ASHR Options History — January 2018

In January 2018, ASHR traded between $31.63 and $34.81. ATM implied volatility averaged 16.7%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 2.0% (HV 20d: 14.6%). Max pain ranged from $29.90 to $34.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.37.

Notable Days

  • 2018-01-04: Highest Volume — 22,244 contracts
  • 2018-01-29: Largest IV spike — 13.3% change
  • 2018-01-30: Highest IV Rank — 93.2%
  • 2018-01-30: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.19$31.63$34.81$31.63$33.92
Max Pain$31.73$29.90$34.00$29.90$34.00
ATM IV16.7%14.1%20.4%15.4%19.7%
Expected Move4.8%3.8%6.2%4.0%5.9%
HV 20d14.6%8.7%18.8%18.8%14.5%
HV 60d16.8%16.4%17.7%16.8%17.7%
IV Rank60.6%37.1%93.2%42.0%87.3%
IV Percentile73.0%28.6%99.2%61.5%97.2%
Term Structure0.2%-1.5%0.9%-0.2%-0.3%
VWIV16.7%11.5%22.6%13.7%22.2%
Skew 25d0.3%-0.4%1.2%0.9%0.7%
Skew 10d0.9%-0.7%2.6%1.3%1.9%
Call IV 25d17.1%14.6%20.9%15.2%20.1%
Put IV 25d17.4%15.0%21.9%16.0%20.8%
Bid-Ask Spread %26.6410.5548.1831.6847.51
Gamma HHI0.120.100.160.160.13
Net GEX2.8M2.1M3.8M3.7M2.5M
Net DEX-106.2M-114.8M-90.8M-100.1M-96.7M
Net VEX-485.4K-532.7K-449.4K-499.3K-525.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.370.722.271.471.37
Total Volume14,473.1910,14622,24416,89010,146
Total OI104,040.66779,470121,784117,87784,864

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-01-02$31.63$29.9015.4%4.0%18.8%42.0%13.7%0.9%-0.2%3.7M-100.1M-499.3K1.4731.68N/AN/A6,85110,03963,25754,620
2018-01-03$31.92$29.9014.7%3.8%18.8%37.1%11.5%0.1%0.5%2.4M-110.7M-450.6K1.7540.09N/AN/A6,05410,59662,29054,700
2018-01-04$32.02$32.0014.1%4.2%18.7%37.4%14.1%0.2%0.8%2.1M-108.3M-456.3K0.8534.76N/AN/A11,99410,25061,24954,931
2018-01-05$32.13$30.0014.4%4.3%18.0%41.3%14.7%0.6%0.3%2.8M-114.2M-483.4K1.3227.35N/AN/A8,10510,69166,84154,943
2018-01-08$32.17$30.0015.5%4.4%17.4%51.7%17.3%0.1%-0.0%2.8M-113.8M-486.5K2.2747.08N/AN/A5,23711,89565,90554,851
2018-01-09$32.13$30.0015.2%4.5%17.2%48.4%14.5%-0.0%0.2%2.2M-110.6M-493.6K2.1513.62N/AN/A4,78610,27565,91855,840
2018-01-10$32.26$30.0014.8%4.5%16.0%45.9%15.2%0.7%0.9%2.8M-114.8M-488.7K2.0110.55N/AN/A5,12710,32265,82955,889
2018-01-11$32.50$30.0015.0%4.3%14.4%47.3%13.9%-0.4%-0.1%3.1M-112.2M-477.4K1.2715.24N/AN/A8,50910,79763,99855,892
2018-01-12$32.91$30.0014.7%4.3%14.3%44.9%14.9%0.2%0.5%3.8M-112.9M-453.8K1.4219.33N/AN/A7,78011,03060,72155,860
2018-01-16$33.05$31.0016.4%4.7%13.8%59.2%16.3%0.2%-0.1%3.6M-107.1M-471.5K1.2418.67N/AN/A8,67110,75058,33355,348
2018-01-17$33.18$32.0017.8%5.1%12.7%71.5%18.4%1.1%0.0%3.3M-98.2M-472.4K0.7229.01N/AN/A8,1885,92455,33355,759
2018-01-18$33.40$32.0016.6%4.8%12.4%61.3%17.2%0.1%0.1%3.4M-101.5M-449.4K0.8319.88N/AN/A7,0345,85054,56355,861
2018-01-19$33.76$32.0016.4%4.7%12.6%59.5%15.4%0.2%0.3%2.9M-107.9M-454.7K1.1630.06N/AN/A5,3506,20354,90455,943
2018-01-22$34.15$32.0016.9%4.8%12.8%63.4%16.7%-0.4%0.1%2.8M-102.4M-454.8K1.2518.10N/AN/A4,6775,83746,87532,595
2018-01-23$34.41$33.0017.9%4.9%12.2%72.2%17.8%-0.1%0.2%2.5M-105.8M-497.7K1.4132.60N/AN/A4,2215,95248,05633,948
2018-01-24$34.69$33.0017.8%5.2%12.0%71.4%18.4%0.6%0.4%2.6M-110.2M-498.3K1.5022.11N/AN/A4,1156,16948,80334,181
2018-01-25$34.51$33.5018.2%5.1%12.5%75.1%17.8%0.2%0.6%2.4M-106.2M-513.4K1.2620.23N/AN/A4,9356,19648,97534,410
2018-01-26$34.81$34.0017.8%4.9%8.7%71.1%18.0%0.2%0.2%2.5M-110.4M-512.3K1.2718.43N/AN/A4,9326,28449,47034,947
2018-01-29$33.88$34.0020.1%5.7%14.5%91.2%20.8%1.2%-1.5%2.7M-96.3M-522.5K1.1348.18N/AN/A5,2815,94649,59334,092
2018-01-30$33.56$34.0020.4%6.2%15.4%93.2%22.6%0.9%0.3%2.5M-90.8M-532.7K1.1714.89N/AN/A5,0415,89749,98734,480
2018-01-31$33.92$34.0019.7%5.9%14.5%87.3%22.2%0.7%-0.3%2.5M-96.7M-525.0K1.3747.51N/AN/A4,2785,86850,09234,772