ASHR Options History — August 2017

In August 2017, ASHR traded between $27.43 and $29.56. ATM implied volatility averaged 14.4%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 1.2% (HV 20d: 13.3%). Max pain ranged from $27.00 to $28.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.66.

Notable Days

2017-08-09: Highest Volume — 11,571 contracts
2017-08-02: Largest IV spike — 10.2% change
2017-08-29: Highest IV Rank — 35.9%
2017-08-30: Largest Expected Move — 4.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.39	$27.43	$29.56	$28.45	$29.45
Max Pain	$27.96	$27.00	$28.50	$27.00	$28.50
ATM IV	14.4%	12.8%	16.7%	12.8%	16.1%
Expected Move	4.1%	3.6%	4.5%	3.6%	4.5%
HV 20d	13.3%	11.6%	16.0%	12.0%	15.5%
HV 60d	12.6%	11.9%	13.3%	12.4%	13.0%
IV Rank	14.7%	0.8%	35.9%	0.8%	30.0%
IV Percentile	18.2%	0.4%	53.6%	0.4%	48.0%
Term Structure	0.2%	-1.3%	1.3%	0.1%	-0.7%
VWIV	14.3%	12.7%	16.0%	12.7%	13.3%
Skew 25d	0.4%	-0.8%	1.3%	-0.0%	-0.3%
Skew 10d	1.8%	-0.9%	7.7%	-0.6%	-0.0%
Call IV 25d	15.0%	13.8%	16.9%	14.0%	16.9%
Put IV 25d	15.4%	14.0%	17.4%	14.0%	16.6%
Bid-Ask Spread %	25.18	7.84	85.91	16.63	59.06
Gamma HHI	0.12	0.08	0.20	0.09	0.18
Net GEX	2.9M	2.2M	4.3M	2.7M	3.4M
Net DEX	-78.5M	-107.3M	-53.4M	-82.0M	-101.5M
Net VEX	-470.5K	-509.2K	-437.5K	-439.3K	-509.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.38	0.97	0.83	0.71
Total Volume	8,706.174	5,859	11,571	8,804	8,378
Total OI	104,486.435	101,089	107,232	101,089	106,053

Daily Data (23 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
2017-08-01	$28.45	$27.00	12.8%	3.6%	12.0%	0.8%	12.7%	-0.0%	0.1%	2.7M	-82.0M	-439.3K	0.83	16.63	N/A	N/A	4,818	3,986	62,244	38,845
2017-08-02	$28.34	$27.00	14.1%	3.9%	12.2%	11.6%	13.3%	-0.2%	0.8%	2.6M	-80.7M	-437.5K	0.93	23.90	N/A	N/A	4,104	3,837	62,587	38,865
2017-08-03	$28.13	$28.00	13.8%	4.0%	12.6%	9.0%	14.7%	0.1%	0.2%	2.3M	-75.2M	-443.1K	0.90	21.77	N/A	N/A	3,890	3,495	62,686	38,863
2017-08-04	$27.93	$28.00	13.7%	4.0%	13.0%	7.9%	14.4%	-0.3%	-0.5%	2.3M	-68.4M	-463.6K	0.95	11.06	N/A	N/A	4,313	4,078	62,761	38,891
2017-08-07	$28.07	$28.00	13.7%	4.0%	13.0%	8.5%	13.6%	0.3%	0.3%	2.3M	-73.8M	-443.3K	0.94	7.84	N/A	N/A	4,204	3,971	63,451	39,371
2017-08-08	$28.20	$28.00	13.4%	3.9%	12.7%	5.6%	14.4%	0.4%	0.3%	2.3M	-75.2M	-463.7K	0.97	19.55	N/A	N/A	4,086	3,955	63,501	39,394
2017-08-09	$28.20	$28.00	13.1%	4.0%	12.7%	3.4%	14.6%	0.2%	1.0%	2.2M	-73.9M	-462.5K	0.50	12.02	N/A	N/A	7,700	3,871	63,182	39,475
2017-08-10	$27.85	$28.00	14.0%	4.2%	13.5%	10.8%	15.4%	0.4%	0.6%	2.3M	-66.0M	-484.7K	0.47	14.70	N/A	N/A	7,232	3,419	66,843	39,492
2017-08-11	$27.43	$28.00	14.8%	4.3%	14.3%	17.1%	15.5%	1.0%	-0.4%	2.9M	-53.4M	-490.7K	0.56	18.60	N/A	N/A	6,031	3,366	67,123	39,531
2017-08-14	$27.85	$28.00	14.6%	4.2%	13.8%	15.7%	15.2%	0.9%	0.2%	2.5M	-65.9M	-482.8K	0.62	9.98	N/A	N/A	5,500	3,396	67,777	39,427
2017-08-15	$27.84	$28.00	14.3%	4.1%	13.8%	13.4%	14.9%	0.8%	0.2%	2.5M	-65.2M	-480.0K	0.55	13.92	N/A	N/A	5,296	2,904	67,479	39,456
2017-08-16	$27.99	$28.00	13.9%	4.0%	11.6%	9.6%	14.5%	0.2%	0.7%	2.6M	-68.9M	-479.6K	0.62	23.09	N/A	N/A	5,284	3,289	67,664	39,568
2017-08-17	$27.96	$28.00	14.6%	4.2%	11.6%	16.4%	15.8%	0.4%	0.1%	2.6M	-70.8M	-451.9K	0.62	24.97	N/A	N/A	5,055	3,115	67,533	39,656
2017-08-18	$28.17	$28.00	14.4%	4.1%	11.8%	15.4%	13.8%	1.3%	0.3%	2.9M	-76.6M	-456.7K	0.55	13.47	N/A	N/A	5,197	2,875	67,143	39,782
2017-08-21	$28.34	$28.00	14.0%	3.9%	11.9%	11.1%	13.9%	0.6%	0.2%	3.4M	-72.9M	-486.6K	0.63	10.82	N/A	N/A	4,270	2,709	64,746	37,959
2017-08-22	$28.49	$28.00	13.9%	3.8%	11.9%	10.8%	13.8%	-0.2%	1.3%	3.3M	-77.1M	-478.7K	0.82	12.09	N/A	N/A	3,224	2,635	64,604	37,976
2017-08-23	$28.44	$28.00	13.4%	3.7%	11.9%	6.2%	13.6%	1.1%	1.0%	3.6M	-75.8M	-462.4K	0.48	18.07	N/A	N/A	5,310	2,546	64,476	38,177
2017-08-24	$28.30	$28.00	14.5%	3.7%	12.1%	16.4%	13.2%	0.8%	0.2%	3.6M	-73.0M	-474.6K	0.47	27.66	N/A	N/A	5,364	2,546	66,637	38,246
2017-08-25	$29.07	$28.00	15.0%	4.3%	15.2%	20.3%	14.0%	-0.8%	0.3%	4.3M	-93.5M	-488.3K	0.38	30.50	N/A	N/A	8,278	3,120	66,621	38,262
2017-08-28	$29.56	$28.00	15.7%	4.4%	16.0%	27.0%	14.6%	0.6%	-0.2%	3.7M	-107.3M	-487.3K	0.49	70.86	N/A	N/A	7,126	3,481	66,628	38,778
2017-08-29	$29.50	$28.00	16.7%	4.5%	15.9%	35.9%	14.4%	0.6%	0.0%	3.5M	-105.3M	-472.1K	0.56	85.91	N/A	N/A	6,482	3,635	66,524	39,138
2017-08-30	$29.42	$28.50	16.6%	4.5%	15.8%	34.3%	16.0%	0.6%	-1.3%	3.5M	-102.3M	-483.5K	0.61	32.78	N/A	N/A	5,502	3,369	66,690	39,083
2017-08-31	$29.45	$28.50	16.1%	4.5%	15.5%	30.0%	13.3%	-0.3%	-0.7%	3.4M	-101.5M	-509.2K	0.71	59.06	N/A	N/A	4,905	3,473	66,903	39,150