AVTR Options History — February 2021

In February 2021, AVTR traded between $27.63 and $30.62. ATM implied volatility averaged 41.9%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 5.1% (HV 20d: 36.7%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.47.

Notable Days

  • 2021-02-17: Highest Volume — 9,520 contracts
  • 2021-02-04: Largest IV drop — 33.8% change
  • 2021-02-01: Highest IV Rank — 22.1%
  • 2021-02-01: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.27$27.63$30.62$29.54$27.99
Max Pain$28.68$27.50$30.00$27.50$30.00
ATM IV41.9%35.1%54.5%54.5%40.8%
Expected Move12.3%11.3%15.6%15.6%11.7%
HV 20d36.7%25.0%42.3%42.3%25.0%
HV 60d31.3%30.4%33.9%33.9%30.4%
IV Rank13.9%9.6%22.1%22.1%13.2%
IV Percentile24.8%5.2%77.8%77.8%15.9%
Term Structure0.3%-7.8%4.6%-7.1%0.1%
VWIV42.8%38.8%55.3%55.3%42.5%
Skew 25d0.8%-1.2%5.3%1.6%1.7%
Skew 10d1.4%-3.7%10.5%2.0%-1.1%
Call IV 25d42.7%38.4%54.7%53.7%40.8%
Put IV 25d43.6%40.3%55.3%55.3%42.4%
Bid-Ask Spread %55.7927.4674.2571.3061.18
Gamma HHI0.370.200.550.360.21
Net GEX2.0M511.6K3.9M1.7M585.3K
Net DEX-26.9M-48.1M-7.3M-34.0M-9.1M
Net VEX-183.0K-216.9K-145.3K-198.0K-149.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.022.130.172.13
Total Volume2,401.8952629,5202,6681,395
Total OI53,768.57941,17760,87955,00442,951

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$29.54$27.5054.5%15.6%42.3%22.1%55.3%1.6%-7.1%1.7M-34.0M-198.0K0.1771.30N/AN/A2,29037837,15017,854
2021-02-02$30.30$27.5051.8%14.8%41.5%20.3%51.3%1.5%-6.2%1.8M-39.4M-201.8K0.1165.29N/AN/A92010136,15818,161
2021-02-03$29.84$27.5054.4%15.6%42.1%22.0%55.2%-0.4%-7.8%1.7M-35.1M-192.1K0.0765.31N/AN/A1,73311636,11118,176
2021-02-04$29.51$27.5036.0%11.8%41.7%10.2%40.8%-0.2%2.5%2.3M-30.3M-181.7K0.3164.70N/AN/A4,3281,34836,76118,262
2021-02-05$29.84$27.5035.1%11.4%40.2%9.6%38.8%0.6%4.2%2.7M-35.9M-216.9K0.0738.22N/AN/A4433040,38519,581
2021-02-08$29.78$27.5036.6%11.7%40.1%10.6%39.1%0.1%1.8%2.9M-35.7M-204.7K0.2168.46N/AN/A3898340,24819,567
2021-02-09$29.66$27.5036.1%11.6%35.5%10.2%40.2%0.4%3.4%3.0M-33.0M-201.3K0.7453.55N/AN/A1,03977140,34319,563
2021-02-10$30.45$27.5040.1%11.5%36.4%12.8%40.0%0.6%3.0%3.4M-45.5M-211.0K0.0536.25N/AN/A3,40616040,73719,907
2021-02-11$30.05$27.5040.2%11.5%35.7%12.9%40.0%0.4%3.2%3.5M-39.1M-205.0K0.3327.46N/AN/A1976540,39320,015
2021-02-12$30.62$27.5039.5%11.3%35.4%12.4%39.4%0.9%4.6%3.9M-48.1M-207.7K0.8566.78N/AN/A45038140,44520,038
2021-02-16$29.77$30.0040.9%11.7%37.1%13.3%40.8%0.8%3.4%3.6M-34.6M-189.3K0.0246.21N/AN/A4,44311040,52220,357
2021-02-17$29.54$30.0041.9%12.0%36.1%14.0%42.4%-0.3%4.0%2.7M-27.6M-187.5K0.3664.76N/AN/A7,0062,51438,44620,395
2021-02-18$28.79$30.0042.1%12.1%35.5%14.1%42.5%-0.4%0.2%1.2M-14.6M-161.7K0.5453.51N/AN/A3,1381,70635,23520,302
2021-02-19$28.74$30.0040.9%11.7%35.4%13.3%40.8%0.8%-0.2%658.8K-14.1M-163.6K0.1734.86N/AN/A1,92332636,67320,924
2021-02-22$28.05$30.0041.2%11.8%36.2%13.5%43.0%5.3%-1.3%623.2K-10.7M-157.9K0.9956.82N/AN/A85284027,68313,494
2021-02-23$28.01$30.0041.7%12.0%36.2%13.8%42.0%-1.2%-1.1%558.1K-9.5M-154.1K0.0759.41N/AN/A5514027,21814,103
2021-02-24$27.95$30.0040.9%11.7%35.5%13.3%38.9%2.8%-0.5%535.0K-8.2M-148.1K0.0851.75N/AN/A1,0117927,19414,140
2021-02-25$27.63$30.0040.7%11.7%30.2%13.2%40.8%1.1%-0.5%511.6K-7.3M-145.3K1.6574.25N/AN/A40566927,90914,202
2021-02-26$27.99$30.0040.8%11.7%25.0%13.2%42.5%1.7%0.1%585.3K-9.1M-149.3K2.1361.18N/AN/A44595028,16114,790