AVTR Options History — July 2021

In July 2021, AVTR traded between $35.39 and $37.62. ATM implied volatility averaged 31.9%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 11.4% (HV 20d: 20.4%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.46.

Notable Days

  • 2021-07-12: Highest Volume — 2,322 contracts
  • 2021-07-14: Largest IV spike — 67.6% change
  • 2021-07-27: Highest IV Rank — 43.1%
  • 2021-07-27: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.51$35.39$37.62$36.23$37.62
Max Pain$31.43$30.00$32.50$32.50$32.50
ATM IV31.9%19.4%38.1%27.7%27.3%
Expected Move9.6%7.4%10.9%7.9%7.8%
HV 20d20.4%16.0%24.9%22.3%19.6%
HV 60d24.3%22.5%26.6%26.0%22.5%
IV Rank24.4%0.0%43.1%5.7%18.4%
IV Percentile16.6%0.0%36.1%0.4%1.2%
Term Structure-0.3%-3.5%7.6%6.1%3.3%
VWIV33.7%25.4%38.3%27.8%27.7%
Skew 25d-0.2%-4.4%1.5%0.3%-1.1%
Skew 10d-2.1%-7.8%3.1%-7.4%0.6%
Call IV 25d34.0%27.1%39.6%27.3%28.2%
Put IV 25d33.8%22.7%39.3%27.6%27.0%
Bid-Ask Spread %43.3822.8779.2664.2168.93
Gamma HHI0.340.280.430.300.43
Net GEX2.2M1.8M2.8M2.2M2.8M
Net DEX-36.9M-42.5M-29.3M-42.2M-36.3M
Net VEX-115.7K-136.2K-99.9K-136.2K-99.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.033.330.100.15
Total Volume9594202,3221,7391,552
Total OI40,267.8136,14144,39942,44137,692

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$36.23$32.5027.7%7.9%22.3%5.7%27.8%0.3%6.1%2.2M-42.2M-136.2K0.1064.21N/AN/A1,58415527,06215,379
2021-07-02$35.39$32.5025.7%7.4%24.4%0.7%25.4%-4.4%7.6%2.0M-34.4M-128.5K0.1543.83N/AN/A4116026,97415,494
2021-07-06$36.12$30.0029.2%9.8%24.8%9.7%33.7%-0.1%-0.2%2.2M-40.9M-128.3K0.1036.03N/AN/A4814727,20815,497
2021-07-07$35.82$30.0029.0%9.7%24.8%9.1%33.8%0.3%0.4%2.2M-38.2M-124.5K0.3324.99N/AN/A53217527,23715,520
2021-07-08$35.59$30.0029.3%9.9%24.9%9.8%34.5%1.4%-0.0%2.2M-36.5M-120.5K0.1932.17N/AN/A4949427,36815,471
2021-07-09$36.05$30.0027.7%9.5%19.8%5.8%33.1%0.4%0.8%2.4M-40.3M-120.8K0.1632.98N/AN/A63910527,50215,528
2021-07-12$36.31$30.0029.6%9.4%19.6%10.6%33.1%0.5%0.4%2.5M-42.5M-116.5K0.1028.91N/AN/A2,11620627,92615,554
2021-07-13$36.16$30.0019.4%9.5%19.7%0.0%33.8%-0.2%1.3%2.2M-41.2M-113.8K0.1035.83N/AN/A1,01210228,29715,706
2021-07-14$35.98$30.0032.4%9.3%19.9%30.1%32.6%-0.6%0.2%2.1M-38.6M-113.1K0.4922.87N/AN/A31215228,38915,758
2021-07-15$36.35$30.0033.1%9.5%18.3%31.7%33.2%0.6%-1.0%2.2M-41.1M-112.3K0.0735.07N/AN/A5233428,54515,801
2021-07-16$36.25$30.0032.9%9.4%16.4%31.1%32.8%0.1%-0.9%2.1M-40.4M-111.6K3.3341.95N/AN/A26287328,55915,840
2021-07-19$36.12$32.5037.3%10.7%16.0%41.4%37.8%-1.4%-3.3%1.8M-29.3M-115.1K1.1979.26N/AN/A24429022,80913,332
2021-07-20$37.25$32.5035.6%10.2%19.0%37.3%35.4%1.5%-1.3%2.2M-36.0M-113.8K0.2526.86N/AN/A1,29532822,85013,591
2021-07-21$36.82$32.5035.5%10.2%19.6%37.2%35.5%0.3%-2.6%2.0M-31.6M-112.7K0.1329.78N/AN/A5346922,73713,810
2021-07-22$37.09$32.5034.9%10.0%19.7%35.9%34.7%0.7%-1.9%2.2M-34.1M-114.3K0.1832.70N/AN/A4317622,81113,836
2021-07-23$37.19$32.5035.3%10.1%19.6%36.8%35.5%0.7%-3.5%2.2M-35.2M-113.1K0.1355.41N/AN/A5577222,87813,894
2021-07-26$36.81$32.5036.7%10.5%20.1%39.9%36.5%-2.4%-3.2%2.1M-32.3M-107.1K1.1953.80N/AN/A32438522,87813,894
2021-07-27$36.85$32.5038.1%10.9%19.9%43.1%38.3%0.8%-3.3%2.1M-32.0M-106.5K0.4358.56N/AN/A29312723,02413,929
2021-07-28$37.41$32.5036.6%10.5%20.4%39.7%36.3%-1.2%-2.4%2.3M-35.6M-110.3K0.0362.09N/AN/A1,3643723,09014,312
2021-07-29$37.40$32.5035.7%10.2%20.3%37.7%35.9%-0.3%-2.1%2.4M-35.4M-110.2K0.9244.82N/AN/A93485823,21314,429
2021-07-30$37.62$32.5027.3%7.8%19.6%18.4%27.7%-1.1%3.3%2.8M-36.3M-99.9K0.1568.93N/AN/A1,34920323,19514,497