AVTR Options History — April 2022

In April 2022, AVTR traded between $29.45 and $34.02. ATM implied volatility averaged 40.1%, placing in the 66.7% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 6.4% (HV 20d: 33.8%). Max pain ranged from $30.00 to $37.50. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 2.51.

Notable Days

  • 2022-04-29: Highest Volume — 14,241 contracts
  • 2022-04-29: Largest IV drop — 20.7% change
  • 2022-04-27: Highest IV Rank — 100.0%
  • 2022-04-27: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.38$29.45$34.02$34.02$31.96
Max Pain$33.38$30.00$37.50$37.50$30.00
ATM IV40.1%31.4%51.2%31.4%39.9%
Expected Move11.3%9.5%14.7%9.5%11.4%
HV 20d33.8%21.3%49.6%21.3%49.6%
HV 60d33.2%30.7%37.1%32.2%37.1%
IV Rank66.7%38.9%100.0%38.9%64.5%
IV Percentile82.6%35.3%100.0%35.3%88.9%
Term Structure-2.4%-7.1%2.6%2.6%-2.3%
VWIV39.4%32.3%51.4%33.1%40.0%
Skew 25d4.1%-0.5%7.3%-0.5%2.6%
Skew 10d6.7%-7.6%14.3%-7.6%3.3%
Call IV 25d38.2%32.6%50.3%35.3%40.2%
Put IV 25d42.4%34.8%54.3%34.8%42.7%
Bid-Ask Spread %74.4166.3979.4077.9779.33
Gamma HHI0.280.220.380.290.30
Net GEX455.0K-85.2K2.1M358.7K2.1M
Net DEX5.0M-36.9M18.4M4.2M-36.9M
Net VEX-137.1K-202.6K-96.8K-126.7K-202.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.510.058.803.930.05
Total Volume5,507.52,11214,2412,64014,241
Total OI43,800.534,49562,89034,49562,890

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$34.02$37.5031.4%9.5%21.3%38.9%33.1%-0.5%2.6%358.7K4.2M-126.7K3.9377.97N/AN/A5362,10422,95511,540
2022-04-04$32.90$35.0034.4%9.8%24.4%48.5%32.3%4.3%0.5%-43.2K14.5M-107.4K4.7477.98N/AN/A5532,61922,96712,260
2022-04-05$31.67$35.0037.1%10.2%26.8%57.2%35.7%3.1%-1.5%-85.2K18.4M-96.8K0.6173.28N/AN/A5,2203,19222,98312,021
2022-04-06$31.99$35.0039.5%10.0%24.9%65.0%36.2%3.9%-1.0%279.9K12.8M-125.8K0.4172.98N/AN/A4,6431,91627,90511,696
2022-04-07$32.55$35.0037.5%10.3%25.9%58.4%35.6%3.8%-0.7%448.9K7.1M-146.6K3.0572.12N/AN/A6281,91729,52311,695
2022-04-08$32.15$35.0037.0%10.3%26.2%56.8%36.3%2.4%-1.1%350.6K10.4M-133.5K2.4274.80N/AN/A6671,61529,52211,695
2022-04-11$31.08$35.0040.8%11.0%28.1%69.3%36.2%3.9%-2.9%191.6K15.4M-117.9K2.1273.51N/AN/A7611,61729,52111,997
2022-04-12$30.26$35.0044.4%11.0%28.6%80.8%38.3%2.6%-3.1%133.5K18.2M-109.7K3.1474.40N/AN/A2,6458,31029,62512,179
2022-04-13$31.66$32.5036.1%10.4%33.9%54.2%37.0%6.1%-1.8%166.0K13.6M-144.8K7.9274.05N/AN/A6004,75332,16314,591
2022-04-14$31.28$32.5035.9%10.3%33.3%53.2%36.6%4.0%-1.1%281.6K15.0M-140.1K8.8074.31N/AN/A5404,75232,21814,587
2022-04-18$30.77$32.5039.5%11.3%33.4%64.9%38.0%4.4%-2.3%203.3K6.2M-128.7K2.0074.27N/AN/A7571,51229,34010,509
2022-04-19$31.65$32.5036.8%10.5%35.1%56.2%38.8%6.5%-1.1%237.1K2.8M-134.3K2.5776.05N/AN/A6091,56729,43210,492
2022-04-20$32.80$32.5037.0%10.6%37.6%56.8%34.2%5.2%-1.9%467.0K-3.9M-145.2K0.7476.67N/AN/A1,8721,38329,44210,503
2022-04-21$31.30$32.5039.0%11.2%39.6%63.4%38.5%3.2%-2.5%300.5K2.5M-136.9K2.1478.22N/AN/A6731,43930,74510,487
2022-04-22$30.27$32.5043.3%12.4%41.0%77.3%42.6%5.1%-3.9%280.7K6.7M-126.8K0.3479.40N/AN/A5,0011,72530,77310,722
2022-04-25$30.42$32.5045.7%13.1%41.1%84.8%46.0%6.4%-5.8%480.5K3.4M-137.8K0.4969.75N/AN/A3,3551,63734,78110,629
2022-04-26$29.45$32.5046.3%13.3%41.5%86.9%51.1%7.3%-4.6%622.3K3.6M-138.8K1.1373.87N/AN/A2,5482,87438,07210,629
2022-04-27$29.48$32.5051.2%14.7%41.2%100.0%51.4%3.3%-7.1%624.5K1.7M-153.0K0.2668.93N/AN/A10,8342,78838,58612,705
2022-04-28$29.85$30.0050.2%14.4%41.8%97.1%50.6%5.3%-6.3%1.7M-15.4M-188.2K3.4366.39N/AN/A1,2974,45049,03512,595
2022-04-29$31.96$30.0039.9%11.4%49.6%64.5%40.0%2.6%-2.3%2.1M-36.9M-202.6K0.0579.33N/AN/A13,62561649,50213,388