traded between $27.05 and $28.19. ATM implied volatility averaged 15.0%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 3.3% (HV 20d: 11.7%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.53.

Notable Days

  • 2017-07-19: Highest Volume — 17,990 contracts
  • 2017-07-25: Largest IV drop — 9.4% change
  • 2017-07-13: Highest IV Rank — 26.5%
  • 2017-07-14: Largest Expected Move — 4.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.64$27.05$28.19$27.05$28.19
Max Pain$26.20$26.00$27.00$26.00$27.00
ATM IV15.0%13.8%16.1%15.6%14.0%
Expected Move4.2%3.6%4.6%4.3%3.6%
HV 20d11.7%9.3%13.1%12.0%12.3%
HV 60d12.2%11.6%12.6%12.1%12.5%
IV Rank16.9%9.1%26.5%16.0%10.7%
IV Percentile20.9%4.8%35.3%26.2%7.1%
Term Structure-0.1%-1.5%0.9%0.5%-0.7%
VWIV15.5%12.6%19.7%13.5%12.6%
Skew 25d-0.5%-2.8%1.6%-0.5%1.6%
Skew 10d-0.5%-2.4%4.0%-1.9%1.1%
Call IV 25d16.0%14.3%18.9%16.5%14.3%
Put IV 25d15.5%13.8%17.3%16.0%15.9%
Bid-Ask Spread %16.388.3838.0811.1620.95
Gamma HHI0.150.080.270.170.09
Net GEX3.1M2.4M3.9M3.5M2.5M
Net DEX-65.9M-79.7M-52.5M-54.2M-76.6M
Net VEX-438.8K-475.9K-386.2K-470.7K-425.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.300.710.540.65
Total Volume11,105.47,78617,99010,60710,420
Total OI111,757.598,301125,924115,84198,301

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$27.05$26.0015.6%4.3%12.0%16.0%13.5%-0.5%0.5%3.5M-54.2M-470.7K0.5411.16N/AN/A6,8713,73664,36251,479
2017-07-05$27.17$26.0015.1%4.4%11.7%13.7%14.9%1.4%-0.0%3.3M-55.9M-475.9K0.5515.62N/AN/A6,6643,63764,01351,597
2017-07-06$27.10$26.0015.6%4.5%11.4%16.4%18.6%0.2%-0.2%3.4M-55.3M-469.0K0.5417.47N/AN/A6,2843,41764,28651,654
2017-07-07$27.15$26.0016.0%4.4%10.7%19.3%19.0%-2.8%0.0%3.9M-59.9M-422.8K0.5211.95N/AN/A6,4553,36864,45251,702
2017-07-10$27.14$26.0015.9%4.4%10.7%19.6%19.7%0.8%-1.3%3.7M-57.4M-443.7K0.5018.44N/AN/A6,5043,26064,16851,587
2017-07-11$27.39$26.0015.7%4.4%10.8%18.5%17.5%-1.2%-0.5%3.3M-64.9M-416.4K0.5114.81N/AN/A6,9613,51764,32651,641
2017-07-12$27.46$26.0015.1%4.5%10.8%18.8%17.4%-1.4%-0.1%3.8M-56.9M-433.5K0.4818.28N/AN/A7,2543,50661,44551,772
2017-07-13$27.61$26.0016.1%4.5%9.6%26.5%17.5%-0.5%-0.7%3.1M-61.2M-433.0K0.5012.12N/AN/A7,8743,94761,78351,721
2017-07-14$27.85$26.0015.1%4.6%9.3%18.5%17.3%-1.0%0.9%2.5M-66.7M-418.9K0.4613.01N/AN/A9,1954,20662,07652,334
2017-07-17$27.36$26.0015.1%4.3%11.9%19.4%12.8%-0.4%-0.2%3.1M-52.5M-446.5K0.4814.62N/AN/A10,0184,82862,27952,583
2017-07-18$27.39$26.0014.6%4.2%11.6%15.6%14.8%-0.0%0.9%3.6M-57.8M-403.6K0.458.38N/AN/A10,5174,75564,55154,123
2017-07-19$27.99$26.0014.6%4.2%13.1%15.2%13.6%-0.2%0.5%2.5M-77.8M-386.2K0.309.35N/AN/A13,8904,10067,43854,583
2017-07-20$28.06$26.0014.8%4.2%12.9%17.1%17.3%-0.3%0.4%3.1M-79.7M-422.3K0.3412.66N/AN/A11,2383,76970,58154,844
2017-07-21$27.97$26.0014.5%4.1%13.1%15.0%14.7%-0.5%-0.3%3.6M-77.3M-434.5K0.4111.22N/AN/A8,8443,58271,01754,907
2017-07-24$28.09$26.0015.3%4.1%12.9%21.0%13.8%-1.9%-1.2%2.4M-79.3M-413.0K0.6620.37N/AN/A4,6983,08861,35737,569
2017-07-25$27.98$26.0013.8%4.0%12.2%9.1%13.7%-1.3%0.9%2.5M-72.9M-464.4K0.6617.52N/AN/A4,7413,12361,27537,692
2017-07-26$27.90$27.0014.4%3.9%12.3%13.9%14.0%-1.2%0.9%2.5M-71.3M-452.3K0.6138.08N/AN/A4,9473,01160,66537,740
2017-07-27$27.89$27.0014.3%4.0%12.3%13.4%13.6%-0.4%0.3%2.4M-68.5M-473.4K0.6820.32N/AN/A4,8163,26660,64537,834
2017-07-28$28.01$27.0015.2%4.0%12.4%20.5%13.5%-0.3%-1.5%2.5M-70.9M-469.6K0.7121.27N/AN/A4,5693,23260,68638,082
2017-07-31$28.19$27.0014.0%3.6%12.3%10.7%12.6%1.6%-0.7%2.5M-76.6M-425.4K0.6520.95N/AN/A6,3294,09160,19538,106