ASHR Options History — May 2020

In May 2020, ASHR traded between $26.04 and $27.98. ATM implied volatility averaged 24.1%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 0.3% (HV 20d: 23.9%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 2.51.

Notable Days

  • 2020-05-15: Highest Volume — 13,476 contracts
  • 2020-05-22: Largest IV spike — 12.6% change
  • 2020-05-04: Highest IV Rank — 22.7%
  • 2020-05-01: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.27$26.04$27.98$26.04$27.20
Max Pain$28.07$27.00$29.00$27.00$28.00
ATM IV24.1%21.9%27.0%26.8%23.5%
Expected Move6.9%6.3%7.9%7.9%7.1%
HV 20d23.9%21.8%25.1%23.3%25.0%
HV 60d42.0%41.1%42.4%41.9%41.1%
IV Rank17.1%12.6%22.7%22.3%15.8%
IV Percentile53.5%36.5%72.2%71.0%48.8%
Term Structure-0.2%-2.0%0.8%-0.8%0.1%
VWIV24.8%20.4%29.9%26.4%23.4%
Skew 25d5.4%3.7%7.3%6.7%4.6%
Skew 10d11.9%8.6%19.8%10.3%19.8%
Call IV 25d22.1%20.0%24.0%23.9%22.2%
Put IV 25d27.6%25.3%31.2%30.6%26.9%
Bid-Ask Spread %24.909.8267.2354.6234.63
Gamma HHI0.160.130.270.270.19
Net GEX-3.9M-8.4M-588.8K-8.4M-5.9M
Net DEX68.1M23.9M114.3M114.3M82.2M
Net VEX-768.2K-816.8K-688.2K-688.2K-722.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.510.4910.961.583.08
Total Volume5,717.91,15213,47611,56511,117
Total OI219,028197,189234,232197,189234,232

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$26.04$27.0026.8%7.9%23.3%22.3%26.4%6.7%-0.8%-8.4M114.3M-688.2K1.5854.62N/AN/A4,4837,08294,919102,270
2020-05-04$26.12$29.0027.0%7.8%23.1%22.7%27.6%7.3%-0.0%-5.0M110.4M-696.0K0.8738.40N/AN/A1,2941,12198,096104,066
2020-05-05$26.48$27.0025.4%7.6%21.8%19.5%24.1%6.9%0.7%-4.9M100.5M-735.0K0.5125.15N/AN/A2,1301,08598,850108,464
2020-05-06$27.28$27.0026.1%7.4%24.0%20.9%29.9%5.4%-0.6%-2.6M58.0M-806.8K1.1734.08N/AN/A4,1124,82498,758109,470
2020-05-07$27.62$27.0024.1%6.7%24.2%17.1%22.6%5.7%-0.6%-2.2M42.9M-808.7K0.4925.89N/AN/A2,4011,18899,224112,298
2020-05-08$27.98$27.0022.5%6.5%24.5%13.9%24.6%4.9%0.5%-588.8K23.9M-816.8K0.8513.81N/AN/A6,3165,376100,966112,838
2020-05-11$27.80$27.0022.2%6.4%24.2%13.4%25.8%5.3%-0.1%-1.4M34.6M-811.2K2.0614.18N/AN/A5341,101103,594112,052
2020-05-12$27.74$27.0024.3%6.5%23.4%17.4%21.0%3.7%-1.8%-1.3M36.9M-816.2K3.0712.00N/AN/A283869104,834112,973
2020-05-13$27.63$28.0024.2%6.5%22.4%17.3%27.4%5.3%-2.0%-1.7M44.0M-794.4K2.4513.86N/AN/A1,0422,552104,902113,787
2020-05-14$27.72$28.0024.1%6.8%22.4%17.0%29.1%6.2%-0.3%-981.5K42.2M-806.8K4.4811.69N/AN/A5942,661105,032116,062
2020-05-15$27.28$29.0024.2%7.0%22.9%17.3%24.0%5.2%0.5%-3.1M67.3M-780.9K4.1025.12N/AN/A2,64110,835105,392118,309
2020-05-18$27.98$29.0022.0%6.3%24.5%12.9%20.4%6.0%-0.4%-1.5M32.8M-795.9K3.8817.06N/AN/A9243,587104,108113,568
2020-05-19$27.73$29.0022.7%6.5%24.0%14.3%21.8%4.8%0.4%-3.5M51.9M-801.2K0.5917.25N/AN/A2,2481,324104,250121,687
2020-05-20$27.89$29.0021.9%6.3%23.2%12.6%21.4%4.9%0.1%-2.7M41.0M-813.8K0.5223.67N/AN/A1,366714105,404122,594
2020-05-21$27.35$29.0022.8%6.6%24.3%14.5%28.3%5.4%0.1%-4.7M77.3M-776.8K1.7936.49N/AN/A7421,329105,562123,179
2020-05-22$26.89$29.0025.7%7.2%25.1%20.1%26.1%6.2%0.5%-6.5M101.6M-774.2K10.9667.23N/AN/A1,03911,392105,800124,096
2020-05-26$27.07$29.0024.7%7.0%25.0%18.2%24.9%4.8%-0.8%-5.6M86.9M-727.6K4.0612.15N/AN/A8193,324105,732118,012
2020-05-27$26.84$28.5024.1%7.1%25.1%17.1%23.3%5.1%0.3%-7.6M105.8M-693.0K0.799.82N/AN/A2,0001,574106,460119,876
2020-05-28$26.77$28.0024.3%7.0%25.0%17.4%23.8%4.6%0.8%-8.3M107.2M-697.1K2.9610.97N/AN/A1,5994,736107,831121,013
2020-05-29$27.20$28.0023.5%7.1%25.0%15.8%23.4%4.6%0.1%-5.9M82.2M-722.5K3.0834.63N/AN/A2,7248,393111,411122,821