ASHR Options History — July 2018

In July 2018, ASHR traded between $25.15 and $26.96. ATM implied volatility averaged 24.8%, placing in the 69.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 6.3% (HV 20d: 31.0%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2018-07-03: Highest Volume — 20,903 contracts
  • 2018-07-19: Largest IV spike — 9.2% change
  • 2018-07-05: Highest IV Rank — 92.0%
  • 2018-07-03: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.02$25.15$26.96$25.42$26.59
Max Pain$26.29$26.00$29.00$29.00$26.00
ATM IV24.8%22.6%29.8%25.8%22.6%
Expected Move7.1%6.5%8.2%7.6%6.7%
HV 20d31.0%23.8%34.6%24.9%29.9%
HV 60d23.0%20.0%25.3%21.0%25.3%
IV Rank69.3%59.5%92.0%74.2%59.6%
IV Percentile90.0%78.6%99.6%97.2%78.6%
Term Structure-0.3%-1.3%1.1%-0.5%-0.2%
VWIV25.5%22.9%32.4%26.9%24.0%
Skew 25d2.3%-2.6%4.0%3.0%1.6%
Skew 10d4.9%2.7%8.8%6.0%3.6%
Call IV 25d24.4%22.1%29.5%25.4%22.9%
Put IV 25d26.7%23.5%32.2%28.4%24.5%
Bid-Ask Spread %20.219.6737.209.6821.77
Gamma HHI0.130.110.310.110.13
Net GEX719.8K-2.3M2.6M334.2K2.3M
Net DEX13.9M-23.9M41.5M36.2M-12.5M
Net VEX-531.0K-593.2K-453.1K-453.1K-553.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.391.480.571.48
Total Volume13,929.09510,26720,90316,50410,349
Total OI127,012.714115,186140,942115,186115,655

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$25.42$29.0025.8%7.6%24.9%74.2%26.9%3.0%-0.5%334.2K36.2M-453.1K0.579.68N/AN/A10,5365,96870,84644,340
2018-07-03$25.40$29.0027.5%8.2%24.4%81.5%29.0%-2.6%1.1%529.6K31.5M-476.5K1.0437.20N/AN/A10,26310,64073,90344,659
2018-07-05$25.15$26.0029.8%7.9%23.8%92.0%32.4%2.7%-1.1%-201.7K41.5M-481.1K0.5532.05N/AN/A11,3216,18174,48350,041
2018-07-06$25.37$26.0028.2%8.0%24.6%84.9%28.8%2.5%-0.8%16.4K39.0M-480.7K0.7334.76N/AN/A10,4437,59176,55350,758
2018-07-09$26.26$26.0026.1%7.5%28.9%75.4%26.9%2.4%0.4%337.8K19.9M-531.8K0.4215.51N/AN/A11,6064,89376,26852,077
2018-07-10$26.30$26.0024.7%7.3%28.9%69.1%26.0%2.0%0.6%343.0K17.9M-532.8K0.3914.78N/AN/A12,4804,84678,58052,261
2018-07-11$25.42$26.0026.5%7.7%30.3%77.2%26.6%3.8%0.2%-57.9K34.6M-525.4K0.6421.77N/AN/A7,3294,70183,63552,732
2018-07-12$26.29$26.0024.4%7.0%33.7%67.6%26.2%3.4%-0.5%640.9K13.1M-570.0K0.6518.55N/AN/A6,7224,37084,05253,110
2018-07-13$26.22$26.0024.8%7.0%33.7%69.3%24.4%2.5%-1.3%430.4K18.0M-550.1K0.6218.45N/AN/A9,9506,12684,44353,236
2018-07-16$26.07$26.0025.0%7.2%33.6%70.5%25.8%2.5%-0.2%357.2K20.1M-542.5K0.8023.24N/AN/A7,5285,99984,15552,274
2018-07-17$25.99$26.0024.2%6.9%33.5%66.9%26.4%2.6%0.4%369.9K20.2M-541.9K0.6215.28N/AN/A7,9234,88685,48152,053
2018-07-18$25.80$26.0022.8%6.5%32.0%60.7%24.6%4.0%0.7%-518.5K26.4M-530.7K0.5319.11N/AN/A8,6934,60585,62652,152
2018-07-19$25.34$26.0024.9%7.2%32.2%70.2%24.4%2.6%-1.1%-689.3K38.0M-495.0K0.7419.06N/AN/A7,4865,54486,50952,091
2018-07-20$26.13$26.0023.2%6.7%34.0%62.4%23.1%3.4%-0.5%-2.3M16.4M-537.4K0.6918.21N/AN/A8,1685,67487,49953,443
2018-07-23$26.12$26.0023.3%6.7%33.6%62.7%23.5%2.3%-1.2%1.8M-7.3M-542.7K0.7619.61N/AN/A7,0745,34976,20339,454
2018-07-24$26.91$26.0022.8%6.5%34.6%60.5%23.0%1.4%-0.0%2.6M-23.9M-582.2K1.3415.01N/AN/A5,2787,09276,59739,620
2018-07-25$26.96$26.0022.6%6.7%34.4%59.5%23.4%1.3%-0.4%2.5M-21.6M-593.2K1.3319.48N/AN/A5,0116,64777,12841,523
2018-07-26$26.32$26.0024.2%6.6%33.8%66.9%22.9%2.5%-0.7%2.1M-7.4M-557.3K1.3018.86N/AN/A4,9666,43577,34841,778
2018-07-27$26.19$26.0022.8%6.6%33.8%60.5%23.0%1.9%-0.2%2.1M-4.3M-537.8K1.0922.41N/AN/A5,5316,04077,57841,855
2018-07-30$26.11$26.0023.6%6.8%33.1%64.3%23.7%1.9%-0.5%2.1M-3.7M-535.4K1.409.67N/AN/A4,2785,98975,85639,412
2018-07-31$26.59$26.0022.6%6.7%29.9%59.6%24.0%1.6%-0.2%2.3M-12.5M-553.6K1.4821.77N/AN/A4,1796,17076,11939,536