ASHR Options History — January 2020

In January 2020, ASHR traded between $26.39 and $30.88. ATM implied volatility averaged 20.8%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 1.7% (HV 20d: 19.0%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2020-01-27: Highest Volume — 151,520 contracts
  • 2020-01-27: Largest IV spike — 22.6% change
  • 2020-01-31: Highest IV Rank — 80.0%
  • 2020-01-31: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.32$26.39$30.88$30.20$26.39
Max Pain$28.83$27.50$30.00$27.71$27.50
ATM IV20.8%17.0%31.1%18.1%31.1%
Expected Move6.2%4.9%9.6%5.5%9.6%
HV 20d19.0%14.6%27.6%15.7%25.9%
HV 60d17.3%15.5%20.9%16.5%20.7%
IV Rank27.0%7.9%80.0%13.3%80.0%
IV Percentile27.5%2.8%96.0%6.7%96.0%
Term Structure0.2%-0.9%1.3%0.4%-0.9%
VWIV21.5%17.6%34.3%19.2%34.3%
Skew 25d1.9%0.7%4.3%1.0%4.0%
Skew 10d4.0%1.9%9.1%2.6%9.1%
Call IV 25d20.4%16.7%30.1%17.9%30.1%
Put IV 25d22.3%17.9%34.1%18.9%34.1%
Bid-Ask Spread %13.115.6623.096.2120.20
Gamma HHI0.160.110.410.160.41
Net GEX7.9M-23.1M18.8M16.5M-23.1M
Net DEX-102.7M-245.2M200.2M-241.4M200.2M
Net VEX-800.0K-1.2M-669.5K-703.1K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.062.950.241.07
Total Volume35,121.6194,532151,52037,49190,329
Total OI308,825.571192,480503,419261,975503,419

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$30.20$27.7118.1%5.5%15.7%13.3%19.2%1.0%0.4%16.5M-241.4M-703.1K0.246.21N/AN/A30,3257,166149,321112,654
2020-01-03$29.94$27.7118.3%5.4%16.2%14.3%19.1%1.7%0.6%17.8M-199.8M-739.2K0.336.33N/AN/A7,5262,509148,332118,511
2020-01-06$29.96$28.0019.0%5.8%16.2%18.2%19.9%0.8%0.4%15.0M-192.9M-676.5K0.0622.93N/AN/A37,1062,296144,134117,862
2020-01-07$30.10$28.0018.7%5.6%16.1%16.7%19.3%1.3%0.5%16.6M-207.0M-768.4K1.077.61N/AN/A4,1454,421175,018119,362
2020-01-08$30.19$29.0018.6%5.5%15.5%15.7%19.0%1.3%0.0%17.2M-219.5M-767.2K0.2510.54N/AN/A4,6511,185175,082122,961
2020-01-09$30.26$29.0018.3%5.5%15.4%14.5%18.5%1.2%0.6%17.6M-228.1M-757.1K0.1717.07N/AN/A4,757807179,757123,754
2020-01-10$30.29$29.0018.3%5.4%15.4%14.4%18.7%1.2%0.3%15.8M-234.4M-741.8K0.1815.79N/AN/A8,3881,486180,888124,152
2020-01-13$30.88$29.0018.0%5.4%15.4%13.0%19.1%0.9%1.3%16.2M-245.2M-709.4K0.126.08N/AN/A13,8371,669163,985123,752
2020-01-14$30.66$29.0018.4%5.4%15.8%14.9%18.9%0.7%0.2%18.8M-230.3M-709.4K0.1915.65N/AN/A8,6001,594169,225125,016
2020-01-15$30.43$29.0018.3%5.5%15.7%14.3%18.9%1.2%0.7%18.4M-199.7M-695.0K2.955.66N/AN/A2,2686,696168,000126,021
2020-01-16$30.46$30.0017.7%5.3%15.4%11.4%17.6%1.5%0.6%18.8M-191.9M-695.3K1.6421.95N/AN/A4,0716,656168,747131,780
2020-01-17$30.56$30.0017.0%4.9%14.6%7.9%17.6%1.2%0.2%9.4M-193.8M-670.3K0.2116.29N/AN/A9,5382,001170,238138,052
2020-01-21$29.64$30.0018.6%5.3%18.7%16.1%18.4%1.2%0.1%1.1M-53.9M-676.1K0.2813.09N/AN/A9,8802,743111,95480,526
2020-01-22$29.60$30.0017.8%5.1%18.7%11.8%17.6%1.0%0.4%1.1M-51.3M-674.6K0.879.65N/AN/A2,4222,110116,86982,693
2020-01-23$28.95$30.0020.5%5.9%19.5%25.6%20.6%2.5%-0.3%-4.1M-9.4M-669.5K0.369.42N/AN/A98,38135,472115,79584,559
2020-01-24$28.65$29.0022.3%6.4%19.8%35.1%21.9%2.5%-0.3%9.9M-64.2M-922.1K2.649.24N/AN/A6,15316,227205,788106,201
2020-01-27$27.10$29.0027.4%8.1%27.5%60.8%28.4%3.6%-0.2%-1.4M86.8M-761.7K1.7810.12N/AN/A54,52696,994197,080103,029
2020-01-28$27.18$28.5027.0%8.0%27.6%59.0%27.5%3.3%-0.3%-9.5M113.2M-1.1M0.246.07N/AN/A60,01414,561215,130176,478
2020-01-29$27.37$28.0024.9%7.5%27.2%48.4%27.1%3.0%-0.6%1.4M69.3M-1.2M1.9022.28N/AN/A4,1217,844269,617182,376
2020-01-30$26.91$28.0027.4%8.2%27.0%61.1%30.0%4.3%-0.3%-7.4M136.0M-1.1M1.0523.09N/AN/A30,27131,808272,018185,201
2020-01-31$26.39$27.5031.1%9.6%25.9%80.0%34.3%4.0%-0.9%-23.1M200.2M-1.1M1.0720.20N/AN/A43,70946,620293,563209,856