ASHR Options History — October 2017

In October 2017, ASHR traded between $29.25 and $30.79. ATM implied volatility averaged 14.2%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 1.7% (HV 20d: 12.6%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.49.

Notable Days

  • 2017-10-11: Highest Volume — 21,747 contracts
  • 2017-10-19: Largest IV drop — 7.8% change
  • 2017-10-16: Highest IV Rank — 31.7%
  • 2017-10-11: Largest Expected Move — 4.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.15$29.25$30.79$29.25$30.62
Max Pain$29.50$28.00$30.00$28.00$30.00
ATM IV14.2%13.0%15.4%13.0%14.2%
Expected Move4.1%3.3%4.5%3.4%3.9%
HV 20d12.6%9.5%13.8%9.5%10.9%
HV 60d13.0%12.4%13.6%12.9%13.0%
IV Rank22.0%11.7%31.7%11.7%21.4%
IV Percentile23.9%2.4%50.0%2.4%23.4%
Term Structure0.0%-1.1%0.8%-0.2%0.1%
VWIV14.2%11.7%16.3%11.7%14.2%
Skew 25d0.2%-0.8%1.4%1.2%-0.2%
Skew 10d0.7%-1.0%2.2%1.9%-0.1%
Call IV 25d14.6%12.7%16.1%12.7%14.8%
Put IV 25d14.8%13.5%16.4%13.9%14.6%
Bid-Ask Spread %16.979.4932.4116.4813.08
Gamma HHI0.190.140.310.180.15
Net GEX5.1M3.6M6.8M4.8M4.0M
Net DEX-76.4M-94.4M-56.6M-56.6M-74.4M
Net VEX-547.1K-584.4K-494.2K-503.3K-494.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.320.850.320.47
Total Volume13,736.2739,93121,74716,55210,317
Total OI103,248.54594,911112,96398,43899,210

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$29.25$28.0013.0%3.4%9.5%11.7%11.7%1.2%-0.2%4.8M-56.6M-503.3K0.3216.48N/AN/A12,5054,04759,88138,557
2017-10-03$29.91$28.0013.4%3.3%12.4%15.1%11.7%-0.0%0.2%5.6M-74.6M-506.9K0.3317.91N/AN/A12,4344,11959,93038,587
2017-10-04$30.00$28.0013.4%3.6%12.4%15.5%12.5%-0.4%0.3%5.3M-80.9M-519.4K0.3317.73N/AN/A12,7054,17361,83538,673
2017-10-05$30.08$29.0013.6%4.0%12.4%17.1%14.4%-0.4%0.2%5.8M-81.6M-521.6K0.379.51N/AN/A11,0674,07262,59938,808
2017-10-06$29.98$29.0014.0%4.1%12.4%20.0%14.6%0.2%0.4%5.6M-77.0M-539.9K0.3716.28N/AN/A11,1604,12062,72938,947
2017-10-09$29.79$29.0014.5%4.3%12.6%24.4%15.2%0.4%0.7%5.6M-71.3M-527.4K0.5010.04N/AN/A10,6975,38562,89338,844
2017-10-10$30.10$29.0015.1%4.4%13.1%28.6%15.9%-0.3%0.4%5.9M-77.4M-556.4K0.4819.11N/AN/A10,7015,17263,66039,913
2017-10-11$30.15$29.0015.2%4.5%13.0%30.0%15.7%-0.8%0.8%6.4M-80.9M-556.1K0.3232.41N/AN/A16,4485,29964,27640,002
2017-10-12$30.23$30.0015.3%4.3%12.9%30.4%16.3%0.3%-0.2%6.8M-89.6M-584.4K0.4517.42N/AN/A10,7264,79969,21140,977
2017-10-13$30.40$30.0015.4%4.4%12.9%31.3%13.2%-0.6%-0.1%5.5M-94.4M-574.7K0.5019.04N/AN/A10,0404,99569,70241,193
2017-10-16$30.21$30.0015.4%4.4%13.1%31.7%13.6%0.0%-0.9%5.8M-84.7M-582.0K0.6223.58N/AN/A7,3574,53767,97041,528
2017-10-17$30.03$30.0015.3%4.4%12.9%30.6%15.5%-0.6%-1.1%6.3M-81.4M-572.4K0.6524.40N/AN/A7,5274,92268,42041,660
2017-10-18$30.30$30.0015.2%4.4%13.2%29.7%13.1%1.4%-0.9%6.1M-92.2M-525.8K0.6610.39N/AN/A7,4674,91668,49942,282
2017-10-19$29.98$30.0014.0%4.0%13.8%20.2%14.6%0.2%-0.3%6.6M-76.9M-564.9K0.5914.32N/AN/A7,7524,57269,02043,137
2017-10-20$30.08$30.0013.5%3.9%13.8%16.0%13.4%0.7%-0.1%3.9M-84.3M-567.3K0.6213.58N/AN/A8,2435,09369,50543,458
2017-10-23$29.88$30.0013.8%4.1%12.0%18.8%14.8%0.3%0.5%3.9M-57.6M-575.0K0.4615.40N/AN/A6,9233,19058,41737,751
2017-10-24$30.25$30.0013.7%4.0%12.6%17.4%13.8%0.5%0.5%3.9M-66.1M-529.3K0.4811.20N/AN/A6,7293,20256,70438,207
2017-10-25$30.34$30.0013.8%3.9%12.5%18.0%14.2%0.5%0.2%4.1M-68.2M-542.5K0.8525.62N/AN/A7,1316,04257,63538,532
2017-10-26$30.48$30.0013.4%3.9%12.4%15.3%15.0%0.3%0.5%3.7M-68.7M-566.5K0.4711.33N/AN/A6,9713,29257,63741,799
2017-10-27$30.79$30.0013.9%3.9%12.5%19.3%13.5%0.7%-0.4%3.7M-75.2M-562.5K0.4425.05N/AN/A7,5943,32357,57142,067
2017-10-30$30.50$30.0014.1%4.1%13.2%21.1%15.3%0.2%0.3%3.6M-66.6M-564.2K0.499.49N/AN/A6,9873,44757,23242,010
2017-10-31$30.62$30.0014.2%3.9%10.9%21.4%14.2%-0.2%0.1%4.0M-74.4M-494.2K0.4713.08N/AN/A7,0203,29757,12842,082