ASHR Options History — July 2019

In July 2019, ASHR traded between $27.64 and $29.02. ATM implied volatility averaged 22.3%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 2.1% (HV 20d: 20.2%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.94.

Notable Days

  • 2019-07-09: Highest Volume — 47,530 contracts
  • 2019-07-23: Largest IV drop — 4.0% change
  • 2019-07-05: Highest IV Rank — 11.0%
  • 2019-07-01: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.07$27.64$29.02$29.02$27.93
Max Pain$28.73$27.00$29.00$27.00$29.00
ATM IV22.3%20.1%25.2%25.1%20.7%
Expected Move6.3%5.7%7.2%7.2%5.8%
HV 20d20.2%11.5%25.2%23.6%11.5%
HV 60d26.8%23.9%28.5%28.4%23.9%
IV Rank4.8%0.1%11.0%10.7%1.3%
IV Percentile10.9%0.4%30.2%28.6%2.8%
Term Structure0.2%-1.5%1.0%0.3%0.7%
VWIV22.4%19.8%26.5%25.3%20.1%
Skew 25d1.3%0.3%2.1%0.3%1.8%
Skew 10d2.8%1.3%4.4%1.3%3.2%
Call IV 25d22.2%20.0%25.6%25.6%20.6%
Put IV 25d23.5%20.8%26.1%25.9%22.4%
Bid-Ask Spread %15.664.6841.6531.3033.93
Gamma HHI0.140.070.300.080.30
Net GEX7.7M-15.8M24.0M24.0M-15.8M
Net DEX-126.7M-365.4M-10.9M-365.4M-10.9M
Net VEX-1.1M-1.3M-955.2K-1.3M-955.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.034.980.030.58
Total Volume16,544.0452,20247,53020,1793,972
Total OI390,016.818275,420474,118474,118318,200

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$29.02$27.0025.1%7.2%23.6%10.7%25.3%0.3%0.3%24.0M-365.4M-1.3M0.0331.30N/AN/A19,594585307,754166,364
2019-07-02$28.72$27.0024.8%6.9%24.2%10.1%24.1%0.5%0.2%23.0M-310.6M-1.2M0.0514.26N/AN/A40,0552,072301,693167,283
2019-07-03$28.53$27.0024.4%6.7%23.8%9.4%24.1%1.3%0.4%20.6M-277.3M-1.2M0.2513.61N/AN/A23,9966,106297,773168,567
2019-07-05$28.14$29.0025.2%7.1%24.6%11.0%26.5%2.1%-1.5%22.4M-224.8M-1.1M0.4612.90N/AN/A13,8916,429286,778168,421
2019-07-08$27.84$29.0024.3%6.9%25.1%9.1%25.0%1.7%-0.1%10.7M-122.8M-1.1M0.6311.08N/AN/A7,1604,516258,148148,346
2019-07-09$27.78$29.0023.8%6.8%25.2%7.9%24.2%1.6%-0.2%12.7M-122.8M-1.1M0.765.22N/AN/A27,07920,451259,893146,038
2019-07-10$27.99$29.0023.0%6.7%23.6%6.2%23.9%1.8%0.4%13.9M-144.7M-1.1M0.6512.31N/AN/A3,2122,076275,615165,324
2019-07-11$27.69$29.0023.2%6.7%23.5%6.6%23.6%1.2%0.2%16.8M-102.9M-1.1M0.457.37N/AN/A3,7401,683275,899165,809
2019-07-12$27.79$29.0022.8%6.5%23.5%5.9%23.0%1.6%-0.3%10.8M-127.0M-1.1M0.8018.62N/AN/A4,5133,590276,103166,008
2019-07-15$28.04$29.0022.4%6.4%22.8%5.0%23.4%1.7%0.2%5.1M-102.3M-1.0M0.344.68N/AN/A14,3224,913252,864171,303
2019-07-16$27.93$29.0021.7%6.2%22.9%3.4%21.6%1.7%-0.0%4.9M-93.5M-1.1M0.2110.01N/AN/A12,9802,764260,016175,203
2019-07-17$27.85$29.0021.3%6.1%21.1%2.6%21.2%1.2%0.5%4.8M-87.9M-1.0M1.245.82N/AN/A9,03111,162261,092176,512
2019-07-18$27.74$29.0021.1%6.0%21.1%2.1%21.2%1.2%1.0%4.5M-70.0M-1.1M0.8811.65N/AN/A12,37310,947260,249186,488
2019-07-19$27.82$29.0021.2%6.0%17.4%2.4%21.8%1.1%0.8%8.0M-93.5M-1.1M1.0410.18N/AN/A10,42810,824264,653186,478
2019-07-22$27.64$29.0021.8%6.3%17.3%3.7%21.1%0.8%-0.0%494.7K-42.5M-1.0M0.0810.70N/AN/A6,400499145,048130,372
2019-07-23$27.91$29.0020.9%5.8%17.5%1.9%21.2%1.2%0.3%2.8M-71.4M-1.0M0.1615.95N/AN/A4,813778152,405130,694
2019-07-24$28.13$29.0020.1%5.8%16.2%0.1%20.0%1.2%0.4%5.2M-96.1M-1.0M4.2731.76N/AN/A1,4326,121157,240130,832
2019-07-25$28.12$29.0020.4%5.7%16.1%0.7%19.8%0.7%0.5%5.2M-94.8M-995.2K1.9227.74N/AN/A3,9497,581157,954130,482
2019-07-26$28.32$29.0020.4%5.7%16.1%0.7%20.6%0.8%0.2%5.2M-109.8M-1.0M4.9841.65N/AN/A5,53027,515157,658134,116
2019-07-29$28.35$29.0020.9%6.1%16.1%1.7%21.0%1.3%0.1%-6.3M-68.9M-990.4K0.595.91N/AN/A1,381821153,864165,855
2019-07-30$28.18$29.0021.3%6.1%11.6%2.7%21.2%1.5%-0.2%-9.2M-47.0M-984.1K0.417.94N/AN/A1,902783152,987165,989
2019-07-31$27.93$29.0020.7%5.8%11.5%1.3%20.1%1.8%0.7%-15.8M-10.9M-955.2K0.5833.93N/AN/A2,5211,451152,304165,896