ASHR Options History — November 2017

In November 2017, ASHR traded between $30.41 and $32.49. ATM implied volatility averaged 16.0%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 2.2% (HV 20d: 13.7%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2017-11-27: Highest Volume — 15,884 contracts
  • 2017-11-13: Largest IV spike — 26.3% change
  • 2017-11-30: Highest IV Rank — 77.7%
  • 2017-11-27: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.18$30.41$32.49$30.68$30.58
Max Pain$30.90$30.00$32.00$30.00$32.00
ATM IV16.0%12.5%21.2%13.6%21.2%
Expected Move4.8%4.1%7.2%4.3%6.0%
HV 20d13.7%10.9%19.4%10.9%19.4%
HV 60d13.0%11.8%14.5%13.0%14.5%
IV Rank35.8%8.3%77.7%16.5%77.7%
IV Percentile48.8%0.4%94.4%10.3%94.4%
Term Structure0.2%-3.1%3.9%-3.1%-1.5%
VWIV17.0%13.4%27.6%13.7%23.0%
Skew 25d0.7%-1.5%3.7%-1.5%2.4%
Skew 10d1.1%-1.6%2.9%2.3%1.8%
Call IV 25d16.3%13.6%20.2%17.5%19.3%
Put IV 25d17.0%13.9%21.7%16.0%21.6%
Bid-Ask Spread %32.5711.1466.1065.0241.37
Gamma HHI0.140.100.160.140.12
Net GEX3.4M1.6M4.6M3.7M1.6M
Net DEX-79.8M-109.2M-47.0M-70.7M-47.0M
Net VEX-554.1K-634.9K-478.8K-578.9K-634.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.341.260.440.35
Total Volume9,918.7147,59315,88410,68512,523
Total OI105,057.09599,392116,28199,392116,281

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-11-01$30.68$30.0013.6%4.3%10.9%16.5%13.7%-1.5%-3.1%3.7M-70.7M-578.9K0.4465.02N/AN/A7,4403,24557,22442,168
2017-11-02$30.60$30.0014.0%4.4%11.0%20.3%15.9%-0.3%0.5%4.1M-73.2M-514.6K0.4811.14N/AN/A6,3233,03158,09442,183
2017-11-03$30.41$30.0013.6%4.4%11.2%17.0%15.7%0.1%0.7%3.7M-66.8M-535.7K0.4622.58N/AN/A6,7153,06858,17242,319
2017-11-06$30.78$30.0013.6%4.3%11.5%16.9%15.7%0.0%1.6%4.1M-77.8M-501.6K0.4632.66N/AN/A6,2202,83258,06642,052
2017-11-07$31.01$30.0014.0%4.1%11.3%20.0%14.5%-0.1%0.2%4.3M-83.1M-542.0K0.6011.25N/AN/A5,2403,12158,61442,205
2017-11-08$30.88$30.0013.6%4.2%11.5%16.5%14.9%0.6%1.4%4.3M-82.7M-489.9K0.7012.09N/AN/A4,5733,18558,77942,642
2017-11-09$30.97$30.0013.8%4.2%11.5%18.7%14.7%-0.3%1.1%4.6M-85.4M-478.8K0.6515.24N/AN/A4,6002,99358,62242,733
2017-11-10$31.37$30.0012.5%4.4%12.1%8.3%15.1%-0.1%3.9%3.9M-90.3M-554.5K0.8566.10N/AN/A5,2994,51259,52442,755
2017-11-13$31.47$31.0015.8%4.6%11.8%34.7%15.9%0.7%1.3%3.6M-91.2M-539.3K0.6947.95N/AN/A4,9383,39258,84743,969
2017-11-14$31.20$31.0015.4%4.4%12.0%31.0%15.3%0.1%0.5%3.4M-82.0M-547.2K0.7615.07N/AN/A5,0133,78658,98544,098
2017-11-15$30.96$31.0016.1%4.6%12.2%37.0%15.0%0.8%0.2%3.8M-78.8M-540.8K0.5918.65N/AN/A5,9823,50159,47544,592
2017-11-16$31.43$31.0014.8%4.2%12.3%26.1%14.9%0.5%0.3%3.9M-92.4M-517.3K1.2616.37N/AN/A5,0576,38560,03344,744
2017-11-17$31.41$31.0013.7%4.1%12.4%17.9%13.4%0.6%-1.5%3.2M-85.2M-576.4K0.6633.39N/AN/A5,9113,87959,96547,434
2017-11-20$31.57$31.0016.3%4.2%11.9%38.7%15.6%1.5%0.7%3.3M-85.1M-584.0K0.6532.90N/AN/A5,1003,32259,37446,335
2017-11-21$32.49$31.0017.1%4.6%14.8%44.7%15.8%1.1%0.7%3.0M-109.2M-554.8K0.5634.80N/AN/A6,8323,85459,72446,683
2017-11-22$32.42$32.0017.5%4.6%14.9%48.3%16.3%0.4%-0.4%2.6M-106.2M-532.3K0.6547.08N/AN/A5,8423,77058,98047,314
2017-11-24$31.53$32.0017.9%5.6%18.5%51.4%19.4%1.5%-0.8%3.1M-81.8M-575.0K0.5142.05N/AN/A6,7753,44858,95747,253
2017-11-27$31.04$32.0019.8%7.2%19.2%66.5%27.6%1.4%-0.6%2.9M-69.1M-597.0K1.1847.03N/AN/A7,2848,60060,54147,096
2017-11-28$31.12$32.0020.1%6.0%18.9%68.9%21.8%3.7%0.7%1.7M-64.0M-612.6K0.4436.00N/AN/A6,5682,90161,44852,814
2017-11-29$30.79$32.0020.9%6.1%19.3%75.5%23.6%1.8%-1.0%2.0M-54.6M-628.2K0.3435.34N/AN/A8,3842,84962,22252,883
2017-11-30$30.58$32.0021.2%6.0%19.4%77.7%23.0%2.4%-1.5%1.6M-47.0M-634.9K0.3541.37N/AN/A9,2683,25563,25353,028