ASHR Options History — October 2018

In October 2018, ASHR traded between $22.08 and $25.38. ATM implied volatility averaged 29.2%, placing in the 86.7% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.6% (HV 20d: 26.6%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.93.

Notable Days

2018-10-22: Highest Volume — 30,753 contracts
2018-10-29: Largest IV spike — 10.4% change
2018-10-23: Highest IV Rank — 100.0%
2018-10-29: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.54	$22.08	$25.38	$25.38	$23.23
Max Pain	$24.61	$24.00	$25.00	$25.00	$24.00
ATM IV	29.2%	22.8%	35.7%	22.8%	32.6%
Expected Move	8.5%	6.4%	10.7%	6.5%	9.5%
HV 20d	26.6%	20.7%	37.8%	21.7%	37.8%
HV 60d	29.6%	27.9%	31.3%	30.6%	30.5%
IV Rank	86.7%	60.6%	100.0%	60.6%	88.4%
IV Percentile	93.8%	64.7%	100.0%	64.7%	99.2%
Term Structure	-0.1%	-1.4%	1.0%	0.2%	-0.6%
VWIV	30.9%	23.0%	37.8%	23.3%	33.0%
Skew 25d	1.4%	-0.5%	5.1%	0.3%	1.2%
Skew 10d	1.6%	-9.4%	5.1%	0.4%	2.0%
Call IV 25d	29.9%	23.6%	36.0%	24.3%	33.0%
Put IV 25d	31.3%	24.5%	41.1%	24.6%	34.2%
Bid-Ask Spread %	16.67	8.69	39.77	8.69	13.13
Gamma HHI	0.28	0.17	0.39	0.29	0.22
Net GEX	4.5M	1.4M	8.3M	8.0M	3.6M
Net DEX	-13.5M	-58.5M	30.1M	-58.5M	-16.5M
Net VEX	-569.0K	-652.8K	-452.1K	-639.4K	-603.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.17	1.64	1.23	1.64
Total Volume	17,592.217	9,861	30,753	10,082	22,531
Total OI	195,167.261	167,117	211,092	182,090	203,548

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-10-01	$25.38	$25.00	22.8%	6.5%	21.7%	60.6%	23.3%	0.3%	0.2%	8.0M	-58.5M	-639.4K	1.23	8.69	N/A	N/A	4,512	5,570	132,861	49,229
2018-10-02	$24.92	$25.00	23.5%	6.6%	22.8%	63.5%	24.7%	-0.2%	-0.2%	6.5M	-36.7M	-605.2K	1.16	12.57	N/A	N/A	4,671	5,400	132,751	49,322
2018-10-03	$24.79	$25.00	23.4%	6.4%	22.0%	63.4%	23.0%	1.8%	-0.0%	6.1M	-31.8M	-590.6K	1.26	9.55	N/A	N/A	4,385	5,507	132,966	49,085
2018-10-04	$24.16	$25.00	25.3%	7.4%	24.0%	71.7%	26.0%	1.1%	0.8%	4.1M	-6.4M	-547.5K	0.25	12.13	N/A	N/A	22,685	5,710	133,078	49,295
2018-10-05	$24.51	$25.00	26.9%	7.6%	24.1%	79.1%	29.5%	1.3%	-0.0%	6.1M	-30.4M	-600.3K	0.29	18.57	N/A	N/A	20,880	6,105	139,359	49,269
2018-10-08	$24.09	$25.00	27.0%	7.8%	24.7%	79.2%	29.6%	2.5%	-0.2%	8.3M	-24.6M	-590.2K	0.88	13.35	N/A	N/A	7,680	6,760	152,754	49,426
2018-10-09	$24.05	$25.00	27.2%	7.8%	24.3%	80.5%	29.3%	1.9%	0.0%	8.3M	-23.8M	-592.0K	1.30	10.22	N/A	N/A	4,479	5,811	155,016	49,489
2018-10-10	$23.52	$25.00	27.6%	8.0%	24.3%	82.2%	28.8%	1.4%	0.3%	5.3M	-619.7K	-539.0K	1.38	15.65	N/A	N/A	4,145	5,716	155,173	49,623
2018-10-11	$23.31	$25.00	29.7%	8.1%	24.3%	91.6%	30.3%	0.8%	-1.3%	3.6M	8.5M	-509.2K	1.10	39.77	N/A	N/A	5,585	6,128	155,565	49,680
2018-10-12	$23.37	$25.00	29.0%	8.4%	23.7%	88.3%	29.7%	0.9%	0.1%	3.6M	1.4M	-546.3K	1.12	29.80	N/A	N/A	5,314	5,965	161,176	49,916
2018-10-15	$23.10	$25.00	29.8%	8.6%	24.0%	92.2%	30.5%	1.7%	-1.4%	2.9M	8.0M	-527.3K	1.17	17.29	N/A	N/A	4,973	5,828	150,114	49,180
2018-10-16	$23.11	$25.00	29.2%	8.4%	21.6%	89.2%	30.6%	1.9%	-1.2%	2.7M	11.2M	-507.5K	1.15	21.71	N/A	N/A	5,012	5,744	150,690	49,666
2018-10-17	$22.73	$25.00	28.8%	8.3%	20.7%	87.4%	30.9%	2.4%	0.2%	2.0M	18.6M	-493.3K	0.92	12.29	N/A	N/A	6,210	5,728	152,044	49,947
2018-10-18	$22.08	$25.00	30.7%	8.8%	22.4%	95.9%	35.4%	1.3%	0.9%	1.4M	30.1M	-452.1K	1.31	21.26	N/A	N/A	7,773	10,218	153,860	49,950
2018-10-19	$22.83	$24.00	29.6%	8.5%	24.8%	91.4%	32.1%	1.3%	-0.0%	2.6M	11.7M	-520.9K	0.63	15.64	N/A	N/A	10,455	6,580	155,687	55,155
2018-10-22	$23.89	$24.00	30.5%	8.8%	30.4%	95.2%	31.4%	0.9%	-0.7%	5.5M	-42.8M	-581.7K	0.17	12.03	N/A	N/A	26,306	4,447	119,971	47,146
2018-10-23	$23.46	$24.00	31.7%	9.3%	30.8%	100.0%	34.3%	-0.5%	-0.9%	5.2M	-45.0M	-612.8K	0.38	14.01	N/A	N/A	12,487	4,725	133,705	48,031
2018-10-24	$23.19	$24.00	32.1%	9.6%	30.0%	100.0%	34.6%	2.0%	-0.3%	4.8M	-28.2M	-599.5K	1.26	16.75	N/A	N/A	11,676	14,764	136,436	48,645
2018-10-25	$23.63	$24.00	31.8%	9.6%	30.9%	98.5%	34.1%	0.4%	-0.8%	5.5M	-39.6M	-652.8K	1.13	12.26	N/A	N/A	13,127	14,830	137,792	58,790
2018-10-26	$23.30	$24.00	32.3%	9.7%	31.0%	100.0%	34.0%	0.7%	1.0%	3.7M	-23.9M	-623.3K	0.27	20.67	N/A	N/A	17,145	4,548	140,510	58,962
2018-10-29	$22.14	$24.00	35.7%	10.7%	35.0%	100.0%	37.8%	5.1%	0.5%	1.7M	8.3M	-555.5K	0.69	22.40	N/A	N/A	14,174	9,734	135,863	57,209
2018-10-30	$22.65	$24.00	34.8%	10.7%	36.2%	96.8%	37.4%	1.0%	0.6%	2.0M	1.4M	-597.9K	0.70	13.76	N/A	N/A	13,294	9,304	137,665	63,248
2018-10-31	$23.23	$24.00	32.6%	9.5%	37.8%	88.4%	33.0%	1.2%	-0.6%	3.6M	-16.5M	-603.1K	1.64	13.13	N/A	N/A	8,541	13,990	139,916	63,632