ASHR Options History — March 2019

In March 2019, ASHR traded between $26.93 and $28.82. ATM implied volatility averaged 28.6%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 5.9% (HV 20d: 34.5%). Max pain ranged from $22.71 to $28.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2019-03-01: Highest Volume — 68,602 contracts
  • 2019-03-15: Largest IV drop — 11.2% change
  • 2019-03-01: Highest IV Rank — 32.2%
  • 2019-03-01: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.17$26.93$28.82$28.20$28.74
Max Pain$25.65$22.71$28.00$25.00$27.00
ATM IV28.6%24.5%33.1%33.1%24.7%
Expected Move8.0%6.9%9.7%9.7%6.9%
HV 20d34.5%30.4%38.8%30.7%31.4%
HV 60d27.0%25.1%28.1%25.4%28.1%
IV Rank23.1%14.7%32.2%32.2%15.1%
IV Percentile77.6%46.4%96.8%96.8%48.0%
Term Structure-0.4%-2.3%1.3%-1.1%0.2%
VWIV28.7%25.8%34.2%34.0%25.8%
Skew 25d0.7%-0.9%10.5%-0.6%-0.4%
Skew 10d0.4%-1.9%3.3%-0.4%0.1%
Call IV 25d29.0%17.4%34.3%34.3%25.5%
Put IV 25d29.7%25.0%33.7%33.7%25.0%
Bid-Ask Spread %24.5610.2948.1125.8919.50
Gamma HHI0.120.100.140.130.13
Net GEX18.1M10.2M29.9M10.3M29.9M
Net DEX-310.3M-453.2M-183.2M-278.2M-453.2M
Net VEX-1.1M-1.3M-771.6K-771.6K-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.030.630.160.19
Total Volume33,970.198,56668,60268,60268,203
Total OI319,048.095193,685414,771193,685414,771

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$28.20$25.0033.1%9.7%30.7%32.2%34.0%-0.6%-1.1%10.3M-278.2M-771.6K0.1625.89N/AN/A59,2389,364165,51228,173
2019-03-04$28.43$25.5032.1%9.7%30.7%30.2%34.2%0.5%-1.2%12.5M-295.7M-923.8K0.1915.44N/AN/A24,9784,706190,54434,092
2019-03-05$28.69$26.0030.8%9.2%30.4%27.6%32.0%0.2%-0.5%14.3M-326.0M-956.0K0.1716.00N/AN/A26,9244,580203,80338,083
2019-03-06$28.72$26.0030.6%8.7%30.5%27.0%32.3%-0.3%-0.7%15.6M-347.2M-1.0M0.2814.49N/AN/A10,4662,946226,36939,970
2019-03-07$27.98$26.0028.8%8.5%32.3%23.5%30.7%0.6%-0.8%17.0M-284.2M-1.0M0.4223.72N/AN/A34,58514,657230,54540,401
2019-03-08$26.93$27.0030.3%8.9%35.7%26.5%32.2%2.1%-1.0%10.2M-183.2M-1.0M0.2617.54N/AN/A49,92213,212242,71249,974
2019-03-11$28.13$22.7130.4%7.9%37.8%26.7%28.4%-0.1%-0.4%11.5M-276.3M-1.0M0.1845.25N/AN/A22,3153,917220,25555,342
2019-03-12$28.18$22.7131.0%7.9%37.3%27.8%27.8%-0.4%0.4%13.0M-287.1M-1.1M0.0930.25N/AN/A32,0572,777228,34858,080
2019-03-13$27.87$22.7130.6%8.0%37.8%27.0%28.0%0.2%-0.4%14.3M-273.9M-1.1M0.6330.16N/AN/A5,2443,322254,69860,263
2019-03-14$27.52$22.7130.6%7.8%38.0%27.1%27.5%0.4%-2.3%10.9M-235.0M-1.0M0.3431.54N/AN/A26,9409,194257,03960,563
2019-03-15$28.07$22.7127.2%7.6%38.4%20.2%26.4%-0.6%-0.3%18.3M-287.1M-1.0M0.3428.87N/AN/A10,3893,544251,88157,067
2019-03-18$28.82$0.0026.7%7.7%38.8%19.1%27.4%-0.9%-0.2%18.5M-332.6M-1.0M0.0448.11N/AN/A54,4942,070233,38544,689
2019-03-19$28.61$27.0027.0%7.5%38.1%19.7%29.1%10.5%0.4%22.7M-375.4M-1.3M0.2828.69N/AN/A17,4984,846283,88645,855
2019-03-20$28.76$27.0028.4%7.9%38.1%22.6%27.3%0.4%-0.6%24.2M-390.0M-1.3M0.3734.66N/AN/A8,7673,228305,67449,240
2019-03-21$28.77$27.0027.2%7.6%37.7%20.1%27.4%0.0%-0.2%25.4M-389.9M-1.3M0.3820.51N/AN/A16,7096,414306,66151,220
2019-03-22$28.07$27.0027.7%7.8%38.1%21.2%26.0%1.6%1.3%22.7M-307.7M-1.2M0.1623.13N/AN/A49,2747,796315,63652,702
2019-03-25$27.87$28.0027.8%7.7%30.9%21.4%27.2%0.2%-0.5%21.0M-306.5M-1.3M0.2523.67N/AN/A14,8863,703335,31751,576
2019-03-26$27.64$27.0026.1%7.5%30.8%18.0%26.8%0.4%-1.7%20.9M-284.4M-1.3M0.2914.72N/AN/A15,2324,359342,40452,708
2019-03-27$27.73$27.0025.8%7.3%30.7%17.4%26.4%0.8%0.2%22.4M-293.1M-1.3M0.2210.29N/AN/A9,5852,103352,51453,874
2019-03-28$27.81$27.0024.5%7.1%30.6%14.7%26.2%0.8%0.0%24.8M-308.8M-1.3M0.0313.37N/AN/A47,2871,643359,62354,561
2019-03-29$28.74$27.0024.7%6.9%31.4%15.1%25.8%-0.4%0.2%29.9M-453.2M-1.3M0.1919.50N/AN/A57,55010,653360,11454,657