ASHR Options History — May 2018

In May 2018, ASHR traded between $29.33 and $30.97. ATM implied volatility averaged 20.1%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.7% (HV 20d: 17.4%). Max pain ranged from $30.50 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.89.

Notable Days

  • 2018-05-18: Highest Volume — 11,701 contracts
  • 2018-05-21: Largest IV drop — 8.8% change
  • 2018-05-03: Highest IV Rank — 55.6%
  • 2018-05-01: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.18$29.33$30.97$29.65$29.66
Max Pain$31.43$30.50$33.00$31.00$31.00
ATM IV20.1%18.6%21.7%21.6%20.2%
Expected Move5.7%4.6%6.2%6.2%5.8%
HV 20d17.4%15.4%20.4%20.1%17.7%
HV 60d23.4%21.5%27.1%27.0%21.6%
IV Rank48.4%41.4%55.6%55.3%48.6%
IV Percentile74.0%65.9%84.1%84.1%73.0%
Term Structure0.2%-0.6%1.0%-0.1%-0.5%
VWIV20.2%18.2%23.1%21.4%19.7%
Skew 25d1.7%-0.2%2.7%2.0%2.2%
Skew 10d4.1%-0.1%6.8%6.5%6.8%
Call IV 25d20.0%18.2%21.6%21.3%19.4%
Put IV 25d21.7%19.7%23.4%23.4%21.6%
Bid-Ask Spread %21.6110.7155.2221.8625.35
Gamma HHI0.160.140.180.170.14
Net GEX1.4M577.2K2.3M1.1M769.9K
Net DEX-20.4M-35.5M-6.2M-11.0M-12.1M
Net VEX-516.8K-528.1K-499.2K-503.2K-514.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.621.480.701.24
Total Volume9,362.7737,67611,7019,43510,703
Total OI78,048.13674,50981,61374,50981,467

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$29.65$31.0021.6%6.2%20.1%55.3%21.4%2.0%-0.1%1.1M-11.0M-503.2K0.7021.86N/AN/A5,5653,87043,46531,044
2018-05-02$29.44$30.5021.5%4.6%20.1%54.8%22.5%1.2%-0.1%1.0M-9.7M-508.1K0.6555.22N/AN/A5,9193,86044,43231,083
2018-05-03$29.72$33.0021.7%6.1%20.4%55.6%23.1%2.2%0.2%1.1M-12.6M-515.3K0.7217.70N/AN/A5,3483,82544,53831,155
2018-05-04$29.73$33.0020.6%5.8%18.4%50.8%23.1%1.7%1.0%1.2M-13.4M-506.6K0.6716.14N/AN/A5,5893,75644,73731,134
2018-05-07$30.02$33.0020.5%6.1%18.7%50.2%22.5%2.1%0.9%1.3M-18.1M-526.6K0.6619.22N/AN/A5,8213,81745,06131,204
2018-05-08$30.42$33.0020.0%5.9%16.2%48.0%21.4%1.4%0.3%1.6M-22.8M-525.4K0.6224.61N/AN/A6,1433,79345,27631,301
2018-05-09$30.44$33.0019.8%5.7%16.2%47.0%19.7%1.9%-0.1%1.8M-25.6M-523.4K0.8119.59N/AN/A4,9043,98046,06731,328
2018-05-10$30.91$31.0019.8%5.8%17.3%46.8%19.6%1.3%0.4%2.1M-33.7M-524.5K0.9922.54N/AN/A3,9843,94046,16831,166
2018-05-11$30.65$31.0019.6%5.7%16.0%46.0%19.2%1.3%-0.2%2.0M-28.1M-526.4K0.9329.17N/AN/A4,2883,97846,43931,228
2018-05-14$30.97$31.0019.9%5.7%16.0%47.5%20.6%1.7%0.2%2.3M-35.5M-524.1K0.9116.92N/AN/A4,0183,65846,56431,215
2018-05-15$30.48$31.0020.6%5.9%16.9%50.7%20.2%1.9%0.6%1.9M-26.2M-519.4K0.8327.19N/AN/A4,3253,59946,76731,413
2018-05-16$30.76$31.0020.1%5.8%17.2%48.4%19.9%1.9%0.3%2.2M-30.1M-526.1K0.8310.71N/AN/A4,3803,63547,05131,539
2018-05-17$30.28$31.0021.1%6.1%18.1%52.9%20.3%2.6%-0.3%1.8M-21.9M-512.0K1.2818.13N/AN/A4,6755,97647,19931,600
2018-05-18$30.49$31.0020.5%5.8%16.5%50.1%19.7%2.7%0.3%2.3M-24.5M-528.1K1.0715.25N/AN/A5,6456,05647,73733,876
2018-05-21$30.86$31.0018.7%5.4%16.9%42.0%18.7%-0.2%0.5%1.7M-31.4M-513.6K1.4812.54N/AN/A4,5126,70044,14933,290
2018-05-22$30.74$31.0019.3%5.5%15.4%44.9%18.6%1.4%-0.3%1.6M-28.5M-521.5K1.0114.21N/AN/A4,4204,44944,50734,263
2018-05-23$30.18$31.0019.6%5.5%16.8%45.9%19.3%1.2%-0.1%937.4K-18.1M-519.2K0.8644.39N/AN/A4,7064,04244,72134,386
2018-05-24$30.04$31.0018.8%5.2%16.5%42.6%18.6%1.4%0.6%894.8K-17.5M-512.9K0.8513.47N/AN/A4,6573,96645,15234,457
2018-05-25$29.83$31.0018.6%5.3%16.6%41.4%18.2%2.4%0.7%778.8K-13.9M-510.5K0.8625.28N/AN/A4,6504,01745,24834,485
2018-05-29$29.36$31.0020.1%5.9%17.5%48.5%20.1%1.8%-0.6%658.2K-7.1M-499.2K0.9114.02N/AN/A5,9705,42443,66034,485
2018-05-30$29.33$31.0019.8%5.6%17.4%47.2%18.8%1.7%0.1%577.2K-6.2M-509.5K0.7511.95N/AN/A5,3954,02345,03035,972
2018-05-31$29.66$31.0020.2%5.8%17.7%48.6%19.7%2.2%-0.5%769.9K-12.1M-514.9K1.2425.35N/AN/A4,7855,91845,36836,099