AVTR Options History — February 2020 In February 2020, AVTR traded between $15.58 and $19.21. ATM implied volatility averaged 36.5%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 2.7% (HV 20d: 39.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.85.
Notable Days 2020-02-07 : Highest Volume — 967 contracts2020-02-27 : Largest IV spike — 23.6% change2020-02-28 : Highest IV Rank — 35.6%2020-02-28 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.55 $15.58 $19.21 $18.60 $15.58 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 36.5% 28.3% 47.9% 39.1% 47.9% Expected Move 10.3% 8.1% 13.7% 11.2% 13.7% HV 20d 39.2% 25.6% 46.3% 25.6% 46.3% HV 60d 34.0% 30.3% 36.0% 33.2% 35.5% IV Rank 20.8% 10.2% 35.6% 24.1% 35.6% IV Percentile 27.2% 4.0% 73.8% 32.5% 73.8% Term Structure 0.2% -11.3% 37.1% -0.3% 8.8% VWIV 34.7% 25.9% 52.5% 37.4% 52.5% Skew 25d 5.2% -10.7% 28.4% 3.0% 13.5% Skew 10d 7.8% -6.7% 28.6% -3.0% 28.6% Call IV 25d 31.4% 19.9% 46.7% 35.9% 46.7% Put IV 25d 36.6% 25.2% 60.2% 38.9% 60.2% Bid-Ask Spread % 89.80 81.98 110.03 89.84 110.03 Gamma HHI 0.52 0.33 0.71 0.55 0.33 Net GEX 185.2K -4.3K 384.2K 300.3K -4.3K Net DEX -3.7M -8.4M 377.9K -6.0M 377.9K Net VEX -16.4K -21.0K -13.1K -17.4K -13.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.85 0.00 10.27 0.04 0.02 Total Volume 302 38 967 222 520 Total OI 12,107.947 4,527 15,657 12,800 5,156
Daily Data (19 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 2020-02-03 $18.60 $17.50 39.1% 11.2% 25.6% 24.1% 37.4% 3.0% -0.3% 300.3K -6.0M -17.4K 0.04 89.84 N/A N/A 214 8 7,357 5,443 2020-02-04 $18.76 $17.50 43.1% 12.4% 25.7% 29.4% 44.6% -2.6% -10.2% 303.1K -6.7M -19.0K 0.00 89.32 N/A N/A 506 2 7,539 5,686 2020-02-05 $19.15 $17.50 41.8% 12.0% 25.9% 27.6% 42.0% 3.5% -7.8% 352.4K -8.1M -20.5K 0.04 81.98 N/A N/A 510 22 8,009 5,688 2020-02-06 $19.21 $17.50 41.2% 9.8% 25.7% 26.9% 34.1% 9.7% -2.7% 384.2K -8.4M -21.0K 0.06 93.70 N/A N/A 578 36 8,384 5,688 2020-02-07 $17.54 $17.50 35.6% 9.4% 40.7% 19.6% 30.5% 3.5% -0.6% 194.5K -3.1M -18.2K 0.11 85.81 N/A N/A 870 97 8,831 5,719 2020-02-10 $17.05 $17.50 32.5% 9.3% 41.8% 15.6% 35.2% 2.5% -0.9% 162.2K -2.0M -17.3K 0.48 83.88 N/A N/A 44 21 9,188 5,750 2020-02-11 $17.39 $17.50 34.5% 9.2% 42.6% 18.1% 33.6% 2.5% -1.8% 200.1K -3.2M -17.5K 0.09 86.36 N/A N/A 55 5 9,228 5,714 2020-02-12 $17.80 $17.50 37.1% 10.6% 43.1% 21.6% 25.9% 6.0% -10.2% 234.9K -4.3M -17.6K 0.03 90.18 N/A N/A 427 12 9,239 5,713 2020-02-13 $17.66 $17.50 29.1% 8.3% 41.2% 11.1% 29.0% 5.6% 1.5% 243.3K -4.0M -17.2K 6.27 85.54 N/A N/A 11 69 9,587 5,711 2020-02-14 $17.74 $17.50 28.3% 8.1% 39.7% 10.2% 28.4% -3.6% 1.9% 274.9K -4.4M -17.2K 9.82 86.65 N/A N/A 22 216 9,581 5,778 2020-02-18 $17.53 $17.50 29.4% 8.4% 39.5% 11.6% 29.5% 7.1% -1.3% 263.7K -3.2M -15.9K 1.31 93.60 N/A N/A 62 81 9,596 5,982 2020-02-19 $18.04 $17.50 29.2% 8.4% 41.2% 11.3% 28.4% 0.6% 3.5% 172.2K -6.2M -15.1K 0.31 84.83 N/A N/A 261 82 9,596 5,997 2020-02-20 $17.77 $17.50 31.1% 8.9% 41.4% 13.8% 31.1% 8.1% 0.4% 353.9K -4.6M -15.3K 1.93 92.07 N/A N/A 41 79 9,594 5,981 2020-02-21 $17.85 $17.50 33.3% 9.5% 41.4% 16.6% 33.3% -0.4% -0.3% 44.2K -6.3M -14.3K 1.08 91.89 N/A N/A 130 141 9,609 6,048 2020-02-24 $16.95 $17.50 35.8% 10.2% 44.9% 19.8% 35.7% 12.1% -3.7% 10.6K -468.7K -13.6K 0.50 85.68 N/A N/A 48 24 2,945 1,582 2020-02-25 $16.30 $17.50 40.3% 11.5% 46.2% 25.7% 39.1% 10.3% 37.1% 6.6K -259.6K -13.3K 2.44 89.62 N/A N/A 62 151 2,987 1,587 2020-02-26 $16.38 $17.50 37.6% 10.8% 45.6% 22.2% 0.0% -10.7% 2.7% 5.0K -101.7K -13.1K 0.27 86.08 N/A N/A 30 8 3,048 1,716 2020-02-27 $16.17 $17.50 46.5% 13.3% 45.2% 33.8% 52.5% 28.4% -11.3% 17.3K -287.1K -13.8K 10.27 99.22 N/A N/A 26 267 3,078 1,716 2020-02-28 $15.58 $17.50 47.9% 13.7% 46.3% 35.6% 0.0% 13.5% 8.8% -4.3K 377.9K -13.6K 0.02 110.03 N/A N/A 510 10 3,102 2,054
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