AVTR Options History — July 2019

In July 2019, AVTR traded between $17.04 and $19.10. ATM implied volatility averaged 35.6%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 10.6% (HV 20d: 46.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.15.

Notable Days

  • 2019-07-08: Highest Volume — 622 contracts
  • 2019-07-10: Largest IV spike — 93.0% change
  • 2019-07-30: Highest IV Rank — 19.3%
  • 2019-07-30: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.24$17.04$19.10$18.71$17.57
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV35.6%20.5%48.1%25.2%41.7%
Expected Move10.8%7.2%13.8%7.2%12.0%
HV 20d46.2%20.2%126.4%126.4%32.7%
HV 60d81.0%80.0%81.7%81.7%80.1%
IV Rank10.0%0.0%19.3%0.0%14.9%
IV Percentile16.6%0.0%61.5%0.0%27.8%
Term Structure-2.1%-19.0%20.2%20.2%-5.4%
VWIV37.6%26.1%51.0%26.4%37.2%
Skew 25d3.8%-7.3%18.4%0.9%6.3%
Skew 10d9.5%-16.8%25.4%6.7%8.8%
Call IV 25d34.4%18.7%42.8%27.3%31.4%
Put IV 25d38.2%20.1%48.9%28.2%37.7%
Bid-Ask Spread %75.4964.1894.2594.1678.76
Gamma HHI0.460.330.650.420.41
Net GEX15.2K-30.4K36.1K11.7K2.3K
Net DEX-273.1K-674.4K466.1K-165.5K-130.1K
Net VEX-4.7K-5.6K-4.0K-5.1K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.006.160.214.65
Total Volume166.8181562287356
Total OI3,191.3182,7083,5312,7153,226

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$18.71$17.5025.2%7.2%126.4%0.0%26.4%0.9%20.2%11.7K-165.5K-5.1K0.2194.16N/AN/A72159881,727
2019-07-02$18.72$17.5028.9%8.3%126.2%2.6%26.1%10.3%14.1%12.5K-170.0K-5.0K1.3693.50N/AN/A14199871,722
2019-07-03$19.02$17.5027.1%7.8%126.3%1.3%27.4%-7.3%8.3%25.6K-341.3K-4.8K0.2289.73N/AN/A88199861,722
2019-07-05$19.10$17.5022.7%11.2%126.4%0.0%43.8%4.4%-3.2%30.7K-320.6K-4.7K0.9764.31N/AN/A30291,0061,717
2019-07-08$18.99$17.5026.5%11.2%21.4%2.7%38.9%3.9%-3.8%29.5K-363.4K-4.5K0.0068.01N/AN/A62201,0091,727
2019-07-09$18.43$17.5020.5%10.9%24.7%0.0%37.4%6.6%-1.6%14.1K-255.5K-5.3K0.1066.15N/AN/A186191,6241,727
2019-07-10$18.36$17.5039.6%11.4%23.3%13.4%39.5%7.4%-4.2%36.1K-456.6K-5.6K0.1069.54N/AN/A186191,7451,737
2019-07-11$18.49$17.5038.6%11.1%21.5%12.7%38.5%4.2%-3.0%19.9K-444.6K-5.4K0.1065.28N/AN/A187191,7451,737
2019-07-12$18.32$17.5036.5%10.5%20.2%11.2%36.1%-3.0%0.3%25.8K-387.4K-5.2K0.3267.92N/AN/A199631,7441,737
2019-07-15$17.74$17.5038.7%11.1%22.4%12.7%39.4%8.9%-2.8%-7.0K37.8K-4.9K1.3370.02N/AN/A24321,7491,771
2019-07-16$17.23$17.5036.2%10.4%24.3%11.0%35.8%4.2%-0.2%-25.8K316.9K-4.7K2.6565.54N/AN/A20531,7541,751
2019-07-17$17.04$17.5036.9%10.6%24.1%11.4%41.5%11.6%-1.8%-30.4K466.1K-4.6K2.5364.18N/AN/A17431,7541,760
2019-07-18$17.48$17.5038.8%11.1%26.4%12.8%42.1%-6.3%-2.0%-21.6K201.9K-4.7K0.7078.57N/AN/A33231,7551,761
2019-07-19$18.52$17.5039.6%11.4%34.1%13.4%40.1%2.0%-7.7%23.2K-450.8K-4.8K0.1567.58N/AN/A156231,7711,760
2019-07-22$18.54$17.5036.2%10.4%34.1%11.0%37.2%1.5%-3.1%32.6K-541.4K-4.3K0.0075.39N/AN/A7401,3901,653
2019-07-23$18.43$17.5038.4%11.0%34.1%12.5%33.4%3.8%-5.1%30.2K-588.4K-4.6K0.0071.62N/AN/A1501,4621,653
2019-07-24$18.49$17.5038.0%10.9%33.7%12.3%36.9%4.7%-3.5%35.8K-618.6K-4.3K0.0066.73N/AN/A4701,4721,653
2019-07-25$18.47$17.5041.8%12.0%33.7%14.9%41.4%3.0%-7.7%33.5K-674.4K-4.5K0.7890.19N/AN/A77601,5001,653
2019-07-26$17.99$17.5040.1%11.5%34.8%13.7%39.4%0.2%-7.2%22.8K-449.6K-4.6K1.2477.49N/AN/A50621,5391,648
2019-07-29$17.87$17.5042.7%12.2%33.2%15.5%39.1%-2.6%-7.0%19.4K-387.8K-4.3K1.8081.86N/AN/A1472641,5421,650
2019-07-30$17.69$17.5048.1%13.8%32.7%19.3%51.0%18.4%-19.0%13.0K-284.9K-4.4K6.1694.25N/AN/A432651,5451,650
2019-07-31$17.57$17.5041.7%12.0%32.7%14.9%37.2%6.3%-5.4%2.3K-130.1K-4.0K4.6578.76N/AN/A632931,5761,650