AVTR Options History — February 2022

In February 2022, AVTR traded between $33.17 and $38.42. ATM implied volatility averaged 38.4%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 4.9% (HV 20d: 33.5%). Max pain ranged from $35.00 to $37.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.97.

Notable Days

2022-02-23: Highest Volume — 7,485 contracts
2022-02-04: Largest IV drop — 26.9% change
2022-02-03: Highest IV Rank — 100.0%
2022-02-02: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.90	$33.17	$38.42	$37.90	$34.48
Max Pain	$35.92	$35.00	$37.50	$37.50	$35.00
ATM IV	38.4%	33.0%	50.4%	45.2%	39.5%
Expected Move	10.8%	9.5%	13.7%	13.0%	11.3%
HV 20d	33.5%	30.0%	40.1%	40.1%	34.7%
HV 60d	32.3%	31.7%	34.0%	31.9%	34.0%
IV Rank	60.3%	43.9%	100.0%	73.8%	65.0%
IV Percentile	76.1%	46.4%	100.0%	96.8%	88.5%
Term Structure	-0.8%	-8.4%	2.0%	-6.4%	-2.0%
VWIV	38.2%	33.3%	50.0%	45.9%	39.5%
Skew 25d	2.7%	-0.9%	4.9%	2.5%	0.2%
Skew 10d	4.7%	-9.3%	10.2%	6.4%	0.5%
Call IV 25d	37.3%	33.4%	46.6%	46.2%	41.3%
Put IV 25d	39.9%	34.9%	50.4%	48.7%	41.5%
Bid-Ask Spread %	58.96	35.77	78.16	37.82	65.28
Gamma HHI	0.42	0.29	0.61	0.56	0.30
Net GEX	2.0M	1.2M	3.0M	2.2M	2.2M
Net DEX	-23.0M	-42.8M	-4.9M	-37.2M	-18.5M
Net VEX	-194.9K	-227.6K	-160.9K	-223.9K	-185.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.10	1.98	0.30	1.75
Total Volume	2,883.053	864	7,485	2,090	2,132
Total OI	41,198.053	36,856	49,563	36,856	38,905

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$37.90	$37.50	45.2%	13.0%	40.1%	73.8%	45.9%	2.5%	-6.4%	2.2M	-37.2M	-223.9K	0.30	37.82	N/A	N/A	1,607	483	29,550	7,306
2022-02-02	$38.42	$37.50	47.8%	13.7%	39.3%	81.2%	50.0%	3.7%	-8.4%	2.4M	-42.8M	-227.6K	1.73	52.45	N/A	N/A	907	1,571	30,118	7,328
2022-02-03	$37.69	$35.00	50.4%	11.6%	37.9%	100.0%	40.5%	1.7%	-1.0%	2.1M	-36.0M	-226.3K	0.93	53.62	N/A	N/A	675	630	29,907	8,352
2022-02-04	$36.99	$35.00	36.8%	10.2%	38.3%	56.3%	35.8%	2.5%	0.6%	2.0M	-27.5M	-205.9K	1.43	68.01	N/A	N/A	447	638	30,159	8,336
2022-02-07	$36.55	$37.50	38.7%	10.2%	36.7%	62.5%	35.9%	2.2%	0.3%	1.7M	-22.1M	-196.2K	1.91	35.77	N/A	N/A	297	567	30,091	8,385
2022-02-08	$36.85	$37.50	35.4%	9.9%	32.7%	51.7%	34.6%	2.8%	0.9%	1.8M	-23.6M	-194.5K	0.10	42.45	N/A	N/A	5,135	533	30,128	8,374
2022-02-09	$37.67	$35.00	33.0%	9.5%	33.8%	43.9%	33.3%	1.6%	1.5%	3.0M	-39.7M	-220.9K	0.81	61.54	N/A	N/A	763	615	34,753	8,419
2022-02-10	$37.34	$37.50	33.6%	9.6%	32.0%	45.8%	34.7%	2.7%	2.0%	2.8M	-37.2M	-219.5K	0.83	45.22	N/A	N/A	1,476	1,229	35,030	8,443
2022-02-11	$36.22	$37.50	37.1%	10.6%	30.0%	57.2%	36.4%	3.8%	-0.9%	2.0M	-23.7M	-204.3K	1.72	50.77	N/A	N/A	335	575	35,843	8,962
2022-02-14	$35.48	$37.50	36.9%	10.6%	30.8%	56.5%	36.8%	3.0%	1.2%	1.7M	-17.2M	-188.0K	1.98	68.58	N/A	N/A	311	617	35,851	8,996
2022-02-15	$35.25	$35.00	35.7%	10.2%	30.2%	52.8%	36.3%	4.3%	-0.1%	1.5M	-13.2M	-177.0K	0.45	53.60	N/A	N/A	2,622	1,185	35,907	9,128
2022-02-16	$35.51	$35.00	35.3%	10.1%	30.0%	51.4%	34.9%	3.3%	0.8%	1.6M	-14.2M	-184.8K	0.45	60.40	N/A	N/A	2,081	926	36,104	9,803
2022-02-17	$34.60	$35.00	37.1%	10.6%	31.2%	57.4%	37.2%	4.6%	-1.4%	1.2M	-5.4M	-163.6K	0.17	78.16	N/A	N/A	4,183	703	36,278	9,863
2022-02-18	$34.16	$35.00	35.8%	10.3%	30.4%	53.2%	35.7%	3.3%	-0.2%	1.7M	-4.9M	-164.9K	0.12	72.31	N/A	N/A	4,230	492	39,763	9,800
2022-02-22	$33.99	$35.00	35.5%	10.2%	30.3%	52.0%	35.0%	4.9%	-0.2%	2.1M	-16.0M	-170.7K	1.40	69.85	N/A	N/A	393	549	31,645	6,084
2022-02-23	$33.17	$35.00	39.3%	11.3%	30.5%	64.4%	44.5%	-0.9%	-0.5%	1.7M	-11.9M	-160.9K	0.28	56.70	N/A	N/A	5,845	1,640	31,798	6,254
2022-02-24	$34.46	$35.00	38.7%	11.1%	33.3%	62.3%	40.3%	1.6%	-0.5%	2.1M	-18.5M	-190.0K	0.28	78.04	N/A	N/A	4,898	1,350	30,989	7,502
2022-02-25	$35.45	$35.00	37.5%	10.8%	34.9%	58.5%	37.6%	2.7%	-1.1%	2.6M	-27.0M	-198.8K	1.73	69.71	N/A	N/A	784	1,354	31,087	7,522
2022-02-28	$34.48	$35.00	39.5%	11.3%	34.7%	65.0%	39.5%	0.2%	-2.0%	2.2M	-18.5M	-185.1K	1.75	65.28	N/A	N/A	775	1,357	31,381	7,524