ASHR Options History — October 2019 In October 2019, ASHR traded between $26.85 and $28.40. ATM implied volatility averaged 21.3%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.6% (HV 20d: 14.8%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.81.
Notable Days 2019-10-11 : Highest Volume — 75,967 contracts2019-10-14 : Largest IV drop — 9.6% change2019-10-01 : Highest IV Rank — 11.5%2019-10-09 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.74 $26.85 $28.40 $26.97 $27.81 Max Pain $27.35 $27.00 $28.00 $27.00 $28.00 ATM IV 21.3% 18.9% 25.3% 25.3% 19.5% Expected Move 6.0% 5.0% 7.3% 6.7% 5.1% HV 20d 14.8% 13.3% 16.7% 16.4% 14.7% HV 60d 20.7% 17.9% 21.6% 20.8% 18.0% IV Rank 3.9% 0.0% 11.5% 11.5% 1.4% IV Percentile 12.7% 0.0% 40.9% 40.9% 2.8% Term Structure 0.1% -4.5% 2.3% -4.5% 0.2% VWIV 21.3% 17.7% 25.2% 22.3% 18.3% Skew 25d 2.4% -0.2% 4.4% 2.3% 1.3% Skew 10d 5.8% 1.4% 9.8% 9.8% 2.6% Call IV 25d 20.9% 17.9% 25.8% 25.8% 19.2% Put IV 25d 23.3% 19.8% 28.2% 28.2% 20.6% Bid-Ask Spread % 26.35 5.70 61.19 43.19 11.05 Gamma HHI 0.19 0.10 0.31 0.11 0.31 Net GEX 14.7M -939.9K 31.3M 1.1M 23.2M Net DEX -102.4M -197.6M -10.6M -22.2M -92.5M Net VEX -690.2K -786.2K -593.8K -786.2K -694.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.04 5.00 0.08 0.39 Total Volume 17,015.565 2,221 75,967 22,973 2,541 Total OI 347,895.217 206,204 456,325 419,552 260,786
Daily Data (23 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 2019-10-01 $26.97 $27.00 25.3% 6.7% 16.4% 11.5% 22.3% 2.3% -4.5% 1.1M -22.2M -786.2K 0.08 43.19 N/A N/A 21,302 1,671 258,001 161,551 2019-10-02 $26.89 $27.00 23.6% 6.5% 15.4% 7.8% 23.0% 3.8% -0.0% -939.9K -11.4M -726.1K 0.48 9.54 N/A N/A 4,276 2,055 248,127 161,375 2019-10-03 $27.06 $27.00 23.4% 6.8% 13.5% 7.6% 23.5% 3.4% -0.2% 834.2K -30.3M -732.6K 1.47 48.47 N/A N/A 1,612 2,362 249,754 162,399 2019-10-04 $27.15 $27.00 22.5% 6.5% 13.5% 5.5% 23.1% 2.8% 0.2% 1.7M -42.7M -703.4K 0.25 20.08 N/A N/A 3,662 926 250,355 163,375 2019-10-07 $27.09 $27.00 23.9% 6.9% 13.3% 8.5% 23.9% 3.1% 0.2% 3.2M -40.5M -676.7K 0.57 23.36 N/A N/A 12,106 6,892 219,083 159,968 2019-10-08 $26.85 $27.00 22.4% 7.1% 13.5% 5.4% 24.7% 4.4% -0.1% 182.0K -10.6M -684.3K 0.56 26.39 N/A N/A 9,958 5,597 228,086 159,200 2019-10-09 $27.32 $27.00 24.2% 7.3% 15.3% 9.2% 25.2% 3.7% 0.9% 7.5M -74.1M -709.8K 0.59 48.79 N/A N/A 13,529 7,990 234,645 162,682 2019-10-10 $27.78 $27.00 24.0% 6.9% 15.7% 8.8% 24.9% 3.4% 0.1% 13.4M -128.1M -704.9K 0.33 32.34 N/A N/A 9,695 3,242 241,605 167,862 2019-10-11 $28.24 $27.00 24.4% 6.8% 16.7% 9.7% 24.1% 2.1% -0.6% 22.9M -197.6M -697.3K 0.35 61.19 N/A N/A 56,140 19,827 243,048 168,429 2019-10-14 $28.28 $27.00 22.1% 6.4% 15.9% 4.7% 24.9% 2.3% 0.5% 25.5M -187.2M -636.9K 0.18 42.97 N/A N/A 37,696 6,715 246,564 156,839 2019-10-15 $28.21 $27.00 20.7% 6.0% 15.1% 1.6% 20.4% 3.0% 0.4% 29.3M -188.9M -704.7K 0.80 18.73 N/A N/A 4,154 3,333 275,410 177,031 2019-10-16 $28.05 $27.00 20.3% 5.8% 15.3% 0.9% 20.6% 2.3% 0.4% 26.5M -162.6M -655.4K 2.29 24.00 N/A N/A 2,162 4,950 274,237 177,986 2019-10-17 $28.19 $27.00 19.9% 5.7% 15.3% 0.0% 20.6% 2.8% 0.5% 31.3M -181.1M -656.1K 0.91 16.92 N/A N/A 1,162 1,059 273,866 181,117 2019-10-18 $27.80 $27.00 19.7% 5.6% 14.9% 0.0% 20.5% 2.5% 0.7% 16.8M -115.5M -644.3K 0.24 22.87 N/A N/A 15,964 3,842 274,007 182,318 2019-10-21 $27.89 $27.00 19.4% 5.4% 15.0% 0.0% 18.7% -0.2% -0.5% 13.8M -89.9M -593.8K 0.86 13.30 N/A N/A 9,524 8,200 133,078 73,126 2019-10-22 $27.94 $28.00 19.1% 5.2% 15.0% 0.0% 17.7% 2.7% 0.1% 15.2M -93.8M -675.8K 0.15 12.97 N/A N/A 10,891 1,651 140,946 80,993 2019-10-23 $27.99 $28.00 18.9% 5.0% 15.0% 0.0% 18.3% 2.6% 0.3% 16.8M -102.2M -675.0K 5.00 15.32 N/A N/A 480 2,402 149,556 82,199 2019-10-24 $27.85 $28.00 19.0% 5.2% 14.4% 0.3% 21.7% 2.3% 0.0% 15.0M -85.9M -665.5K 2.23 5.70 N/A N/A 2,153 4,792 149,590 84,176 2019-10-25 $28.18 $28.00 20.3% 5.5% 13.6% 3.0% 19.1% 1.9% -0.2% 17.0M -119.5M -697.2K 0.07 14.44 N/A N/A 55,775 4,100 150,053 88,315 2019-10-28 $28.40 $28.00 19.2% 5.3% 13.7% 0.6% 18.5% 0.7% 1.0% 14.6M -126.7M -663.5K 0.45 21.42 N/A N/A 3,890 1,759 140,436 87,761 2019-10-29 $28.05 $28.00 19.4% 5.2% 14.4% 1.2% 18.6% 2.1% 2.3% 21.1M -130.0M -744.7K 0.21 43.79 N/A N/A 9,658 2,060 171,640 88,769 2019-10-30 $28.05 $28.00 19.4% 5.2% 14.3% 1.0% 18.3% 0.3% 1.1% 23.2M -121.9M -746.1K 0.04 29.24 N/A N/A 7,320 283 170,973 90,273 2019-10-31 $27.81 $28.00 19.5% 5.1% 14.7% 1.4% 18.3% 1.3% 0.2% 23.2M -92.5M -694.8K 0.39 11.05 N/A N/A 1,833 708 170,302 90,484
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