AVTR Options History — May 2010

In May 2010, AVTR traded between $20.79 and $21.32. ATM implied volatility averaged 42.1%. The 30-day expected move averaged 12.1%. Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 2 of 2 days. Put/call ratio averaged 3.70.

Notable Days

2010-05-28: Highest Volume — 47 contracts
2010-05-28: Largest IV spike — 6.7% change
2010-05-28: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.05	$20.79	$21.32	$21.32	$20.79
ATM IV	42.1%	40.7%	43.4%	40.7%	43.4%
Expected Move	12.1%	11.7%	12.5%	11.7%	12.5%
Term Structure	0.7%	0.5%	1.0%	0.5%	1.0%
Bid-Ask Spread %	90.23	83.76	96.70	83.76	96.70
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%
P/C Ratio	3.70	3.70	3.70	3.70	3.70
Total Volume	23.5	0	47	0	47
Total OI	0	0	0	0	0

Daily Data (2 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
2010-05-27	$21.32	$0.00	40.7%	11.7%	0.0%	0.0%	0.0%	0.0%	0.5%	0	0	0	0.00	83.76	N/A	N/A	0	0	0	0
2010-05-28	$20.79	$0.00	43.4%	12.5%	0.0%	0.0%	0.0%	0.0%	1.0%	0	0	0	3.70	96.70	N/A	N/A	10	37	0	0