AVSC Options History — January 2025

In January 2025, AVSC traded between $52.68 and $56.04. ATM implied volatility averaged 30.5%. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 10.0% (HV 20d: 20.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 59.8% change
  • 2025-01-03: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.86$52.68$56.04$54.09$55.45
ATM IV30.5%23.3%58.8%29.1%25.2%
Expected Move7.1%6.5%8.6%8.4%7.2%
HV 20d20.4%16.2%25.2%21.2%16.4%
HV 60d19.9%19.8%20.0%20.0%19.8%
Term Structure-2.9%-6.6%3.1%-6.3%-5.0%
Skew 25d2.1%-3.3%6.2%-3.3%-0.9%
Skew 10d1.5%-0.4%3.0%0.3%0.8%
Call IV 25d21.1%19.4%26.9%26.9%22.3%
Put IV 25d23.2%20.3%28.4%23.6%21.3%
Bid-Ask Spread %147.67140.93152.21142.45146.89
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$54.09$0.0029.1%8.4%21.2%0.0%0.0%-3.3%-6.3%0000.00142.45N/AN/A0000
2025-01-03$54.79$0.0030.0%8.6%22.0%0.0%0.0%6.2%-6.6%0000.00147.18N/AN/A0000
2025-01-06$54.65$0.0032.8%6.5%21.9%0.0%0.0%0.2%-2.6%0000.00144.70N/AN/A0000
2025-01-07$53.93$0.0033.0%6.7%22.2%0.0%0.0%-1.2%-5.0%0000.00144.73N/AN/A0000
2025-01-08$53.92$0.0036.6%6.7%22.2%0.0%0.0%4.0%0.4%0000.00144.52N/AN/A0000
2025-01-10$52.68$0.0042.3%7.0%23.2%0.0%0.0%3.0%-0.6%0000.00140.93N/AN/A0000
2025-01-13$52.83$0.0053.6%7.1%22.7%0.0%0.0%4.5%0.7%0000.00144.01N/AN/A0000
2025-01-14$53.72$0.0058.8%7.1%23.6%0.0%0.0%3.5%-1.2%0000.00145.08N/AN/A0000
2025-01-15$54.90$0.0023.6%6.8%25.2%0.0%0.0%3.4%-1.3%0000.00148.21N/AN/A0000
2025-01-16$54.98$0.0023.9%6.9%25.2%0.0%0.0%3.8%3.1%0000.00149.93N/AN/A0000
2025-01-17$55.16$0.0023.3%6.7%24.8%0.0%0.0%2.9%-3.2%0000.00150.93N/AN/A0000
2025-01-21$56.04$0.0024.2%6.9%17.6%0.0%0.0%3.0%-3.1%0000.00150.72N/AN/A0000
2025-01-22$55.64$0.0023.8%6.8%17.8%0.0%0.0%1.7%-3.3%0000.00149.56N/AN/A0000
2025-01-23$55.65$0.0024.1%6.9%17.8%0.0%0.0%2.6%-3.5%0000.00149.88N/AN/A0000
2025-01-24$55.75$0.0023.7%6.8%17.7%0.0%0.0%1.7%-2.8%0000.00151.93N/AN/A0000
2025-01-27$55.80$0.0024.8%7.1%17.6%0.0%0.0%1.6%-3.5%0000.00148.50N/AN/A0000
2025-01-28$55.80$0.0025.8%7.4%17.2%0.0%0.0%5.1%-4.2%0000.00152.21N/AN/A0000
2025-01-29$55.58$0.0025.2%7.2%16.2%0.0%0.0%1.8%-5.0%0000.00149.84N/AN/A0000
2025-01-30$55.76$0.0025.3%7.3%16.2%0.0%0.0%-1.7%-5.3%0000.00151.27N/AN/A0000
2025-01-31$55.45$0.0025.2%7.2%16.4%0.0%0.0%-0.9%-5.0%0000.00146.89N/AN/A0000