AVSC Options History — December 2024 In December 2024, AVSC traded between $53.93 and $59.59. ATM implied volatility averaged 28.0%. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 6.5% (HV 20d: 21.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 32.7% change2024-12-04 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $56.65 $53.93 $59.59 $59.59 $54.35 ATM IV 28.0% 23.1% 34.7% 28.0% 29.6% Expected Move 7.5% 6.3% 8.7% 8.0% 8.5% HV 20d 21.5% 17.2% 25.2% 17.8% 21.4% Term Structure -3.5% -9.4% -0.2% -4.3% -9.4% Skew 25d 2.8% -1.4% 8.3% 6.1% 1.5% Skew 10d 2.4% -0.8% 8.3% 8.3% 0.7% Call IV 25d 22.5% 20.0% 26.8% 23.3% 24.1% Put IV 25d 25.3% 20.5% 35.1% 29.4% 25.6% Bid-Ask Spread % 149.59 135.42 157.62 146.55 147.93 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 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 2024-12-02 $59.59 $0.00 28.0% 8.0% 0.0% 0.0% 0.0% 6.1% -4.3% 0 0 0 0.00 146.55 N/A N/A 0 0 0 0 2024-12-03 $58.87 $0.00 29.8% 8.5% 0.0% 0.0% 0.0% 3.4% -6.6% 0 0 0 0.00 152.98 N/A N/A 0 0 0 0 2024-12-04 $58.97 $0.00 30.4% 8.7% 0.0% 0.0% 0.0% 5.3% -7.2% 0 0 0 0.00 151.01 N/A N/A 0 0 0 0 2024-12-05 $58.50 $0.00 30.6% 6.4% 0.0% 0.0% 0.0% 0.1% -3.2% 0 0 0 0.00 153.05 N/A N/A 0 0 0 0 2024-12-06 $58.39 $0.00 31.5% 6.3% 0.0% 0.0% 0.0% 1.8% -0.7% 0 0 0 0.00 156.76 N/A N/A 0 0 0 0 2024-12-09 $58.45 $0.00 32.4% 6.3% 0.0% 0.0% 0.0% -0.2% -3.6% 0 0 0 0.00 153.11 N/A N/A 0 0 0 0 2024-12-10 $58.38 $0.00 34.7% 6.6% 0.0% 0.0% 0.0% 2.6% -1.0% 0 0 0 0.00 151.70 N/A N/A 0 0 0 0 2024-12-11 $58.94 $0.00 23.4% 6.7% 0.0% 0.0% 0.0% 2.6% -0.2% 0 0 0 0.00 155.88 N/A N/A 0 0 0 0 2024-12-12 $58.00 $0.00 23.1% 6.6% 0.0% 0.0% 0.0% 0.5% -2.9% 0 0 0 0.00 156.75 N/A N/A 0 0 0 0 2024-12-13 $57.50 $0.00 23.9% 6.9% 17.8% 0.0% 0.0% 1.9% -2.9% 0 0 0 0.00 157.62 N/A N/A 0 0 0 0 2024-12-16 $57.61 $0.00 24.1% 6.9% 17.2% 0.0% 0.0% 2.2% -1.1% 0 0 0 0.00 157.39 N/A N/A 0 0 0 0 2024-12-17 $56.69 $0.00 24.9% 7.2% 17.8% 0.0% 0.0% -1.4% -3.7% 0 0 0 0.00 153.63 N/A N/A 0 0 0 0 2024-12-18 $53.93 $0.00 29.7% 8.5% 25.2% 0.0% 0.0% 8.3% -4.3% 0 0 0 0.00 135.42 N/A N/A 0 0 0 0 2024-12-19 $54.25 $0.00 27.2% 7.8% 24.8% 0.0% 0.0% 3.8% -2.9% 0 0 0 0.00 141.21 N/A N/A 0 0 0 0 2024-12-20 $54.50 $0.00 26.4% 7.6% 24.3% 0.0% 0.0% 1.6% -1.9% 0 0 0 0.00 139.04 N/A N/A 0 0 0 0 2024-12-23 $54.27 $0.00 28.7% 8.2% 23.2% 0.0% 0.0% 4.5% -2.9% 0 0 0 0.00 147.30 N/A N/A 0 0 0 0 2024-12-24 $54.57 $0.00 26.7% 7.6% 21.2% 0.0% 0.0% 3.1% -4.9% 0 0 0 0.00 149.16 N/A N/A 0 0 0 0 2024-12-26 $55.18 $0.00 26.1% 7.5% 21.5% 0.0% 0.0% 6.3% -1.8% 0 0 0 0.00 146.25 N/A N/A 0 0 0 0 2024-12-27 $54.31 $0.00 26.7% 7.7% 21.8% 0.0% 0.0% -0.4% -3.5% 0 0 0 0.00 141.88 N/A N/A 0 0 0 0 2024-12-30 $54.31 $0.00 29.1% 8.3% 21.7% 0.0% 0.0% 5.3% -5.7% 0 0 0 0.00 146.83 N/A N/A 0 0 0 0 2024-12-31 $54.35 $0.00 29.6% 8.5% 21.4% 0.0% 0.0% 1.5% -9.4% 0 0 0 0.00 147.93 N/A N/A 0 0 0 0
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