AVTR Options History — June 2021

In June 2021, AVTR traded between $30.73 and $35.76. ATM implied volatility averaged 30.2%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 4.8% (HV 20d: 25.4%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-06-17: Highest Volume — 13,066 contracts
  • 2021-06-04: Largest IV drop — 9.9% change
  • 2021-06-17: Highest IV Rank — 16.8%
  • 2021-06-17: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.64$30.73$35.76$31.38$35.61
Max Pain$32.27$30.00$32.50$30.00$32.50
ATM IV30.2%28.1%32.0%31.3%28.5%
Expected Move8.7%8.1%9.2%9.0%8.2%
HV 20d25.4%23.5%28.2%25.0%23.5%
HV 60d28.0%25.9%29.8%29.8%25.9%
IV Rank12.2%7.0%16.8%15.0%7.8%
IV Percentile4.7%1.2%11.1%5.2%1.6%
Term Structure3.6%-1.2%5.8%-1.2%5.4%
VWIV30.3%26.7%32.5%32.1%27.9%
Skew 25d1.1%-1.6%3.0%0.9%2.8%
Skew 10d2.5%-8.3%12.1%-8.3%9.1%
Call IV 25d30.0%26.6%32.2%32.2%27.2%
Put IV 25d31.0%29.5%33.1%33.1%30.0%
Bid-Ask Spread %59.1627.2981.5280.0569.33
Gamma HHI0.420.270.600.500.28
Net GEX2.3M1.3M3.8M1.7M2.0M
Net DEX-30.8M-56.9M-8.6M-14.4M-36.5M
Net VEX-109.2K-146.4K-79.7K-93.9K-135.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.022.682.680.09
Total Volume2,191.72710113,066512249
Total OI40,902.45538,62850,60738,62842,387

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$31.38$30.0031.3%9.0%25.0%15.0%32.1%0.9%-1.2%1.7M-14.4M-93.9K2.6880.05N/AN/A13937325,42113,207
2021-06-02$31.22$30.0030.8%8.8%24.4%13.6%32.5%0.1%0.5%1.7M-12.9M-90.8K0.1581.52N/AN/A2073225,41313,476
2021-06-03$30.73$32.5031.9%9.0%24.0%16.4%30.0%1.5%2.3%1.3M-8.6M-84.1K0.0862.73N/AN/A3372625,46213,485
2021-06-04$31.38$32.5028.8%8.6%24.9%8.5%30.7%1.8%3.5%1.8M-13.2M-89.3K0.7560.84N/AN/A675025,62413,475
2021-06-07$31.41$32.5031.3%8.9%24.7%14.9%31.5%0.8%2.3%1.9M-13.5M-85.1K0.2360.35N/AN/A821925,63113,505
2021-06-08$32.07$32.5031.7%8.7%24.6%15.8%30.4%0.9%3.1%2.4M-19.1M-89.6K0.0754.70N/AN/A5573725,63313,509
2021-06-09$31.89$32.5030.3%8.7%24.6%12.4%30.3%1.4%2.3%2.5M-17.5M-86.1K0.1362.01N/AN/A1141526,07513,511
2021-06-10$33.42$32.5030.2%8.7%28.0%12.1%30.2%0.8%4.5%3.0M-34.7M-95.6K0.2074.72N/AN/A1,04220826,07813,522
2021-06-11$33.27$32.5029.8%8.5%28.2%11.1%29.7%0.3%3.5%3.2M-34.1M-93.8K0.0975.17N/AN/A1,0268926,75313,691
2021-06-14$33.25$32.5030.4%8.7%26.1%12.6%30.6%0.2%2.5%3.5M-34.9M-86.1K0.0668.27N/AN/A6183927,18713,677
2021-06-15$33.25$32.5030.7%8.8%24.3%13.5%30.7%0.1%3.0%3.5M-35.4M-87.1K0.0547.09N/AN/A3,61118627,38113,712
2021-06-16$34.14$32.5030.4%8.7%25.6%12.6%30.7%-0.2%3.0%2.7M-44.1M-79.7K0.0271.07N/AN/A6,84313625,22313,887
2021-06-17$35.01$32.5032.0%9.2%26.4%16.8%32.1%1.1%3.6%3.2M-56.1M-98.7K0.0672.34N/AN/A12,32174529,01113,957
2021-06-18$34.70$32.5031.4%9.0%26.8%15.0%32.2%0.3%3.9%3.8M-56.9M-131.4K0.0663.50N/AN/A5,25429835,87214,735
2021-06-21$34.83$32.5031.1%8.9%26.5%14.4%31.3%2.2%4.4%1.7M-30.8M-130.6K0.7140.10N/AN/A2,5931,83625,62813,045
2021-06-22$35.18$32.5030.5%8.8%26.0%12.9%31.0%1.5%5.3%1.8M-33.7M-142.8K0.5832.50N/AN/A70740826,89414,762
2021-06-23$35.24$32.5029.4%8.4%25.6%10.0%29.9%-1.6%5.0%1.8M-34.4M-137.7K2.0943.48N/AN/A9301,94326,25815,110
2021-06-24$35.22$32.5028.2%8.1%25.7%7.2%28.3%1.8%5.5%1.8M-33.4M-138.3K0.0552.75N/AN/A8944626,30715,175
2021-06-25$35.39$32.5028.9%8.3%25.6%8.8%26.7%3.0%4.9%1.9M-36.2M-146.4K0.0356.02N/AN/A1,5005226,76815,202
2021-06-28$35.76$32.5029.0%8.3%25.7%9.1%29.4%1.8%5.8%2.0M-38.2M-140.5K0.1145.71N/AN/A7137726,72315,232
2021-06-29$35.74$32.5028.1%8.1%23.6%7.0%28.7%2.5%5.2%2.0M-38.8M-139.0K0.5427.29N/AN/A1,17262726,95915,291
2021-06-30$35.61$32.5028.5%8.2%23.5%7.8%27.9%2.8%5.4%2.0M-36.5M-135.1K0.0969.33N/AN/A2292027,01315,374