AVSC Options History — November 2024 In November 2024, AVSC traded between $57.46 and $59.79. ATM implied volatility averaged 26.8%. The 30-day expected move averaged 7.7%. Net GEX was positive for 0 of 6 trading days. Term structure was in contango for 1 of 6 days.
Notable Days 2024-11-26 : Largest IV spike — 5.3% change2024-11-29 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $58.78 $57.46 $59.79 $57.46 $59.20 ATM IV 26.8% 25.5% 28.2% 25.5% 28.2% Expected Move 7.7% 7.3% 8.1% 7.3% 8.1% Term Structure -3.0% -6.0% 0.6% 0.6% -6.0% Skew 25d 3.6% 0.1% 6.1% 6.1% 4.2% Skew 10d 4.9% 3.0% 6.5% 6.4% 5.2% Call IV 25d 22.6% 20.1% 25.0% 20.1% 23.7% Put IV 25d 26.1% 25.1% 27.9% 26.2% 27.9% Bid-Ask Spread % 146.80 144.93 149.08 145.59 147.94 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 (6 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 2024-11-21 $57.46 $0.00 25.5% 7.3% 0.0% 0.0% 0.0% 6.1% 0.6% 0 0 0 0.00 145.59 N/A N/A 0 0 0 0 2024-11-22 $58.42 $0.00 25.6% 7.3% 0.0% 0.0% 0.0% 5.2% -1.2% 0 0 0 0.00 146.19 N/A N/A 0 0 0 0 2024-11-25 $59.79 $0.00 26.4% 7.6% 0.0% 0.0% 0.0% 3.1% -2.8% 0 0 0 0.00 144.93 N/A N/A 0 0 0 0 2024-11-26 $58.86 $0.00 27.8% 8.0% 0.0% 0.0% 0.0% 2.7% -3.9% 0 0 0 0.00 149.08 N/A N/A 0 0 0 0 2024-11-27 $58.98 $0.00 27.5% 7.9% 0.0% 0.0% 0.0% 0.1% -4.8% 0 0 0 0.00 147.09 N/A N/A 0 0 0 0 2024-11-29 $59.20 $0.00 28.2% 8.1% 0.0% 0.0% 0.0% 4.2% -6.0% 0 0 0 0.00 147.94 N/A N/A 0 0 0 0
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