ASHR Options History — February 2019

In February 2019, ASHR traded between $23.80 and $28.15. ATM implied volatility averaged 24.2%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.6% (HV 20d: 20.5%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.47.

Notable Days

  • 2019-02-25: Highest Volume — 64,206 contracts
  • 2019-02-25: Largest IV spike — 25.1% change
  • 2019-02-26: Highest IV Rank — 30.6%
  • 2019-02-25: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.47$23.80$28.15$24.21$27.47
Max Pain$24.11$23.00$25.00$24.00$25.00
ATM IV24.2%20.7%32.3%21.4%31.7%
Expected Move7.0%5.9%9.9%6.1%9.1%
HV 20d20.5%15.7%30.0%20.6%30.0%
HV 60d24.1%22.3%26.1%24.6%25.8%
IV Rank14.1%7.0%30.6%8.4%29.2%
IV Percentile45.4%19.0%95.2%25.0%92.9%
Term Structure-0.3%-1.3%1.0%-0.1%-1.2%
VWIV25.0%21.4%34.4%23.1%32.5%
Skew 25d1.3%-0.4%7.4%1.4%0.3%
Skew 10d1.6%-0.7%4.4%2.5%1.7%
Call IV 25d24.2%21.0%33.3%21.8%32.8%
Put IV 25d25.5%21.9%33.1%23.1%33.1%
Bid-Ask Spread %28.898.2763.5544.2012.66
Gamma HHI0.140.110.360.130.11
Net GEX6.2M4.5M9.9M5.8M7.9M
Net DEX-139.8M-215.3M-89.9M-118.2M-207.4M
Net VEX-554.6K-737.2K-499.2K-541.9K-737.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.021.730.800.14
Total Volume12,063.57993564,2064,09930,572
Total OI124,219.737103,969170,947120,343170,947

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$24.21$24.0021.4%6.1%20.6%8.4%23.1%1.4%-0.1%5.8M-118.2M-541.9K0.8044.20N/AN/A2,2811,81897,63122,712
2019-02-04$24.12$23.0022.3%6.5%15.7%10.2%22.7%1.6%0.3%5.9M-106.0M-530.0K0.3740.08N/AN/A1,67161093,20721,089
2019-02-05$24.40$23.0021.4%6.2%15.9%8.3%21.5%2.5%0.2%5.9M-120.5M-534.5K1.7340.54N/AN/A34259394,69721,633
2019-02-06$24.20$23.0022.5%6.5%16.4%10.7%23.0%2.0%-0.2%6.2M-109.9M-528.3K0.4551.66N/AN/A65529294,45221,754
2019-02-07$23.95$23.0022.1%6.4%16.2%9.8%22.8%1.9%0.1%6.5M-99.0M-521.6K0.0249.37N/AN/A4,90110894,56422,011
2019-02-08$23.80$23.0022.0%6.3%16.4%9.7%21.4%2.1%-0.2%5.7M-89.9M-513.8K0.0454.70N/AN/A6,73826793,33922,067
2019-02-11$24.41$23.0022.1%6.4%18.4%9.8%23.0%1.9%-0.1%6.1M-114.6M-499.2K0.758.27N/AN/A1,6661,25193,43621,897
2019-02-12$24.65$24.0020.7%5.9%17.9%7.0%22.3%1.9%1.0%5.5M-122.1M-508.4K0.999.70N/AN/A1,3821,36393,77223,035
2019-02-13$25.15$24.0022.1%6.4%18.2%9.9%22.2%0.2%-0.2%5.1M-138.1M-505.6K0.0817.32N/AN/A9,65679993,50023,114
2019-02-14$25.20$24.0021.3%6.1%18.2%8.2%22.1%0.7%0.4%5.6M-142.1M-514.2K0.1020.92N/AN/A8,29980497,59423,463
2019-02-15$25.03$24.0021.4%6.1%18.5%8.5%21.7%0.5%-0.3%9.9M-120.5M-510.1K0.6222.60N/AN/A2,8141,73690,68823,665
2019-02-19$25.80$25.0023.2%6.7%20.8%12.1%23.9%1.0%-0.6%4.5M-124.0M-508.1K0.0313.83N/AN/A20,74852285,61218,357
2019-02-20$25.91$25.0023.9%6.6%18.6%13.4%23.5%0.7%-0.5%5.6M-136.1M-536.5K0.8031.12N/AN/A2,0581,64096,81618,841
2019-02-21$25.66$25.0023.2%6.6%19.3%12.1%23.3%-0.2%-1.3%5.7M-126.3M-533.6K1.3816.48N/AN/A1,8592,56196,95319,295
2019-02-22$26.44$25.0024.1%6.9%21.3%13.8%24.6%-0.2%-0.0%5.1M-150.6M-534.2K0.3822.98N/AN/A11,7494,44497,28620,316
2019-02-25$28.15$25.0030.1%9.9%29.1%26.0%34.4%7.4%-0.4%4.7M-202.2M-539.0K0.0763.55N/AN/A59,9654,241103,39320,880
2019-02-26$27.80$25.0032.3%9.6%29.2%30.6%33.6%-0.4%-1.2%7.4M-215.3M-711.9K0.1018.95N/AN/A17,6131,804135,91023,909
2019-02-27$27.62$25.0031.8%9.4%29.6%29.5%33.1%-0.3%-0.8%7.9M-212.7M-728.7K0.1210.05N/AN/A17,3662,020143,55924,781
2019-02-28$27.47$25.0031.7%9.1%30.0%29.2%32.5%0.3%-1.2%7.9M-207.4M-737.2K0.1412.66N/AN/A26,7793,793145,38525,562