AVTR Options History — October 2010

Name: AVTR Options Analytics - October 2010
Creator: Options Analysis Suite

In October 2010, AVTR traded between $17.97 and $19.29. ATM implied volatility averaged 40.3%. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 13.9% (HV 20d: 26.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.19.

Notable Days

2010-10-25: Highest Volume — 107 contracts
2010-10-11: Largest IV spike — 25.1% change
2010-10-04: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.89	$17.97	$19.29	$19.29	$18.24
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	40.3%	30.1%	46.4%	36.2%	42.9%
Expected Move	12.3%	10.4%	13.8%	10.4%	12.3%
HV 20d	26.4%	18.4%	32.1%	30.1%	20.5%
HV 60d	45.3%	40.9%	50.9%	50.5%	40.9%
Term Structure	1.4%	-1.8%	7.5%	7.5%	0.9%
VWIV	36.3%	30.2%	42.3%	42.3%	30.2%
Skew 25d	9.0%	0.3%	14.4%	13.7%	10.5%
Skew 10d	8.5%	-0.5%	11.9%	9.8%	11.9%
Call IV 25d	37.2%	31.9%	46.0%	33.2%	31.9%
Put IV 25d	46.2%	41.6%	48.6%	47.0%	42.4%
Bid-Ask Spread %	88.13	80.20	107.96	107.96	103.24
Gamma HHI	0.36	0.32	0.41	0.36	0.41
Net GEX	-860	-2.5K	1.1K	-2.1K	1.1K
Net DEX	18.7K	-8.6K	52.4K	26.9K	5.9K
Net VEX	-650	-996	-487	-681	-961
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	0.75	0.00	0.00
Total Volume	6.333	0	107	0	0
Total OI	208.381	145	263	223	263

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
2010-10-01	$19.29	$20.00	36.2%	10.4%	30.1%	0.0%	0.0%	13.7%	7.5%	-2.1K	26.9K	-681	0.00	107.96	N/A	N/A	0	0	98	125
2010-10-04	$18.73	$20.00	41.1%	13.8%	31.8%	0.0%	0.0%	6.5%	1.4%	-1.9K	52.4K	-616	0.00	80.20	N/A	N/A	0	0	98	125
2010-10-05	$19.09	$20.00	31.3%	12.5%	32.0%	0.0%	0.0%	11.2%	0.9%	-2.3K	38.0K	-631	0.00	80.59	N/A	N/A	0	0	98	125
2010-10-06	$19.27	$20.00	34.8%	12.3%	32.1%	0.0%	0.0%	14.4%	0.9%	-2.2K	25.4K	-649	0.00	84.94	N/A	N/A	0	0	98	125
2010-10-07	$19.03	$20.00	31.9%	12.1%	29.9%	0.0%	0.0%	11.1%	1.8%	-2.3K	42.6K	-608	0.00	86.00	N/A	N/A	0	0	98	125
2010-10-08	$19.17	$20.00	30.1%	12.3%	30.0%	0.0%	0.0%	12.8%	0.3%	-2.4K	36.8K	-614	0.00	81.92	N/A	N/A	0	0	98	125
2010-10-11	$19.13	$20.00	37.7%	12.4%	30.0%	0.0%	0.0%	12.1%	1.3%	-2.4K	36.2K	-595	0.00	81.97	N/A	N/A	0	2	98	125
2010-10-12	$19.10	$20.00	40.0%	12.6%	29.3%	0.0%	0.0%	10.8%	-0.5%	-2.3K	38.4K	-583	0.00	83.92	N/A	N/A	0	0	98	124
2010-10-13	$19.20	$20.00	45.6%	12.5%	29.1%	0.0%	0.0%	11.8%	-0.1%	-2.4K	34.1K	-579	0.00	83.96	N/A	N/A	0	0	98	124
2010-10-14	$19.10	$20.00	42.8%	12.3%	29.1%	0.0%	0.0%	11.1%	0.7%	-2.3K	39.7K	-562	0.00	85.25	N/A	N/A	0	0	98	124
2010-10-15	$19.20	$20.00	43.3%	12.4%	28.6%	0.0%	0.0%	11.6%	1.4%	-2.5K	34.2K	-558	0.00	86.17	N/A	N/A	0	0	98	124
2010-10-18	$19.25	$20.00	42.3%	12.1%	26.0%	0.0%	42.3%	11.9%	0.0%	395	-8.4K	-529	0.00	90.28	N/A	N/A	5	0	76	69
2010-10-19	$18.82	$20.00	44.7%	12.8%	27.3%	0.0%	0.0%	7.8%	-1.8%	597	-3.4K	-525	0.00	85.14	N/A	N/A	0	5	81	69
2010-10-20	$19.00	$20.00	43.1%	12.4%	27.5%	0.0%	0.0%	9.5%	0.2%	661	-8.6K	-521	0.00	87.74	N/A	N/A	0	1	81	69
2010-10-21	$18.82	$20.00	43.2%	12.4%	24.5%	0.0%	0.0%	7.7%	-0.5%	593	-1.5K	-511	0.00	86.64	N/A	N/A	0	0	81	69
2010-10-22	$18.75	$20.00	46.4%	13.3%	19.3%	0.0%	0.0%	3.5%	2.8%	586	-429	-515	0.00	86.93	N/A	N/A	0	0	81	69
2010-10-25	$18.75	$20.00	41.9%	12.0%	18.4%	0.0%	0.0%	2.1%	3.1%	607	2.8K	-487	0.75	85.68	N/A	N/A	61	46	81	69
2010-10-26	$18.45	$20.00	40.0%	11.5%	19.1%	0.0%	0.0%	0.3%	4.6%	985	-8.3K	-996	0.00	95.47	N/A	N/A	0	0	142	115
2010-10-27	$18.37	$20.00	44.6%	12.8%	19.1%	0.0%	0.0%	0.3%	2.9%	940	-1.6K	-976	0.00	83.94	N/A	N/A	2	0	142	115
2010-10-28	$17.97	$20.00	42.3%	12.1%	20.1%	0.0%	30.2%	7.8%	0.7%	596	10.9K	-946	0.00	102.80	N/A	N/A	11	0	140	115
2010-10-29	$18.24	$20.00	42.9%	12.3%	20.5%	0.0%	0.0%	10.5%	0.9%	1.1K	5.9K	-961	0.00	103.24	N/A	N/A	0	0	148	115