AVTR Options History — June 2019 In June 2019, AVTR traded between $17.20 and $19.09. ATM implied volatility averaged 36.3%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 91.3% (HV 20d: 127.5%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 14 of 16 trading days. Term structure was in contango for 14 of 16 days. Put/call ratio averaged 0.96.
Notable Days 2019-06-12 : Highest Volume — 976 contracts2019-06-19 : Largest IV drop — 13.8% change2019-06-13 : Highest IV Rank — 9.8%2019-06-13 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $18.50 $17.20 $19.09 $17.20 $19.09 Max Pain $17.19 $15.00 $17.50 $15.00 $17.50 ATM IV 36.3% 29.7% 41.4% 34.0% 29.7% Expected Move 10.3% 8.5% 11.9% 10.2% 8.5% HV 20d 127.5% 126.1% 128.8% 127.7% 126.1% HV 60d 87.8% 82.0% 92.7% 92.7% 82.0% IV Rank 6.0% 1.2% 9.8% 4.3% 1.2% IV Percentile 9.3% 0.8% 21.8% 3.2% 0.8% Term Structure 4.2% -1.2% 9.3% 2.7% 9.3% VWIV 35.6% 26.7% 40.3% 26.7% 31.6% Skew 25d 4.2% 1.1% 5.5% 4.5% 5.0% Skew 10d 8.1% -10.7% 17.1% -10.7% 13.3% Call IV 25d 32.5% 30.9% 33.4% 33.1% 30.9% Put IV 25d 36.6% 33.3% 38.3% 37.6% 35.9% Bid-Ask Spread % 67.60 44.32 87.64 79.60 87.64 Gamma HHI 0.51 0.37 0.83 0.83 0.48 Net GEX 18.9K -23.3K 56.9K -23.3K 22.7K Net DEX -492.3K -1.1M 450.9K 450.9K -394.3K Net VEX -5.2K -6.0K -4.0K -4.1K -5.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.05 2.17 0.31 2.17 Total Volume 242.375 52 976 263 130 Total OI 2,728.063 1,607 3,458 1,607 2,673
Daily Data (16 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 2019-06-07 $17.20 $15.00 34.0% 10.2% 127.7% 4.3% 26.7% 0.0% 2.7% -23.3K 450.9K -4.1K 0.31 79.60 N/A N/A 201 62 275 1,332 2019-06-10 $17.22 $15.00 37.0% 9.6% 128.3% 6.6% 32.6% 0.0% 4.1% -22.1K 418.7K -4.0K 0.25 70.02 N/A N/A 382 96 282 1,332 2019-06-11 $17.67 $17.50 40.2% 9.8% 128.3% 8.9% 34.1% 0.0% -1.2% 13.3K -37.0K -4.4K 0.90 74.07 N/A N/A 88 79 661 1,427 2019-06-12 $18.15 $17.50 40.7% 11.7% 128.2% 9.3% 40.3% 0.0% -0.0% 17.3K -348.1K -4.7K 0.05 50.35 N/A N/A 928 48 792 1,446 2019-06-13 $18.56 $17.50 41.4% 11.9% 128.2% 9.8% 38.2% 0.0% 0.9% 45.0K -802.5K -5.6K 0.23 56.33 N/A N/A 350 82 1,399 1,455 2019-06-14 $18.80 $17.50 39.1% 11.2% 128.1% 8.1% 40.1% 0.0% 1.6% 47.7K -1.0M -5.6K 0.39 48.80 N/A N/A 197 76 1,537 1,506 2019-06-17 $18.68 $17.50 40.3% 11.6% 128.8% 9.0% 39.8% 0.0% 6.7% 28.3K -995.9K -5.3K 1.12 44.32 N/A N/A 191 213 1,691 1,512 2019-06-18 $18.80 $17.50 37.6% 10.8% 128.7% 7.0% 38.3% 0.0% 2.7% 37.7K -982.9K -6.0K 0.17 51.14 N/A N/A 75 13 1,774 1,652 2019-06-19 $18.78 $17.50 32.4% 9.3% 126.8% 3.2% 38.5% 0.0% 5.9% 56.9K -1.0M -5.9K 0.79 79.61 N/A N/A 29 23 1,778 1,663 2019-06-20 $18.89 $17.50 35.4% 10.2% 127.1% 5.4% 36.0% 0.0% 3.8% 13.4K -1.0M -5.6K 0.60 65.95 N/A N/A 58 35 1,768 1,663 2019-06-21 $18.98 $17.50 34.5% 9.9% 127.5% 4.7% 35.7% 0.0% 4.9% 13.7K -1.1M -5.4K 0.50 69.22 N/A N/A 50 25 1,783 1,675 2019-06-24 $19.05 $17.50 33.8% 9.7% 127.6% 4.2% 34.5% 4.5% 5.5% 18.2K -361.9K -5.5K 1.94 67.73 N/A N/A 36 70 972 1,619 2019-06-25 $18.74 $17.50 36.3% 10.4% 126.1% 6.0% 34.9% 4.8% 6.2% 12.0K -250.9K -5.4K 2.14 77.54 N/A N/A 37 79 985 1,671 2019-06-26 $18.76 $17.50 33.5% 9.6% 126.2% 4.0% 35.5% 5.5% 6.2% 12.7K -256.0K -5.3K 2.09 71.78 N/A N/A 35 73 983 1,674 2019-06-27 $18.60 $17.50 34.2% 9.8% 126.9% 4.5% 33.0% 1.1% 8.7% 9.1K -151.1K -5.5K 1.72 87.48 N/A N/A 43 74 983 1,686 2019-06-28 $19.09 $17.50 29.7% 8.5% 126.1% 1.2% 31.6% 5.0% 9.3% 22.7K -394.3K -5.1K 2.17 87.64 N/A N/A 41 89 978 1,695
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