ASHR Options History — December 2017

In December 2017, ASHR traded between $30.13 and $31.10. ATM implied volatility averaged 15.3%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded below realized volatility by 4.7% (HV 20d: 20.1%). Max pain ranged from $29.90 to $32.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.78.

Notable Days

  • 2017-12-27: Highest Volume — 18,159 contracts
  • 2017-12-21: Largest IV spike — 54.3% change
  • 2017-12-04: Highest IV Rank — 70.1%
  • 2017-12-01: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.67$30.13$31.10$30.26$31.02
Max Pain$30.00$29.90$32.00$32.00$29.90
ATM IV15.3%9.4%20.2%18.0%14.6%
Expected Move4.4%2.7%6.1%6.1%4.0%
HV 20d20.1%16.7%22.5%19.8%18.1%
HV 60d15.9%14.7%16.7%14.7%16.3%
IV Rank36.4%0.0%70.1%52.5%36.5%
IV Percentile52.3%0.0%91.7%83.3%42.9%
Term Structure0.4%-1.6%1.8%-1.6%1.1%
VWIV16.5%11.5%22.8%22.8%13.4%
Skew 25d1.7%-0.1%3.3%3.1%1.0%
Skew 10d2.0%-1.6%3.7%2.8%2.1%
Call IV 25d15.5%12.8%18.2%18.2%14.1%
Put IV 25d17.2%14.0%21.3%21.3%15.2%
Bid-Ask Spread %32.5120.1660.8660.8628.27
Gamma HHI0.230.140.340.140.23
Net GEX2.9M-1.3M5.6M1.2M3.0M
Net DEX-58.1M-83.7M-33.1M-34.6M-80.6M
Net VEX-568.4K-618.1K-509.1K-618.1K-541.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.312.310.341.91
Total Volume10,923.858,69618,15911,70915,726
Total OI116,697107,025124,579116,520119,651

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-12-01$30.26$32.0018.0%6.1%19.8%52.5%22.8%3.1%-1.6%1.2M-34.6M-618.1K0.3460.86N/AN/A8,7632,94663,01553,505
2017-12-04$30.53$29.9020.2%5.4%19.9%70.1%19.3%1.9%0.0%1.2M-42.2M-602.9K0.4928.91N/AN/A6,5383,22762,13353,303
2017-12-05$30.76$29.9017.7%5.1%19.6%50.6%18.5%2.5%0.7%1.2M-49.0M-587.3K0.3130.77N/AN/A10,0393,15062,44153,817
2017-12-06$30.40$29.9017.9%5.3%19.8%52.2%19.5%2.3%-0.0%2.1M-43.9M-610.4K0.4325.07N/AN/A6,4542,80366,53554,310
2017-12-07$30.13$29.9018.3%5.2%20.0%55.7%19.8%3.3%0.8%2.1M-33.1M-605.8K0.4026.03N/AN/A6,5722,64667,52654,351
2017-12-08$30.48$29.9017.8%5.3%20.5%51.3%20.0%2.2%0.1%1.9M-44.2M-609.5K0.5320.16N/AN/A6,0673,19668,06454,380
2017-12-11$31.10$29.9016.8%4.9%21.3%43.4%17.7%0.9%0.6%631.6K-70.2M-578.9K0.5029.67N/AN/A5,9182,95567,57054,592
2017-12-12$30.58$29.9016.6%4.9%22.0%41.4%18.8%2.9%0.2%1.9M-48.5M-591.0K0.7724.26N/AN/A6,0534,63268,25254,802
2017-12-13$31.01$29.9016.2%4.6%22.5%38.4%21.1%1.9%0.9%-1.3M-64.2M-593.4K0.7039.08N/AN/A6,0164,23168,24255,885
2017-12-14$30.80$29.9015.9%4.3%22.4%36.2%16.5%2.0%-1.0%-262.3K-54.5M-577.9K0.7123.16N/AN/A5,6434,03568,33656,243
2017-12-15$30.45$29.9014.4%4.0%22.0%24.1%15.5%2.3%0.1%4.7M-34.3M-568.9K0.6526.40N/AN/A5,7353,75367,89856,300
2017-12-18$30.38$29.9011.2%3.1%22.0%0.0%14.4%2.9%1.4%5.2M-53.5M-566.9K0.6054.39N/AN/A5,4253,27164,49646,170
2017-12-19$30.51$29.9010.0%2.9%22.0%0.0%13.5%1.2%1.5%4.9M-57.8M-541.1K0.6733.88N/AN/A5,7363,84760,75346,272
2017-12-20$30.58$29.909.4%2.7%18.9%0.0%11.5%2.1%1.8%4.8M-66.8M-544.5K0.5332.98N/AN/A6,7063,52962,28246,091
2017-12-21$31.06$29.9014.5%4.2%20.0%35.4%13.8%0.4%-0.5%4.9M-82.6M-522.6K0.5636.17N/AN/A6,6683,73063,40445,993
2017-12-22$30.99$29.9013.8%3.9%17.6%30.7%13.5%-0.1%0.6%5.2M-81.1M-524.9K0.5739.18N/AN/A5,9733,42463,57146,171
2017-12-26$31.06$29.9014.7%4.1%16.7%37.4%14.0%0.3%0.5%4.7M-83.7M-509.1K0.6030.16N/AN/A5,8433,48463,09345,868
2017-12-27$30.48$29.9014.4%4.0%18.0%35.4%14.7%0.4%1.0%5.6M-62.8M-525.6K2.3134.80N/AN/A5,49112,66863,31645,782
2017-12-28$30.88$29.9014.5%4.0%18.3%35.7%12.3%1.0%0.7%3.9M-74.8M-548.3K2.0226.07N/AN/A5,15910,42564,31455,213
2017-12-29$31.02$29.9014.6%4.0%18.1%36.5%13.4%1.0%1.1%3.0M-80.6M-541.8K1.9128.27N/AN/A5,40610,32064,36755,284