AVTR Options History — August 2021

In August 2021, AVTR traded between $37.59 and $39.91. ATM implied volatility averaged 27.6%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 12.3% (HV 20d: 15.3%). Max pain ranged from $35.00 to $37.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2021-08-26: Highest Volume — 7,892 contracts
  • 2021-08-18: Largest IV spike — 16.7% change
  • 2021-08-18: Highest IV Rank — 32.4%
  • 2021-08-18: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.69$37.59$39.91$37.59$39.51
Max Pain$37.16$35.00$37.50$35.00$37.50
ATM IV27.6%25.1%33.4%28.5%26.0%
Expected Move8.0%7.4%9.6%8.2%7.5%
HV 20d15.3%14.1%17.3%17.2%15.5%
HV 60d20.5%19.1%22.3%22.3%19.3%
IV Rank19.0%13.3%32.4%21.0%15.4%
IV Percentile5.0%0.4%26.6%3.6%2.8%
Term Structure2.6%0.3%5.2%1.0%2.0%
VWIV28.0%25.9%31.0%28.3%26.1%
Skew 25d0.6%-1.6%2.1%-0.3%-0.0%
Skew 10d1.5%-9.9%8.6%-4.7%-3.9%
Call IV 25d28.1%26.1%30.7%28.8%26.7%
Put IV 25d28.8%26.7%32.1%28.5%26.7%
Bid-Ask Spread %56.7914.0777.7543.6373.27
Gamma HHI0.500.350.820.440.35
Net GEX2.5M430.0K5.4M2.7M1.6M
Net DEX-32.5M-46.0M-13.8M-35.4M-25.4M
Net VEX-84.7K-116.2K-68.7K-96.7K-115.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.010.490.340.05
Total Volume1,336.9092987,892723426
Total OI32,798.81814,90339,93238,47524,923

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$37.59$35.0028.5%8.2%17.2%21.0%28.3%-0.3%1.0%2.7M-35.4M-96.7K0.3443.63N/AN/A54018323,20115,274
2021-08-03$37.89$35.0027.7%7.9%16.1%19.2%27.8%0.4%1.6%3.0M-37.7M-96.3K0.1044.18N/AN/A6926623,57515,335
2021-08-04$38.00$35.0027.8%8.0%15.6%19.4%27.0%1.3%1.4%3.0M-38.5M-96.2K0.1614.07N/AN/A4847923,65815,472
2021-08-05$38.01$37.5027.8%8.3%15.2%19.5%29.0%0.6%3.3%3.1M-38.8M-95.6K0.3428.30N/AN/A44615323,80215,501
2021-08-06$38.05$37.5025.1%8.0%14.8%13.3%27.8%1.1%4.2%3.2M-38.3M-90.0K0.1466.01N/AN/A2623823,68115,438
2021-08-09$38.33$37.5025.6%8.0%14.8%14.5%28.4%0.5%5.2%3.5M-40.7M-85.0K0.1357.57N/AN/A3534623,71915,567
2021-08-10$38.41$37.5025.6%8.1%14.6%14.3%27.8%0.8%4.3%3.7M-41.5M-82.7K0.0353.16N/AN/A3,3708623,76715,570
2021-08-11$37.78$37.5027.8%8.0%16.0%19.5%27.9%-0.2%4.2%2.9M-34.2M-77.7K0.3452.74N/AN/A93331623,75415,580
2021-08-12$38.55$37.5028.0%8.0%17.0%20.0%27.2%1.5%4.1%4.0M-39.1M-84.2K0.0150.61N/AN/A668823,72915,561
2021-08-13$38.49$37.5027.3%7.8%16.9%18.2%27.5%0.6%4.4%4.0M-37.5M-82.6K0.0550.42N/AN/A2851324,21215,720
2021-08-16$39.08$37.5028.1%8.0%17.3%20.0%28.0%0.2%3.6%5.0M-44.8M-79.8K0.0559.14N/AN/A1,5628424,03115,727
2021-08-17$39.16$37.5028.6%8.2%14.1%21.3%28.7%1.0%3.6%5.4M-46.0M-77.0K0.4954.09N/AN/A1,29162823,96215,736
2021-08-18$38.49$37.5033.4%9.6%14.9%32.4%31.0%2.1%2.9%3.3M-34.9M-73.0K0.1875.10N/AN/A5018823,61515,752
2021-08-19$38.92$37.5030.0%8.6%15.2%24.6%30.8%0.6%0.8%1.5M-35.2M-69.4K0.0360.09N/AN/A1,8755023,46816,111
2021-08-20$38.98$37.5027.9%8.0%15.2%19.6%28.6%1.1%1.7%430.0K-34.4M-68.7K0.4161.07N/AN/A92838023,42316,125
2021-08-23$38.86$37.5027.2%7.8%14.6%18.1%28.0%1.7%1.8%568.5K-13.8M-69.4K0.4059.99N/AN/A3821538,3126,591
2021-08-24$39.00$37.5028.3%8.1%14.6%20.7%28.4%1.3%0.3%566.8K-14.4M-71.5K0.0160.72N/AN/A2,168308,5676,882
2021-08-25$39.50$37.5027.2%7.8%14.3%18.0%27.5%-0.2%1.2%646.3K-16.4M-72.3K0.0462.49N/AN/A984398,7646,986
2021-08-26$39.41$37.5027.3%7.8%14.4%18.3%27.3%-1.6%1.4%944.7K-19.6M-80.4K0.0376.57N/AN/A7,67721510,5487,005
2021-08-27$39.36$37.5026.1%7.5%14.4%15.5%26.1%0.4%2.3%1.0M-19.5M-82.8K0.2768.36N/AN/A3629811,1397,013
2021-08-30$39.91$37.5025.7%7.4%14.9%14.6%25.9%1.3%2.1%1.7M-27.9M-116.2K0.0977.75N/AN/A4333717,6347,144
2021-08-31$39.51$37.5026.0%7.5%15.5%15.4%26.1%-0.0%2.0%1.6M-25.4M-115.7K0.0573.27N/AN/A4062017,7427,181