ASHR Options History — December 2018

In December 2018, ASHR traded between $21.72 and $24.23. ATM implied volatility averaged 28.8%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 1.0% (HV 20d: 27.7%). Max pain ranged from $22.71 to $24.71. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2018-12-26: Highest Volume — 24,544 contracts
  • 2018-12-07: Largest IV spike — 144.6% change
  • 2018-12-07: Highest IV Rank — 100.0%
  • 2018-12-24: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.76$21.72$24.23$24.23$21.95
Max Pain$23.72$22.71$24.71$24.00$24.71
ATM IV28.8%23.0%66.5%24.9%26.9%
Expected Move7.8%6.6%8.8%7.7%8.1%
HV 20d27.7%23.5%30.7%30.5%23.5%
HV 60d31.0%30.5%31.4%31.3%30.5%
IV Rank39.1%23.9%100.0%59.2%24.3%
IV Percentile76.3%44.8%100.0%63.9%75.0%
Term Structure-2.6%-55.2%4.9%-0.1%-0.5%
VWIV26.2%14.8%31.3%28.2%27.6%
Skew 25d1.7%-14.3%5.3%1.5%2.9%
Skew 10d6.6%-2.4%38.2%2.3%5.1%
Call IV 25d31.7%24.1%128.7%24.6%26.1%
Put IV 25d33.3%26.1%114.5%26.1%29.0%
Bid-Ask Spread %34.768.8886.7586.758.88
Gamma HHI0.240.130.750.130.16
Net GEX754.6K-15.9M7.6M4.3M1.7M
Net DEX-9.6M-60.8M33.8M-60.8M-494.7K
Net VEX-478.3K-609.0K0-609.0K-410.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.011.160.220.20
Total Volume5,039.7510424,5448,7031,439
Total OI191,962.150251,213216,221158,897

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$24.23$24.0024.9%7.7%30.5%59.2%28.2%1.5%-0.1%4.3M-60.8M-609.0K0.2286.75N/AN/A7,1571,546131,49284,729
2018-12-04$23.93$24.0025.8%7.7%30.7%62.5%27.8%4.2%0.3%3.3M-38.0M-585.3K0.6281.36N/AN/A4,1762,602128,95885,456
2018-12-05$23.87$24.0027.0%8.3%30.6%67.0%31.3%4.5%1.3%3.2M-35.9M-590.9K0.6384.39N/AN/A4,1382,611128,95885,456
2018-12-06$23.56$24.0027.2%7.7%30.7%67.8%26.6%3.5%-1.2%1.6M-15.8M-577.6K0.3023.40N/AN/A2,549767127,26086,681
2018-12-07$23.01$0.0066.5%8.0%30.3%100.0%14.8%-14.3%-55.2%0000.1764.90N/AN/A891500
2018-12-10$22.81$23.7127.7%7.6%29.8%32.1%27.4%1.5%-1.6%-349.2K3.3M-548.3K0.0523.92N/AN/A2,217121116,06482,028
2018-12-11$23.02$23.7126.5%7.4%29.9%29.9%25.7%1.0%-0.8%344.1K-10.1M-536.8K0.0218.67N/AN/A18,223420117,62081,990
2018-12-12$23.18$23.7126.1%7.6%28.2%29.3%26.6%-0.5%0.5%1.8M-26.5M-567.2K0.3226.57N/AN/A2,264718136,414113,920
2018-12-13$23.44$23.7125.0%7.1%28.2%27.3%25.5%1.6%-0.0%7.6M-46.8M-535.9K0.3919.23N/AN/A1,914738137,090114,123
2018-12-14$23.01$23.7125.1%7.2%27.8%27.6%26.4%2.0%0.9%1.7M-10.6M-534.0K0.5824.78N/AN/A1,703981137,259111,492
2018-12-17$22.65$23.7127.2%7.9%27.7%31.2%19.2%3.2%0.6%566.6K-4.2M-505.9K0.4630.40N/AN/A806373124,71880,785
2018-12-18$22.80$23.7125.7%7.3%27.7%28.6%25.5%3.5%-0.1%1.0M-731.1K-481.6K0.5831.13N/AN/A1,054610125,24880,824
2018-12-19$22.24$23.7123.0%6.6%27.4%23.9%21.1%5.3%4.9%-1.4M7.6M-473.0K0.8740.00N/AN/A1,035896125,57880,777
2018-12-20$22.22$22.7127.0%7.7%26.4%30.8%26.7%1.8%0.5%-1.8M8.0M-469.0K0.9924.34N/AN/A1,4371,422126,00078,477
2018-12-21$21.72$22.7128.2%8.2%25.6%27.4%28.7%2.6%-1.3%-15.9M33.8M-434.2K1.1622.85N/AN/A2,0872,420126,00978,620
2018-12-24$21.78$22.7129.4%8.8%25.6%29.6%30.9%2.8%0.3%1.8M2.3M-431.7K1.0024.30N/AN/A1,4171,415115,84645,653
2018-12-26$21.95$22.7129.8%8.7%25.8%29.8%28.2%1.7%-0.9%1.9M1.1M-419.3K0.0123.35N/AN/A24,259285115,96745,778
2018-12-27$21.81$24.7129.1%8.5%24.2%28.4%29.4%1.4%0.3%1.6M2.9M-426.6K0.2817.36N/AN/A1,185333115,50345,859
2018-12-28$21.97$24.7127.5%7.8%24.1%25.4%27.0%3.0%0.6%2.0M-216.2K-430.6K0.1218.57N/AN/A3,016357115,91145,803
2018-12-31$21.95$24.7126.9%8.1%23.5%24.3%27.6%2.9%-0.5%1.7M-494.7K-410.1K0.208.88N/AN/A1,204235114,17144,726