ASHR Options History — September 2019

In September 2019, ASHR traded between $26.97 and $28.87. ATM implied volatility averaged 22.3%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 4.0% (HV 20d: 18.4%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.69.

Notable Days

  • 2019-09-12: Highest Volume — 85,355 contracts
  • 2019-09-25: Largest IV spike — 14.9% change
  • 2019-09-27: Highest IV Rank — 11.4%
  • 2019-09-27: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.96$26.97$28.87$27.30$27.12
Max Pain$27.00$27.00$27.00$27.00$27.00
ATM IV22.3%19.9%25.2%23.7%23.6%
Expected Move6.5%5.9%7.4%6.8%6.8%
HV 20d18.4%15.3%23.5%22.9%16.5%
HV 60d22.3%20.8%23.8%23.6%20.9%
IV Rank5.1%0.0%11.4%7.7%7.8%
IV Percentile16.8%0.0%40.1%23.0%27.4%
Term Structure0.2%-2.0%1.4%0.3%0.1%
VWIV23.2%20.9%25.1%24.4%23.7%
Skew 25d2.5%0.4%4.0%3.4%3.6%
Skew 10d5.3%1.1%12.3%6.9%7.1%
Call IV 25d21.6%19.3%24.2%22.8%22.2%
Put IV 25d24.1%21.2%28.2%26.1%25.8%
Bid-Ask Spread %19.046.9340.2611.2615.87
Gamma HHI0.160.110.260.130.11
Net GEX14.3M2.3M28.9M2.3M3.2M
Net DEX-148.4M-314.6M-7.6M-68.7M-34.6M
Net VEX-961.6K-1.1M-784.1K-1.0M-803.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.024.971.700.75
Total Volume23,951.255,55985,3557,7916,063
Total OI433,940.6382,806482,486383,968417,461

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$27.30$27.0023.7%6.8%22.9%7.7%24.4%3.4%0.3%2.3M-68.7M-1.0M1.7011.26N/AN/A2,8864,905194,311189,657
2019-09-04$27.70$27.0022.1%6.3%22.8%4.2%24.9%2.1%0.7%7.7M-128.5M-952.4K4.976.93N/AN/A4,20720,903196,014195,108
2019-09-05$28.26$27.0020.6%6.3%23.5%1.2%23.7%2.5%0.7%10.3M-173.5M-984.4K0.2020.35N/AN/A52,61610,665197,985206,851
2019-09-06$28.36$27.0021.3%6.3%23.2%2.5%23.7%3.6%0.2%15.5M-205.9M-1.1M0.458.33N/AN/A13,0105,849219,075214,058
2019-09-09$28.46$27.0020.9%6.3%21.9%1.8%24.5%2.5%0.9%20.0M-221.6M-1.1M1.2612.48N/AN/A4,6155,803226,638210,425
2019-09-10$28.39$27.0020.3%6.2%22.0%0.4%20.9%2.4%1.4%19.6M-205.5M-1.0M0.5612.75N/AN/A9,0255,062227,898212,618
2019-09-11$28.28$27.0019.9%6.1%19.2%0.0%21.7%2.7%1.4%21.5M-197.6M-1.0M0.5810.07N/AN/A3,5252,034235,195215,934
2019-09-12$28.66$27.0021.5%6.1%15.6%3.4%21.9%2.7%-0.1%24.8M-260.8M-1.0M0.0229.71N/AN/A83,3002,055237,168217,775
2019-09-13$28.87$27.0020.9%6.2%15.3%2.1%21.2%2.5%0.6%28.9M-314.6M-1.1M0.0717.50N/AN/A11,322794260,443218,909
2019-09-16$28.44$27.0022.6%6.6%16.4%5.8%22.7%1.9%-0.2%27.2M-235.5M-1.0M0.4112.53N/AN/A10,5014,347260,199216,120
2019-09-17$28.05$27.0023.9%6.8%17.1%8.5%23.8%1.3%-0.2%22.0M-178.7M-996.1K0.0211.37N/AN/A58,304997257,709219,086
2019-09-18$28.04$27.0023.5%6.7%17.1%7.7%23.5%2.5%-0.4%21.1M-164.1M-975.8K0.0823.95N/AN/A7,117536255,169219,767
2019-09-19$28.13$27.0023.1%6.6%16.6%6.7%23.3%2.0%-1.9%23.8M-184.7M-958.0K0.1340.26N/AN/A9,7501,247257,900219,576
2019-09-20$27.66$27.0022.8%6.5%17.5%6.3%23.2%2.1%0.5%9.3M-95.9M-874.8K0.4621.17N/AN/A20,7469,486259,589222,897
2019-09-23$27.73$27.0021.3%5.9%15.6%2.9%21.9%2.2%0.3%8.6M-80.3M-784.1K0.5816.41N/AN/A8,0514,648225,792157,014
2019-09-24$27.73$27.0021.4%6.2%15.5%3.2%21.4%0.4%1.0%6.0M-73.6M-805.1K0.2015.35N/AN/A10,3812,047222,111161,537
2019-09-25$27.70$27.0024.6%7.3%15.5%10.1%24.5%3.3%-2.0%5.6M-77.0M-887.5K0.0834.88N/AN/A43,4693,382226,037163,099
2019-09-26$27.38$27.0023.8%6.9%16.2%8.4%23.9%2.3%-0.1%5.1M-59.7M-888.8K0.3626.82N/AN/A7,4832,714257,924162,127
2019-09-27$26.97$27.0025.2%7.4%16.6%11.4%25.1%4.0%-0.2%2.4M-7.6M-866.2K0.8832.71N/AN/A13,37211,808259,736161,900
2019-09-30$27.12$27.0023.6%6.8%16.5%7.8%23.7%3.6%0.1%3.2M-34.6M-803.2K0.7515.87N/AN/A3,4642,599256,991160,470