ASHR Options History — September 2017

In September 2017, ASHR traded between $28.93 and $30.01. ATM implied volatility averaged 14.0%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.2% (HV 20d: 12.8%). Max pain ranged from $24.00 to $28.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.44.

Notable Days

  • 2017-09-27: Highest Volume — 21,222 contracts
  • 2017-09-29: Largest IV drop — 13.7% change
  • 2017-09-05: Highest IV Rank — 27.3%
  • 2017-09-07: Largest Expected Move — 4.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.58$28.93$30.01$29.78$29.18
Max Pain$24.52$24.00$28.50$28.50$28.00
ATM IV14.0%11.5%15.8%15.7%11.5%
Expected Move4.0%3.1%4.6%4.4%3.1%
HV 20d12.8%9.8%15.4%15.3%10.4%
HV 60d12.7%12.3%13.0%13.0%12.9%
IV Rank12.2%0.0%27.3%27.0%0.0%
IV Percentile16.1%0.0%43.3%42.1%0.0%
Term Structure0.7%-0.6%3.3%-0.6%1.2%
VWIV14.1%11.1%16.0%15.7%11.1%
Skew 25d0.4%-0.7%1.7%-0.0%-0.0%
Skew 10d1.2%-0.6%3.3%-0.6%2.1%
Call IV 25d14.4%12.0%17.0%17.0%12.0%
Put IV 25d14.8%11.9%17.0%17.0%11.9%
Bid-Ask Spread %18.4810.1663.2716.6026.74
Gamma HHI0.170.150.210.180.18
Net GEX4.2M3.4M4.9M3.8M4.8M
Net DEX-91.8M-109.4M-54.4M-107.7M-59.3M
Net VEX-484.5K-505.3K-442.4K-492.5K-505.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.220.590.540.33
Total Volume13,293.29,87321,22210,35017,252
Total OI103,795.8599,862106,447104,955101,701

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-09-01$29.78$28.5015.7%4.4%15.3%27.0%15.7%-0.0%-0.6%3.8M-107.7M-492.5K0.5416.60N/AN/A6,7313,61965,80639,149
2017-09-05$29.97$24.0015.8%4.6%15.4%27.3%16.0%-0.1%0.7%3.7M-109.4M-494.6K0.4322.96N/AN/A8,6963,75165,63638,424
2017-09-06$29.95$24.0015.3%4.5%15.4%23.0%15.1%0.8%0.7%3.4M-106.9M-470.3K0.4616.19N/AN/A8,3373,85464,78239,308
2017-09-07$30.01$24.0014.8%4.6%15.4%18.3%15.9%0.4%0.7%3.5M-105.9M-497.7K0.5110.70N/AN/A7,0433,56365,23439,540
2017-09-08$29.87$24.0014.7%4.4%14.6%17.8%15.7%1.6%0.3%3.8M-102.5M-492.8K0.4710.16N/AN/A8,7274,08365,27339,657
2017-09-11$29.80$24.0014.6%4.3%13.0%16.7%15.3%-0.3%0.2%4.5M-105.5M-476.4K0.5912.37N/AN/A6,2253,67967,15138,709
2017-09-12$29.88$24.0014.7%4.2%12.3%17.3%14.9%-0.3%0.1%4.5M-104.2M-495.1K0.5517.73N/AN/A6,3583,51567,14938,800
2017-09-13$29.80$24.0013.9%4.2%12.5%10.6%14.7%-0.3%0.3%4.4M-102.3M-492.7K0.5312.93N/AN/A6,6893,51667,08638,850
2017-09-14$29.64$24.0013.7%4.0%12.8%8.6%14.0%-0.7%0.3%4.9M-100.0M-471.0K0.4214.49N/AN/A8,2913,51667,55738,887
2017-09-15$29.77$24.0013.3%3.9%12.7%5.4%13.6%0.3%0.5%4.4M-100.6M-493.9K0.5315.90N/AN/A7,6834,10367,43439,013
2017-09-18$29.71$24.0013.8%4.0%12.7%10.0%12.5%1.2%2.7%4.3M-95.1M-491.3K0.4227.13N/AN/A8,7033,63364,65338,496
2017-09-19$29.46$24.0013.6%3.9%13.3%7.5%13.6%0.3%2.0%4.3M-89.9M-488.5K0.4520.79N/AN/A9,2004,17764,73738,722
2017-09-20$29.60$24.0012.7%3.6%13.3%0.0%13.4%1.7%3.3%4.5M-96.8M-442.4K0.4463.27N/AN/A9,0773,99965,20038,393
2017-09-21$29.63$24.0013.4%3.8%13.2%5.8%14.7%0.9%0.0%4.5M-92.2M-492.7K0.4414.49N/AN/A9,2424,09464,68138,415
2017-09-22$29.55$24.0013.6%3.8%13.1%8.0%13.8%0.9%0.7%4.4M-89.7M-490.9K0.4313.33N/AN/A9,1203,94064,65638,541
2017-09-25$28.99$24.0014.5%4.1%11.6%16.3%14.7%0.9%1.1%3.8M-73.6M-473.5K0.3811.74N/AN/A9,7993,67963,51938,381
2017-09-26$29.04$24.0014.2%3.8%9.8%13.7%13.9%0.4%0.5%3.9M-74.4M-477.1K0.3014.93N/AN/A12,4113,78063,90538,322
2017-09-27$29.01$24.0013.2%3.5%9.8%4.6%12.2%0.1%0.5%4.1M-65.3M-479.4K0.2212.94N/AN/A17,4303,79261,82438,464
2017-09-28$28.93$26.0013.3%3.4%9.8%5.6%11.9%0.2%-0.1%4.2M-54.4M-471.6K0.2514.11N/AN/A16,4104,14761,19438,668
2017-09-29$29.18$28.0011.5%3.1%10.4%0.0%11.1%-0.0%1.2%4.8M-59.3M-505.3K0.3326.74N/AN/A12,9634,28963,02638,675