AVTR Options History — October 2021

In October 2021, AVTR traded between $37.08 and $41.53. ATM implied volatility averaged 34.4%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 1.6% (HV 20d: 36.0%). Max pain ranged from $37.50 to $40.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2021-10-20: Highest Volume — 7,720 contracts
  • 2021-10-04: Largest IV spike — 15.7% change
  • 2021-10-12: Highest IV Rank — 53.9%
  • 2021-10-04: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.98$37.08$41.53$41.53$40.42
Max Pain$37.62$37.50$40.00$40.00$37.50
ATM IV34.4%31.1%40.0%31.1%32.2%
Expected Move9.8%8.9%10.3%8.9%9.2%
HV 20d36.0%28.1%42.8%28.2%42.8%
HV 60d25.7%20.6%30.8%20.6%30.8%
IV Rank39.3%30.8%53.9%30.8%33.5%
IV Percentile42.9%29.8%63.5%29.8%34.9%
Term Structure-1.9%-3.6%2.4%2.4%-1.2%
VWIV34.4%31.3%36.7%33.7%31.3%
Skew 25d1.1%-0.3%3.4%2.4%0.0%
Skew 10d0.9%-7.4%7.1%3.8%2.6%
Call IV 25d34.0%30.6%36.8%32.1%30.6%
Put IV 25d35.1%30.7%37.0%34.5%30.7%
Bid-Ask Spread %44.5014.6482.2882.2858.95
Gamma HHI0.350.270.460.450.33
Net GEX1.2M-124.0K2.5M2.1M2.5M
Net DEX-14.7M-33.8M6.8M-31.5M-33.8M
Net VEX-137.6K-185.8K-107.2K-185.8K-145.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.041.881.880.24
Total Volume1,654.2383197,7201,9953,746
Total OI37,978.28632,43841,27539,66938,269

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$41.53$40.0031.1%8.9%28.2%30.8%33.7%2.4%2.4%2.1M-31.5M-185.8K1.8882.28N/AN/A6921,30326,29013,379
2021-10-04$40.35$37.5036.0%10.3%30.1%43.6%36.7%2.2%-2.5%1.5M-19.7M-170.9K1.4549.41N/AN/A49672126,70213,388
2021-10-05$40.60$37.5033.6%9.8%28.1%37.1%34.8%1.2%-1.5%1.8M-23.9M-165.8K0.4130.76N/AN/A2279226,76412,535
2021-10-06$40.68$37.5035.9%9.9%28.1%43.3%35.3%1.5%-1.4%1.8M-23.8M-165.6K0.3630.46N/AN/A2458726,80013,092
2021-10-07$40.94$37.5032.0%9.8%28.2%33.0%33.4%1.2%-2.1%2.0M-26.3M-161.4K0.1814.64N/AN/A5099126,80713,110
2021-10-08$40.60$37.5031.4%9.9%28.2%31.5%34.1%0.1%-1.8%1.8M-22.6M-159.1K0.3757.17N/AN/A37013826,72913,123
2021-10-11$40.50$37.5036.0%9.9%28.2%43.5%33.3%0.1%-2.1%1.6M-20.4M-146.4K0.1349.94N/AN/A3785126,55913,179
2021-10-12$37.15$37.5040.0%10.3%41.0%53.9%35.6%0.7%-3.4%55.5K6.3M-109.6K0.1547.14N/AN/A1,36320526,65813,260
2021-10-13$37.16$37.5035.7%10.2%40.7%42.7%35.5%-0.2%-3.6%-55.5K6.8M-107.2K0.0752.62N/AN/A3,59224826,72113,282
2021-10-14$37.55$37.5035.6%10.2%40.8%42.4%35.4%-0.2%-2.8%-124.0K3.4M-113.7K0.1122.95N/AN/A3403627,40413,139
2021-10-15$38.30$37.5033.8%9.7%41.9%37.7%34.2%1.2%-1.4%811.4K-1.8M-115.9K0.4136.16N/AN/A1,36756028,05313,222
2021-10-18$38.49$37.5034.5%9.9%42.0%39.6%33.7%3.4%-2.1%1.0M-12.0M-119.4K0.3831.12N/AN/A36913922,6729,766
2021-10-19$38.14$37.5033.4%9.6%41.8%36.7%33.8%1.1%-2.3%951.3K-11.1M-119.4K0.1746.98N/AN/A2964923,48310,265
2021-10-20$38.53$37.5033.9%9.7%40.1%37.9%34.3%1.0%-1.0%1.1M-13.5M-124.8K0.0439.51N/AN/A7,38833223,67610,345
2021-10-21$38.67$37.5033.6%9.6%40.3%37.3%33.3%1.4%-1.3%1.4M-19.1M-142.5K0.3256.37N/AN/A1,14337025,51210,381
2021-10-22$38.20$37.5034.6%9.9%40.2%39.7%34.2%1.2%-2.3%1.2M-15.1M-132.6K0.2747.21N/AN/A1,14530425,41110,418
2021-10-25$37.85$37.5034.4%9.9%37.5%39.3%34.3%0.7%-2.4%1.1M-12.8M-125.3K0.4945.46N/AN/A71935525,32010,452
2021-10-26$37.77$37.5035.6%10.2%35.4%42.4%34.7%2.0%-2.3%986.0K-11.5M-122.3K0.1238.89N/AN/A2,57132025,33310,531
2021-10-27$37.08$37.5035.2%10.1%35.4%41.3%36.1%-0.3%-2.0%1.1M-10.9M-126.1K0.9345.57N/AN/A56552627,13110,569
2021-10-28$38.17$37.5033.9%9.7%37.2%38.0%34.1%2.8%-2.6%1.4M-15.6M-129.8K0.3650.93N/AN/A95034127,19910,615
2021-10-29$40.42$37.5032.2%9.2%42.8%33.5%31.3%0.0%-1.2%2.5M-33.8M-145.5K0.2458.95N/AN/A3,02871827,60110,668