ASHR Options History — April 2019

In April 2019, ASHR traded between $28.87 and $30.78. ATM implied volatility averaged 26.5%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 2.5% (HV 20d: 29.0%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.33.

Notable Days

  • 2019-04-03: Highest Volume — 112,427 contracts
  • 2019-04-16: Largest IV drop — 9.0% change
  • 2019-04-15: Highest IV Rank — 21.8%
  • 2019-04-11: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.87$28.87$30.78$29.79$28.95
Max Pain$28.81$28.00$29.00$28.00$29.00
ATM IV26.5%25.1%28.0%26.5%25.1%
Expected Move7.6%7.1%8.0%7.6%7.3%
HV 20d29.0%24.5%34.0%33.7%24.5%
HV 60d28.9%27.7%30.0%28.7%30.0%
IV Rank18.7%15.9%21.8%18.7%15.9%
IV Percentile61.8%44.8%77.0%63.9%44.8%
Term Structure0.1%-2.0%2.1%-2.0%-0.6%
VWIV27.4%25.5%29.3%26.8%26.1%
Skew 25d0.5%-1.0%2.1%0.1%1.1%
Skew 10d1.2%-1.3%3.3%-0.7%1.3%
Call IV 25d26.9%25.4%29.2%27.0%25.9%
Put IV 25d27.4%25.6%28.4%27.1%27.0%
Bid-Ask Spread %17.345.8658.7215.8319.03
Gamma HHI0.120.090.130.130.13
Net GEX31.5M16.8M42.2M30.3M21.5M
Net DEX-519.9M-798.8M-203.6M-590.1M-228.6M
Net VEX-1.5M-1.7M-1.3M-1.4M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.031.100.080.23
Total Volume37,430.7626,936112,42751,49113,602
Total OI465,003.476394,474530,232394,474436,595

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$29.79$28.0026.5%7.6%33.7%18.7%26.8%0.1%-2.0%30.3M-590.1M-1.4M0.0815.83N/AN/A47,7783,713348,33646,138
2019-04-02$29.61$28.0027.4%7.8%33.8%20.6%28.1%0.2%-0.9%31.6M-577.3M-1.5M0.0424.50N/AN/A76,2922,969363,12546,087
2019-04-03$30.01$28.0027.1%8.0%34.0%20.0%28.3%-1.0%0.2%40.7M-676.5M-1.5M0.3958.72N/AN/A80,85831,569403,71347,574
2019-04-04$30.54$28.0026.6%7.7%32.7%18.9%27.5%-0.7%-0.4%38.8M-751.7M-1.6M0.1717.52N/AN/A33,8745,739413,48076,274
2019-04-05$30.78$29.0026.3%7.7%28.6%18.4%27.2%-0.5%0.2%39.2M-798.8M-1.6M0.085.86N/AN/A56,7744,544421,57079,267
2019-04-08$30.48$29.0026.5%7.8%25.6%18.7%27.1%0.2%0.7%41.0M-713.9M-1.7M0.0311.75N/AN/A41,5931,403421,05477,790
2019-04-09$30.19$29.0026.9%7.7%26.0%19.7%26.9%2.1%0.1%40.8M-649.5M-1.6M0.3515.71N/AN/A24,5268,645415,41878,612
2019-04-10$30.37$29.0026.1%7.7%25.4%18.0%27.5%0.2%0.8%42.2M-662.7M-1.6M0.5716.37N/AN/A4,4302,506411,50185,811
2019-04-11$29.49$29.0027.1%8.0%27.5%20.0%29.3%1.0%0.8%31.8M-487.6M-1.6M1.107.65N/AN/A9,86610,812411,95685,930
2019-04-12$30.19$29.0027.2%7.8%27.9%20.1%27.8%0.1%-0.2%31.4M-620.8M-1.6M0.338.18N/AN/A29,7389,780415,97293,307
2019-04-15$29.48$29.0028.0%7.9%28.1%21.8%28.4%0.7%2.1%31.9M-480.2M-1.5M0.6411.05N/AN/A14,4729,266389,47588,020
2019-04-16$30.28$29.0025.5%7.3%29.3%16.7%27.3%0.2%0.6%35.0M-630.6M-1.5M0.4111.01N/AN/A34,27513,886396,99694,675
2019-04-17$30.52$29.0025.4%7.3%29.4%16.4%25.8%-0.1%0.7%37.2M-690.4M-1.5M0.1511.77N/AN/A28,9974,359413,71596,339
2019-04-18$30.39$29.0026.0%7.5%29.5%17.8%26.9%0.4%-0.2%36.3M-681.6M-1.5M0.5015.92N/AN/A14,1327,132432,45597,777
2019-04-22$29.96$29.0026.4%7.7%28.4%18.6%28.7%1.5%1.8%25.2M-354.1M-1.4M0.7017.61N/AN/A35,50425,007331,88472,341
2019-04-23$29.81$29.0027.3%7.8%28.3%20.5%27.6%1.5%-0.8%24.1M-339.3M-1.5M0.1646.48N/AN/A16,1862,619360,61895,961
2019-04-24$29.60$29.0027.1%7.6%28.3%19.9%26.9%1.9%-0.2%23.8M-307.5M-1.4M0.278.55N/AN/A9,8452,627345,57577,656
2019-04-25$28.87$29.0025.9%7.4%30.0%17.5%26.5%1.6%0.6%16.8M-203.6M-1.3M0.437.94N/AN/A12,1545,215346,95277,623
2019-04-26$29.05$29.0025.3%7.1%30.0%16.4%25.5%-1.0%-0.1%20.2M-237.7M-1.3M0.2018.71N/AN/A29,0295,771353,61776,458
2019-04-29$28.89$29.0025.8%7.6%27.8%17.3%28.3%1.3%-0.1%21.7M-236.4M-1.3M0.0813.92N/AN/A13,5011,058363,88273,544
2019-04-30$28.95$29.0025.1%7.3%24.5%15.9%26.1%1.1%-0.6%21.5M-228.6M-1.3M0.2319.03N/AN/A11,0662,536362,28174,314