ASHR Options History — February 2018

In February 2018, ASHR traded between $29.78 and $33.52. ATM implied volatility averaged 24.1%, placing in the 78.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 2.9% (HV 20d: 27.0%). Max pain ranged from $31.00 to $35.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.33.

Notable Days

  • 2018-02-09: Highest Volume — 20,731 contracts
  • 2018-02-08: Largest IV spike — 18.9% change
  • 2018-02-06: Highest IV Rank — 100.0%
  • 2018-02-09: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.91$29.78$33.52$33.52$31.31
Max Pain$32.05$31.00$35.00$34.00$32.00
ATM IV24.1%19.9%31.6%19.9%24.0%
Expected Move7.0%5.7%9.9%5.7%7.4%
HV 20d27.0%15.3%33.4%15.3%33.4%
HV 60d21.6%17.8%23.7%17.9%23.7%
IV Rank78.4%59.8%100.0%89.1%65.8%
IV Percentile98.1%95.2%100.0%97.6%96.8%
Term Structure0.3%-2.6%5.2%-0.1%0.6%
VWIV24.5%20.5%32.6%21.6%25.7%
Skew 25d2.3%-2.9%7.6%0.3%5.0%
Skew 10d5.2%-1.3%15.5%1.2%9.1%
Call IV 25d24.3%19.9%32.2%20.4%24.1%
Put IV 25d26.6%20.7%34.0%20.7%29.1%
Bid-Ask Spread %40.7517.9577.3824.8830.90
Gamma HHI0.140.120.160.130.16
Net GEX2.2M-230.9K3.3M2.6M2.6M
Net DEX-63.6M-91.1M-14.2M-91.1M-57.0M
Net VEX-563.9K-589.3K-523.0K-523.0K-547.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.330.802.221.460.91
Total Volume12,632.1588,09720,73110,0459,165
Total OI87,970.26381,49694,63385,36783,119

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$33.52$34.0019.9%5.7%15.3%89.1%21.6%0.3%-0.1%2.6M-91.1M-523.0K1.4624.88N/AN/A4,0785,96750,60134,766
2018-02-02$33.38$35.0019.9%5.9%15.5%89.3%20.9%2.1%0.6%2.6M-88.7M-537.8K1.4230.28N/AN/A4,4216,29051,20034,920
2018-02-05$33.09$35.0020.7%5.9%15.9%96.1%21.6%0.6%0.7%2.5M-81.8M-551.9K1.2977.38N/AN/A4,4875,79450,63534,977
2018-02-06$33.11$35.0022.0%6.7%15.9%100.0%20.5%-2.9%0.1%2.7M-82.6M-536.2K1.2053.34N/AN/A5,4606,56251,40135,139
2018-02-07$31.62$35.0023.0%6.0%23.2%100.0%22.3%4.3%-1.8%1.9M-57.3M-576.8K0.9927.84N/AN/A7,4427,36052,81236,150
2018-02-08$30.55$31.0027.3%7.5%26.0%100.0%26.6%7.6%-2.6%856.4K-37.8M-588.9K1.1162.45N/AN/A6,2456,90955,32037,591
2018-02-09$29.78$31.0031.6%9.9%26.9%100.0%32.6%1.8%5.2%-230.9K-14.2M-565.3K1.8954.85N/AN/A7,17213,55955,57338,653
2018-02-12$30.74$31.0028.7%8.4%29.3%87.0%28.8%3.3%1.1%621.1K-41.2M-589.3K1.5945.61N/AN/A6,92311,03456,25538,001
2018-02-13$31.08$31.0027.0%7.7%29.6%79.5%27.0%2.3%0.1%1.4M-46.2M-575.6K1.8261.68N/AN/A6,07811,05355,74337,919
2018-02-14$31.67$31.0025.2%7.2%30.5%71.4%23.9%2.3%3.4%2.4M-58.8M-580.4K1.8950.26N/AN/A5,99011,29156,00738,044
2018-02-15$32.18$31.0022.9%6.6%31.0%61.2%23.6%1.5%-0.8%2.7M-69.3M-574.8K1.8618.26N/AN/A6,06311,27255,70938,545
2018-02-16$32.27$31.0023.8%7.0%30.7%64.9%23.8%2.3%-1.6%2.6M-72.0M-586.9K2.2224.58N/AN/A5,09111,31956,09338,540
2018-02-20$31.59$31.0024.5%7.1%31.0%68.3%24.9%4.1%-1.1%2.3M-59.3M-569.3K1.0543.08N/AN/A3,9594,13854,49728,345
2018-02-21$31.84$31.0023.8%6.9%31.0%64.9%24.1%1.4%0.9%2.4M-67.6M-578.0K0.9448.96N/AN/A4,7244,43854,60128,437
2018-02-22$31.95$31.0024.0%7.2%30.8%66.0%25.4%2.8%1.0%2.8M-66.2M-571.2K1.0238.37N/AN/A4,1664,23555,11928,445
2018-02-23$32.15$31.0022.8%6.5%31.0%60.5%23.3%1.5%-0.2%2.8M-69.7M-557.4K0.9537.60N/AN/A4,4134,20755,12528,485
2018-02-26$32.85$31.0022.6%6.7%32.0%59.8%23.4%0.8%-0.1%3.3M-84.7M-551.2K0.8417.95N/AN/A4,9894,18054,67026,826
2018-02-27$31.62$31.0024.0%7.3%33.4%65.9%25.8%2.8%-0.3%2.7M-63.0M-552.4K0.8025.94N/AN/A5,2974,24055,79527,377
2018-02-28$31.31$32.0024.0%7.4%33.4%65.8%25.7%5.0%0.6%2.6M-57.0M-547.5K0.9130.90N/AN/A4,8114,35455,55427,565