AVTR Options History — November 2019

In November 2019, AVTR traded between $14.34 and $17.26. ATM implied volatility averaged 47.9%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 6.8% (HV 20d: 41.1%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 14.29.

Notable Days

  • 2019-11-05: Highest Volume — 6,858 contracts
  • 2019-11-13: Largest IV drop — 42.9% change
  • 2019-11-12: Highest IV Rank — 38.7%
  • 2019-11-01: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.82$14.34$17.26$15.05$17.14
Max Pain$16.38$15.00$17.50$15.00$17.50
ATM IV47.9%39.3%75.9%61.5%41.2%
Expected Move12.9%11.3%17.6%17.6%11.8%
HV 20d41.1%31.0%48.2%31.4%47.1%
HV 60d44.0%42.0%45.4%42.7%45.4%
IV Rank19.8%13.1%38.7%28.7%27.0%
IV Percentile47.7%25.0%94.8%82.5%32.1%
Term Structure-1.9%-19.4%2.9%-12.3%0.0%
VWIV46.4%30.7%61.5%61.5%41.9%
Skew 25d7.2%-1.1%13.8%12.0%11.3%
Skew 10d15.7%-4.1%33.2%16.3%18.7%
Call IV 25d40.8%29.9%54.5%41.7%33.0%
Put IV 25d48.1%41.5%58.7%53.7%44.2%
Bid-Ask Spread %54.3911.9787.5478.5420.92
Gamma HHI0.350.290.400.380.40
Net GEX74.8K-104.8K201.0K15.4K201.0K
Net DEX-2.1M-4.9M1.8M-726.4K-4.5M
Net VEX-29.1K-33.9K-21.2K-22.7K-28.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.290.04187.400.080.78
Total Volume1,322.806,8581280
Total OI15,358.711,15820,05711,15814,690

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$15.05$15.0061.5%17.6%31.4%28.7%61.5%12.0%-12.3%15.4K-726.4K-22.7K0.0878.54N/AN/A118106,1964,962
2019-11-04$14.95$15.0066.1%16.8%31.5%31.9%54.0%5.2%-19.4%13.4K-659.3K-22.4K0.4871.60N/AN/A5842796,2284,969
2019-11-05$14.89$15.0042.8%12.0%31.0%15.6%47.7%12.9%0.6%6.7K-312.2K-21.2K0.0484.28N/AN/A6,6242346,7895,210
2019-11-06$15.44$15.0042.1%12.7%33.2%15.1%43.2%10.8%-2.8%101.8K-2.6M-30.5K0.6186.98N/AN/A5783549,4015,145
2019-11-07$15.23$15.0050.9%14.0%32.9%21.3%49.3%6.4%-8.7%59.5K-1.4M-29.4K41.1287.54N/AN/A421,7279,0235,537
2019-11-08$14.43$15.0050.0%13.3%38.7%20.7%52.7%1.9%-0.7%-104.8K1.8M-27.9K0.7576.97N/AN/A8396279,0507,192
2019-11-11$14.34$15.0061.5%14.0%38.2%28.7%54.2%3.3%-1.9%-85.7K1.5M-29.3K1.1773.80N/AN/A4325059,9997,318
2019-11-12$15.01$15.0075.9%13.2%40.2%38.7%48.0%2.8%2.0%-81.5K-367.5K-32.4K187.4068.86N/AN/A101,87410,3427,715
2019-11-13$15.57$15.0043.3%12.4%41.8%16.0%47.7%6.5%2.6%-26.0K-2.9M-32.1K7.0776.99N/AN/A5063,57910,3399,718
2019-11-14$15.91$17.5043.4%12.4%42.2%16.0%44.6%5.4%2.9%85.5K-3.1M-33.9K1.0173.07N/AN/A2,1912,21510,3069,738
2019-11-15$16.20$17.5042.8%12.3%42.1%15.6%43.6%6.0%1.9%145.4K-3.9M-33.7K1.1440.72N/AN/A1,0281,17410,1669,624
2019-11-18$15.52$17.5044.1%12.7%45.0%16.5%44.2%5.0%0.3%66.6K-817.8K-29.0K1.1577.32N/AN/A67778,2356,454
2019-11-19$15.89$17.5045.1%12.9%45.1%17.2%30.7%-1.1%0.4%97.4K-1.7M-29.4K3.7160.12N/AN/A552048,2856,435
2019-11-20$16.06$17.5043.2%12.4%45.1%15.9%42.7%0.2%-2.4%110.6K-2.1M-29.6K1.7329.49N/AN/A1151998,2406,438
2019-11-21$16.39$17.5040.2%11.5%45.0%13.8%44.4%8.8%0.3%134.1K-2.8M-30.4K8.0011.97N/AN/A188,2596,403
2019-11-22$17.26$17.5040.8%11.7%47.6%14.2%40.8%13.8%0.5%190.7K-4.9M-31.5K0.6014.28N/AN/A53328,2606,398
2019-11-25$17.06$17.5041.2%11.8%48.2%14.5%43.4%13.3%-1.1%183.2K-4.4M-30.1K0.3614.51N/AN/A1458,2836,429
2019-11-26$17.06$17.5039.3%11.3%47.9%13.1%41.9%10.2%0.9%194.5K-4.5M-29.3K0.7818.19N/AN/A54428,2786,430
2019-11-27$17.07$17.5042.3%12.1%47.9%15.2%0.0%9.8%-1.8%187.8K-4.4M-29.3K0.0021.63N/AN/A008,2296,461
2019-11-29$17.14$17.5041.2%11.8%47.1%27.0%0.0%11.3%0.0%201.0K-4.5M-28.6K0.0020.92N/AN/A008,2296,461