AVSC Options History — February 2025

In February 2025, AVSC traded between $51.70 and $55.75. ATM implied volatility averaged 28.4%. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 13.6% (HV 20d: 14.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2025-02-28: Largest IV spike — 68.3% change
  • 2025-02-28: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.28$51.70$55.75$54.55$51.70
ATM IV28.4%22.4%50.5%28.0%50.5%
Expected Move7.6%6.3%14.5%8.0%14.5%
HV 20d14.8%11.7%17.7%17.4%14.5%
HV 60d19.0%17.8%20.1%19.9%17.9%
Term Structure-4.7%-17.9%-0.7%-6.1%-17.9%
Skew 25d3.0%-4.3%8.2%1.8%-4.3%
Skew 10d4.4%-11.1%11.8%1.7%-11.1%
Call IV 25d23.3%15.2%70.0%25.9%70.0%
Put IV 25d26.3%20.9%65.8%27.7%65.8%
Bid-Ask Spread %157.58144.52176.37144.52176.37
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$54.55$0.0028.0%8.0%17.4%0.0%0.0%1.8%-6.1%0000.00144.52N/AN/A0000
2025-02-04$55.38$0.0028.6%8.2%17.7%0.0%0.0%6.9%-5.8%0000.00147.61N/AN/A0000
2025-02-05$55.67$0.0028.9%8.3%17.7%0.0%0.0%3.4%-6.2%0000.00153.32N/AN/A0000
2025-02-06$55.75$0.0028.7%6.5%16.9%0.0%0.0%2.2%-2.1%0000.00155.40N/AN/A0000
2025-02-07$55.09$0.0029.6%6.3%17.5%0.0%0.0%4.9%-1.9%0000.00158.74N/AN/A0000
2025-02-10$55.27$0.0033.3%6.8%15.0%0.0%0.0%8.2%-1.0%0000.00159.90N/AN/A0000
2025-02-11$55.29$0.0033.5%6.5%15.0%0.0%0.0%7.8%-0.7%0000.00157.47N/AN/A0000
2025-02-12$54.59$0.0023.7%6.8%14.9%0.0%0.0%3.5%-3.4%0000.00161.27N/AN/A0000
2025-02-13$55.06$0.0022.5%6.4%13.1%0.0%0.0%4.1%-1.0%0000.00159.44N/AN/A0000
2025-02-14$55.09$0.0022.4%6.4%13.1%0.0%0.0%0.7%-3.2%0000.00156.86N/AN/A0000
2025-02-18$55.25$0.0024.1%6.9%13.1%0.0%0.0%3.4%-4.1%0000.00159.59N/AN/A0000
2025-02-19$55.09$0.0023.6%6.8%11.7%0.0%0.0%3.9%-2.6%0000.00161.91N/AN/A0000
2025-02-20$54.41$0.0023.5%6.7%12.2%0.0%0.0%2.5%-3.0%0000.00159.47N/AN/A0000
2025-02-21$53.20$0.0024.7%7.1%14.3%0.0%0.0%-0.8%-4.7%0000.00154.48N/AN/A0000
2025-02-24$52.92$0.0027.6%7.9%14.3%0.0%0.0%3.5%-6.1%0000.00159.05N/AN/A0000
2025-02-25$52.72$0.0028.2%8.1%14.2%0.0%0.0%3.5%-5.6%0000.00156.97N/AN/A0000
2025-02-26$52.44$0.0028.8%8.3%14.2%0.0%0.0%1.4%-7.1%0000.00155.75N/AN/A0000
2025-02-27$51.76$0.0030.0%8.6%14.7%0.0%0.0%0.4%-6.7%0000.00155.86N/AN/A0000
2025-02-28$51.70$0.0050.5%14.5%14.5%0.0%0.0%-4.3%-17.9%0000.00176.37N/AN/A0000