AVTR Options History — December 2021

In December 2021, AVTR traded between $38.15 and $42.34. ATM implied volatility averaged 34.1%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 7.9% (HV 20d: 26.3%). Max pain ranged from $37.50 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.92.

Notable Days

  • 2021-12-14: Highest Volume — 4,523 contracts
  • 2021-12-13: Largest IV spike — 15.1% change
  • 2021-12-03: Highest IV Rank — 61.8%
  • 2021-12-03: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.11$38.15$42.34$38.77$42.34
Max Pain$38.52$37.50$40.00$40.00$40.00
ATM IV34.1%28.2%41.1%36.1%28.2%
Expected Move9.6%8.1%11.8%10.4%8.1%
HV 20d26.3%23.6%29.5%24.1%26.3%
HV 60d32.4%31.5%33.8%31.7%31.5%
IV Rank41.9%25.3%61.8%47.7%25.3%
IV Percentile48.3%13.1%84.9%62.3%13.1%
Term Structure2.7%-2.1%6.2%-0.6%6.2%
VWIV33.4%28.9%40.5%36.2%29.7%
Skew 25d2.3%0.9%3.4%1.6%3.1%
Skew 10d4.2%-1.6%11.7%5.3%6.0%
Call IV 25d32.2%27.3%39.2%35.4%27.3%
Put IV 25d34.5%30.2%41.8%37.0%30.3%
Bid-Ask Spread %49.4924.2577.0376.9224.25
Gamma HHI0.470.350.690.360.61
Net GEX2.4M1.4M7.5M1.6M2.6M
Net DEX-26.1M-41.1M-11.6M-19.7M-41.1M
Net VEX-144.8K-159.1K-122.0K-147.1K-147.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.281.701.391.34
Total Volume2,202.6821,1954,5232,1722,019
Total OI25,472.31823,07526,87824,79725,551

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$38.77$40.0036.1%10.4%24.1%47.7%36.2%1.6%-0.6%1.6M-19.7M-147.1K1.3976.92N/AN/A9091,26319,4445,353
2021-12-02$38.99$40.0037.2%10.7%24.1%50.7%37.9%3.1%-2.1%1.6M-21.1M-150.9K0.8877.03N/AN/A1,3501,18819,4305,607
2021-12-03$38.15$40.0041.1%11.8%24.6%61.8%40.5%2.6%-1.6%1.4M-16.2M-144.4K0.9765.69N/AN/A1,2311,19519,9555,751
2021-12-06$38.18$37.5040.1%10.6%23.6%59.1%36.3%3.4%2.4%1.4M-14.9M-140.9K1.6656.02N/AN/A6631,09919,8365,824
2021-12-07$39.50$37.5034.9%9.9%25.6%44.3%33.4%1.7%2.4%2.0M-23.6M-147.4K1.2835.74N/AN/A74795619,8445,828
2021-12-08$39.90$37.5033.9%9.6%25.8%41.2%33.0%2.4%1.9%2.2M-25.7M-145.5K1.2847.38N/AN/A74194919,6545,870
2021-12-09$39.88$37.5034.9%9.6%25.0%44.1%33.3%1.9%2.5%2.2M-25.9M-144.9K0.5352.80N/AN/A1,9371,01719,7425,890
2021-12-10$39.45$37.5033.0%9.5%25.4%38.8%33.6%2.0%3.7%2.4M-21.7M-139.7K0.6546.63N/AN/A1,5801,02320,2605,940
2021-12-13$39.33$37.5038.0%9.6%25.2%52.9%34.0%2.8%2.6%2.5M-20.2M-131.9K1.7027.72N/AN/A6271,06620,3045,994
2021-12-14$38.37$37.5039.6%10.0%26.5%57.5%34.4%1.9%2.2%1.7M-11.6M-122.0K0.2856.41N/AN/A3,53199220,3426,033
2021-12-15$39.65$37.5034.2%9.8%27.0%42.3%34.7%2.1%2.3%3.0M-24.7M-138.3K1.2551.91N/AN/A65982720,7756,042
2021-12-16$39.60$37.5034.5%9.9%26.8%43.0%34.6%2.7%1.7%3.5M-23.4M-135.3K1.3141.49N/AN/A71593520,7686,048
2021-12-17$39.99$37.5033.1%9.5%27.0%39.2%32.9%1.3%3.0%7.5M-27.7M-134.6K0.5862.67N/AN/A2,1001,22120,8026,076
2021-12-20$39.54$37.5035.2%10.1%27.2%45.0%34.8%0.9%2.6%1.4M-19.9M-144.0K0.8342.65N/AN/A1,04186117,7185,357
2021-12-21$40.95$37.5034.3%9.8%29.5%42.4%33.5%2.5%3.2%1.8M-28.8M-152.9K0.5448.85N/AN/A1,8531,00718,0235,463
2021-12-22$41.00$37.5031.8%9.1%27.4%35.2%31.3%2.8%5.1%1.9M-28.9M-152.9K0.5752.08N/AN/A1,9001,07518,3995,735
2021-12-23$41.36$40.0030.6%8.8%27.1%31.8%30.7%2.3%4.9%2.0M-32.7M-159.1K0.5139.45N/AN/A1,26264719,1786,025
2021-12-27$41.95$40.0031.0%8.9%27.4%33.1%31.1%2.0%4.4%2.2M-37.5M-155.0K0.6052.79N/AN/A1,09165819,2656,085
2021-12-28$41.49$40.0030.2%8.7%27.9%30.8%30.3%2.8%4.2%2.2M-33.3M-151.8K0.5554.39N/AN/A1,10860719,2936,130
2021-12-29$41.77$40.0029.3%8.4%27.7%28.4%29.3%3.0%4.9%2.4M-35.1M-150.5K0.5937.04N/AN/A1,01260219,1506,156
2021-12-30$42.17$40.0029.4%8.4%26.3%28.5%28.9%2.1%4.6%2.5M-39.4M-148.5K0.9638.75N/AN/A61158419,2846,167
2021-12-31$42.34$40.0028.2%8.1%26.3%25.3%29.7%3.1%6.2%2.6M-41.1M-147.2K1.3424.25N/AN/A8621,15719,3556,196