ASHR Options History — December 2019

In December 2019, ASHR traded between $27.43 and $29.62. ATM implied volatility averaged 17.4%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 1.7% (HV 20d: 15.7%). Max pain ranged from $26.71 to $28.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.60.

Notable Days

  • 2019-12-30: Highest Volume — 51,733 contracts
  • 2019-12-13: Largest IV drop — 10.6% change
  • 2019-12-31: Highest IV Rank — 15.3%
  • 2019-12-04: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.56$27.43$29.62$27.45$29.62
Max Pain$27.42$26.71$28.00$28.00$27.71
ATM IV17.4%15.5%19.2%19.2%18.5%
Expected Move5.1%3.6%6.1%6.1%5.6%
HV 20d15.7%14.2%16.8%15.7%14.9%
HV 60d15.7%15.2%16.1%15.6%16.1%
IV Rank4.5%0.0%15.3%1.2%15.3%
IV Percentile1.5%0.0%7.1%2.0%7.1%
Term Structure0.1%-0.8%1.4%-0.4%0.0%
VWIV18.2%12.9%21.3%21.2%19.5%
Skew 25d1.4%-0.9%3.7%2.4%1.5%
Skew 10d4.0%1.1%7.2%3.9%3.4%
Call IV 25d17.1%15.3%18.4%18.4%18.1%
Put IV 25d18.5%16.8%20.8%20.8%19.5%
Bid-Ask Spread %16.184.4851.4549.665.90
Gamma HHI0.120.080.230.110.23
Net GEX4.2M-602.5K16.2M37.9K16.2M
Net DEX-74.2M-170.4M-17.3M-18.9M-170.4M
Net VEX-629.3K-713.9K-556.3K-579.1K-713.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.600.1310.710.850.14
Total Volume10,237.6671,38551,7332,38325,549
Total OI214,965.143191,214251,143191,214251,143

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$27.45$28.0019.2%6.1%15.7%1.2%21.2%2.4%-0.4%37.9K-18.9M-579.1K0.8549.66N/AN/A1,2891,094106,32884,886
2019-12-03$27.43$28.0018.8%6.0%15.3%0.3%21.2%1.9%0.5%-602.5K-17.3M-564.4K10.7151.45N/AN/A98610,561106,59785,123
2019-12-04$27.77$28.0018.1%6.1%15.8%0.0%21.1%2.5%0.2%480.1K-34.4M-556.3K1.0648.82N/AN/A12,55113,360106,86593,756
2019-12-05$27.93$26.7117.8%5.3%15.9%0.0%18.6%0.7%0.2%990.8K-44.7M-697.2K2.0613.59N/AN/A5151,063117,912106,119
2019-12-06$28.14$26.7117.4%5.1%15.3%0.0%17.7%2.2%0.4%3.6M-61.5M-620.1K2.748.10N/AN/A7832,142113,725101,892
2019-12-09$27.89$26.7117.6%5.3%15.4%0.3%18.0%1.4%0.9%1.9M-39.0M-646.7K1.6812.58N/AN/A517868112,740100,963
2019-12-10$28.13$26.7117.8%5.1%14.7%2.1%17.9%2.3%0.5%4.2M-61.3M-605.8K1.2314.35N/AN/A9331,148113,230101,866
2019-12-11$28.16$26.7117.8%5.0%14.2%1.9%17.4%1.0%-0.1%2.6M-57.1M-623.1K1.1214.91N/AN/A9191,032113,558102,624
2019-12-12$28.70$26.7117.3%4.9%15.7%0.0%15.7%0.4%0.1%5.7M-98.9M-599.9K0.6110.67N/AN/A5,1473,118114,319102,378
2019-12-13$28.65$26.7115.5%3.6%15.5%0.0%20.0%3.7%0.9%6.4M-102.8M-610.1K4.4522.26N/AN/A1,8548,247118,451104,543
2019-12-16$29.05$27.7115.5%4.4%16.1%0.1%12.9%-0.9%1.4%7.7M-115.0M-582.6K1.2419.90N/AN/A5,1936,429115,981105,239
2019-12-17$29.38$27.7116.5%4.8%16.4%5.5%16.2%0.6%-0.3%7.7M-128.1M-594.7K1.007.45N/AN/A6,9106,916115,733110,019
2019-12-18$29.06$27.7117.3%4.9%16.8%9.1%18.9%1.4%-0.6%4.1M-78.4M-663.5K2.154.48N/AN/A2,2904,912104,783113,190
2019-12-19$28.98$27.7117.2%4.9%16.1%8.7%17.5%1.2%-0.3%3.4M-70.4M-673.4K0.765.28N/AN/A1,8811,425104,220113,841
2019-12-20$29.01$27.7116.8%4.8%16.1%6.6%18.0%2.0%-0.3%3.5M-70.0M-663.3K0.5910.04N/AN/A2,9601,735104,725114,691
2019-12-23$28.52$27.7117.0%4.7%16.2%7.9%18.6%1.2%-0.2%1.0M-51.0M-646.2K0.3310.80N/AN/A8,2882,696101,937105,067
2019-12-24$28.66$27.7117.0%4.7%15.9%7.6%17.6%1.2%-0.1%2.0M-58.4M-635.3K0.136.87N/AN/A2,380315101,231105,868
2019-12-26$28.99$27.7116.9%4.8%16.3%7.0%16.9%0.3%0.0%5.0M-84.4M-632.2K0.226.74N/AN/A7,1541,587103,318104,574
2019-12-27$28.91$27.7116.9%4.9%16.2%7.3%17.0%1.1%-0.8%6.1M-83.8M-656.6K0.399.13N/AN/A4,6711,840109,758105,694
2019-12-30$29.28$27.7118.0%5.5%15.0%12.9%21.3%1.2%0.1%6.6M-112.0M-650.6K0.196.87N/AN/A43,4398,294111,383103,998
2019-12-31$29.62$27.7118.5%5.6%14.9%15.3%19.5%1.5%0.0%16.2M-170.4M-713.9K0.145.90N/AN/A22,3373,212138,810112,333