AVTR Options History — January 2022

In January 2022, AVTR traded between $34.89 and $40.59. ATM implied volatility averaged 40.7%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 4.0% (HV 20d: 36.7%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.62.

Notable Days

  • 2022-01-06: Highest Volume — 7,994 contracts
  • 2022-01-11: Largest IV drop — 22.5% change
  • 2022-01-27: Highest IV Rank — 87.1%
  • 2022-01-27: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.27$34.89$40.59$40.59$37.06
Max Pain$37.75$35.00$40.00$40.00$37.50
ATM IV40.7%31.9%50.0%33.0%47.7%
Expected Move11.6%9.5%14.3%9.5%13.7%
HV 20d36.7%29.7%41.1%29.7%41.1%
HV 60d31.9%29.0%33.9%32.7%31.7%
IV Rank60.6%35.5%87.1%38.7%80.6%
IV Percentile80.2%37.7%98.4%46.0%97.2%
Term Structure-3.5%-9.0%3.8%3.8%-9.0%
VWIV41.2%33.2%54.0%36.6%47.1%
Skew 25d2.2%-1.2%4.9%4.0%3.5%
Skew 10d4.4%-2.7%9.8%7.2%7.7%
Call IV 25d40.3%32.1%50.2%32.8%48.3%
Put IV 25d42.5%35.6%52.1%36.8%51.9%
Bid-Ask Spread %60.2338.7775.3449.4644.43
Gamma HHI0.470.310.640.560.55
Net GEX1.6M677.2K2.5M2.0M1.9M
Net DEX-16.8M-29.4M-4.1M-24.2M-29.4M
Net VEX-161.3K-217.4K-115.8K-141.8K-216.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.095.201.500.39
Total Volume3,994.11,0077,9942,3971,625
Total OI33,971.425,77445,09826,24236,337

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$40.59$40.0033.0%9.5%29.7%38.7%36.6%4.0%3.8%2.0M-24.2M-141.8K1.5049.46N/AN/A9591,43819,6136,629
2022-01-04$39.40$40.0033.5%9.6%31.9%40.2%33.2%3.5%2.5%1.3M-13.7M-130.9K0.5738.77N/AN/A1,19167819,7037,232
2022-01-05$38.05$40.0038.1%10.9%32.0%53.3%42.0%1.4%-5.0%902.1K-7.3M-124.9K0.4250.98N/AN/A2,35698819,8207,242
2022-01-06$37.71$37.5038.1%10.6%31.8%53.2%36.3%1.6%-1.4%677.2K-4.1M-116.7K0.0966.80N/AN/A7,32267218,6507,124
2022-01-07$36.51$37.5038.1%10.5%33.5%53.3%37.1%1.4%-1.8%1.1M-5.2M-128.7K0.1357.14N/AN/A4,04052324,7037,132
2022-01-10$38.23$37.5041.1%10.9%37.8%61.8%38.8%1.5%-2.2%1.5M-15.4M-140.3K0.1068.11N/AN/A5,91560923,3067,119
2022-01-11$38.25$35.0031.9%10.4%37.8%35.5%37.1%0.3%-1.2%1.9M-20.7M-141.8K0.1570.56N/AN/A4,93175625,8887,187
2022-01-12$39.35$37.5035.7%10.2%38.2%46.5%35.9%1.1%-0.9%2.1M-28.1M-129.9K0.6663.40N/AN/A1,25883424,1117,383
2022-01-13$37.66$37.5036.3%10.4%39.4%48.2%37.6%-1.2%0.3%1.4M-11.6M-116.5K0.5461.29N/AN/A1,26769023,8077,478
2022-01-14$37.62$37.5038.2%11.0%39.4%53.6%38.1%1.2%-3.2%1.4M-10.1M-115.8K0.1259.30N/AN/A4,67057623,8497,648
2022-01-18$36.91$37.5040.4%11.6%39.6%59.7%40.6%1.6%-5.7%1.5M-8.6M-125.0K0.1261.04N/AN/A6,78981327,0257,676
2022-01-19$37.32$37.5038.8%11.1%39.8%55.2%37.9%2.2%-5.1%2.0M-15.9M-152.9K0.1263.67N/AN/A7,04981830,2577,802
2022-01-20$37.12$37.5038.0%10.9%37.2%52.9%36.7%2.1%-1.8%2.5M-24.1M-208.8K0.5157.65N/AN/A1,62583136,2047,848
2022-01-21$36.23$37.5042.1%12.1%37.8%64.7%41.3%2.1%-5.2%1.7M-14.4M-196.7K0.2664.41N/AN/A4,2791,12037,1917,907
2022-01-24$36.33$37.5046.9%13.4%37.5%78.2%54.0%4.9%-4.8%1.9M-27.7M-217.4K5.2064.18N/AN/A5182,69230,8895,128
2022-01-25$35.51$37.5048.9%14.0%37.1%83.9%44.3%4.9%-6.1%1.6M-21.2M-214.1K0.8075.34N/AN/A56144630,9087,272
2022-01-26$34.89$37.5047.8%13.7%37.2%80.8%52.2%3.5%-9.0%1.5M-17.8M-204.6K0.1168.57N/AN/A4,21944530,9807,269
2022-01-27$34.89$37.5050.0%14.3%36.9%87.1%50.1%1.3%-7.3%1.3M-15.6M-196.3K0.4847.89N/AN/A91143629,1997,280
2022-01-28$35.87$37.5049.1%14.1%38.7%84.6%48.1%2.8%-7.0%1.6M-21.4M-206.7K0.1771.61N/AN/A2,60043229,3507,282
2022-01-31$37.06$37.5047.7%13.7%41.1%80.6%47.1%3.5%-9.0%1.9M-29.4M-216.6K0.3944.43N/AN/A1,16645929,0547,283