AVSC Options History — September 2025

In September 2025, AVSC traded between $56.38 and $58.61. ATM implied volatility averaged 27.0%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 8.1% (HV 20d: 18.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.

Notable Days

  • 2025-09-23: Highest Volume — 1 contracts
  • 2025-09-10: Largest IV drop — 32.9% change
  • 2025-09-09: Highest IV Rank — 20.8%
  • 2025-09-03: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.29$56.38$58.61$56.57$57.00
ATM IV27.0%22.0%34.5%30.6%27.8%
Expected Move7.2%6.3%8.9%8.8%8.0%
HV 20d18.8%14.6%22.6%22.1%15.6%
HV 60d19.7%19.2%20.0%19.9%19.4%
IV Rank9.7%2.5%20.8%15.0%10.8%
IV Percentile32.8%0.5%77.2%64.1%41.0%
Term Structure-2.9%-8.5%0.9%-8.4%-5.6%
Skew 25d2.5%-1.0%5.7%4.7%2.5%
Skew 10d3.8%1.7%10.6%5.4%1.7%
Call IV 25d22.6%18.5%28.6%26.5%26.5%
Put IV 25d25.1%21.2%31.2%31.2%29.0%
Bid-Ask Spread %155.85149.14161.58153.05158.27
Gamma HHI1.001.001.001.001.00
Net GEX-302-439-244-265-439
Net DEX4.5K3.4K6.0K4.4K6.0K
Net VEX-31-40-26-29-39
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0480100
Total OI2.2382323

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$56.57$0.0030.6%8.8%22.1%15.0%0.0%4.7%-8.4%-2654.4K-290.00153.05N/AN/A0002
2025-09-03$56.38$0.0031.1%8.9%22.2%15.7%0.0%0.3%-8.5%-2734.2K-290.00152.75N/AN/A0002
2025-09-04$57.11$0.0030.0%6.4%22.5%14.2%0.0%4.5%0.9%-2574.4K-290.00156.45N/AN/A0002
2025-09-05$57.31$0.0029.3%6.3%22.3%13.1%0.0%1.6%0.0%-2584.3K-290.00150.18N/AN/A0002
2025-09-08$57.28$0.0033.7%6.7%22.4%19.6%0.0%3.8%0.1%-2664.2K-290.00158.03N/AN/A0002
2025-09-09$56.88$0.0034.5%6.6%22.6%20.8%0.0%1.8%-1.8%-2684.2K-280.00159.23N/AN/A0002
2025-09-10$56.66$0.0023.2%6.6%20.3%4.1%0.0%2.1%-1.4%-2724.3K-290.00159.94N/AN/A0002
2025-09-11$57.78$0.0022.0%6.3%19.4%2.5%0.0%5.6%0.7%-2664.2K-280.00155.26N/AN/A0002
2025-09-12$57.17$0.0023.4%6.7%19.0%4.4%0.0%1.4%-2.2%-2524.2K-280.00158.84N/AN/A0002
2025-09-15$57.25$0.0024.8%7.1%18.8%6.5%0.0%2.5%-3.0%-2524.3K-280.00161.58N/AN/A0002
2025-09-16$57.25$0.0025.2%7.2%18.8%7.1%0.0%3.4%-1.1%-2674.2K-280.00160.64N/AN/A0002
2025-09-17$57.33$0.0024.1%6.9%18.7%5.4%0.0%-1.0%-4.1%-2513.8K-270.00149.14N/AN/A0002
2025-09-18$58.61$0.0023.2%6.7%19.8%4.2%0.0%5.3%0.1%-2693.8K-260.00152.28N/AN/A0002
2025-09-19$57.80$0.0023.8%6.8%20.7%5.1%0.0%0.2%-2.4%-2443.7K-270.00153.13N/AN/A0002
2025-09-22$58.11$0.0025.6%7.3%14.6%7.6%0.0%5.7%-1.6%-2674.0K-270.00156.44N/AN/A0002
2025-09-23$57.78$0.0025.5%7.3%14.6%7.6%0.0%-0.5%-4.2%-2743.4K-260.00149.60N/AN/A0102
2025-09-24$57.44$0.0026.5%7.6%14.8%9.0%0.0%0.5%-2.6%-4115.5K-400.00153.81N/AN/A0003
2025-09-25$56.77$0.0027.8%8.0%15.1%10.9%0.0%2.4%-5.4%-4266.0K-400.00157.97N/AN/A0003
2025-09-26$57.42$0.0026.6%7.6%15.7%9.2%0.0%1.6%-4.2%-4305.9K-400.00157.18N/AN/A0003
2025-09-29$57.28$0.0027.8%8.0%15.6%10.9%0.0%3.6%-5.3%-4335.7K-390.00159.15N/AN/A0003
2025-09-30$57.00$0.0027.8%8.0%15.6%10.8%0.0%2.5%-5.6%-4396.0K-390.00158.27N/AN/A0003