AVTR Options History — August 2020

In August 2020, AVTR traded between $20.41 and $22.66. ATM implied volatility averaged 43.5%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 8.6% (HV 20d: 52.1%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.31.

Notable Days

  • 2020-08-26: Highest Volume — 6,548 contracts
  • 2020-08-10: Largest IV spike — 17.6% change
  • 2020-08-10: Highest IV Rank — 18.7%
  • 2020-08-13: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.53$20.41$22.66$22.49$22.66
Max Pain$19.52$17.50$22.50$17.50$22.50
ATM IV43.5%39.5%49.4%43.9%44.2%
Expected Move12.5%11.3%13.4%12.6%12.7%
HV 20d52.1%36.2%58.4%54.3%36.7%
HV 60d48.5%44.9%51.0%50.9%45.1%
IV Rank15.0%12.4%18.7%15.2%15.4%
IV Percentile44.5%25.4%63.5%48.0%48.0%
Term Structure2.3%-2.7%6.9%0.7%1.2%
VWIV43.3%38.8%45.9%45.9%44.2%
Skew 25d3.2%-0.6%7.6%1.6%4.3%
Skew 10d3.4%-13.0%23.5%3.8%8.9%
Call IV 25d43.0%37.6%46.2%45.9%44.2%
Put IV 25d46.1%42.6%48.6%47.5%48.6%
Bid-Ask Spread %57.1113.5885.0763.5580.61
Gamma HHI0.520.250.790.430.26
Net GEX348.1K106.7K555.8K316.5K420.0K
Net DEX-12.1M-17.6M-4.8M-17.6M-13.3M
Net VEX-57.6K-97.4K-46.3K-46.7K-97.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.310.0010.210.030.55
Total Volume1,328.667556,5488361,498
Total OI21,528.95215,84229,22518,52529,150

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$22.49$17.5043.9%12.6%54.3%15.2%45.9%1.6%0.7%316.5K-17.6M-46.7K0.0363.55N/AN/A8122411,9136,612
2020-08-04$22.14$17.5043.6%12.5%55.0%15.0%44.2%-0.6%-0.3%345.9K-16.4M-48.0K0.1039.52N/AN/A3002911,8866,630
2020-08-05$22.38$17.5041.2%11.8%55.0%13.5%42.0%0.9%3.1%337.6K-17.1M-46.3K0.0326.23N/AN/A1,2313711,8646,648
2020-08-06$22.24$17.5041.6%12.4%55.2%13.8%43.5%3.5%5.4%349.2K-16.8M-48.3K0.0078.46N/AN/A664312,6727,058
2020-08-07$21.73$17.5042.0%12.6%54.6%14.0%44.6%3.2%3.1%381.2K-15.0M-48.4K1.0077.45N/AN/A474712,6097,059
2020-08-10$20.73$17.5049.4%13.1%57.9%18.7%45.3%0.8%4.2%464.3K-11.0M-50.2K1.9238.04N/AN/A27352312,5957,110
2020-08-11$20.41$17.5045.1%13.4%58.4%16.0%45.2%4.2%3.1%495.1K-9.3M-50.9K10.2139.19N/AN/A5859212,4737,599
2020-08-12$20.88$20.0045.1%12.9%54.6%16.0%42.6%4.0%3.5%424.8K-11.0M-50.9K0.0738.55N/AN/A2131412,4998,174
2020-08-13$21.15$20.0046.6%13.4%53.8%17.0%43.5%4.3%2.7%437.5K-12.1M-51.1K0.1341.85N/AN/A851112,6138,178
2020-08-14$20.72$20.0044.2%12.7%54.5%15.4%45.1%4.7%4.3%527.2K-10.7M-49.7K7.9157.47N/AN/A7660112,6588,188
2020-08-17$20.62$20.0046.1%13.2%54.6%16.7%42.5%4.4%4.0%555.8K-9.6M-51.0K0.4343.30N/AN/A582512,6038,695
2020-08-18$20.87$20.0043.7%12.5%54.6%15.1%43.4%7.6%5.3%488.1K-11.2M-49.9K0.1249.20N/AN/A49612,6038,694
2020-08-19$20.90$20.0043.0%12.3%54.6%14.6%38.8%5.3%6.9%170.8K-12.1M-47.9K0.0580.90N/AN/A2,92514812,5808,690
2020-08-20$21.18$20.0041.8%12.0%54.7%13.9%42.4%5.7%4.5%155.0K-13.8M-48.9K0.3281.95N/AN/A52116813,8978,690
2020-08-21$22.16$20.0040.7%11.7%54.8%13.2%41.9%1.1%-0.9%106.7K-16.7M-49.1K0.2080.93N/AN/A1,66133113,9348,570
2020-08-24$21.32$20.0042.4%12.2%54.1%14.3%43.4%1.9%-0.4%115.3K-4.8M-50.3K0.0465.15N/AN/A2,8751117,9517,891
2020-08-25$21.90$20.0042.7%12.2%53.5%14.5%42.9%2.9%-0.6%195.2K-7.1M-58.6K0.0313.58N/AN/A3,47211510,3977,994
2020-08-26$21.78$20.0043.1%12.3%52.0%14.7%43.3%-0.1%-2.7%331.7K-9.0M-77.1K1.2285.07N/AN/A2,9463,60216,3388,046
2020-08-27$21.95$22.5039.5%11.3%36.3%12.4%40.2%4.1%2.0%335.8K-9.7M-95.6K2.8336.73N/AN/A3911,10518,83710,388
2020-08-28$21.98$22.5044.0%12.6%36.2%15.3%44.6%3.0%-0.2%355.7K-9.8M-92.8K0.3381.68N/AN/A1926318,87510,247
2020-08-31$22.66$22.5044.2%12.7%36.7%15.4%44.2%4.3%1.2%420.0K-13.3M-97.4K0.5580.61N/AN/A96553318,88410,266