AVTR Options History — May 2022

In May 2022, AVTR traded between $29.31 and $32.90. ATM implied volatility averaged 41.4%, placing in the 69.3% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 7.9% (HV 20d: 49.3%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2022-05-16: Highest Volume — 10,243 contracts
  • 2022-05-05: Largest IV spike — 14.6% change
  • 2022-05-10: Highest IV Rank — 87.2%
  • 2022-05-12: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.97$29.31$32.90$31.32$32.13
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV41.4%34.6%47.1%41.5%37.4%
Expected Move11.7%9.9%12.8%11.9%10.7%
HV 20d49.3%43.0%54.3%49.9%43.2%
HV 60d39.5%37.0%40.9%37.1%39.6%
IV Rank69.3%48.1%87.2%69.7%56.6%
IV Percentile85.4%53.6%96.0%92.1%71.8%
Term Structure-1.4%-4.0%0.6%-2.7%-1.9%
VWIV40.2%32.8%44.9%44.0%34.8%
Skew 25d4.8%1.8%7.0%7.0%6.0%
Skew 10d9.7%-0.1%16.8%14.3%0.4%
Call IV 25d39.0%32.2%43.7%40.1%34.9%
Put IV 25d43.7%36.4%48.0%47.1%40.8%
Bid-Ask Spread %68.4951.9677.4256.9575.17
Gamma HHI0.370.310.440.310.43
Net GEX2.3M1.4M3.2M2.6M2.0M
Net DEX-19.5M-46.3M-4.1M-33.9M-19.8M
Net VEX-159.6K-208.8K-130.3K-208.8K-140.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.021.530.430.37
Total Volume1,700.14380010,2431,5201,045
Total OI57,880.66728,14871,15770,21829,500

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$31.32$30.0041.5%11.9%49.9%69.7%44.0%7.0%-2.7%2.6M-33.9M-208.8K0.4356.95N/AN/A1,06545556,78913,429
2022-05-03$31.56$30.0039.8%11.4%48.8%64.4%41.1%5.0%-1.3%2.7M-36.9M-206.6K0.6566.94N/AN/A79651956,77313,412
2022-05-04$32.17$30.0037.6%10.8%47.4%57.5%36.4%1.8%-1.5%2.8M-46.3M-205.4K0.5873.80N/AN/A86950156,77113,475
2022-05-05$30.52$30.0043.1%11.9%50.9%74.8%39.8%5.4%-1.3%2.5M-20.1M-185.1K0.4851.96N/AN/A1,08251556,84513,486
2022-05-06$31.02$30.0043.3%11.7%50.9%75.3%39.2%6.0%-0.3%2.7M-27.5M-189.3K0.5759.33N/AN/A86849856,93413,397
2022-05-09$29.31$30.0046.7%12.2%54.3%85.9%42.1%5.1%-2.0%2.1M-4.1M-152.4K0.6363.59N/AN/A82151857,02713,391
2022-05-10$30.08$30.0047.1%12.4%54.2%87.2%41.6%3.8%-1.5%2.5M-14.6M-162.6K0.2860.11N/AN/A79922657,02513,332
2022-05-11$29.91$30.0043.7%12.5%53.4%76.5%44.6%3.4%-1.7%2.5M-12.3M-158.1K0.2866.77N/AN/A75421057,05313,377
2022-05-12$29.59$30.0044.7%12.8%50.7%79.6%44.9%4.3%-1.9%2.4M-7.4M-149.1K0.2464.98N/AN/A84620357,12813,391
2022-05-13$30.45$30.0043.1%12.4%51.8%74.8%41.8%4.1%-0.9%2.9M-18.7M-156.4K0.1771.55N/AN/A1,16919557,19013,385
2022-05-16$30.58$30.0040.6%11.6%51.5%66.7%41.0%4.3%0.6%3.2M-20.1M-153.0K0.0272.38N/AN/A10,03021357,80313,354
2022-05-17$31.20$30.0041.5%11.9%51.0%69.7%38.8%5.2%-1.7%2.6M-20.7M-155.4K0.3375.48N/AN/A1,45148053,51513,352
2022-05-18$30.21$30.0043.0%12.3%50.3%74.5%42.8%5.5%-1.5%2.7M-5.3M-137.3K0.7072.68N/AN/A47132953,39013,611
2022-05-19$31.06$30.0043.2%12.4%48.8%74.9%42.5%3.9%-4.0%2.6M-16.9M-147.1K1.2068.30N/AN/A36343753,64713,616
2022-05-20$30.98$30.0043.6%12.5%47.3%76.4%41.9%5.2%-2.3%1.4M-19.3M-140.1K0.8972.80N/AN/A52146553,65313,328
2022-05-23$31.40$30.0040.1%11.5%47.4%65.2%37.4%4.8%-1.9%1.6M-16.6M-141.3K0.1675.96N/AN/A1,81728222,5115,637
2022-05-24$31.51$30.0038.3%11.0%45.7%59.6%40.7%5.4%-0.5%1.6M-15.6M-139.2K1.5371.28N/AN/A44267722,5985,647
2022-05-25$30.77$30.0040.7%11.7%46.7%67.0%39.0%4.3%-1.3%1.4M-10.7M-130.3K0.7770.49N/AN/A87567122,6385,954
2022-05-26$31.77$30.0035.6%10.2%47.8%51.1%37.3%5.1%0.2%1.8M-16.3M-141.9K0.6977.42N/AN/A55038023,0955,955
2022-05-27$32.90$30.0034.6%9.9%43.0%48.1%32.8%4.2%0.5%2.2M-26.6M-151.9K0.2970.23N/AN/A1,00429123,1185,962
2022-05-31$32.13$30.0037.4%10.7%43.2%56.6%34.8%6.0%-1.9%2.0M-19.8M-140.6K0.3775.17N/AN/A76328223,5395,961