AVTR Options History — May 2021

In May 2021, AVTR traded between $30.23 and $32.09. ATM implied volatility averaged 32.8%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 5.9% (HV 20d: 26.8%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.02.

Notable Days

  • 2021-05-05: Highest Volume — 7,104 contracts
  • 2021-05-11: Largest IV spike — 11.9% change
  • 2021-05-11: Highest IV Rank — 34.8%
  • 2021-05-12: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.17$30.23$32.09$31.24$32.09
Max Pain$31.00$30.00$32.50$30.00$30.00
ATM IV32.8%28.1%39.2%30.7%29.1%
Expected Move9.3%8.1%10.7%8.8%8.3%
HV 20d26.8%23.8%31.2%31.2%25.2%
HV 60d31.0%29.4%31.6%31.1%29.4%
IV Rank18.6%6.9%34.8%13.3%9.4%
IV Percentile6.4%0.8%19.8%2.4%1.2%
Term Structure0.7%-0.4%2.1%-0.0%0.6%
VWIV32.6%28.0%37.5%30.9%29.0%
Skew 25d1.1%-0.9%2.9%-0.9%2.1%
Skew 10d-0.2%-6.4%8.8%-6.4%2.3%
Call IV 25d32.1%27.6%37.4%30.6%27.7%
Put IV 25d33.2%29.7%36.8%29.7%29.8%
Bid-Ask Spread %65.3335.8086.5656.6482.33
Gamma HHI0.360.220.500.280.49
Net GEX1.8M1.1M2.3M1.5M2.1M
Net DEX-18.6M-27.4M-10.5M-14.4M-21.2M
Net VEX-102.0K-114.6K-83.5K-90.4K-107.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.017.240.190.57
Total Volume1,521.22947,104555409
Total OI55,385.436,78767,58352,98738,601

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$31.24$30.0030.7%8.8%31.2%13.3%30.9%-0.9%-0.0%1.5M-14.4M-90.4K0.1956.64N/AN/A4659031,98820,999
2021-05-04$30.76$30.0031.7%9.1%29.4%15.9%31.5%2.7%1.4%1.1M-10.5M-83.5K0.2136.59N/AN/A48710331,90521,048
2021-05-05$31.35$30.0032.8%9.4%30.0%18.7%34.4%-0.8%-0.0%1.5M-15.2M-95.9K0.0686.56N/AN/A6,68342131,66921,053
2021-05-06$30.98$32.5032.1%9.3%29.4%16.9%32.3%0.9%1.8%1.8M-17.8M-109.4K0.0467.14N/AN/A5882237,88021,341
2021-05-07$31.21$32.5031.9%9.2%29.5%16.4%32.0%-0.1%1.4%2.0M-20.6M-110.4K7.2451.71N/AN/A2081,50637,78021,360
2021-05-10$30.60$32.5035.1%9.6%25.0%24.3%32.8%0.5%1.4%1.4M-11.5M-98.6K0.0635.80N/AN/A1,1817137,72522,479
2021-05-11$30.84$32.5039.2%10.1%25.4%34.8%35.4%0.2%0.8%1.6M-15.1M-107.6K0.0563.76N/AN/A2,28112038,73422,544
2021-05-12$30.23$32.5037.5%10.7%25.1%30.4%37.5%-0.6%-0.4%1.5M-12.9M-102.7K2.5470.71N/AN/A8321140,04322,440
2021-05-13$30.54$32.5035.1%10.1%23.8%24.4%34.3%2.4%0.8%1.6M-14.1M-99.5K0.5243.17N/AN/A2,1971,13340,02222,487
2021-05-14$31.56$32.5032.4%9.3%26.0%17.7%32.8%1.2%2.1%2.3M-27.4M-114.6K0.0172.65N/AN/A2,5351942,00721,998
2021-05-17$30.84$32.5034.9%10.0%27.1%23.9%34.6%0.3%0.4%2.1M-21.1M-104.0K0.0641.47N/AN/A7754343,94822,041
2021-05-18$30.90$30.0033.6%9.6%27.0%20.7%34.2%0.1%1.7%2.1M-21.9M-102.1K0.0370.18N/AN/A1,0362944,12422,049
2021-05-19$30.88$30.0035.1%10.1%26.0%24.5%33.8%2.6%0.9%2.1M-21.7M-100.6K0.0464.27N/AN/A2941144,61022,042
2021-05-20$31.30$30.0032.3%9.2%25.9%17.3%33.3%1.5%0.2%1.7M-26.2M-99.5K0.0166.43N/AN/A3,1754444,59622,032
2021-05-21$31.12$30.0032.9%9.4%24.9%18.9%33.7%0.4%-0.3%1.6M-24.0M-105.5K2.5682.09N/AN/A21254345,01722,566
2021-05-24$31.77$30.0030.9%8.8%26.3%13.8%31.0%2.9%-0.1%1.9M-19.8M-108.0K0.3782.05N/AN/A2549324,97911,808
2021-05-25$31.53$30.0030.3%8.7%26.4%12.4%29.8%1.9%-0.0%1.8M-17.0M-98.2K0.6478.98N/AN/A48131025,06111,854
2021-05-26$31.68$30.0028.1%8.1%26.5%6.9%28.0%2.4%1.5%2.0M-18.1M-99.2K0.2278.49N/AN/A3788325,27312,146
2021-05-27$32.00$30.0029.8%8.6%26.7%11.2%31.3%2.0%0.5%2.1M-20.9M-103.7K4.8975.61N/AN/A3141,53625,34712,112
2021-05-28$32.09$30.0029.1%8.3%25.2%9.4%29.0%2.1%0.6%2.1M-21.2M-107.2K0.5782.33N/AN/A26114825,49313,108