AVTR Options History — March 2021 In March 2021, AVTR traded between $26.95 and $29.23. ATM implied volatility averaged 38.4%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 5.8% (HV 20d: 32.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 1.19.
Notable Days 2021-03-04 : Highest Volume — 2,375 contracts2021-03-22 : Largest IV drop — 9.4% change2021-03-18 : Highest IV Rank — 23.0%2021-03-01 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.15 $26.95 $29.23 $28.48 $29.13 Max Pain $26.41 $25.00 $30.00 $30.00 $27.50 ATM IV 38.4% 31.4% 44.4% 41.3% 31.4% Expected Move 10.8% 9.0% 11.9% 11.9% 9.0% HV 20d 32.6% 25.9% 36.4% 25.9% 34.6% HV 60d 33.6% 30.6% 35.5% 30.6% 34.8% IV Rank 13.3% 5.5% 23.0% 13.6% 5.5% IV Percentile 11.9% 0.8% 41.7% 21.8% 0.8% Term Structure 3.0% -2.2% 5.9% -2.2% 5.1% VWIV 37.2% 31.5% 40.9% 40.0% 31.5% Skew 25d 1.5% -2.1% 4.8% 2.7% 3.2% Skew 10d 6.0% -12.6% 17.3% 3.3% 6.8% Call IV 25d 36.8% 28.5% 40.5% 38.8% 28.5% Put IV 25d 38.3% 31.7% 42.0% 41.5% 31.7% Bid-Ask Spread % 50.52 24.88 84.24 46.81 35.84 Gamma HHI 0.21 0.18 0.25 0.22 0.23 Net GEX 638.1K 336.3K 1.0M 675.6K 1.0M Net DEX -9.0M -16.1M -2.5M -11.4M -13.8M Net VEX -138.2K -164.5K -112.1K -159.2K -125.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 0.03 3.95 0.67 0.79 Total Volume 887.435 208 2,375 1,380 472 Total OI 48,092.739 44,215 51,368 44,215 51,368
Daily Data (23 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 2021-03-01 $28.48 $30.00 41.3% 11.9% 25.9% 13.6% 40.0% 2.7% -2.2% 675.6K -11.4M -159.2K 0.67 46.81 N/A N/A 827 553 28,522 15,693 2021-03-02 $28.71 $30.00 40.0% 11.5% 26.0% 12.7% 39.5% -2.1% -1.0% 708.3K -12.9M -164.5K 1.40 63.89 N/A N/A 267 375 28,810 16,231 2021-03-03 $27.68 $30.00 41.1% 11.8% 26.8% 13.5% 40.5% 2.7% -1.2% 482.2K -6.4M -147.2K 0.88 75.57 N/A N/A 347 305 28,916 16,586 2021-03-04 $26.95 $25.00 44.2% 11.4% 27.7% 15.5% 39.5% 1.7% 4.5% 336.3K -2.5M -138.6K 0.46 37.77 N/A N/A 1,622 753 28,970 16,778 2021-03-05 $27.27 $25.00 41.8% 11.5% 28.3% 13.9% 32.3% 2.0% 3.8% 411.8K -4.5M -141.3K 3.95 64.01 N/A N/A 285 1,126 29,574 17,343 2021-03-08 $26.96 $25.00 44.4% 11.7% 27.8% 15.5% 40.9% 0.7% 3.7% 356.0K -3.2M -138.6K 2.22 25.10 N/A N/A 107 238 29,344 17,450 2021-03-09 $28.20 $25.00 43.4% 11.6% 33.0% 14.9% 40.3% 1.0% 3.6% 627.4K -10.1M -149.8K 1.89 34.17 N/A N/A 185 350 29,347 17,649 2021-03-10 $27.59 $25.00 40.0% 11.5% 33.7% 12.7% 40.2% 0.2% 3.4% 469.9K -6.3M -143.2K 1.76 57.62 N/A N/A 157 277 29,401 17,952 2021-03-11 $28.23 $25.00 40.3% 11.5% 33.3% 12.9% 39.6% 1.7% 3.2% 608.2K -9.7M -150.3K 1.40 46.39 N/A N/A 139 195 29,421 18,110 2021-03-12 $28.34 $25.00 39.6% 11.4% 33.2% 12.5% 38.4% 0.7% 4.0% 622.0K -9.9M -150.0K 0.14 42.92 N/A N/A 329 46 29,496 18,298 2021-03-15 $28.91 $25.00 39.0% 11.2% 33.3% 21.7% 38.7% 0.5% 4.1% 806.6K -13.8M -155.3K 0.03 28.59 N/A N/A 1,409 42 29,542 18,325 2021-03-16 $27.96 $25.00 39.5% 11.3% 33.9% 22.3% 39.7% 0.4% 3.2% 462.9K -7.0M -137.3K 2.34 26.94 N/A N/A 529 1,237 30,139 18,335 2021-03-17 $27.74 $25.00 39.8% 11.4% 33.9% 22.6% 39.3% 3.3% 1.3% 393.3K -6.0M -139.6K 0.03 79.10 N/A N/A 1,906 59 30,480 19,525 2021-03-18 $28.03 $25.00 39.8% 11.4% 33.1% 23.0% 39.4% 0.5% 1.8% 495.5K -9.0M -141.3K 0.20 68.66 N/A N/A 370 73 31,341 19,539 2021-03-19 $28.80 $25.00 37.2% 10.7% 34.6% 12.0% 37.8% 1.3% 2.5% 869.1K -14.1M -149.4K 1.13 24.88 N/A N/A 144 162 31,402 19,524 2021-03-22 $29.23 $25.00 33.7% 9.7% 33.7% 7.8% 33.8% 1.6% 4.3% 1.0M -16.1M -143.6K 0.83 56.96 N/A N/A 548 457 29,804 18,494 2021-03-23 $28.37 $27.50 34.7% 9.9% 35.6% 9.1% 33.8% 2.7% 3.5% 773.9K -10.0M -125.1K 0.86 54.98 N/A N/A 234 202 30,063 18,865 2021-03-24 $27.98 $27.50 34.4% 9.9% 36.0% 8.7% 33.4% 1.6% 3.2% 640.9K -7.1M -117.1K 0.67 79.28 N/A N/A 149 100 30,031 18,876 2021-03-25 $27.85 $27.50 34.6% 9.9% 35.7% 9.1% 33.6% 1.8% 4.1% 594.0K -6.1M -116.1K 0.20 84.24 N/A N/A 206 42 29,986 18,906 2021-03-26 $28.48 $27.50 33.7% 9.7% 36.3% 7.8% 33.3% 4.8% 5.9% 789.2K -9.3M -120.7K 3.08 53.59 N/A N/A 51 157 29,980 18,916 2021-03-29 $28.10 $27.50 35.1% 10.1% 36.1% 9.7% 35.1% 2.2% 4.4% 676.0K -7.2M -112.1K 0.26 30.75 N/A N/A 1,081 285 29,972 19,017 2021-03-30 $28.49 $27.50 34.3% 9.8% 36.4% 8.7% 34.6% -0.7% 4.4% 832.6K -9.6M -113.5K 2.05 43.98 N/A N/A 661 1,352 30,667 19,145 2021-03-31 $29.13 $27.50 31.4% 9.0% 34.6% 5.5% 31.5% 3.2% 5.1% 1.0M -13.8M -125.1K 0.79 35.84 N/A N/A 264 208 31,001 20,367
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