AVTR Options History — December 2020 In December 2020, AVTR traded between $26.38 and $28.06. ATM implied volatility averaged 41.0%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 15.9% (HV 20d: 25.1%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.09.
Notable Days 2020-12-16 : Highest Volume — 5,897 contracts2020-12-08 : Largest IV spike — 31.5% change2020-12-08 : Highest IV Rank — 16.3%2020-12-02 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $27.17 $26.38 $28.06 $27.22 $28.06 Max Pain $20.45 $20.00 $25.00 $25.00 $20.00 ATM IV 41.0% 34.6% 45.5% 40.4% 41.7% Expected Move 11.8% 11.5% 12.2% 11.6% 11.9% HV 20d 25.1% 16.9% 36.3% 36.2% 20.8% HV 60d 31.4% 29.8% 33.8% 33.8% 30.4% IV Rank 13.4% 9.3% 16.3% 13.0% 13.8% IV Percentile 27.0% 9.1% 45.6% 23.8% 29.8% Term Structure 2.1% 0.3% 3.8% 1.6% 1.1% VWIV 42.0% 37.7% 44.3% 43.5% 41.9% Skew 25d -0.7% -2.9% 3.8% -2.1% 0.2% Skew 10d -3.6% -14.0% 12.9% -2.5% 7.2% Call IV 25d 42.1% 38.0% 43.9% 43.2% 41.9% Put IV 25d 41.3% 39.6% 42.6% 41.1% 42.1% Bid-Ask Spread % 52.26 42.22 69.44 46.53 46.94 Gamma HHI 0.52 0.43 0.61 0.48 0.61 Net GEX 1.4M 1.2M 1.9M 1.3M 1.9M Net DEX -28.5M -32.2M -22.4M -30.0M -31.7M Net VEX -133.6K -146.3K -112.1K -146.3K -128.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 0.45 0.03 0.03 Total Volume 1,733.909 535 5,897 3,625 1,665 Total OI 50,164.545 46,096 54,683 46,096 51,164
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 2020-12-01 $27.22 $25.00 40.4% 11.6% 36.2% 13.0% 43.5% -2.1% 1.6% 1.3M -30.0M -146.3K 0.03 46.53 N/A N/A 3,518 107 32,456 13,640 2020-12-02 $27.19 $25.00 42.6% 12.2% 36.3% 14.4% 42.8% -0.2% 0.3% 1.4M -29.6M -146.2K 0.01 69.44 N/A N/A 1,855 16 33,820 13,753 2020-12-03 $27.14 $20.00 40.2% 12.1% 35.2% 12.9% 43.1% -1.5% 2.2% 1.4M -29.2M -145.7K 0.02 56.01 N/A N/A 2,160 47 34,755 13,767 2020-12-04 $27.05 $20.00 41.0% 11.9% 34.1% 13.4% 43.1% -0.7% 2.6% 1.4M -29.1M -144.7K 0.03 49.02 N/A N/A 845 29 35,480 13,806 2020-12-07 $27.45 $20.00 34.6% 12.1% 26.6% 9.3% 43.4% -0.7% 1.8% 1.5M -32.1M -144.3K 0.01 45.18 N/A N/A 782 7 35,676 13,796 2020-12-08 $27.03 $20.00 45.5% 12.0% 27.1% 16.3% 42.7% -1.5% 1.8% 1.4M -28.9M -137.6K 0.02 54.45 N/A N/A 1,320 30 35,420 13,789 2020-12-09 $26.38 $20.00 41.5% 11.9% 27.6% 13.7% 42.5% -1.2% 3.1% 1.2M -24.4M -127.9K 0.09 51.91 N/A N/A 1,763 159 35,615 13,805 2020-12-10 $26.86 $20.00 41.0% 11.8% 27.5% 13.4% 44.3% -2.9% 2.5% 1.3M -28.6M -132.1K 0.02 52.69 N/A N/A 919 22 35,902 13,812 2020-12-11 $26.88 $20.00 40.4% 11.6% 26.5% 13.0% 40.3% -0.2% 3.1% 1.3M -27.9M -132.1K 0.00 53.12 N/A N/A 905 3 36,020 13,814 2020-12-14 $26.88 $20.00 41.2% 11.8% 25.2% 13.5% 41.6% -0.2% 2.8% 1.4M -27.7M -126.4K 0.13 60.21 N/A N/A 758 96 36,286 13,812 2020-12-15 $27.32 $20.00 40.1% 11.5% 25.6% 12.8% 41.5% -1.4% 2.0% 1.4M -31.0M -129.4K 0.09 58.11 N/A N/A 2,335 212 36,589 13,810 2020-12-16 $27.56 $20.00 40.5% 11.6% 24.8% 13.1% 41.4% -1.8% 2.5% 1.4M -31.9M -131.2K 0.03 48.72 N/A N/A 5,744 153 37,259 13,980 2020-12-17 $27.41 $20.00 40.2% 11.5% 21.0% 12.9% 41.3% -0.7% 1.1% 1.5M -31.9M -140.6K 0.06 64.01 N/A N/A 3,024 180 39,209 14,118 2020-12-18 $27.56 $20.00 40.7% 11.7% 21.0% 13.2% 41.2% -0.2% 0.7% 1.6M -32.2M -141.6K 0.38 59.68 N/A N/A 635 244 40,374 14,309 2020-12-21 $27.23 $20.00 41.6% 11.9% 19.9% 13.8% 42.9% -1.9% 2.5% 1.5M -27.6M -136.7K 0.13 58.73 N/A N/A 2,387 308 35,768 12,974 2020-12-22 $27.36 $20.00 42.2% 12.1% 19.8% 14.1% 41.9% -0.5% 2.4% 1.5M -28.8M -136.9K 0.13 44.43 N/A N/A 1,441 187 36,917 13,242 2020-12-23 $27.04 $20.00 40.2% 11.5% 20.4% 12.9% 42.2% -1.4% 3.8% 1.4M -25.8M -130.5K 0.05 49.98 N/A N/A 724 37 37,317 13,405 2020-12-24 $27.09 $20.00 40.3% 11.5% 20.4% 12.9% 41.8% -1.5% 2.8% 1.5M -26.1M -128.0K 0.12 42.88 N/A N/A 486 57 37,405 13,423 2020-12-28 $26.90 $20.00 42.3% 12.1% 20.3% 14.2% 42.8% -0.3% 1.8% 1.4M -23.9M -120.9K 0.05 42.22 N/A N/A 1,681 86 37,497 13,468 2020-12-29 $26.76 $20.00 40.7% 11.7% 16.9% 13.2% 40.5% 0.5% 2.6% 1.3M -22.4M -112.1K 0.45 50.70 N/A N/A 368 167 37,519 13,529 2020-12-30 $27.30 $20.00 42.2% 12.1% 18.5% 14.2% 37.7% 3.8% 1.6% 1.5M -25.4M -119.4K 0.13 44.74 N/A N/A 604 80 37,441 13,679 2020-12-31 $28.06 $20.00 41.7% 11.9% 20.8% 13.8% 41.9% 0.2% 1.1% 1.9M -31.7M -128.9K 0.03 46.94 N/A N/A 1,619 46 37,502 13,662
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