AVSC Options History — March 2025

In March 2025, AVSC traded between $48.06 and $50.47. ATM implied volatility averaged 31.5%. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 13.5% (HV 20d: 18.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2025-03-11: Largest IV drop — 26.1% change
  • 2025-03-14: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.53$48.06$50.47$50.40$48.55
ATM IV31.5%28.4%40.9%33.5%33.9%
Expected Move9.0%6.7%13.1%9.6%7.3%
HV 20d18.0%13.8%22.9%16.4%21.5%
HV 60d18.3%16.9%19.6%18.4%18.3%
Term Structure-3.8%-9.2%0.6%-9.2%-5.9%
Skew 25d3.7%-5.6%8.4%-5.6%8.0%
Skew 10d1.5%-11.5%3.5%-11.5%0.9%
Call IV 25d24.8%22.4%31.2%29.1%26.1%
Put IV 25d28.5%23.4%34.2%23.4%34.2%
Bid-Ask Spread %142.01132.69149.58146.77133.73
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$50.40$0.0033.5%9.6%16.4%0.0%0.0%-5.6%-9.2%0000.00146.77N/AN/A0000
2025-03-04$50.22$0.0033.0%9.5%15.8%0.0%0.0%8.4%-5.1%0000.00143.24N/AN/A0000
2025-03-05$50.24$0.0035.2%10.1%14.2%0.0%0.0%3.7%-0.0%0000.00145.88N/AN/A0000
2025-03-06$49.81$0.0037.8%10.8%13.8%0.0%0.0%3.5%-1.9%0000.00148.35N/AN/A0000
2025-03-07$50.19$0.0036.1%10.3%14.3%0.0%0.0%3.1%0.6%0000.00145.43N/AN/A0000
2025-03-10$49.01$0.0040.9%11.7%15.6%0.0%0.0%4.0%-2.3%0000.00141.41N/AN/A0000
2025-03-11$49.03$0.0030.2%12.5%15.4%0.0%0.0%3.6%-1.2%0000.00144.75N/AN/A0000
2025-03-12$48.88$0.0029.4%12.7%15.3%0.0%0.0%4.2%-1.2%0000.00147.82N/AN/A0000
2025-03-13$48.06$0.0029.7%12.6%15.6%0.0%0.0%1.8%-3.6%0000.00143.53N/AN/A0000
2025-03-14$49.05$0.0028.5%13.1%17.5%0.0%0.0%6.3%-0.7%0000.00149.58N/AN/A0000
2025-03-17$49.72$0.0028.5%6.8%18.7%0.0%0.0%6.2%-3.8%0000.00140.68N/AN/A0000
2025-03-18$49.43$0.0030.1%7.2%18.5%0.0%0.0%6.3%-5.1%0000.00139.80N/AN/A0000
2025-03-19$50.13$0.0028.4%7.1%19.8%0.0%0.0%6.1%-2.4%0000.00136.96N/AN/A0000
2025-03-20$49.88$0.0028.5%6.7%19.6%0.0%0.0%3.9%-5.1%0000.00139.01N/AN/A0000
2025-03-21$49.27$0.0029.5%6.9%18.6%0.0%0.0%5.4%-6.4%0000.00139.40N/AN/A0000
2025-03-24$50.47$0.0029.8%6.9%21.1%0.0%0.0%2.9%-6.1%0000.00142.91N/AN/A0000
2025-03-25$50.06$0.0029.2%6.8%21.2%0.0%0.0%3.2%-5.9%0000.00141.48N/AN/A0000
2025-03-26$49.58$0.0028.9%6.9%21.3%0.0%0.0%0.2%-5.3%0000.00138.29N/AN/A0000
2025-03-27$49.73$0.0030.1%6.8%21.0%0.0%0.0%5.1%-5.8%0000.00140.60N/AN/A0000
2025-03-28$48.37$0.0030.2%7.4%22.9%0.0%0.0%-3.0%-3.5%0000.00132.69N/AN/A0000
2025-03-31$48.55$0.0033.9%7.3%21.5%0.0%0.0%8.0%-5.9%0000.00133.73N/AN/A0000