AVTR Options History — April 2021

In April 2021, AVTR traded between $29.43 and $33.34. ATM implied volatility averaged 35.1%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 3.8% (HV 20d: 31.3%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.55.

Notable Days

  • 2021-04-06: Highest Volume — 5,304 contracts
  • 2021-04-12: Largest IV spike — 49.5% change
  • 2021-04-28: Highest IV Rank — 31.7%
  • 2021-04-19: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.11$29.43$33.34$29.43$32.02
Max Pain$28.93$27.50$30.00$27.50$30.00
ATM IV35.1%25.4%39.8%30.2%29.7%
Expected Move10.4%8.5%11.1%8.7%8.5%
HV 20d31.3%28.4%34.4%32.8%30.6%
HV 60d33.3%30.5%34.9%34.9%30.8%
IV Rank18.9%0.0%31.7%3.6%10.8%
IV Percentile7.4%0.0%15.5%0.4%0.8%
Term Structure-1.1%-3.4%6.3%6.3%1.2%
VWIV35.9%29.9%38.5%30.1%29.9%
Skew 25d1.4%-1.7%6.5%6.5%-1.7%
Skew 10d1.1%-15.7%10.7%10.7%-2.7%
Call IV 25d35.4%25.4%37.9%25.4%30.7%
Put IV 25d36.7%29.0%40.2%31.9%29.0%
Bid-Ask Spread %43.6315.7263.3459.6042.28
Gamma HHI0.360.240.480.240.39
Net GEX2.1M1.1M2.7M1.1M2.1M
Net DEX-32.6M-47.6M-15.2M-15.2M-22.0M
Net VEX-136.4K-146.5K-112.6K-124.3K-112.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.042.661.170.19
Total Volume1,423.3812595,304330264
Total OI52,334.42949,66554,69251,48552,823

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$29.43$27.5030.2%8.7%32.8%3.6%30.1%6.5%6.3%1.1M-15.2M-124.3K1.1759.60N/AN/A15217831,05020,435
2021-04-05$30.16$27.5032.9%10.7%33.5%7.7%37.1%2.2%-0.5%1.4M-21.0M-125.6K0.0650.14N/AN/A7164330,98320,515
2021-04-06$31.20$27.5034.1%10.6%34.4%11.1%37.1%0.5%0.5%1.7M-30.6M-139.7K0.2637.27N/AN/A4,2011,10331,32320,493
2021-04-07$30.93$27.5032.5%10.7%31.8%8.3%37.0%0.7%-0.4%1.9M-28.6M-138.5K0.4430.09N/AN/A28312533,05420,560
2021-04-08$31.57$27.5030.5%10.8%30.7%4.7%36.3%0.1%-1.5%2.1M-34.7M-142.3K0.3849.32N/AN/A1,20746133,60620,546
2021-04-09$31.57$27.5025.4%10.4%30.1%0.0%36.2%1.2%-1.2%2.1M-33.8M-139.3K0.3634.74N/AN/A2649533,25620,569
2021-04-12$33.00$27.5037.9%10.5%33.1%22.1%36.5%0.9%-0.9%2.3M-47.6M-146.3K0.2760.49N/AN/A2,39764733,24220,570
2021-04-13$32.92$27.5039.8%10.6%32.9%25.4%36.2%1.5%-1.1%2.2M-46.4M-144.5K0.6029.88N/AN/A2,3341,40033,34220,565
2021-04-14$32.18$27.5036.7%10.5%31.4%20.0%36.2%2.6%0.2%2.1M-38.5M-141.3K1.0061.32N/AN/A1,0411,03933,30220,512
2021-04-15$32.91$30.0037.9%10.9%31.3%22.1%36.4%2.3%-2.8%2.3M-44.6M-146.5K0.3047.79N/AN/A82924833,58921,024
2021-04-16$32.19$30.0036.5%10.5%33.2%22.1%36.9%-1.0%-2.5%2.4M-36.6M-135.3K0.0454.27N/AN/A2,89511233,58021,112
2021-04-19$31.89$30.0038.6%11.1%32.7%26.2%38.5%1.1%-3.4%1.8M-25.9M-135.1K1.0933.53N/AN/A47251430,45519,210
2021-04-20$31.66$30.0038.5%11.0%32.8%26.2%38.2%1.7%-2.9%1.7M-23.4M-129.5K0.7315.72N/AN/A15010930,68319,528
2021-04-21$32.26$30.0038.4%11.0%30.6%25.9%37.4%3.5%-2.7%2.0M-28.3M-137.3K0.1640.70N/AN/A82813130,65819,495
2021-04-22$32.73$30.0038.0%10.9%29.8%31.2%37.0%2.1%-2.8%2.2M-32.8M-144.0K2.6643.68N/AN/A22660231,07619,579
2021-04-23$33.27$30.0036.4%10.4%29.5%27.0%35.0%1.1%-2.1%2.5M-38.1M-143.2K0.4738.83N/AN/A89441831,13020,142
2021-04-26$33.34$30.0037.2%10.7%29.2%29.5%36.7%0.8%-2.2%2.5M-36.9M-140.7K0.4759.31N/AN/A24411530,81720,545
2021-04-27$33.23$30.0036.9%10.6%28.4%28.8%36.9%1.0%-1.8%2.5M-35.3M-138.3K0.5839.84N/AN/A18410730,87020,651
2021-04-28$33.11$30.0038.1%10.9%28.7%31.7%37.7%0.8%-3.3%2.5M-34.3M-137.3K0.1324.04N/AN/A1,87824830,93720,731
2021-04-29$32.83$30.0030.1%8.6%28.6%11.9%30.4%0.6%0.8%2.7M-29.5M-123.1K0.1663.34N/AN/A63410331,56020,905
2021-04-30$32.02$30.0029.7%8.5%30.6%10.8%29.9%-1.7%1.2%2.1M-22.0M-112.6K0.1942.28N/AN/A2224231,85720,966