AVTR Options History — October 2020 In October 2020, AVTR traded between $22.97 and $25.47. ATM implied volatility averaged 49.6%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 18.4% (HV 20d: 31.1%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.35.
Notable Days 2020-10-07 : Highest Volume — 9,717 contracts2020-10-14 : Largest IV spike — 24.1% change2020-10-27 : Highest IV Rank — 22.5%2020-10-27 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.12 $22.97 $25.47 $22.97 $23.20 Max Pain $20.57 $20.00 $22.50 $22.50 $22.50 ATM IV 49.6% 37.4% 55.2% 46.5% 51.1% Expected Move 15.0% 13.3% 15.8% 13.3% 14.6% HV 20d 31.1% 26.1% 38.8% 38.8% 32.4% HV 60d 40.1% 34.2% 43.8% 43.8% 35.2% IV Rank 18.9% 11.1% 22.5% 16.9% 19.8% IV Percentile 60.0% 11.5% 79.4% 48.0% 68.7% Term Structure -3.6% -6.8% 6.6% 6.6% -3.7% VWIV 52.2% 45.6% 55.5% 45.6% 50.1% Skew 25d 3.2% 0.1% 7.4% 4.0% 6.3% Skew 10d 7.8% -15.5% 23.4% 12.8% 13.9% Call IV 25d 51.5% 45.4% 54.5% 46.5% 47.1% Put IV 25d 54.7% 50.5% 57.5% 50.5% 53.4% Bid-Ask Spread % 61.97 34.24 79.25 34.24 61.47 Gamma HHI 0.37 0.25 0.45 0.25 0.29 Net GEX 851.9K 457.1K 1.3M 457.1K 578.7K Net DEX -23.7M -33.1M -12.4M -13.9M -13.1M Net VEX -110.1K -133.0K -82.5K -84.2K -111.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.01 1.30 0.03 1.08 Total Volume 2,749.955 173 9,717 1,703 4,715 Total OI 43,229.636 31,837 55,558 31,837 55,558
Daily Data (22 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 2020-10-01 $22.97 $22.50 46.5% 13.3% 38.8% 16.9% 45.6% 4.0% 6.6% 457.1K -13.9M -84.2K 0.03 34.24 N/A N/A 1,657 46 20,389 11,448 2020-10-02 $23.12 $22.50 48.3% 13.8% 33.6% 18.0% 46.5% 5.6% 5.2% 489.1K -15.2M -84.9K 0.19 55.56 N/A N/A 1,221 235 20,666 11,460 2020-10-05 $23.46 $20.00 49.3% 15.6% 33.5% 18.7% 52.2% 6.1% -4.6% 558.3K -16.9M -82.5K 0.04 63.44 N/A N/A 3,811 167 21,041 11,667 2020-10-06 $23.45 $20.00 48.5% 15.2% 33.4% 18.2% 51.5% 3.6% -2.9% 760.3K -18.8M -85.3K 0.01 37.18 N/A N/A 3,717 34 23,272 11,729 2020-10-07 $24.37 $20.00 43.6% 14.9% 33.1% 15.1% 52.6% 3.2% -3.5% 894.8K -24.7M -86.2K 0.13 64.73 N/A N/A 8,627 1,090 23,403 11,744 2020-10-08 $24.31 $20.00 43.9% 14.9% 32.8% 15.2% 52.8% 2.9% -4.0% 1.2M -31.0M -133.0K 0.03 58.69 N/A N/A 754 21 33,893 12,763 2020-10-09 $24.43 $20.00 37.4% 14.4% 32.0% 11.1% 51.1% 0.1% -3.3% 1.3M -31.7M -129.5K 0.59 63.41 N/A N/A 1,756 1,028 33,843 12,780 2020-10-12 $24.69 $20.00 42.6% 14.8% 31.4% 14.4% 52.4% 3.9% -4.6% 1.3M -33.1M -127.3K 0.29 70.03 N/A N/A 797 228 33,414 13,101 2020-10-13 $24.15 $20.00 41.7% 15.1% 32.7% 13.8% 53.5% 1.4% -5.1% 1.2M -28.8M -122.5K 0.04 75.52 N/A N/A 1,443 55 33,070 13,149 2020-10-14 $23.78 $20.00 51.7% 14.8% 30.2% 20.3% 53.6% 3.0% -4.9% 717.0K -24.2M -111.2K 0.08 71.30 N/A N/A 160 13 32,970 13,204 2020-10-15 $24.10 $20.00 51.5% 14.8% 29.1% 20.1% 51.7% 2.8% -2.4% 892.0K -26.5M -112.5K 0.09 64.63 N/A N/A 311 29 32,959 13,201 2020-10-16 $24.57 $20.00 52.4% 15.0% 29.6% 20.7% 52.4% 2.7% -3.8% 754.1K -29.4M -116.4K 0.60 76.62 N/A N/A 268 161 33,205 13,201 2020-10-19 $24.21 $20.00 53.6% 15.4% 29.3% 21.4% 54.4% 1.5% -6.2% 719.6K -21.5M -107.8K 0.71 71.27 N/A N/A 191 136 28,025 11,308 2020-10-20 $25.01 $20.00 54.6% 15.7% 28.9% 22.1% 54.4% 0.8% -5.5% 825.4K -26.8M -112.7K 0.01 54.19 N/A N/A 5,055 69 28,056 11,424 2020-10-21 $24.78 $20.00 54.3% 15.6% 29.2% 21.9% 54.1% 0.7% -6.3% 988.6K -28.4M -119.6K 0.49 57.01 N/A N/A 1,147 567 31,916 11,407 2020-10-22 $25.47 $20.00 54.6% 15.7% 26.1% 22.1% 55.0% 1.4% -6.2% 1.0M -31.2M -123.7K 0.12 40.80 N/A N/A 354 41 31,100 12,052 2020-10-23 $24.95 $20.00 51.6% 14.8% 27.6% 20.2% 52.1% 1.6% -4.3% 979.2K -27.5M -115.4K 1.30 52.72 N/A N/A 549 716 31,263 12,063 2020-10-26 $24.64 $20.00 54.3% 15.6% 28.1% 21.9% 54.3% 4.6% -5.4% 927.5K -25.2M -114.1K 0.03 72.88 N/A N/A 1,178 39 31,355 12,689 2020-10-27 $24.45 $20.00 55.2% 15.8% 28.5% 22.5% 55.5% 4.2% -6.8% 892.5K -23.8M -110.5K 0.60 70.31 N/A N/A 5,305 3,198 31,124 12,685 2020-10-28 $23.49 $22.50 52.9% 15.2% 32.5% 21.0% 52.8% 7.4% -4.4% 747.6K -17.3M -115.3K 0.96 79.25 N/A N/A 4,252 4,103 36,283 15,788 2020-10-29 $23.03 $22.50 50.7% 14.5% 32.4% 19.6% 49.1% 3.3% -3.3% 539.9K -12.4M -115.8K 0.18 68.02 N/A N/A 1,062 193 37,769 17,615 2020-10-30 $23.20 $22.50 51.1% 14.6% 32.4% 19.8% 50.1% 6.3% -3.7% 578.7K -13.1M -111.1K 1.08 61.47 N/A N/A 2,271 2,444 37,812 17,746
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