AVTR Options History — August 2010 In August 2010, AVTR traded between $17.07 and $21.00. ATM implied volatility averaged 48.8%. The 30-day expected move averaged 14.1%. IV traded below realized volatility by 9.4% (HV 20d: 58.3%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2010-08-20 : Highest Volume — 32 contracts2010-08-12 : Largest IV spike — 13.0% change2010-08-27 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $18.47 $17.07 $21.00 $20.37 $17.42 Max Pain $16.59 $15.00 $20.00 $20.00 $17.50 ATM IV 48.8% 44.1% 53.2% 47.0% 49.9% Expected Move 14.1% 12.6% 15.2% 13.5% 14.3% HV 20d 58.3% 50.3% 65.6% 50.3% 63.5% HV 60d 51.8% 47.9% 55.1% 48.7% 52.8% Term Structure 0.1% -3.6% 5.3% 1.2% 0.8% VWIV 46.0% 29.5% 51.0% 50.5% 49.6% Skew 25d -0.3% -14.8% 13.9% 5.5% -5.3% Skew 10d 1.0% -21.2% 19.2% 5.4% -5.7% Call IV 25d 43.3% 35.0% 52.5% 36.5% 43.0% Put IV 25d 42.9% 35.0% 55.0% 42.0% 37.7% Bid-Ask Spread % 90.52 75.00 101.90 98.84 101.90 Gamma HHI 0.34 0.27 0.60 0.35 0.29 Net GEX -1.0K -3.4K 112 -255 -932 Net DEX 29.3K -63.0K 74.4K -37.0K 61.6K Net VEX -851 -954 -747 -954 -772 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.00 6.67 0.00 1.00 Total Volume 6 0 32 1 30 Total OI 252.909 227 273 227 259
Daily Data (22 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 2010-08-02 $20.37 $20.00 47.0% 13.5% 50.3% 0.0% 0.0% 5.5% 1.2% -255 -37.0K -954 0.00 98.84 N/A N/A 1 0 107 120 2010-08-03 $20.75 $20.00 50.5% 14.5% 50.4% 0.0% 50.5% 12.0% -2.1% -117 -50.1K -943 0.00 96.54 N/A N/A 2 0 108 120 2010-08-04 $21.00 $20.00 44.1% 12.6% 50.5% 0.0% 0.0% -1.2% 5.3% 112 -63.0K -935 0.00 95.05 N/A N/A 0 0 108 120 2010-08-05 $19.70 $20.00 47.8% 13.7% 56.1% 0.0% 0.0% -1.3% -0.1% -329 -19.7K -925 6.67 99.91 N/A N/A 3 20 108 120 2010-08-06 $19.69 $15.00 45.4% 13.9% 56.0% 0.0% 0.0% 6.1% 0.6% -626 -11.0K -939 0.00 80.79 N/A N/A 0 0 108 140 2010-08-09 $20.19 $15.00 47.0% 13.4% 56.4% 0.0% 0.0% 5.6% 0.5% -419 -30.4K -922 0.00 75.00 N/A N/A 3 0 108 140 2010-08-10 $19.06 $15.00 45.5% 13.5% 54.4% 0.0% 0.0% 7.2% 0.0% -905 11.9K -905 0.00 82.87 N/A N/A 1 0 108 140 2010-08-11 $17.65 $15.00 44.3% 14.5% 58.0% 0.0% 0.0% 2.4% -0.9% -1.6K 60.1K -803 0.00 80.57 N/A N/A 0 2 109 140 2010-08-12 $18.03 $15.00 50.0% 14.3% 56.7% 0.0% 0.0% -6.8% 0.2% -1.6K 50.9K -834 0.00 84.16 N/A N/A 0 0 109 142 2010-08-13 $17.52 $15.00 50.1% 14.4% 54.1% 0.0% 51.0% -13.1% -2.4% -1.8K 65.8K -800 0.70 84.09 N/A N/A 10 7 109 142 2010-08-16 $17.71 $15.00 50.8% 14.6% 54.2% 0.0% 0.0% -9.3% -1.2% -1.8K 67.1K -841 0.00 85.24 N/A N/A 0 0 118 149 2010-08-17 $18.75 $15.00 50.0% 14.3% 57.7% 0.0% 0.0% 6.4% -0.4% -908 27.0K -884 0.00 81.26 N/A N/A 0 0 118 149 2010-08-18 $19.08 $15.00 45.9% 13.1% 57.8% 0.0% 45.3% 8.5% 2.7% -683 15.1K -907 0.00 87.36 N/A N/A 5 0 118 149 2010-08-19 $17.40 $15.00 50.6% 14.5% 65.6% 0.0% 0.0% -11.3% 0.8% -2.2K 72.7K -802 0.00 88.49 N/A N/A 0 2 123 149 2010-08-20 $17.52 $15.00 50.8% 14.6% 62.9% 0.0% 29.5% -2.7% 0.5% -3.4K 74.4K -797 1.29 96.93 N/A N/A 14 18 123 150 2010-08-23 $17.07 $15.00 50.0% 14.3% 62.6% 0.0% 50.0% -4.2% 0.4% -915 69.3K -768 0.10 98.93 N/A N/A 10 1 116 138 2010-08-24 $17.14 $17.50 50.6% 14.5% 62.7% 0.0% 0.0% 13.9% -0.7% -826 65.6K -789 0.00 94.38 N/A N/A 0 0 121 139 2010-08-25 $17.58 $17.50 50.1% 14.4% 63.5% 0.0% 49.6% -14.8% 0.7% -832 57.9K -809 0.00 87.99 N/A N/A 1 0 121 139 2010-08-26 $17.60 $17.50 49.6% 14.2% 62.2% 0.0% 0.0% 0.5% 0.7% -718 51.2K -814 1.00 100.20 N/A N/A 1 1 122 139 2010-08-27 $17.97 $17.50 53.2% 15.2% 62.5% 0.0% 0.0% 3.6% -3.6% -699 40.2K -827 0.00 95.29 N/A N/A 0 0 121 138 2010-08-30 $17.13 $17.50 50.9% 14.6% 63.6% 0.0% 0.0% -8.6% -1.1% -895 65.4K -747 0.00 95.61 N/A N/A 0 0 121 138 2010-08-31 $17.42 $17.50 49.9% 14.3% 63.5% 0.0% 0.0% -5.3% 0.8% -932 61.6K -772 1.00 101.90 N/A N/A 15 15 121 138
« Jul 2010 | All History | Sep 2010 » Home AVTR History August 2010