AVTR Options History — July 2010 In July 2010, AVTR traded between $17.41 and $20.41. ATM implied volatility averaged 45.2%. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 1.7% (HV 20d: 47.0%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.15.
Notable Days 2010-07-01 : Highest Volume — 18 contracts2010-07-12 : Largest IV spike — 24.9% change2010-07-19 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $18.93 $17.41 $20.41 $19.39 $20.01 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 45.2% 31.8% 51.9% 43.8% 47.2% Expected Move 13.8% 12.5% 14.9% 12.5% 13.5% HV 20d 47.0% 38.5% 53.1% 48.4% 50.5% Term Structure 0.9% -1.8% 5.1% 5.1% 1.1% VWIV 49.1% 47.2% 51.3% 50.8% 47.2% Skew 25d 5.7% -7.8% 15.7% 5.5% 1.6% Skew 10d 12.1% -7.3% 22.3% 20.0% 9.8% Call IV 25d 43.3% 35.8% 48.9% 46.8% 37.6% Put IV 25d 49.0% 39.2% 53.5% 52.3% 39.2% Bid-Ask Spread % 87.84 72.76 104.31 98.76 100.97 Gamma HHI 0.43 0.33 0.61 0.61 0.34 Net GEX -1.9K -4.1K -439 -2.9K -439 Net DEX 37.0K -22.8K 99.6K 48.6K -22.8K Net VEX -942 -995 -833 -931 -972 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 1.00 0.50 1.00 Total Volume 3.476 0 18 18 2 Total OI 226.905 209 245 209 227
Daily Data (21 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 2010-07-01 $19.39 $20.00 43.8% 12.5% 48.4% 0.0% 0.0% 5.5% 5.1% -2.9K 48.6K -931 0.50 98.76 N/A N/A 12 6 71 138 2010-07-02 $19.04 $20.00 43.5% 12.5% 44.5% 0.0% 0.0% 8.9% 4.7% -2.7K 53.8K -995 0.00 104.31 N/A N/A 3 0 83 144 2010-07-06 $18.93 $20.00 39.2% 14.2% 43.0% 0.0% 0.0% 15.2% -0.1% -2.8K 61.7K -963 0.00 78.31 N/A N/A 0 6 83 144 2010-07-07 $19.00 $20.00 46.4% 14.4% 43.0% 0.0% 0.0% 5.7% -1.4% -2.7K 54.0K -970 0.00 75.28 N/A N/A 1 0 83 144 2010-07-08 $18.99 $20.00 40.5% 13.9% 43.0% 0.0% 0.0% 6.2% 1.0% -2.7K 58.6K -968 0.00 75.16 N/A N/A 0 15 84 144 2010-07-09 $19.23 $20.00 31.8% 13.6% 38.8% 0.0% 0.0% 15.7% 1.5% -3.6K 57.3K -978 0.00 82.71 N/A N/A 0 0 84 149 2010-07-12 $19.03 $20.00 39.7% 14.2% 38.5% 0.0% 0.0% 4.0% -1.2% -3.4K 59.2K -950 0.00 74.50 N/A N/A 1 0 84 149 2010-07-13 $20.41 $20.00 43.2% 14.6% 46.2% 0.0% 0.0% 6.3% -1.5% -4.1K 3.1K -985 0.00 75.22 N/A N/A 0 0 85 149 2010-07-14 $19.38 $20.00 42.1% 13.5% 44.1% 0.0% 50.8% 1.6% 2.4% -4.0K 48.0K -964 0.00 72.76 N/A N/A 11 0 85 149 2010-07-15 $18.53 $20.00 49.6% 14.2% 46.2% 0.0% 0.0% 5.0% 2.2% -1.4K 72.4K -929 0.00 80.78 N/A N/A 0 0 96 149 2010-07-16 $17.54 $20.00 51.2% 14.7% 49.0% 0.0% 51.3% 5.2% 0.2% -2.8K 99.6K -867 0.00 91.26 N/A N/A 1 0 96 149 2010-07-19 $17.46 $20.00 51.9% 14.9% 48.5% 0.0% 0.0% 3.7% 0.2% -1.1K 59.2K -851 0.00 89.44 N/A N/A 0 0 91 121 2010-07-20 $17.41 $20.00 50.3% 14.4% 48.6% 0.0% 47.2% -7.8% 0.2% -1.2K 57.8K -833 0.00 94.83 N/A N/A 9 0 91 121 2010-07-21 $17.67 $20.00 49.8% 14.3% 46.9% 0.0% 0.0% -3.6% -0.1% -976 49.6K -878 0.00 95.78 N/A N/A 0 0 100 121 2010-07-22 $18.35 $20.00 48.3% 13.8% 49.0% 0.0% 0.0% -2.6% 1.1% -943 32.3K -923 0.00 89.35 N/A N/A 5 0 100 121 2010-07-23 $19.26 $20.00 45.9% 13.1% 52.5% 0.0% 0.0% 12.2% 0.5% -594 2.2K -976 0.00 88.76 N/A N/A 0 0 105 121 2010-07-26 $19.65 $20.00 44.0% 12.6% 53.1% 0.0% 0.0% 10.4% 3.7% -590 -8.3K -972 0.00 94.10 N/A N/A 0 0 105 121 2010-07-27 $19.40 $20.00 47.9% 13.7% 52.5% 0.0% 0.0% 7.4% -1.1% -578 -4.4K -970 0.00 93.83 N/A N/A 0 0 105 121 2010-07-28 $19.10 $20.00 46.9% 13.4% 49.6% 0.0% 0.0% 7.3% -1.8% -695 8.9K -946 0.00 93.07 N/A N/A 0 0 105 121 2010-07-29 $19.71 $20.00 46.8% 13.4% 50.4% 0.0% 0.0% 12.4% 1.1% -539 -13.8K -961 0.00 95.36 N/A N/A 1 0 105 121 2010-07-30 $20.01 $20.00 47.2% 13.5% 50.5% 0.0% 47.2% 1.6% 1.1% -439 -22.8K -972 1.00 100.97 N/A N/A 1 1 106 121
« Jun 2010 | All History | Aug 2010 » Home AVTR History July 2010