ASHR Options History — May 2019 In May 2019, ASHR traded between $25.70 and $29.20. ATM implied volatility averaged 28.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 3.7% (HV 20d: 32.5%). Max pain ranged from $25.00 to $29.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.98.
Notable Days 2019-05-07 : Highest Volume — 75,128 contracts2019-05-06 : Largest IV spike — 17.3% change2019-05-13 : Highest IV Rank — 36.1%2019-05-13 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.75 $25.70 $29.20 $28.95 $26.20 Max Pain $26.64 $25.00 $29.00 $29.00 $26.00 ATM IV 28.8% 24.8% 35.1% 25.5% 28.1% Expected Move 8.1% 7.1% 10.0% 7.1% 7.6% HV 20d 32.5% 23.9% 36.0% 24.4% 36.0% HV 60d 32.4% 30.0% 34.8% 30.0% 31.5% IV Rank 23.5% 15.2% 36.1% 16.8% 21.9% IV Percentile 72.7% 39.7% 99.2% 49.6% 72.6% Term Structure -0.1% -4.3% 1.8% 1.2% -0.0% VWIV 28.5% 24.4% 35.1% 25.0% 26.4% Skew 25d 2.7% -0.2% 4.5% -0.2% 2.8% Skew 10d 5.2% 2.6% 8.2% 4.2% 5.0% Call IV 25d 28.2% 24.0% 34.9% 27.5% 27.2% Put IV 25d 30.9% 25.6% 38.5% 27.3% 30.0% Bid-Ask Spread % 17.84 6.73 60.19 38.78 10.62 Gamma HHI 0.13 0.06 0.69 0.14 0.06 Net GEX 6.7M -39.4M 27.8M 24.2M 4.1M Net DEX -68.4M -269.2M 63.4M -245.0M -69.9M Net VEX -1.1M -1.3M -926.3K -1.3M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.11 3.74 0.46 0.60 Total Volume 34,173.091 5,611 75,128 5,611 19,994 Total OI 488,304.409 357,762 634,171 443,600 452,335
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-05-01 $28.95 $29.00 25.5% 7.1% 24.4% 16.8% 25.0% -0.2% 1.2% 24.2M -245.0M -1.3M 0.46 38.78 N/A N/A 3,839 1,772 370,273 73,327 2019-05-02 $28.69 $29.00 25.2% 7.3% 23.9% 16.2% 24.9% 1.7% 0.1% 19.5M -185.0M -1.2M 0.11 10.80 N/A N/A 13,913 1,567 371,371 73,558 2019-05-03 $29.20 $29.00 24.8% 7.1% 24.0% 15.2% 24.4% 1.6% -1.6% 27.8M -269.2M -1.2M 0.22 7.81 N/A N/A 7,468 1,654 375,739 73,389 2019-05-06 $27.82 $29.00 29.0% 8.2% 28.7% 23.9% 28.4% 2.2% -0.1% 11.2M -101.7M -1.0M 0.53 35.06 N/A N/A 39,999 21,175 372,205 70,244 2019-05-07 $26.68 $28.00 32.8% 9.1% 31.5% 31.5% 31.4% 4.5% -0.2% 4.6M -12.7M -953.6K 0.70 32.84 N/A N/A 44,256 30,872 397,528 86,665 2019-05-08 $26.77 $27.00 32.2% 8.8% 31.7% 30.4% 30.7% 3.3% -1.0% 6.8M -34.7M -1.1M 0.42 17.49 N/A N/A 32,572 13,634 422,792 119,781 2019-05-09 $26.56 $27.00 34.6% 9.4% 31.4% 35.3% 34.1% 3.6% -4.3% 5.1M -12.0M -1.1M 0.40 24.14 N/A N/A 34,381 13,883 447,219 124,196 2019-05-10 $26.97 $25.00 30.6% 8.6% 31.1% 27.2% 32.1% 2.3% -1.7% 19.2M -74.8M -1.2M 1.18 60.19 N/A N/A 19,005 22,357 477,208 128,998 2019-05-13 $25.70 $25.00 35.1% 10.0% 32.9% 36.1% 35.1% 4.0% -0.0% 126.3K 63.4M -926.3K 0.65 31.58 N/A N/A 26,591 17,300 457,495 117,410 2019-05-14 $26.45 $26.00 31.7% 9.2% 34.8% 29.2% 33.6% 3.5% 0.1% 3.1M -9.8M -1.1M 0.93 13.40 N/A N/A 22,016 20,499 471,201 132,462 2019-05-15 $26.72 $26.00 29.4% 8.5% 33.2% 24.7% 29.7% 3.0% 0.1% 6.8M -35.5M -1.1M 1.28 7.44 N/A N/A 4,271 5,487 482,483 145,562 2019-05-16 $26.95 $26.00 28.2% 8.0% 33.3% 22.3% 27.3% 3.5% -0.9% 15.1M -63.4M -1.1M 0.26 9.52 N/A N/A 14,077 3,610 484,033 147,786 2019-05-17 $26.05 $26.00 28.3% 8.1% 34.7% 22.4% 28.6% 2.2% 0.0% -39.4M 50.6M -992.3K 1.27 6.73 N/A N/A 20,309 25,778 485,532 148,639 2019-05-20 $25.82 $26.00 28.5% 8.2% 34.6% 22.8% 29.5% 3.1% 0.2% 4.9M -52.0M -1.1M 1.03 10.06 N/A N/A 15,277 15,690 264,589 93,173 2019-05-21 $26.26 $26.00 26.6% 7.6% 35.7% 19.0% 28.1% 2.5% 0.4% 6.2M -75.8M -1.2M 2.02 12.11 N/A N/A 10,583 21,397 266,671 105,100 2019-05-22 $26.21 $26.00 27.2% 7.8% 35.7% 20.2% 27.4% 2.8% 0.8% 6.0M -69.7M -1.2M 3.74 13.69 N/A N/A 8,137 30,430 271,715 111,060 2019-05-23 $25.84 $26.00 27.5% 7.8% 35.1% 20.7% 27.3% 2.4% 1.6% 3.3M -29.0M -1.2M 1.49 11.75 N/A N/A 18,203 27,057 273,400 120,495 2019-05-24 $25.77 $26.00 26.4% 7.4% 34.9% 18.5% 25.6% 2.3% 1.8% 2.9M -22.3M -1.2M 0.78 8.61 N/A N/A 34,723 26,944 280,583 129,678 2019-05-28 $26.12 $26.00 27.9% 7.7% 35.6% 21.7% 26.3% 3.2% 0.2% 5.4M -74.3M -1.2M 2.39 9.96 N/A N/A 9,813 23,439 294,915 125,317 2019-05-29 $26.45 $26.00 27.4% 7.6% 36.0% 20.6% 26.0% 2.5% 0.0% 6.0M -103.3M -1.3M 0.32 8.44 N/A N/A 10,008 3,173 303,068 144,696 2019-05-30 $26.29 $26.00 27.0% 7.4% 36.0% 19.7% 25.6% 2.5% 0.5% 4.3M -79.2M -1.3M 0.74 11.41 N/A N/A 8,399 6,256 303,248 145,558 2019-05-31 $26.20 $26.00 28.1% 7.6% 36.0% 21.9% 26.4% 2.8% -0.0% 4.1M -69.9M -1.3M 0.60 10.62 N/A N/A 12,492 7,502 304,710 147,625
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