ASHR Options History — June 2019

In June 2019, ASHR traded between $26.06 and $28.28. ATM implied volatility averaged 26.6%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 3.0% (HV 20d: 23.5%). Max pain ranged from $25.71 to $26.71. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.72.

Notable Days

  • 2019-06-20: Highest Volume — 93,871 contracts
  • 2019-06-18: Largest IV spike — 6.7% change
  • 2019-06-03: Highest IV Rank — 22.8%
  • 2019-06-27: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.11$26.06$28.28$26.39$28.15
Max Pain$26.05$25.71$26.71$26.00$26.71
ATM IV26.6%25.2%28.5%28.5%27.3%
Expected Move7.6%7.2%8.1%7.8%7.9%
HV 20d23.5%17.5%35.3%35.3%21.6%
HV 60d28.9%28.0%31.2%31.2%28.0%
IV Rank16.3%13.2%22.8%22.8%15.5%
IV Percentile53.4%33.3%74.6%74.6%63.5%
Term Structure-0.2%-1.4%0.5%-0.2%-0.3%
VWIV26.7%24.5%28.5%27.7%27.4%
Skew 25d1.6%-0.1%2.6%2.6%1.3%
Skew 10d3.6%1.0%5.7%5.7%3.1%
Call IV 25d26.3%24.5%27.9%27.9%27.2%
Put IV 25d28.0%26.4%30.5%30.5%28.5%
Bid-Ask Spread %10.335.6628.507.3110.72
Gamma HHI0.100.060.250.060.10
Net GEX14.1M6.5M33.3M6.5M18.9M
Net DEX-189.1M-403.4M-69.9M-85.2M-255.2M
Net VEX-1.3M-1.4M-1.3M-1.3M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.053.680.260.64
Total Volume26,501.55,55993,8715,97035,749
Total OI474,439.1426,247545,847426,247475,252

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$26.39$26.0028.5%7.8%35.3%22.8%27.7%2.6%-0.2%6.5M-85.2M-1.3M0.267.31N/AN/A4,7331,237285,112141,135
2019-06-04$26.37$26.0027.5%7.5%31.4%20.7%27.9%2.3%0.5%7.1M-86.9M-1.3M0.229.36N/AN/A20,8254,496288,071141,797
2019-06-05$26.07$26.0027.4%7.4%28.0%20.7%26.1%2.1%-0.7%8.6M-69.9M-1.3M0.446.85N/AN/A13,0415,694304,416143,265
2019-06-06$26.06$25.7126.4%7.6%28.0%18.6%27.3%2.0%-0.3%10.8M-73.9M-1.3M0.468.85N/AN/A15,3497,004312,552142,995
2019-06-07$26.26$25.7125.4%7.2%28.0%15.6%25.5%2.0%-0.3%10.2M-108.6M-1.3M0.238.09N/AN/A20,0694,704318,584145,945
2019-06-10$26.32$25.7125.5%7.2%27.4%15.3%24.5%2.4%0.1%10.1M-108.6M-1.3M0.496.08N/AN/A12,7376,280317,808146,269
2019-06-11$27.03$25.7125.9%7.4%22.9%15.7%27.1%1.5%-0.0%13.0M-210.2M-1.3M0.677.75N/AN/A17,11111,401323,946151,038
2019-06-12$26.69$25.7125.8%7.4%21.3%15.6%24.6%2.2%-0.1%11.6M-158.7M-1.3M3.685.66N/AN/A2,6609,795325,513160,379
2019-06-13$26.76$25.7125.3%7.3%21.0%14.4%25.6%1.6%0.2%10.8M-163.2M-1.3M0.276.42N/AN/A39,66510,715325,981163,371
2019-06-14$26.39$25.7125.2%7.2%21.3%14.3%25.9%0.9%-0.0%9.2M-123.6M-1.3M1.338.74N/AN/A9,70012,942338,808163,938
2019-06-17$26.59$25.7125.3%7.3%17.5%14.4%25.1%1.9%-0.6%7.5M-119.4M-1.3M0.459.21N/AN/A3,8321,727324,706164,751
2019-06-18$27.31$25.7127.0%7.7%19.3%16.6%27.0%2.4%-0.7%14.1M-219.4M-1.3M0.176.90N/AN/A39,7646,749325,422165,614
2019-06-19$27.36$25.7126.0%7.5%18.6%13.2%25.9%1.5%0.3%16.6M-238.4M-1.3M0.057.36N/AN/A18,892998345,027170,793
2019-06-20$28.28$25.7126.6%7.7%21.5%14.5%26.9%-0.1%-0.0%27.1M-403.4M-1.3M0.2316.85N/AN/A76,47117,400351,329171,085
2019-06-21$28.06$26.7126.4%7.6%20.9%13.7%26.8%1.4%-0.1%33.3M-355.8M-1.4M1.3312.37N/AN/A10,23313,564364,015181,832
2019-06-24$28.28$26.7127.0%7.7%20.8%15.0%27.4%1.3%-0.5%17.1M-289.5M-1.3M0.0628.50N/AN/A9,849599293,163148,390
2019-06-25$27.73$26.7128.0%8.1%22.2%17.1%28.5%1.4%-0.3%15.7M-222.3M-1.4M0.4619.62N/AN/A15,4837,192297,689148,789
2019-06-26$27.91$26.7127.3%8.1%22.0%15.4%28.4%1.1%-0.2%17.0M-240.9M-1.3M1.219.32N/AN/A11,18913,520299,993150,965
2019-06-27$28.09$26.7127.5%8.1%21.8%16.0%28.1%1.1%-1.4%17.7M-249.0M-1.3M1.8210.59N/AN/A5,90910,752306,455162,589
2019-06-28$28.15$26.7127.3%7.9%21.6%15.5%27.4%1.3%-0.3%18.9M-255.2M-1.3M0.6410.72N/AN/A21,75013,999308,622166,630