AVTR Options History — June 2022

In June 2022, AVTR traded between $29.38 and $33.37. ATM implied volatility averaged 38.0%, placing in the 58.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 1.9% (HV 20d: 39.9%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2022-06-16: Highest Volume — 6,017 contracts
  • 2022-06-10: Largest IV spike — 15.1% change
  • 2022-06-16: Highest IV Rank — 72.2%
  • 2022-06-16: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.28$29.38$33.37$32.05$31.21
Max Pain$32.38$30.00$32.50$30.00$32.50
ATM IV38.0%33.7%42.3%36.0%38.3%
Expected Move10.8%9.7%12.1%10.3%11.0%
HV 20d39.9%34.3%45.0%43.2%38.0%
HV 60d41.8%39.5%43.4%39.5%42.9%
IV Rank58.8%45.1%72.2%52.5%59.4%
IV Percentile70.2%44.4%88.9%63.1%72.2%
Term Structure1.6%-0.7%3.8%-0.7%1.6%
VWIV37.0%32.8%42.2%36.1%32.8%
Skew 25d4.5%1.5%7.4%3.1%3.4%
Skew 10d8.1%-1.2%24.0%-0.7%-0.6%
Call IV 25d36.1%32.3%41.4%35.7%36.5%
Put IV 25d40.6%37.1%46.3%38.8%39.9%
Bid-Ask Spread %71.5763.6282.9879.4782.98
Gamma HHI0.380.260.470.440.38
Net GEX1.4M382.3K2.7M2.1M970.0K
Net DEX-11.5M-30.3M-447.4K-18.4M-9.1M
Net VEX-115.0K-146.0K-90.6K-136.9K-111.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.031.490.470.22
Total Volume1,490.1435316,0178631,295
Total OI26,757.95220,19531,53629,56622,602

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$32.05$30.0036.0%10.3%43.2%52.5%36.1%3.1%-0.7%2.1M-18.4M-136.9K0.4779.47N/AN/A58827523,6015,965
2022-06-02$33.37$32.5036.2%10.4%45.0%52.8%33.5%5.2%2.1%2.6M-30.3M-146.0K0.3166.10N/AN/A89228023,6505,964
2022-06-03$32.65$32.5037.1%10.5%41.2%55.9%34.6%2.9%2.3%2.4M-24.4M-140.7K0.3370.40N/AN/A88428923,9965,970
2022-06-06$32.35$32.5038.3%10.2%41.1%59.5%34.4%5.2%3.1%2.4M-20.7M-132.6K0.3771.98N/AN/A46217024,1285,978
2022-06-07$32.78$32.5038.5%10.0%34.9%60.1%34.8%4.9%2.3%2.6M-24.2M-134.6K0.3163.62N/AN/A57818124,1705,981
2022-06-08$32.59$32.5035.0%10.0%34.3%49.2%35.2%4.0%2.1%2.7M-22.4M-129.9K0.4264.48N/AN/A45919124,3095,979
2022-06-09$31.95$32.5033.7%9.7%35.2%45.1%33.8%4.8%3.8%2.4M-17.1M-123.6K0.6069.70N/AN/A51030424,1965,972
2022-06-10$30.82$32.5038.8%11.1%37.6%61.1%37.0%4.0%2.5%1.5M-7.1M-109.1K0.3968.54N/AN/A48118624,2795,968
2022-06-13$29.38$32.5041.6%11.9%40.1%69.8%38.3%4.3%0.9%606.2K-516.6K-92.3K0.4470.71N/AN/A47620924,2735,976
2022-06-14$29.89$32.5042.0%12.0%40.6%71.1%41.9%6.5%-0.4%740.1K-1.8M-95.1K0.2871.24N/AN/A70019724,2735,967
2022-06-15$30.84$32.5041.6%11.9%41.6%70.0%41.3%6.5%-0.5%1.4M-5.7M-100.4K0.3274.53N/AN/A68422224,4625,962
2022-06-16$29.71$32.5042.3%12.1%42.1%72.2%42.2%4.9%0.1%382.3K-447.4K-90.6K0.0364.28N/AN/A5,83118624,4506,002
2022-06-17$29.81$32.5040.0%11.5%40.8%65.0%39.1%4.9%0.7%688.2K-4.1M-104.1K0.0378.56N/AN/A5,58318625,5375,999
2022-06-21$29.92$32.5041.1%11.8%40.8%68.5%40.3%4.0%-0.3%532.0K-3.4M-101.8K0.0568.09N/AN/A3,40717814,3665,829
2022-06-22$30.31$32.5039.1%11.2%40.8%62.1%40.1%7.4%-0.3%565.9K-4.2M-102.2K0.3868.93N/AN/A55320914,3695,839
2022-06-23$31.27$32.5036.8%10.5%42.4%54.8%37.3%5.0%2.6%674.9K-8.5M-112.2K0.5378.75N/AN/A34718414,6435,859
2022-06-24$31.34$32.5035.9%10.3%41.5%51.9%35.4%4.3%2.5%700.3K-8.3M-111.2K0.4669.22N/AN/A37717514,6745,862
2022-06-27$31.86$32.5036.1%10.4%40.3%52.7%35.6%4.1%2.5%776.7K-10.4M-112.6K0.0968.18N/AN/A1,84115714,6895,864
2022-06-28$31.28$32.5034.8%10.0%38.7%48.6%35.8%3.3%3.7%928.6K-10.0M-113.4K1.4977.26N/AN/A32348216,1665,867
2022-06-29$31.49$32.5035.8%10.3%37.9%51.8%37.2%1.5%2.2%962.9K-10.0M-113.3K0.4175.88N/AN/A54122016,1756,106
2022-06-30$31.21$32.5038.3%11.0%38.0%59.4%32.8%3.4%1.6%970.0K-9.1M-111.8K0.2282.98N/AN/A1,06023516,4776,125