AVTR Options History — August 2019

In August 2019, AVTR traded between $15.69 and $17.77. ATM implied volatility averaged 40.2%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 0.5% (HV 20d: 39.7%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 3.24.

Notable Days

  • 2019-08-22: Highest Volume — 6,125 contracts
  • 2019-08-13: Largest IV spike — 63.8% change
  • 2019-08-05: Highest IV Rank — 43.1%
  • 2019-08-02: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.87$15.69$17.77$17.34$17.38
Max Pain$15.23$15.00$17.50$17.50$15.00
ATM IV40.2%30.8%82.0%43.2%32.1%
Expected Move10.6%8.8%17.1%12.4%9.2%
HV 20d39.7%32.1%43.5%32.1%39.8%
HV 60d81.3%80.1%82.5%80.1%80.4%
IV Rank13.8%7.2%43.1%15.9%8.1%
IV Percentile24.6%4.0%96.4%38.9%4.8%
Term Structure1.5%-27.6%47.4%-7.3%2.2%
VWIV37.7%30.8%63.6%36.0%32.1%
Skew 25d4.8%-11.7%12.0%5.3%-4.0%
Skew 10d11.2%-15.8%52.3%9.0%-6.4%
Call IV 25d33.3%22.1%63.8%32.2%32.3%
Put IV 25d38.0%21.9%57.6%37.5%28.3%
Bid-Ask Spread %92.0275.89108.6675.8995.01
Gamma HHI0.540.360.940.370.38
Net GEX29.5K-67.5K182.2K-7.5K180.4K
Net DEX-494.8K-2.8M757.9K23.3K-2.5M
Net VEX-9.9K-29.0K-2.7K-4.0K-29.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.240.0017.756.515.00
Total Volume445.36416,12533812
Total OI4,602.51,5819,6293,2579,629

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$17.34$17.5043.2%12.4%32.1%15.9%36.0%5.3%-7.3%-7.5K23.3K-4.0K6.5175.89N/AN/A452931,5791,678
2019-08-02$16.52$17.5059.6%17.1%35.5%27.3%63.6%-6.2%-27.6%-21.2K416.0K-4.4K0.1487.84N/AN/A140201,6031,678
2019-08-05$16.01$15.0082.0%13.3%36.5%43.1%46.1%8.7%-3.6%-25.5K675.4K-4.4K0.4287.72N/AN/A92391,7421,698
2019-08-06$16.73$15.0039.7%10.5%40.0%13.4%39.8%11.0%0.0%-28.3K267.1K-3.8K1.9084.73N/AN/A21401,7951,799
2019-08-07$16.80$15.0046.8%10.8%40.1%18.4%37.6%5.5%1.6%-33.2K301.3K-3.9K0.3388.31N/AN/A311,7901,853
2019-08-08$16.99$15.0037.9%10.4%40.3%12.2%35.3%3.9%1.0%-13.7K171.2K-3.5K0.0090.00N/AN/A401,7911,854
2019-08-09$16.96$15.0033.9%10.3%40.3%9.3%0.0%12.0%0.7%-18.2K225.2K-3.4K11.0088.55N/AN/A1111,7881,854
2019-08-12$16.38$15.0034.1%10.7%40.5%9.5%0.0%6.8%-1.4%-41.5K564.5K-3.2K0.0090.94N/AN/A7501,7881,850
2019-08-13$16.38$15.0055.8%8.9%39.4%24.7%41.4%8.6%8.9%-41.3K500.3K-3.3K0.50100.03N/AN/A20101,8381,850
2019-08-14$15.69$15.0042.5%12.2%41.9%15.4%39.4%6.5%-1.0%-67.5K757.9K-2.9K12.0091.51N/AN/A1121,8481,860
2019-08-15$15.97$15.0043.0%12.3%41.2%15.7%43.3%4.0%-1.6%1.1K370.4K-2.8K0.0092.05N/AN/A101,8491,726
2019-08-16$16.58$15.0032.8%9.4%37.7%8.6%33.0%-11.7%3.9%1.8K268.7K-2.7K0.00108.66N/AN/A54501,8501,721
2019-08-19$16.93$15.0032.3%9.2%38.8%8.2%32.3%7.0%47.4%34.8K-507.2K-3.8K0.2097.41N/AN/A56111,098483
2019-08-20$17.23$15.0033.0%9.5%39.5%8.8%33.0%7.5%2.5%38.6K-653.7K-3.9K0.0096.96N/AN/A6201,136492
2019-08-21$17.65$15.0030.8%8.8%40.7%7.2%30.8%4.8%1.8%46.4K-908.7K-4.2K0.0985.45N/AN/A117101,190492
2019-08-22$17.77$15.0032.7%9.4%40.8%8.5%32.7%4.3%0.6%49.5K-1.1M-4.2K1.0096.20N/AN/A3,0653,0601,261487
2019-08-23$17.30$15.0036.2%10.4%40.8%11.0%0.0%9.0%-1.4%91.7K-2.0M-24.4K10.0097.95N/AN/A2204,2473,546
2019-08-26$17.03$15.0035.2%10.1%41.1%10.3%35.2%8.6%-0.5%87.0K-1.6M-23.7K2.2089.81N/AN/A5114,2473,546
2019-08-27$17.10$15.0034.1%9.8%41.1%9.5%34.2%8.9%4.9%88.4K-1.6M-24.3K0.6389.78N/AN/A1,0436614,2493,546
2019-08-28$16.90$15.0034.4%9.9%41.2%9.7%0.0%3.6%1.3%145.1K-1.8M-28.1K17.7594.64N/AN/A81425,2554,146
2019-08-29$17.59$15.0032.7%9.4%43.5%8.5%32.7%1.6%-0.0%182.2K-2.8M-28.9K1.6295.08N/AN/A53865,2574,266
2019-08-30$17.38$15.0032.1%9.2%39.8%8.1%32.1%-4.0%2.2%180.4K-2.5M-29.0K5.0095.01N/AN/A2105,2784,351