ASHR Options History — June 2018

In June 2018, ASHR traded between $25.97 and $30.20. ATM implied volatility averaged 20.0%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.8% (HV 20d: 17.3%). Max pain ranged from $29.00 to $31.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2018-06-27: Highest Volume — 21,333 contracts
  • 2018-06-27: Largest IV spike — 17.1% change
  • 2018-06-27: Highest IV Rank — 71.7%
  • 2018-06-27: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.49$25.97$30.20$29.55$26.51
Max Pain$30.83$29.00$31.00$30.50$29.00
ATM IV20.0%17.3%25.3%19.0%23.5%
Expected Move5.7%5.1%7.2%5.4%6.7%
HV 20d17.3%14.2%22.0%17.4%22.0%
HV 60d20.7%18.9%21.7%21.6%20.0%
IV Rank48.0%35.5%71.7%43.5%63.8%
IV Percentile71.9%56.7%96.8%65.5%90.1%
Term Structure-0.1%-2.1%0.6%-0.1%-0.2%
VWIV20.5%16.5%25.7%18.0%23.4%
Skew 25d1.6%0.4%2.4%1.8%1.5%
Skew 10d3.0%1.5%5.3%3.2%5.0%
Call IV 25d20.0%17.5%24.7%19.0%23.7%
Put IV 25d21.5%18.0%27.1%20.8%25.2%
Bid-Ask Spread %21.2811.0345.4429.7515.93
Gamma HHI0.160.100.190.150.10
Net GEX308.2K-883.3K1.0M466.5K-153.9K
Net DEX4.2M-20.6M40.5M-8.4M23.5M
Net VEX-499.7K-525.1K-466.2K-513.9K-509.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.351.731.730.49
Total Volume12,401.9058,38321,33312,81619,670
Total OI94,094.52484,264120,60384,264119,730

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$29.55$30.5019.0%5.4%17.4%43.5%18.0%1.8%-0.1%466.5K-8.4M-513.9K1.7329.75N/AN/A4,6908,12645,83838,426
2018-06-04$29.79$31.0018.9%5.4%17.6%42.9%21.7%1.6%0.2%544.0K-11.9M-516.2K1.0818.13N/AN/A4,2274,57045,70738,734
2018-06-05$30.03$31.0018.2%5.4%17.5%39.7%19.7%2.0%0.5%769.2K-16.9M-520.4K1.0122.97N/AN/A4,5934,62145,83138,926
2018-06-06$30.20$31.0017.3%5.1%17.0%35.5%16.5%0.4%0.2%1.0M-20.6M-518.9K1.1414.69N/AN/A4,0994,66846,61039,044
2018-06-07$29.88$31.0017.8%5.2%17.3%38.0%18.8%1.4%0.1%855.4K-14.5M-511.0K0.7716.27N/AN/A5,4074,15546,71639,110
2018-06-08$29.63$31.0018.1%5.3%16.4%39.4%18.8%1.1%0.2%715.6K-10.2M-511.3K0.9511.03N/AN/A4,2944,08947,62439,160
2018-06-11$29.65$31.0018.3%5.3%16.3%40.2%18.7%1.6%-0.2%770.0K-10.6M-506.8K0.8020.01N/AN/A4,9543,98347,56939,058
2018-06-12$29.75$31.0018.5%5.1%15.8%41.0%18.1%1.1%-0.5%853.5K-12.7M-504.2K0.7627.41N/AN/A5,1623,92547,68639,101
2018-06-13$29.61$31.0020.6%5.2%14.9%50.4%19.9%2.1%-2.1%769.3K-11.8M-525.1K0.7745.44N/AN/A5,0823,93548,44339,222
2018-06-14$29.45$31.0018.3%5.4%14.4%40.3%20.9%1.2%0.6%583.7K-8.0M-508.9K0.7818.44N/AN/A4,8443,78248,56139,374
2018-06-15$29.03$31.0018.4%5.2%14.3%40.5%18.6%1.0%0.2%151.5K300.4K-504.9K0.5221.93N/AN/A7,2253,75948,76339,375
2018-06-18$28.69$31.0019.1%5.5%14.2%43.8%18.7%1.9%0.0%121.8K4.7M-492.4K0.6232.91N/AN/A5,9693,72550,30539,160
2018-06-19$27.80$31.0020.5%5.9%16.4%50.2%20.7%1.7%-0.1%-224.3K18.0M-466.2K0.3520.93N/AN/A11,7624,06950,58139,316
2018-06-20$27.94$31.0019.9%5.7%16.8%47.2%21.0%1.1%0.4%100.6K12.9M-494.3K0.6816.40N/AN/A6,1694,20555,54939,663
2018-06-21$27.37$31.0021.2%6.1%17.0%53.2%21.3%2.2%-1.0%-108.7K21.4M-469.7K0.4039.39N/AN/A10,6514,28455,83539,777
2018-06-22$27.70$31.0020.2%5.8%18.0%48.9%20.4%1.0%0.0%176.4K13.3M-504.8K0.4011.41N/AN/A11,1914,45758,98340,070
2018-06-25$27.07$31.0021.4%6.3%19.2%54.1%21.6%2.0%0.6%322.4K20.2M-482.4K0.7919.98N/AN/A8,9927,12062,69939,619
2018-06-26$26.75$31.0021.6%6.2%19.0%55.1%21.7%1.3%-0.2%-37.9K25.4M-479.9K0.5516.67N/AN/A9,1325,06064,22541,992
2018-06-27$25.97$31.0025.3%7.2%20.9%71.7%25.7%2.3%-0.6%-323.2K34.0M-466.2K0.9914.87N/AN/A10,72710,60665,81443,186
2018-06-28$26.02$30.0024.6%7.1%20.1%68.7%25.5%2.4%-0.3%-883.3K40.5M-486.4K0.8212.30N/AN/A10,1548,30770,49950,104
2018-06-29$26.51$29.0023.5%6.7%22.0%63.8%23.4%1.5%-0.2%-153.9K23.5M-509.7K0.4915.93N/AN/A13,2316,43971,62248,108