ASHR Options History — August 2019 In August 2019, ASHR traded between $25.65 and $27.44. ATM implied volatility averaged 25.2%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 1.5% (HV 20d: 26.7%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 4.89.
Notable Days 2019-08-01 : Highest Volume — 104,237 contracts2019-08-05 : Largest IV spike — 22.9% change2019-08-05 : Highest IV Rank — 17.6%2019-08-23 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $26.67 $25.65 $27.44 $26.88 $27.09 Max Pain $26.73 $26.00 $29.00 $29.00 $27.00 ATM IV 25.2% 23.0% 28.3% 23.3% 24.0% Expected Move 7.2% 6.6% 8.1% 6.8% 6.9% HV 20d 26.7% 16.9% 30.9% 17.4% 28.0% HV 60d 23.4% 22.5% 25.2% 23.6% 23.6% IV Rank 10.9% 6.3% 17.6% 6.9% 8.4% IV Percentile 37.2% 17.9% 73.8% 19.4% 25.0% Term Structure 0.1% -1.3% 2.3% -0.1% -0.3% VWIV 25.4% 22.9% 27.9% 24.1% 23.8% Skew 25d 3.2% 2.0% 4.9% 2.3% 3.3% Skew 10d 6.9% 2.6% 8.7% 2.6% 7.1% Call IV 25d 24.3% 22.1% 26.8% 22.9% 23.0% Put IV 25d 27.5% 24.7% 30.8% 25.2% 26.3% Bid-Ask Spread % 35.82 8.35 104.96 104.96 10.50 Gamma HHI 0.18 0.14 0.24 0.15 0.14 Net GEX -7.4M -18.0M 2.3M -8.5M 2.3M Net DEX 50.9M -65.9M 191.9M 106.0M -50.5M Net VEX -1.1M -1.2M -941.4K -941.4K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.89 0.03 41.81 41.81 0.53 Total Volume 21,529.5 2,186 104,237 104,237 4,135 Total OI 372,663.409 320,270 406,112 320,270 392,426
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 2019-08-01 $26.88 $29.00 23.3% 6.8% 17.4% 6.9% 24.1% 2.3% -0.1% -8.5M 106.0M -941.4K 41.81 104.96 N/A N/A 2,435 101,802 153,159 167,111 2019-08-02 $26.77 $29.00 23.0% 6.7% 16.9% 6.3% 22.9% 2.7% 0.1% -12.3M 139.4M -1.2M 1.61 89.51 N/A N/A 4,518 7,287 154,201 227,508 2019-08-05 $25.65 $28.00 28.3% 7.6% 22.0% 17.6% 27.2% 3.6% -0.5% -13.4M 191.9M -1.1M 20.41 33.36 N/A N/A 3,658 74,663 139,616 211,352 2019-08-06 $26.05 $27.00 27.1% 7.8% 23.1% 15.1% 27.6% 3.4% -0.3% -15.4M 176.8M -1.2M 4.89 31.30 N/A N/A 2,533 12,392 142,049 236,242 2019-08-07 $26.05 $27.00 26.1% 7.4% 22.8% 13.0% 26.6% 3.6% -0.4% -13.2M 135.1M -1.1M 0.37 32.34 N/A N/A 22,678 8,394 144,426 197,950 2019-08-08 $26.43 $26.00 23.8% 7.1% 23.5% 7.9% 25.0% 3.2% -0.0% -12.4M 96.3M -1.1M 1.66 28.36 N/A N/A 927 1,536 152,785 202,286 2019-08-09 $25.98 $26.00 24.6% 7.3% 23.9% 9.8% 26.6% 3.4% -0.1% -11.3M 138.1M -1.1M 5.41 50.48 N/A N/A 3,893 21,067 153,314 203,285 2019-08-12 $26.01 $26.00 26.3% 7.4% 23.6% 13.3% 26.4% 3.9% -1.3% -13.2M 147.4M -1.1M 0.54 18.19 N/A N/A 6,081 3,263 151,460 211,962 2019-08-13 $26.90 $26.00 23.5% 7.3% 27.0% 7.5% 25.8% 2.1% 2.3% -12.7M 48.1M -1.1M 7.33 44.67 N/A N/A 2,515 18,441 156,020 214,947 2019-08-14 $26.13 $26.00 27.3% 7.8% 28.7% 15.6% 27.0% 3.6% 0.4% -12.4M 135.7M -1.1M 1.15 27.68 N/A N/A 3,182 3,654 157,418 220,586 2019-08-15 $26.46 $26.00 26.9% 7.9% 29.3% 14.6% 26.2% 3.8% 0.9% -12.7M 103.8M -1.2M 0.27 23.55 N/A N/A 19,522 5,286 160,458 223,570 2019-08-16 $26.81 $26.00 25.1% 7.4% 29.7% 10.7% 27.7% 2.6% 1.1% -18.0M 50.7M -1.2M 0.65 42.61 N/A N/A 6,401 4,185 178,857 227,255 2019-08-19 $27.10 $26.00 24.4% 7.0% 30.0% 9.2% 23.8% 3.3% 0.6% -2.5M -31.2M -1.1M 0.04 25.65 N/A N/A 6,801 244 154,936 192,889 2019-08-20 $27.07 $26.00 24.2% 7.0% 29.7% 8.9% 24.2% 3.5% 0.3% -2.2M -35.1M -1.1M 0.23 33.18 N/A N/A 1,775 411 156,511 193,044 2019-08-21 $27.44 $26.00 23.1% 6.6% 30.0% 6.4% 23.5% 2.3% 1.1% -505.5K -65.9M -1.1M 0.03 39.14 N/A N/A 57,112 1,783 157,050 193,413 2019-08-22 $27.23 $26.00 24.3% 7.0% 30.1% 9.2% 23.5% 2.0% 0.5% 1.4M -58.7M -1.2M 0.35 19.70 N/A N/A 5,972 2,103 194,954 193,912 2019-08-23 $26.68 $27.00 28.0% 8.1% 30.6% 17.1% 27.9% 4.9% 0.2% -2.7M 6.9M -1.2M 0.95 43.13 N/A N/A 10,652 10,091 190,873 198,492 2019-08-26 $26.88 $27.00 26.4% 7.5% 30.8% 13.6% 25.4% 3.5% -0.6% -3.1M -3.9M -1.2M 13.42 38.10 N/A N/A 555 7,448 192,211 204,837 2019-08-27 $26.96 $27.00 25.6% 7.3% 30.9% 11.9% 25.7% 3.3% -0.3% -1.4M -23.5M -1.2M 1.08 31.38 N/A N/A 2,748 2,974 193,778 201,195 2019-08-28 $26.95 $27.00 24.9% 7.0% 30.8% 10.5% 24.4% 3.2% -0.7% -1.2M -22.7M -1.2M 2.31 11.89 N/A N/A 1,192 2,751 195,515 203,658 2019-08-29 $27.27 $27.00 23.3% 6.6% 27.9% 7.0% 23.0% 3.0% -0.1% 1.8M -65.5M -1.1M 2.59 8.35 N/A N/A 4,060 10,529 195,950 205,134 2019-08-30 $27.09 $27.00 24.0% 6.9% 28.0% 8.4% 23.8% 3.3% -0.3% 2.3M -50.5M -1.1M 0.53 10.50 N/A N/A 2,708 1,427 197,239 195,187
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