ASHR Options History — August 2018

In August 2018, ASHR traded between $23.83 and $25.52. ATM implied volatility averaged 26.1%, placing in the 75.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 9.6% (HV 20d: 35.7%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.60.

Notable Days

  • 2018-08-06: Highest Volume — 29,709 contracts
  • 2018-08-06: Largest IV spike — 7.6% change
  • 2018-08-20: Highest IV Rank — 83.5%
  • 2018-08-20: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.80$23.83$25.52$25.42$24.71
Max Pain$25.48$25.00$26.00$26.00$25.00
ATM IV26.1%24.3%27.9%24.4%26.0%
Expected Move7.5%6.9%8.0%7.0%7.6%
HV 20d35.7%32.7%38.7%34.3%34.8%
HV 60d29.5%26.6%31.8%26.6%31.8%
IV Rank75.4%67.3%83.5%67.5%74.7%
IV Percentile94.2%89.3%98.4%90.1%90.5%
Term Structure-0.1%-1.0%1.4%-0.6%-0.0%
VWIV27.0%24.4%29.7%24.5%28.6%
Skew 25d1.6%0.3%2.7%2.1%2.1%
Skew 10d2.4%-0.4%5.1%5.1%2.6%
Call IV 25d26.4%23.8%28.8%24.0%26.0%
Put IV 25d27.9%26.2%29.5%26.2%28.1%
Bid-Ask Spread %19.649.0451.3651.3612.26
Gamma HHI0.180.110.310.120.31
Net GEX4.1M599.4K9.3M1.4M5.0M
Net DEX-5.6M-59.4M27.2M11.5M-18.2M
Net VEX-587.0K-727.8K-446.6K-464.4K-653.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.221.361.360.50
Total Volume18,069.4359,98729,7099,98716,991
Total OI159,380.304115,961190,196115,961189,838

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$25.42$26.0024.4%7.0%34.3%67.5%24.5%2.1%-0.6%1.4M11.5M-464.4K1.3651.36N/AN/A4,2245,76376,36339,598
2018-08-02$24.94$26.0024.3%6.9%34.8%67.3%24.4%2.3%-1.0%1.1M18.3M-449.4K1.2224.44N/AN/A4,8125,87177,38540,030
2018-08-03$24.72$26.0024.8%7.1%34.8%69.6%25.3%2.0%-0.7%832.6K19.3M-463.3K0.6120.62N/AN/A8,5055,22478,41440,735
2018-08-06$24.20$26.0026.7%7.3%32.7%78.1%25.8%2.7%-0.9%599.4K24.5M-446.6K0.5715.76N/AN/A18,87810,83181,11940,538
2018-08-07$25.22$26.0024.7%7.1%36.5%69.2%25.6%2.0%-0.2%2.6M1.0M-576.5K0.3110.71N/AN/A17,8415,56195,55046,124
2018-08-08$24.67$26.0025.4%7.2%35.3%72.4%26.9%0.6%-0.3%1.8M12.1M-540.4K0.4326.92N/AN/A12,4695,32096,12546,417
2018-08-09$25.39$26.0025.0%7.1%34.7%70.2%25.1%1.1%-0.2%3.7M-10.0M-623.1K0.6428.13N/AN/A11,1637,089102,24847,486
2018-08-10$25.00$26.0025.3%7.4%35.0%71.6%26.2%1.8%0.0%2.7M1.2M-582.0K0.4829.98N/AN/A12,7386,170101,88448,241
2018-08-13$24.90$26.0026.2%7.4%35.0%75.6%27.5%2.2%-0.1%3.0M2.5M-577.9K0.3614.13N/AN/A13,0544,724104,24848,128
2018-08-14$24.92$26.0025.6%7.4%35.0%73.2%26.1%1.5%0.8%3.3M1.4M-573.9K0.4521.55N/AN/A9,9324,469107,08548,516
2018-08-15$23.83$26.0027.4%7.8%38.2%81.3%28.9%1.4%-0.5%1.1M27.2M-508.9K0.3714.80N/AN/A14,8985,448107,31548,557
2018-08-16$24.30$25.0026.8%7.7%38.7%78.5%28.1%1.8%0.2%2.2M16.2M-526.6K0.5918.20N/AN/A8,9155,249112,54249,460
2018-08-17$24.44$25.0027.5%8.0%36.8%81.5%28.4%0.3%0.3%3.0M6.1M-567.3K0.3317.74N/AN/A18,3985,981114,90349,684
2018-08-20$24.30$25.0027.9%8.0%36.8%83.5%28.6%0.8%-0.5%4.5M744.6K-574.6K0.5226.29N/AN/A9,6104,953121,62845,926
2018-08-21$24.90$25.0027.6%7.9%36.2%82.3%27.4%1.1%-0.6%7.0M-21.9M-633.1K0.3427.10N/AN/A18,1246,201125,87946,224
2018-08-22$24.64$25.0026.6%7.6%36.2%77.4%27.7%1.5%0.3%6.2M-17.1M-649.9K0.5424.08N/AN/A11,5716,216134,41148,134
2018-08-23$24.37$25.0026.5%7.6%35.6%77.1%27.5%1.6%0.0%4.9M-6.7M-635.6K0.2210.88N/AN/A23,3275,215139,69848,651
2018-08-24$24.93$25.0026.7%7.6%36.8%78.2%27.6%0.8%1.1%6.9M-35.4M-694.4K0.8613.28N/AN/A7,0146,053141,50648,690
2018-08-27$25.52$25.0026.8%7.8%37.9%78.4%26.7%1.8%1.4%9.2M-59.4M-727.8K1.3610.86N/AN/A5,2427,132131,76948,514
2018-08-28$25.35$25.0026.0%7.4%37.2%75.0%27.4%1.4%-0.1%9.1M-46.3M-696.9K0.9711.92N/AN/A6,3556,154131,82648,927
2018-08-29$25.30$25.0025.6%7.3%33.7%73.0%27.3%1.6%-0.1%9.3M-41.4M-686.6K0.309.04N/AN/A19,0225,688131,98449,214
2018-08-30$24.52$25.0027.0%7.8%34.9%79.6%29.7%1.7%-0.2%4.6M-13.3M-648.6K0.4411.68N/AN/A11,9125,290134,67949,554
2018-08-31$24.71$25.0026.0%7.6%34.8%74.7%28.6%2.1%-0.0%5.0M-18.2M-653.0K0.5012.26N/AN/A11,3645,627140,21149,627