ASHR Options History — April 2018

In April 2018, ASHR traded between $29.65 and $31.40. ATM implied volatility averaged 22.1%, placing in the 57.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 5.3% (HV 20d: 27.4%). 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 10 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2018-04-17: Highest Volume — 14,674 contracts
  • 2018-04-03: Largest IV drop — 8.2% change
  • 2018-04-02: Highest IV Rank — 73.1%
  • 2018-04-02: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.45$29.65$31.40$30.57$29.85
Max Pain$31.29$30.00$32.00$30.00$31.00
ATM IV22.1%20.2%25.6%25.6%21.5%
Expected Move6.3%5.7%7.6%7.6%6.1%
HV 20d27.4%20.6%29.5%26.9%20.6%
HV 60d27.0%26.0%27.6%26.0%27.0%
IV Rank57.4%48.9%73.1%73.1%54.5%
IV Percentile86.5%77.8%97.2%97.2%84.1%
Term Structure0.2%-1.2%4.3%-0.7%0.2%
VWIV22.1%20.4%25.4%25.2%22.3%
Skew 25d2.6%1.3%3.8%3.6%2.5%
Skew 10d5.8%2.1%7.8%7.5%4.9%
Call IV 25d21.7%19.8%24.8%24.8%20.6%
Put IV 25d24.2%21.9%28.4%28.4%23.1%
Bid-Ask Spread %18.1510.5130.0618.1720.23
Gamma HHI0.190.140.270.160.17
Net GEX2.5M1.0M3.7M2.6M1.1M
Net DEX-23.5M-44.0M658.4K-26.2M-16.0M
Net VEX-524.9K-557.0K-492.0K-554.5K-492.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.601.831.760.69
Total Volume11,674.1439,43214,67411,0509,432
Total OI93,248.47673,793103,50198,08873,793

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$30.57$30.0025.6%7.6%26.9%73.1%25.2%3.6%-0.7%2.6M-26.2M-554.5K1.7618.17N/AN/A4,0027,04862,69235,396
2018-04-03$30.92$30.0023.5%6.9%27.3%63.7%23.4%2.6%1.1%2.9M-32.6M-557.0K1.8316.83N/AN/A4,0777,44362,72035,452
2018-04-04$31.01$30.0023.8%6.9%26.9%65.1%25.4%1.8%-1.2%3.0M-33.9M-554.7K1.3919.96N/AN/A5,4807,59462,83536,278
2018-04-05$31.12$32.0022.9%6.6%27.0%61.0%23.6%3.6%0.0%3.3M-37.0M-556.8K1.3413.08N/AN/A5,3597,16762,98536,110
2018-04-06$30.32$32.0023.9%6.8%28.3%65.5%23.7%3.8%-0.4%2.5M-20.0M-534.2K1.2324.51N/AN/A5,8077,13263,05336,206
2018-04-09$30.46$32.0024.0%6.8%27.2%65.8%22.9%2.9%0.1%2.6M-22.7M-544.9K1.2513.56N/AN/A5,4796,86363,16135,959
2018-04-10$31.33$32.0022.6%6.7%29.5%59.8%23.3%2.4%1.1%3.5M-42.3M-548.6K1.2614.31N/AN/A5,4266,85863,22236,035
2018-04-11$31.40$32.0022.1%6.5%28.8%57.3%21.8%2.8%1.0%3.7M-44.0M-551.0K1.2830.06N/AN/A5,5157,06063,28836,085
2018-04-12$31.30$32.0022.2%6.4%28.7%57.7%21.9%2.4%0.6%3.5M-41.6M-542.7K1.2112.88N/AN/A5,4236,56663,43036,092
2018-04-13$30.69$32.0021.8%6.2%29.4%56.1%21.5%3.1%-0.5%2.8M-27.6M-522.4K1.0828.21N/AN/A5,4175,86563,42136,347
2018-04-16$30.38$32.0023.0%6.6%29.4%61.3%22.2%2.3%-0.0%2.4M-19.6M-504.5K1.0413.92N/AN/A5,7485,99363,41836,364
2018-04-17$30.19$32.0022.2%6.4%29.5%57.6%21.6%3.3%-0.1%2.6M-15.1M-517.2K0.9610.51N/AN/A7,4917,18364,62836,420
2018-04-18$30.15$31.0020.8%6.0%29.2%51.5%20.7%2.6%-0.2%3.1M-14.3M-514.3K1.0015.46N/AN/A5,8405,85566,49336,757
2018-04-19$30.27$31.0020.3%5.8%29.3%49.4%20.5%1.7%0.0%3.4M-17.7M-511.3K0.9315.36N/AN/A6,1835,77766,75636,723
2018-04-20$29.65$31.0021.4%5.9%28.7%54.4%21.0%2.8%4.3%1.3M658.4K-494.8K0.8113.81N/AN/A7,7016,20766,55036,951
2018-04-23$29.67$31.0020.8%5.9%27.2%51.4%20.4%2.0%-0.5%1.3M-12.1M-496.5K0.6427.95N/AN/A6,0963,91844,98330,696
2018-04-24$30.30$31.0020.5%5.8%26.7%50.1%20.5%2.1%-0.7%2.5M-22.5M-515.8K0.6616.07N/AN/A5,8253,84245,56630,755
2018-04-25$30.18$31.0020.5%5.9%26.6%50.3%21.0%2.3%0.2%2.3M-21.1M-506.1K0.6611.53N/AN/A5,8033,82545,87430,823
2018-04-26$29.87$31.0020.5%5.7%26.2%50.3%20.5%1.3%-0.5%1.4M-14.6M-503.1K0.6016.61N/AN/A6,4103,83945,89730,807
2018-04-27$29.76$31.0020.2%5.8%22.1%48.9%20.4%1.9%0.2%1.0M-13.1M-501.1K0.6028.20N/AN/A6,6353,97346,35330,844
2018-04-30$29.85$31.0021.5%6.1%20.6%54.5%22.3%2.5%0.2%1.1M-16.0M-492.0K0.6920.23N/AN/A5,5803,85243,39230,401