AVTR Options History — July 2020

In July 2020, AVTR traded between $16.98 and $22.07. ATM implied volatility averaged 48.3%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 6.1% (HV 20d: 42.2%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.67.

Notable Days

  • 2020-07-30: Highest Volume — 3,716 contracts
  • 2020-07-13: Largest IV spike — 111.9% change
  • 2020-07-13: Highest IV Rank — 28.9%
  • 2020-07-29: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.94$16.98$22.07$16.98$21.91
Max Pain$15.34$15.00$17.50$17.50$17.50
ATM IV48.3%30.8%65.3%38.4%44.4%
Expected Move14.1%11.0%16.1%11.0%12.7%
HV 20d42.2%36.3%54.8%41.6%54.5%
HV 60d52.5%45.2%55.7%55.1%50.7%
IV Rank18.0%6.9%28.9%11.7%15.6%
IV Percentile60.0%6.3%87.7%27.4%49.6%
Term Structure1.3%-7.0%14.7%11.4%-1.2%
VWIV49.1%33.8%62.0%38.2%44.9%
Skew 25d2.9%-19.7%9.4%-4.6%6.1%
Skew 10d15.0%-8.5%35.2%-3.6%16.2%
Call IV 25d48.4%35.6%57.0%36.0%44.3%
Put IV 25d51.2%31.5%60.6%31.5%50.4%
Bid-Ask Spread %68.0118.69122.1891.0358.05
Gamma HHI0.500.380.630.380.51
Net GEX260.4K154.6K406.7K154.6K406.7K
Net DEX-8.2M-18.1M-3.0M-3.0M-17.2M
Net VEX-37.8K-42.1K-34.1K-34.1K-41.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.007.360.247.36
Total Volume848.5113,716412,599
Total OI13,632.77311,87716,64012,46316,640

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$16.98$17.5038.4%11.0%41.6%11.7%38.2%-4.6%11.4%154.6K-3.0M-34.1K0.2491.03N/AN/A3388,7323,731
2020-07-02$17.61$17.5043.7%12.5%41.4%15.1%39.8%2.3%5.9%200.8K-4.6M-35.4K1.15122.18N/AN/A26308,7323,729
2020-07-06$18.17$15.0041.1%12.3%42.8%13.4%33.8%6.6%10.4%229.6K-6.5M-35.3K0.85105.07N/AN/A3132668,7303,734
2020-07-07$18.55$15.0048.9%15.0%43.4%18.4%52.3%5.3%14.7%228.3K-7.0M-35.3K0.4283.51N/AN/A8513598,8763,734
2020-07-08$18.74$15.0047.2%11.0%42.9%17.4%45.0%-19.7%10.4%252.3K-7.6M-37.0K1.3372.31N/AN/A58779,2464,082
2020-07-09$18.78$15.0040.2%13.8%42.8%12.8%46.5%-0.4%3.9%262.9K-7.9M-37.1K0.0487.52N/AN/A508189,2574,155
2020-07-10$18.22$15.0030.8%15.7%36.7%6.9%48.4%0.1%11.0%222.1K-6.9M-37.0K1.0093.79N/AN/A14149,4594,159
2020-07-13$18.09$15.0065.3%15.8%36.8%28.9%62.0%-4.4%1.9%237.8K-6.0M-36.4K0.0088.19N/AN/A2109,4644,165
2020-07-14$18.10$15.0053.5%15.5%36.6%21.4%54.1%6.3%0.5%232.4K-6.3M-36.2K0.1976.06N/AN/A1,1822269,4544,165
2020-07-15$19.31$15.0049.5%14.2%41.8%18.8%52.7%3.8%-1.9%309.7K-10.5M-38.1K0.3884.17N/AN/A1,96475010,4664,347
2020-07-16$18.90$15.0048.2%13.8%42.7%18.0%48.4%9.4%-0.6%256.4K-9.1M-38.9K0.0766.25N/AN/A108810,7574,587
2020-07-17$18.81$15.0048.5%13.9%42.5%18.2%49.9%8.0%-3.0%204.9K-9.0M-38.2K0.2259.85N/AN/A9210,7434,584
2020-07-20$18.79$15.0049.0%14.0%42.5%18.5%47.7%9.4%-1.2%214.5K-6.3M-37.1K0.2463.10N/AN/A278678,3273,550
2020-07-21$18.80$15.0051.1%14.6%41.9%19.8%53.4%3.3%-1.9%209.9K-6.3M-37.7K0.1241.07N/AN/A151188,5433,593
2020-07-22$18.84$15.0050.5%14.5%40.7%19.5%50.9%3.6%-4.7%226.9K-6.5M-37.8K0.0051.86N/AN/A4408,6743,593
2020-07-23$18.99$15.0048.4%13.9%36.3%18.1%48.8%7.4%-1.1%234.7K-6.7M-37.8K0.0267.57N/AN/A11328,7153,593
2020-07-24$18.45$15.0051.7%14.8%37.8%20.2%50.3%5.3%-2.8%221.7K-5.7M-36.7K0.0030.34N/AN/A1,93208,7833,595
2020-07-27$19.56$15.0054.5%15.6%42.4%22.0%55.5%3.8%-6.0%332.3K-9.5M-40.5K0.0850.49N/AN/A9927510,3583,595
2020-07-28$19.07$15.0055.1%15.8%42.5%22.4%55.3%3.3%-7.0%343.5K-8.6M-41.3K0.6818.69N/AN/A27218610,9463,670
2020-07-29$19.88$15.0056.3%16.1%43.2%23.2%55.3%6.3%-6.7%352.6K-11.0M-42.1K0.0219.77N/AN/A1,3542311,1063,870
2020-07-30$22.07$15.0045.7%13.1%54.8%16.4%46.8%2.1%-2.8%393.5K-18.1M-39.6K0.4265.42N/AN/A2,6181,09811,7953,887
2020-07-31$21.91$17.5044.4%12.7%54.5%15.6%44.9%6.1%-1.2%406.7K-17.2M-41.8K7.3658.05N/AN/A3112,28811,9964,644