ASHR Options History — November 2019

In November 2019, ASHR traded between $27.62 and $29.13. ATM implied volatility averaged 20.5%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.8% (HV 20d: 16.7%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.10.

Notable Days

  • 2019-11-01: Highest Volume — 36,820 contracts
  • 2019-11-22: Largest IV drop — 13.8% change
  • 2019-11-18: Highest IV Rank — 6.7%
  • 2019-11-11: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.32$27.62$29.13$28.51$27.62
Max Pain$28.65$28.00$29.00$28.00$28.00
ATM IV20.5%18.6%21.9%18.8%20.0%
Expected Move6.2%4.9%6.7%4.9%6.2%
HV 20d16.7%15.1%18.3%16.9%18.3%
HV 60d16.2%15.4%18.4%18.4%15.5%
IV Rank3.8%0.0%6.7%0.0%2.9%
IV Percentile11.2%0.0%24.6%0.0%6.0%
Term Structure0.6%-1.9%4.7%0.6%-0.6%
VWIV21.6%17.7%23.9%17.7%21.0%
Skew 25d1.2%-0.5%2.5%1.3%2.5%
Skew 10d2.0%-1.6%3.5%3.1%2.3%
Call IV 25d20.2%18.4%21.4%18.4%18.8%
Put IV 25d21.4%19.7%22.7%19.7%21.3%
Bid-Ask Spread %48.365.7566.765.7545.85
Gamma HHI0.160.100.220.160.10
Net GEX12.3M230.6K17.8M13.1M230.6K
Net DEX-108.6M-203.6M-24.2M-181.9M-24.2M
Net VEX-707.4K-841.9K-599.2K-672.6K-599.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.043.800.290.94
Total Volume7,858.169936,82036,8203,159
Total OI235,176.8215,426261,062261,062240,298

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$28.51$28.0018.8%4.9%16.9%0.0%17.7%1.3%0.6%13.1M-181.9M-672.6K0.295.75N/AN/A28,5848,236170,33890,724
2019-11-04$28.73$29.0020.3%6.5%16.9%3.3%22.4%0.9%-0.3%17.8M-178.5M-841.9K0.3262.23N/AN/A5,4691,731164,43178,115
2019-11-05$28.96$29.0019.9%6.4%16.4%2.4%22.6%1.1%0.1%15.0M-181.5M-786.5K0.4044.46N/AN/A2,397962149,71979,700
2019-11-06$28.74$29.0020.6%6.3%16.1%3.9%22.0%1.2%0.6%16.2M-164.5M-797.3K0.5559.03N/AN/A1,038568154,50280,547
2019-11-07$29.13$29.0020.7%6.4%15.7%4.1%22.2%-0.5%2.3%16.3M-203.6M-763.5K0.6355.04N/AN/A2,6601,668154,37980,962
2019-11-08$28.95$29.0019.7%6.3%15.1%2.0%22.0%1.1%0.2%17.6M-181.1M-782.5K0.2964.50N/AN/A1,017299154,87182,300
2019-11-11$28.45$29.0021.3%6.7%16.5%5.4%23.0%1.3%2.1%14.9M-123.5M-746.6K0.0648.21N/AN/A21,6401,268150,42679,324
2019-11-12$28.16$29.0021.1%6.4%16.9%5.0%23.9%0.6%1.1%12.0M-93.3M-727.8K1.1050.11N/AN/A1,3101,439150,35880,326
2019-11-13$28.12$29.0021.3%6.7%16.8%5.3%23.1%1.6%1.9%12.6M-87.3M-744.9K3.8044.92N/AN/A5282,008159,23881,386
2019-11-14$28.34$29.0020.7%6.4%16.9%4.1%21.9%1.2%1.7%14.4M-105.4M-744.0K3.6845.16N/AN/A7242,663159,08882,900
2019-11-15$28.20$29.0020.8%6.3%16.2%4.2%21.5%1.4%1.6%12.0M-94.8M-706.4K0.0757.43N/AN/A22,6601,580159,09185,218
2019-11-18$28.20$29.0021.9%6.4%16.2%6.7%21.3%1.2%-1.3%10.6M-85.5M-695.7K0.9232.50N/AN/A1,1361,049135,22780,199
2019-11-19$28.47$28.5021.8%6.3%16.5%6.3%21.7%2.1%-1.9%13.9M-106.8M-678.7K0.0446.67N/AN/A17,610706135,65880,643
2019-11-20$28.12$28.5020.3%5.8%17.1%3.3%21.0%0.2%2.3%11.3M-77.3M-664.5K3.5462.98N/AN/A1,1334,008140,24581,021
2019-11-21$28.11$28.5021.6%6.2%17.0%5.9%21.6%1.7%-1.0%12.9M-76.3M-665.2K0.2658.42N/AN/A771201150,31484,298
2019-11-22$27.65$28.5018.6%5.0%17.5%0.0%20.9%0.0%4.7%6.0M-37.6M-654.7K1.4966.76N/AN/A3,9155,851150,79084,483
2019-11-25$27.94$28.0020.5%6.1%17.7%3.9%20.6%1.2%-0.4%9.2M-56.2M-621.3K2.9735.87N/AN/A1,4544,316152,01883,012
2019-11-26$27.91$28.0020.6%6.1%17.1%4.3%21.2%1.3%-1.0%8.2M-48.9M-637.5K0.4335.22N/AN/A493212153,10684,317
2019-11-27$28.12$28.0020.2%5.9%17.4%3.3%20.1%1.7%-0.9%11.2M-64.6M-617.3K0.3146.05N/AN/A534165153,19586,769
2019-11-29$27.62$28.0020.0%6.2%18.3%2.9%21.0%2.5%-0.6%230.6K-24.2M-599.2K0.9445.85N/AN/A1,6291,530153,38286,916