ASHR Options History — November 2018

In November 2018, ASHR traded between $22.95 and $24.22. ATM implied volatility averaged 31.3%, placing in the 83.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 5.5% (HV 20d: 36.8%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.12.

Notable Days

  • 2018-11-02: Highest Volume — 39,075 contracts
  • 2018-11-19: Largest IV spike — 10.0% change
  • 2018-11-20: Highest IV Rank — 95.6%
  • 2018-11-30: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.55$22.95$24.22$24.13$23.40
Max Pain$23.95$23.00$24.00$24.00$24.00
ATM IV31.3%29.1%34.5%33.5%29.4%
Expected Move9.4%8.5%10.9%10.5%10.9%
HV 20d36.8%27.6%40.8%39.5%27.6%
HV 60d30.3%29.7%31.3%31.3%30.6%
IV Rank83.6%75.1%95.6%91.9%76.3%
IV Percentile94.5%87.3%99.2%99.2%87.3%
Term Structure-0.6%-4.1%2.7%-0.5%-1.8%
VWIV33.0%30.1%36.9%36.9%32.8%
Skew 25d1.9%-0.5%3.5%-0.5%3.5%
Skew 10d3.5%-0.2%10.8%-0.2%4.4%
Call IV 25d31.1%28.2%35.3%34.8%28.2%
Put IV 25d32.9%29.7%35.5%34.4%31.6%
Bid-Ask Spread %45.4616.8476.9316.8444.20
Gamma HHI0.160.120.340.340.13
Net GEX2.6M-410.3K8.6M7.2M1.7M
Net DEX-25.4M-68.8M6.8M-61.5M-20.6M
Net VEX-686.7K-737.8K-626.5K-697.4K-645.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.552.060.551.49
Total Volume16,875.7147,91539,07528,4209,618
Total OI221,095.095209,535238,928212,034222,086

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$24.13$24.0033.5%10.5%39.5%91.9%36.9%-0.5%-0.5%7.2M-61.5M-697.4K0.5516.84N/AN/A18,29610,124143,07668,958
2018-11-02$24.13$24.0033.3%9.9%39.1%91.0%35.8%-0.4%1.0%8.6M-68.8M-724.3K1.2526.35N/AN/A17,34021,735156,18969,963
2018-11-05$23.96$23.0033.0%9.7%38.7%89.9%34.6%1.4%0.9%5.2M-47.1M-724.5K0.6645.55N/AN/A16,30910,758142,20080,649
2018-11-06$23.75$24.0033.3%9.6%38.8%91.1%35.7%1.4%-0.4%4.5M-36.4M-709.2K1.3752.64N/AN/A11,62115,960142,91981,674
2018-11-07$23.99$24.0031.1%8.9%38.1%82.7%31.6%1.5%0.1%5.7M-43.4M-737.8K0.5727.58N/AN/A9,3635,309145,58386,849
2018-11-08$23.34$24.0031.4%8.9%39.3%83.7%33.1%3.0%-0.9%2.0M-12.0M-695.6K0.5776.93N/AN/A12,4607,076146,16987,177
2018-11-09$22.95$24.0029.5%8.7%39.7%76.6%31.3%2.1%0.3%376.0K6.8M-664.7K0.6743.70N/AN/A11,2667,599149,49389,435
2018-11-12$23.09$24.0029.3%8.6%39.6%75.7%31.3%1.4%0.4%993.9K-313.4K-669.6K0.6834.80N/AN/A10,9977,456132,60088,128
2018-11-13$23.74$24.0029.1%8.5%40.8%75.1%30.1%1.0%0.4%3.5M-33.1M-689.9K1.1836.70N/AN/A7,2038,503135,56287,953
2018-11-14$23.44$24.0029.6%8.9%40.6%77.1%31.5%1.7%1.0%1.9M-17.0M-708.1K2.0637.96N/AN/A4,5239,328137,45289,003
2018-11-15$23.94$24.0030.1%8.7%39.5%78.7%32.2%1.7%-0.1%4.4M-41.0M-726.8K1.4851.02N/AN/A6,2459,237139,44690,603
2018-11-16$24.22$24.0030.0%9.1%38.1%78.4%32.1%1.2%2.7%2.2M-57.8M-714.4K1.4944.15N/AN/A5,1517,678141,63891,199
2018-11-19$23.91$24.0033.0%9.5%34.9%89.8%33.9%2.6%-4.1%2.2M-42.4M-719.5K1.3167.99N/AN/A5,5057,190125,76883,767
2018-11-20$23.26$24.0034.5%9.9%35.7%95.6%34.5%2.9%-3.2%789.7K-11.5M-689.7K1.4648.67N/AN/A5,0967,434127,73084,055
2018-11-21$23.67$24.0032.8%9.4%36.0%89.2%31.5%3.0%-3.2%1.6M-27.9M-687.9K0.9048.94N/AN/A5,6475,101128,15284,495
2018-11-23$22.98$24.0034.3%10.3%36.9%94.8%33.3%1.7%-3.9%-254.3K1.7M-664.3K0.8453.32N/AN/A6,3725,328128,07184,751
2018-11-26$23.05$24.0031.2%9.4%36.7%83.1%31.1%2.7%-0.6%-71.7K-620.7K-636.6K1.1639.25N/AN/A3,9294,542125,57984,281
2018-11-27$22.95$24.0030.1%9.4%31.5%78.7%33.3%3.0%-0.3%-410.3K3.1M-626.5K1.6740.12N/AN/A4,1166,860126,06284,481
2018-11-28$23.47$24.0029.5%9.2%31.5%76.6%32.7%2.1%-0.1%1.4M-14.0M-648.2K1.4458.13N/AN/A3,2404,675126,44085,944
2018-11-29$23.13$24.0030.2%9.6%30.7%79.2%34.4%2.3%0.4%546.6K-8.7M-639.5K0.6359.93N/AN/A11,1907,010130,81086,607
2018-11-30$23.40$24.0029.4%10.9%27.6%76.3%32.8%3.5%-1.8%1.7M-20.6M-645.5K1.4944.20N/AN/A3,8685,750133,93388,153