AVTR Options History — September 2021

In September 2021, AVTR traded between $39.97 and $44.01. ATM implied volatility averaged 29.3%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 10.5% (HV 20d: 18.8%). Max pain ranged from $37.50 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2021-09-13: Highest Volume — 10,970 contracts
  • 2021-09-28: Largest IV spike — 20.0% change
  • 2021-09-30: Highest IV Rank — 43.8%
  • 2021-09-30: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.09$39.97$44.01$39.97$41.10
Max Pain$39.05$37.50$40.00$37.50$40.00
ATM IV29.3%24.1%36.1%25.8%36.1%
Expected Move8.5%7.4%10.4%7.4%10.4%
HV 20d18.8%14.3%28.9%15.8%28.6%
HV 60d17.8%16.3%21.0%19.0%20.6%
IV Rank25.3%10.8%43.8%14.8%43.8%
IV Percentile17.3%0.4%47.2%2.8%47.2%
Term Structure1.9%-2.5%3.9%1.8%-2.5%
VWIV29.6%25.7%34.4%25.7%34.4%
Skew 25d1.9%-0.3%4.2%1.9%2.9%
Skew 10d3.4%-0.0%8.9%2.6%4.1%
Call IV 25d29.0%26.0%33.7%26.0%32.9%
Put IV 25d31.0%27.9%35.8%27.9%35.8%
Bid-Ask Spread %64.4415.6677.5248.8874.96
Gamma HHI0.470.320.700.350.46
Net GEX2.7M1.5M6.0M1.8M2.1M
Net DEX-43.2M-62.0M-21.1M-28.2M-29.1M
Net VEX-158.9K-191.2K-115.5K-115.5K-179.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.021.830.230.11
Total Volume2,433.8136310,970452762
Total OI33,497.8125,10143,72125,10138,411

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$39.97$37.5025.8%7.4%15.8%14.8%25.7%1.9%1.8%1.8M-28.2M-115.5K0.2348.88N/AN/A3678517,8997,202
2021-09-02$40.66$37.5025.3%7.7%16.6%13.6%27.4%1.5%3.9%2.0M-32.8M-116.2K0.0270.89N/AN/A4,2908617,9387,214
2021-09-03$40.78$37.5024.1%7.8%16.6%10.8%26.8%1.0%3.1%2.1M-34.1M-115.9K0.2319.89N/AN/A3297518,0177,249
2021-09-07$42.01$37.5027.1%8.0%19.0%17.9%28.6%1.1%2.6%2.5M-47.3M-137.0K0.0763.62N/AN/A1,2198221,6637,734
2021-09-08$41.90$37.5028.5%8.2%19.2%21.0%29.1%1.7%2.3%2.5M-46.5M-138.9K0.0515.66N/AN/A2,45011421,8768,257
2021-09-09$42.01$37.5028.3%8.1%17.6%23.3%28.5%1.2%2.7%2.5M-47.6M-138.0K0.3662.81N/AN/A61321822,2288,249
2021-09-10$42.28$37.5028.1%8.1%16.7%22.8%28.5%0.6%2.8%3.0M-51.6M-141.9K0.0765.65N/AN/A3,84625723,1978,289
2021-09-13$42.25$37.5030.6%8.8%16.6%29.4%32.3%3.0%1.5%2.7M-50.3M-142.8K1.8373.84N/AN/A3,8727,09823,4288,439
2021-09-14$42.22$40.0029.8%8.6%16.2%27.4%29.7%2.6%1.8%3.0M-48.2M-150.9K0.9576.51N/AN/A2,3942,27124,2668,650
2021-09-15$42.66$40.0030.5%8.7%16.4%29.1%30.5%2.0%1.3%4.8M-58.0M-158.4K0.0866.53N/AN/A6835727,36515,015
2021-09-16$42.98$40.0028.6%8.2%14.3%24.1%30.1%2.0%2.3%5.5M-59.1M-181.3K1.0671.33N/AN/A62966726,81916,874
2021-09-17$42.90$40.0029.5%8.5%14.4%26.5%30.6%2.8%3.2%6.0M-62.0M-178.4K0.4771.80N/AN/A1,37064026,83316,888
2021-09-20$42.43$40.0030.1%8.6%15.4%28.1%29.3%3.6%2.8%1.7M-35.5M-176.4K0.0965.17N/AN/A1,95118020,37110,338
2021-09-21$42.72$40.0030.9%8.9%15.2%30.1%30.9%2.1%1.2%1.9M-38.9M-181.7K0.2069.96N/AN/A3026121,40510,887
2021-09-22$44.01$40.0028.9%8.3%17.6%25.0%28.8%2.1%2.3%2.5M-51.3M-186.0K0.0874.68N/AN/A2,86822722,84710,958
2021-09-23$43.89$40.0027.5%7.9%17.6%21.1%27.3%1.8%3.2%2.5M-50.9M-183.5K0.1954.37N/AN/A75414122,98610,985
2021-09-24$43.97$40.0026.7%7.7%17.5%19.2%27.3%1.2%2.9%2.7M-51.9M-191.2K0.2775.96N/AN/A57415723,69311,150
2021-09-27$42.00$40.0028.9%8.3%25.2%24.9%29.1%-0.3%2.5%2.2M-35.7M-179.2K0.1375.80N/AN/A2,56834124,01011,222
2021-09-28$40.41$40.0034.6%9.9%28.9%40.0%32.2%4.2%-0.9%1.5M-21.1M-167.1K0.2777.38N/AN/A3,39492024,13911,326
2021-09-29$40.81$40.0034.5%9.9%28.8%39.6%34.4%1.7%0.1%1.8M-26.1M-176.7K1.4977.52N/AN/A8821,31625,44911,688
2021-09-30$41.10$40.0036.1%10.4%28.6%43.8%34.4%2.9%-2.5%2.1M-29.1M-179.8K0.1174.96N/AN/A6847826,25112,160