AVTR Options History — October 2019

In October 2019, AVTR traded between $13.69 and $14.48. ATM implied volatility averaged 49.1%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 3.7% (HV 20d: 45.3%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.14.

Notable Days

  • 2019-10-23: Highest Volume — 1,114 contracts
  • 2019-10-02: Largest IV spike — 46.1% change
  • 2019-10-31: Highest IV Rank — 27.3%
  • 2019-10-31: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.09$13.69$14.48$14.07$14.11
Max Pain$15.76$15.00$17.50$15.00$15.00
ATM IV49.1%38.0%59.5%38.0%59.5%
Expected Move14.5%10.9%17.1%10.9%17.1%
HV 20d45.3%24.4%57.2%54.0%24.4%
HV 60d42.9%40.4%44.8%43.9%40.5%
IV Rank20.0%12.2%27.3%12.2%27.3%
IV Percentile57.2%22.2%78.2%22.2%78.2%
Term Structure-2.8%-11.4%51.0%7.3%-11.4%
VWIV50.9%34.1%60.8%41.9%59.6%
Skew 25d13.5%-13.1%23.8%-6.1%-13.1%
Skew 10d27.9%-5.9%46.2%-5.9%23.3%
Call IV 25d43.0%32.3%54.0%39.3%54.0%
Put IV 25d56.6%33.2%69.0%33.2%40.9%
Bid-Ask Spread %58.2328.1794.9594.9576.49
Gamma HHI0.390.340.460.360.38
Net GEX-34.4K-54.3K-7.3K-48.6K-10.2K
Net DEX1.8M286.7K2.7M2.3M411.8K
Net VEX-19.2K-21.8K-16.7K-19.8K-21.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.140.009.172.900.00
Total Volume130.8731,11415257
Total OI10,174.7839,21511,10310,15511,103

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$14.07$15.0038.0%10.9%54.0%12.2%41.9%-6.1%7.3%-48.6K2.3M-19.8K2.9094.95N/AN/A391134,7695,386
2019-10-02$13.69$15.0055.5%15.9%54.2%24.5%51.9%3.3%5.4%-43.3K2.4M-20.0K0.4891.39N/AN/A65314,7825,294
2019-10-03$13.95$17.5042.5%14.2%55.2%15.4%47.2%17.2%-7.2%-45.5K2.3M-20.2K0.5045.23N/AN/A1474,8345,324
2019-10-04$14.43$17.5038.7%13.9%57.2%12.7%58.8%23.8%-5.3%-41.3K1.8M-21.8K0.4745.05N/AN/A32154,8305,326
2019-10-07$14.48$17.5040.1%13.9%54.5%13.7%47.5%10.9%-6.2%-43.2K1.8M-20.2K0.0650.48N/AN/A3624,8465,326
2019-10-08$14.26$17.5042.5%14.6%52.1%15.4%52.5%20.0%51.0%-46.8K2.1M-19.6K1.0744.17N/AN/A29314,8195,326
2019-10-09$14.24$17.5048.8%14.0%52.1%19.8%59.0%21.5%-4.9%-45.1K2.1M-20.1K1.2045.24N/AN/A564,8465,348
2019-10-10$13.99$17.5051.5%14.8%52.3%21.7%50.8%17.4%-6.3%-42.8K2.6M-19.1K0.1041.07N/AN/A1014,8465,353
2019-10-11$13.89$17.5045.6%13.1%52.0%17.5%48.5%18.4%-1.6%-54.3K2.7M-17.3K0.3156.75N/AN/A2994,8565,354
2019-10-14$14.16$15.0051.8%14.9%52.2%21.9%52.3%20.8%-6.5%-39.9K2.5M-18.5K0.1947.03N/AN/A86164,8835,355
2019-10-15$13.82$15.0051.0%14.6%47.7%21.3%54.2%16.7%-7.2%-38.2K2.7M-17.7K0.1628.17N/AN/A1934,9465,361
2019-10-16$13.95$15.0048.3%13.8%46.9%19.5%48.5%18.1%-5.4%-36.8K2.6M-18.3K0.0044.39N/AN/A1604,9425,361
2019-10-17$13.99$15.0047.9%13.7%46.9%19.2%0.0%18.1%-5.9%-40.3K2.7M-16.7K3.6741.24N/AN/A3114,9405,361
2019-10-18$14.28$15.0047.8%13.7%47.4%19.1%0.0%19.2%-5.5%-32.6K2.5M-18.1K0.0557.03N/AN/A12864,9375,362
2019-10-21$14.06$15.0051.0%14.6%46.4%21.4%48.9%12.3%-3.3%-37.8K1.7M-16.9K5.0059.07N/AN/A2104,4794,745
2019-10-22$13.93$15.0050.6%14.5%45.8%21.1%50.5%15.4%-8.7%-38.3K1.8M-17.0K9.1767.51N/AN/A6554,4814,735
2019-10-23$14.10$15.0049.8%14.3%45.3%20.5%50.4%15.4%-5.4%-33.9K1.6M-17.4K0.0067.83N/AN/A1,11404,4834,732
2019-10-24$13.99$15.0051.6%14.8%37.9%21.8%52.1%18.2%-6.9%-16.7K650.6K-20.4K0.0066.10N/AN/A305,5414,732
2019-10-25$14.05$15.0051.2%14.7%37.9%21.5%0.0%16.3%-6.0%-19.7K683.0K-19.4K0.0067.89N/AN/A10505,5404,732
2019-10-28$14.19$15.0050.7%14.5%30.0%21.1%34.1%17.2%-6.6%-14.8K429.1K-20.3K0.0068.31N/AN/A4105,6454,732
2019-10-29$14.07$15.0057.6%16.5%25.9%25.9%60.8%17.4%-8.9%-13.9K499.3K-20.7K0.4654.85N/AN/A5292445,6474,732
2019-10-30$14.32$15.0056.6%16.2%24.5%25.3%48.8%-7.1%-8.7%-7.3K286.7K-21.8K0.4678.93N/AN/A56266,0944,954
2019-10-31$14.11$15.0059.5%17.1%24.4%27.3%59.6%-13.1%-11.4%-10.2K411.8K-21.0K0.0076.49N/AN/A5706,1414,962