ASHR Options History — September 2018

In September 2018, ASHR traded between $23.56 and $25.48. 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 1.7% (HV 20d: 26.5%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.67.

Notable Days

  • 2018-09-19: Highest Volume — 34,465 contracts
  • 2018-09-27: Largest IV drop — 12.0% change
  • 2018-09-13: Highest IV Rank — 75.6%
  • 2018-09-05: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.52$23.56$25.48$24.79$25.31
Max Pain$25.42$25.00$26.00$25.00$25.00
ATM IV24.8%22.2%26.2%25.0%22.2%
Expected Move7.1%6.2%7.7%7.5%6.2%
HV 20d26.5%21.8%33.9%33.9%21.8%
HV 60d31.7%30.6%32.3%31.8%30.6%
IV Rank69.3%57.6%75.6%70.6%57.6%
IV Percentile80.5%59.9%92.1%86.1%59.9%
Term Structure0.0%-1.5%1.0%1.0%0.3%
VWIV25.4%22.3%27.7%27.3%22.3%
Skew 25d1.4%-0.1%2.8%1.6%0.1%
Skew 10d2.2%-0.8%4.2%2.6%-0.2%
Call IV 25d25.1%23.1%26.5%25.4%23.1%
Put IV 25d26.5%23.2%28.5%27.1%23.2%
Bid-Ask Spread %9.595.0232.468.158.51
Gamma HHI0.260.180.330.330.28
Net GEX6.3M2.0M12.9M5.1M7.6M
Net DEX-30.2M-108.3M20.2M-19.7M-81.9M
Net VEX-608.0K-685.0K-516.8K-643.3K-648.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.191.140.831.14
Total Volume16,413.3169,77434,46511,15510,891
Total OI190,368.579175,761221,878175,761198,621

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-09-04$24.79$25.0025.0%7.5%33.9%70.6%27.3%1.6%1.0%5.1M-19.7M-643.3K0.838.15N/AN/A6,0905,065126,03449,727
2018-09-05$24.38$25.0025.9%7.7%31.0%74.4%27.7%2.2%0.1%4.4M-5.7M-615.8K0.819.21N/AN/A6,2435,040128,69350,000
2018-09-06$24.35$26.0025.5%7.4%30.0%72.7%26.6%2.4%-0.1%4.0M-3.0M-601.2K0.757.60N/AN/A6,8005,122129,35550,228
2018-09-07$24.05$26.0025.4%7.3%28.2%72.0%26.1%2.8%0.6%3.1M8.7M-564.0K0.866.77N/AN/A6,1465,261128,47550,377
2018-09-10$23.85$26.0025.8%7.5%27.8%74.1%27.5%1.7%-0.2%2.6M13.1M-546.5K0.856.68N/AN/A6,4405,456127,67550,083
2018-09-11$23.56$26.0025.8%7.3%28.1%74.1%26.7%2.4%-0.3%2.0M20.2M-516.8K0.876.13N/AN/A5,8145,038127,47650,239
2018-09-12$24.08$26.0025.6%7.3%29.4%73.2%25.8%1.9%0.1%3.1M6.9M-552.4K0.657.92N/AN/A7,5634,947128,20150,315
2018-09-13$24.21$26.0026.2%7.4%24.7%75.6%26.1%1.8%-0.8%3.6M2.5M-553.2K0.3914.52N/AN/A13,1395,127129,29950,471
2018-09-14$23.80$26.0024.9%7.1%24.4%69.8%26.3%1.9%0.1%2.7M11.8M-552.3K0.499.08N/AN/A12,3365,987135,06450,673
2018-09-17$23.68$26.0025.7%7.3%24.3%73.3%26.4%2.1%0.5%2.8M8.3M-558.6K0.269.18N/AN/A19,7875,070137,98250,286
2018-09-18$24.32$25.0025.3%7.3%26.2%71.7%25.9%1.6%-0.2%4.6M-13.4M-606.3K0.245.02N/AN/A22,5755,427141,67050,535
2018-09-19$24.76$25.0023.8%6.8%25.5%65.2%25.1%1.9%0.4%9.2M-49.9M-650.8K0.196.52N/AN/A28,9115,554155,57050,804
2018-09-20$24.79$25.0024.6%7.0%25.2%68.7%25.0%0.8%0.3%12.9M-65.0M-668.9K0.979.78N/AN/A6,0565,865167,96251,038
2018-09-21$25.30$25.0023.5%6.7%25.8%63.8%23.9%0.0%-0.3%12.9M-108.3M-685.0K0.3510.49N/AN/A20,0507,002170,55851,320
2018-09-24$24.99$25.0023.8%6.9%25.0%64.8%24.8%0.7%-0.1%9.6M-63.9M-645.5K1.037.96N/AN/A4,9315,069143,36549,416
2018-09-25$25.04$25.0023.5%6.7%23.5%63.8%24.0%0.5%0.4%10.1M-66.8M-644.8K1.038.34N/AN/A4,8104,964144,16849,580
2018-09-26$25.48$25.0025.6%6.7%24.3%73.0%23.0%0.1%-1.5%9.8M-92.3M-654.3K0.3032.46N/AN/A18,5025,489144,34149,735
2018-09-27$25.16$25.0022.5%6.4%24.7%59.2%22.6%-0.1%0.4%9.0M-75.4M-645.1K0.687.86N/AN/A7,8915,395147,85549,812
2018-09-28$25.31$25.0022.2%6.2%21.8%57.6%22.3%0.1%0.3%7.6M-81.9M-648.2K1.148.51N/AN/A5,0865,805148,37250,249