ASHR Options History — March 2018

In March 2018, ASHR traded between $30.21 and $32.64. ATM implied volatility averaged 22.5%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 3.5% (HV 20d: 26.0%). 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 6 of 21 days. Put/call ratio averaged 1.80.

Notable Days

  • 2018-03-23: Highest Volume — 17,647 contracts
  • 2018-03-22: Largest IV spike — 22.7% change
  • 2018-03-28: Highest IV Rank — 74.9%
  • 2018-03-02: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.65$30.21$32.64$31.34$31.34
Max Pain$30.19$30.00$32.00$32.00$30.00
ATM IV22.5%18.3%26.0%26.0%22.4%
Expected Move6.4%5.3%8.5%8.0%6.3%
HV 20d26.0%20.9%33.6%33.0%25.8%
HV 60d23.7%23.1%25.6%23.6%25.6%
IV Rank59.1%40.4%74.9%74.9%58.4%
IV Percentile92.1%82.9%98.4%98.4%89.7%
Term Structure-0.4%-2.4%1.6%-0.5%-0.3%
VWIV23.1%18.3%29.5%29.5%18.3%
Skew 25d3.1%1.0%5.0%4.8%3.8%
Skew 10d6.9%1.4%10.6%9.5%10.6%
Call IV 25d22.0%18.8%26.7%23.9%21.2%
Put IV 25d25.1%21.7%29.0%28.8%25.0%
Bid-Ask Spread %25.6411.4261.1660.6020.07
Gamma HHI0.170.160.190.160.17
Net GEX2.9M1.9M3.4M2.4M3.2M
Net DEX-57.1M-79.8M-23.0M-54.8M-45.1M
Net VEX-556.5K-578.6K-534.5K-554.0K-573.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.800.902.240.901.95
Total Volume10,906.4768,12117,6479,53213,227
Total OI86,901.95281,55395,83083,93595,830

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-03-01$31.34$32.0026.0%8.0%33.0%74.9%29.5%4.8%-0.5%2.4M-54.8M-554.0K0.9060.60N/AN/A5,0134,51955,90828,027
2018-03-02$31.66$32.0025.9%8.5%33.2%74.5%29.5%2.3%-2.4%2.6M-59.3M-556.6K1.6039.01N/AN/A4,3566,97656,36628,241
2018-03-05$31.72$30.0024.0%6.6%33.3%65.8%26.2%1.6%-0.0%2.6M-58.0M-576.7K1.5728.11N/AN/A4,1206,48555,69130,333
2018-03-06$32.10$30.0023.1%6.5%33.6%61.8%22.2%3.0%0.9%3.0M-66.2M-578.6K1.6421.02N/AN/A4,0016,54356,01030,379
2018-03-07$31.95$30.0023.8%6.4%33.6%65.0%21.6%1.7%-0.2%3.0M-64.3M-577.1K1.6526.05N/AN/A3,9816,57156,18330,434
2018-03-08$32.01$30.0022.5%6.2%29.2%59.1%21.3%2.1%1.6%2.9M-66.8M-549.9K1.8722.50N/AN/A3,7436,98756,17230,792
2018-03-09$32.64$30.0020.4%5.8%26.8%49.8%20.8%1.0%0.1%3.4M-79.8M-567.7K1.7618.00N/AN/A3,9386,94756,16531,026
2018-03-12$32.56$30.0021.4%5.7%24.7%54.1%22.5%2.9%-1.8%3.3M-78.0M-547.1K2.2212.52N/AN/A3,0276,70655,18130,906
2018-03-13$31.94$30.0021.2%5.9%23.8%53.3%21.5%3.7%-1.1%3.0M-64.9M-547.9K2.1623.50N/AN/A3,1146,71755,29430,939
2018-03-14$32.09$30.0020.7%5.9%23.6%51.0%20.8%3.1%-0.4%3.1M-68.1M-544.9K2.0213.89N/AN/A2,9715,99455,27131,118
2018-03-15$32.21$30.0020.5%5.8%22.7%50.0%20.5%2.2%-0.3%3.4M-69.9M-554.3K1.6616.48N/AN/A3,6376,04155,19731,115
2018-03-16$31.95$30.0019.9%5.7%22.2%47.5%20.4%2.9%0.1%3.1M-63.7M-534.5K2.0324.02N/AN/A3,0176,12855,30631,117
2018-03-19$31.91$30.0020.2%5.7%22.2%48.9%20.2%3.2%0.6%3.2M-61.6M-547.7K2.1125.81N/AN/A2,7425,78453,40428,149
2018-03-20$32.15$30.0019.8%5.7%20.9%47.0%19.7%3.1%0.6%3.4M-67.1M-540.1K2.2411.42N/AN/A2,5045,61753,49228,323
2018-03-21$31.90$30.0018.3%5.3%21.0%40.4%24.6%2.7%-1.5%3.2M-61.2M-548.8K1.6461.16N/AN/A4,2296,91653,54228,415
2018-03-22$31.07$30.0022.5%6.5%22.9%59.2%24.6%4.8%-1.1%2.6M-43.9M-553.8K2.0227.11N/AN/A4,3968,87854,90329,937
2018-03-23$30.25$30.0025.0%7.3%24.4%70.5%23.6%5.0%-0.9%1.9M-26.6M-547.7K0.9827.04N/AN/A8,9348,71355,14831,754
2018-03-26$31.02$30.0023.7%6.8%24.9%64.6%22.7%2.9%-0.1%2.9M-42.1M-564.8K1.8417.04N/AN/A4,1897,72160,00032,690
2018-03-27$30.73$30.0025.1%7.1%21.4%70.6%25.4%3.7%-1.4%2.7M-34.8M-568.9K1.7425.05N/AN/A4,4977,82060,09832,432
2018-03-28$30.21$30.0026.0%7.4%21.9%74.9%29.1%4.9%-0.5%2.3M-23.0M-551.3K2.1817.98N/AN/A3,5697,76860,42333,230
2018-03-29$31.34$30.0022.4%6.3%25.8%58.4%18.3%3.8%-0.3%3.2M-45.1M-573.6K1.9520.07N/AN/A4,4908,73761,55334,277