ASHR Options History — January 2019

In January 2019, ASHR traded between $21.55 and $24.14. ATM implied volatility averaged 22.4%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 0.1% (HV 20d: 22.5%). Max pain ranged from $22.00 to $24.71. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2019-01-17: Highest Volume — 15,822 contracts
  • 2019-01-28: Largest IV spike — 8.2% change
  • 2019-01-03: Highest IV Rank — 25.6%
  • 2019-01-02: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.09$21.55$24.14$21.72$24.14
Max Pain$22.84$22.00$24.71$24.71$24.00
ATM IV22.4%20.1%27.6%27.2%20.9%
Expected Move6.5%5.7%8.2%8.2%6.5%
HV 20d22.5%18.7%25.2%18.8%21.2%
HV 60d29.1%24.6%31.5%30.4%24.7%
IV Rank12.8%6.9%25.6%25.0%7.4%
IV Percentile35.5%14.7%80.6%78.2%22.2%
Term Structure0.4%-1.4%1.8%0.0%0.4%
VWIV23.3%20.2%30.4%30.4%25.3%
Skew 25d1.6%-0.1%4.0%2.0%1.6%
Skew 10d3.8%0.6%10.5%4.9%0.9%
Call IV 25d22.5%20.2%27.5%27.5%21.5%
Put IV 25d24.2%21.8%29.8%29.5%23.1%
Bid-Ask Spread %26.488.8459.2610.7243.16
Gamma HHI0.170.120.230.160.14
Net GEX4.6M1.2M6.8M1.4M6.8M
Net DEX-56.1M-114.1M7.2M4.3M-114.1M
Net VEX-491.1K-545.4K-399.2K-401.8K-545.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.062.830.390.75
Total Volume5,686.76297615,8221,6723,412
Total OI146,457.61996,040184,478159,543120,070

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$21.72$24.7127.2%8.2%18.8%25.0%30.4%2.0%0.0%1.4M4.3M-401.8K0.3910.72N/AN/A1,207465114,78544,758
2019-01-03$21.55$23.0027.6%7.7%18.7%25.6%25.0%4.0%-0.8%1.2M7.2M-399.2K0.5520.46N/AN/A1,289714115,18644,846
2019-01-04$22.48$23.0025.4%7.2%25.2%21.5%26.8%2.1%-1.0%2.5M-15.0M-431.1K0.0656.72N/AN/A12,234755115,42144,380
2019-01-07$22.46$23.0025.0%7.3%24.9%20.3%25.3%1.1%0.7%2.9M-26.4M-486.6K0.5342.70N/AN/A640336125,17344,055
2019-01-08$22.43$23.0024.0%7.1%23.6%17.9%25.1%1.6%0.8%2.8M-25.3M-480.9K1.9637.91N/AN/A8301,624125,38044,257
2019-01-09$22.85$23.0022.0%6.5%24.4%14.2%23.2%1.4%1.2%3.6M-36.2M-482.2K0.2047.28N/AN/A2,479484125,55945,188
2019-01-10$22.88$22.0022.3%6.7%24.2%14.6%24.0%1.2%1.8%3.7M-38.2M-484.8K0.3923.84N/AN/A2,142839125,98745,157
2019-01-11$23.02$22.0021.8%6.4%24.2%13.8%22.3%0.7%0.5%3.8M-42.1M-480.8K0.8116.26N/AN/A2,2661,833126,23645,449
2019-01-14$22.80$22.0021.7%6.3%24.0%13.6%22.6%0.9%0.2%4.1M-35.0M-469.3K2.8311.07N/AN/A315891125,91544,936
2019-01-15$23.20$22.0020.5%5.9%24.0%8.3%21.6%2.7%-0.4%5.1M-48.6M-470.7K0.1722.37N/AN/A6,2031,064126,09244,932
2019-01-16$23.39$22.0020.1%5.8%23.3%7.4%20.2%1.7%-0.5%5.6M-58.3M-484.0K0.2113.30N/AN/A8,9271,881129,49045,130
2019-01-17$23.37$22.0021.2%6.1%23.2%9.6%21.0%1.8%-1.4%5.0M-57.9M-490.7K0.2518.31N/AN/A12,6283,194129,61445,511
2019-01-18$23.52$23.0020.2%5.8%21.1%7.5%20.7%1.0%-0.7%6.1M-68.4M-512.1K0.2414.57N/AN/A5,6961,354137,86746,611
2019-01-22$23.05$23.0021.8%6.3%22.6%10.0%23.4%2.0%1.5%4.8M-69.4M-506.9K0.1731.13N/AN/A2,86247381,46714,573
2019-01-23$23.30$23.0020.9%6.2%20.9%7.3%24.8%1.8%1.3%5.1M-76.2M-516.8K0.418.84N/AN/A3,4741,40783,42614,974
2019-01-24$23.46$23.0021.2%6.1%20.9%8.1%21.1%1.6%1.6%5.4M-82.5M-523.9K0.1912.81N/AN/A6,5551,22384,66115,955
2019-01-25$23.90$23.0020.6%5.8%21.5%6.9%20.7%1.4%1.7%6.1M-101.9M-524.8K0.1613.32N/AN/A10,8351,72289,14016,757
2019-01-28$23.65$23.0022.4%6.2%21.8%10.3%22.4%1.7%-0.1%6.3M-94.2M-545.4K0.4028.24N/AN/A87935596,14317,817
2019-01-29$23.70$23.0022.5%6.2%21.8%10.7%22.3%1.9%0.5%6.7M-95.4M-541.2K1.1223.87N/AN/A3,0893,45596,31718,208
2019-01-30$23.96$23.0021.8%5.7%21.9%9.3%22.3%-0.1%1.1%6.7M-104.4M-535.1K0.6159.26N/AN/A4,5972,79497,22420,963
2019-01-31$24.14$24.0020.9%6.5%21.2%7.4%25.3%1.6%0.4%6.8M-114.1M-545.4K0.7543.16N/AN/A1,9521,46097,56422,506