AVTR Options History — January 2021

In January 2021, AVTR traded between $27.31 and $30.55. ATM implied volatility averaged 44.7%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 12.8% (HV 20d: 31.9%). Max pain ranged from $22.50 to $27.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.66.

Notable Days

  • 2021-01-11: Highest Volume — 11,866 contracts
  • 2021-01-06: Largest IV drop — 10.1% change
  • 2021-01-27: Highest IV Rank — 20.4%
  • 2021-01-27: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.34$27.31$30.55$27.31$29.38
Max Pain$26.58$22.50$27.50$22.50$27.50
ATM IV44.7%39.0%51.9%47.1%49.9%
Expected Move12.8%11.8%14.9%12.9%14.3%
HV 20d31.9%23.2%43.3%23.2%43.2%
HV 60d31.8%30.1%34.0%30.1%34.0%
IV Rank15.7%12.1%20.4%17.3%19.1%
IV Percentile41.9%13.1%72.6%52.8%65.9%
Term Structure-1.1%-5.3%1.3%-1.1%-3.1%
VWIV44.7%41.5%53.7%44.1%50.0%
Skew 25d1.1%-0.7%3.6%0.8%1.2%
Skew 10d0.6%-8.1%11.3%-3.0%0.2%
Call IV 25d44.4%41.4%52.9%44.2%49.6%
Put IV 25d45.5%42.5%52.2%45.0%50.8%
Bid-Ask Spread %69.1856.2186.8156.2170.74
Gamma HHI0.550.370.770.570.37
Net GEX2.1M1.1M4.4M1.5M1.7M
Net DEX-35.7M-58.0M-18.8M-25.1M-32.7M
Net VEX-146.7K-202.9K-112.6K-112.6K-202.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.023.950.260.75
Total Volume2,683.94764211,8662,059642
Total OI50,96941,97460,75251,26654,593

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$27.31$22.5047.1%12.9%23.2%17.3%44.1%0.8%-1.1%1.5M-25.1M-112.6K0.2656.21N/AN/A1,63042937,62813,638
2021-01-05$27.49$25.0046.9%12.7%23.2%17.2%43.9%0.3%-0.7%1.6M-26.8M-116.5K0.1676.60N/AN/A1,77628238,26813,961
2021-01-06$28.16$25.0042.2%11.9%24.2%14.2%42.8%-0.1%1.2%2.1M-31.5M-124.0K0.2564.84N/AN/A61715239,23314,126
2021-01-07$29.14$25.0043.4%12.3%26.0%14.9%42.7%0.6%-0.4%2.7M-41.5M-134.4K0.0781.53N/AN/A2,13014939,00214,282
2021-01-08$28.95$25.0044.0%11.8%24.2%15.3%41.6%0.0%-0.4%2.7M-38.2M-131.9K0.0686.81N/AN/A1,56910139,07014,272
2021-01-11$30.48$25.0040.9%12.1%29.1%13.3%42.6%1.1%1.1%3.8M-58.0M-137.8K0.3775.69N/AN/A8,6383,22839,06114,304
2021-01-12$30.05$27.5039.0%12.2%29.9%12.1%42.8%0.4%0.9%4.4M-54.8M-157.1K0.6876.53N/AN/A1,05471742,95517,197
2021-01-13$29.36$27.5041.3%11.8%31.6%13.5%41.5%1.7%1.3%3.9M-42.6M-149.0K0.0267.78N/AN/A5,18010143,02117,731
2021-01-14$28.81$27.5042.3%12.1%32.3%14.2%44.2%1.0%-0.3%2.1M-32.9M-142.0K2.7369.72N/AN/A8392,29340,04917,708
2021-01-15$28.85$27.5041.8%12.0%32.2%13.9%42.1%2.5%0.5%1.3M-29.1M-144.0K0.4662.65N/AN/A65930240,18019,399
2021-01-19$29.61$27.5043.0%12.3%33.1%14.7%42.7%3.6%-0.6%1.5M-30.2M-145.8K1.5964.97N/AN/A7751,23027,92014,054
2021-01-20$30.48$27.5042.6%12.2%34.3%14.4%42.8%1.1%-0.7%1.7M-37.6M-156.0K0.1564.40N/AN/A1,14916928,19215,245
2021-01-21$30.55$27.5043.1%12.4%33.7%14.7%43.3%1.0%-0.9%1.7M-37.8M-155.2K0.1165.33N/AN/A6406828,27315,388
2021-01-22$30.55$27.5043.6%12.5%33.8%15.0%43.7%1.1%-0.7%1.7M-37.7M-155.4K0.3463.55N/AN/A54218728,55315,761
2021-01-25$30.55$27.5046.5%13.3%33.2%16.9%45.5%2.9%-3.2%1.7M-37.6M-152.0K0.1565.71N/AN/A73010828,75315,869
2021-01-26$29.88$27.5047.7%13.7%34.7%17.7%47.9%1.9%-4.4%1.6M-31.8M-149.5K3.9562.69N/AN/A5392,12728,83315,910
2021-01-27$28.29$27.5051.9%14.9%40.5%20.4%53.7%-0.7%-4.8%1.1M-18.8M-138.0K0.1168.12N/AN/A5,98967528,90516,120
2021-01-28$29.64$27.5051.6%14.8%43.3%20.2%52.2%0.7%-5.3%1.6M-33.8M-182.8K0.3370.46N/AN/A2,68789234,32516,632
2021-01-29$29.38$27.5049.9%14.3%43.2%19.1%50.0%1.2%-3.1%1.7M-32.7M-202.9K0.7570.74N/AN/A36627637,13717,456