AVTR Options History — July 2022

In July 2022, AVTR traded between $28.03 and $32.47. ATM implied volatility averaged 39.7%, 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 2.3% (HV 20d: 37.4%). Max pain ranged from $27.50 to $32.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.51.

Notable Days

  • 2022-07-14: Highest Volume — 10,785 contracts
  • 2022-07-29: Largest IV drop — 21.4% change
  • 2022-07-15: Highest IV Rank — 87.8%
  • 2022-07-15: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.40$28.03$32.47$31.51$28.94
Max Pain$29.00$27.50$32.50$32.50$30.00
ATM IV39.7%32.8%47.9%32.8%33.6%
Expected Move11.6%9.4%13.7%9.4%9.6%
HV 20d37.4%31.1%58.5%35.0%58.5%
HV 60d41.9%40.2%46.7%42.2%46.7%
IV Rank60.6%35.3%87.8%42.2%35.3%
IV Percentile71.9%30.6%97.2%30.6%34.5%
Term Structure-2.1%-6.0%5.7%5.7%-0.2%
VWIV40.4%35.2%45.6%35.2%35.4%
Skew 25d5.3%-0.8%8.6%-0.8%3.9%
Skew 10d11.3%-10.6%19.6%-10.6%7.9%
Call IV 25d38.8%34.5%43.5%37.5%34.5%
Put IV 25d44.1%36.7%49.9%36.7%38.4%
Bid-Ask Spread %71.7242.9582.6582.6551.43
Gamma HHI0.430.260.600.400.60
Net GEX1.8M284.7K3.3M1.1M3.2M
Net DEX-23.9M-76.4M3.8M-10.5M-20.5M
Net VEX-126.7K-182.3K-71.6K-113.4K-148.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.041.970.660.27
Total Volume3,400.461110,7856776,234
Total OI33,813.522,96552,55922,96552,559

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$31.51$32.5032.8%9.4%35.0%42.2%35.2%-0.8%5.7%1.1M-10.5M-113.4K0.6682.65N/AN/A40727016,8376,128
2022-07-05$31.55$30.0037.7%11.5%34.3%57.7%41.0%7.6%-0.6%1.1M-10.6M-110.9K0.7872.19N/AN/A40331316,9116,222
2022-07-06$31.49$30.0037.1%11.6%34.2%55.8%41.1%4.6%-1.5%1.1M-10.2M-108.6K0.7473.88N/AN/A43332016,9196,199
2022-07-07$31.49$30.0034.8%11.3%33.8%48.6%40.1%6.1%-0.2%1.2M-10.2M-107.1K0.6676.86N/AN/A47030916,9596,219
2022-07-08$31.47$30.0033.5%11.0%33.7%44.6%38.2%6.5%0.4%1.2M-9.5M-105.6K0.5274.80N/AN/A40121016,9776,229
2022-07-11$31.21$30.0038.7%12.0%33.2%60.9%37.7%5.6%-3.2%1.2M-8.2M-99.9K0.9078.20N/AN/A56951116,9756,229
2022-07-12$29.47$30.0045.7%12.0%36.8%82.9%43.7%5.8%-2.9%542.6K-396.7K-85.2K1.9779.88N/AN/A43184817,1346,115
2022-07-13$28.85$30.0042.1%12.1%33.5%71.6%41.2%8.6%-3.6%411.2K1.9M-77.9K1.2280.32N/AN/A47958417,1656,242
2022-07-14$28.10$30.0046.0%13.2%33.9%80.8%44.7%6.0%-4.1%284.7K3.8M-71.6K0.0875.58N/AN/A9,98480117,2566,231
2022-07-15$28.69$30.0047.9%13.7%32.7%87.8%45.6%5.9%-5.9%884.3K-8.9M-99.3K0.0467.59N/AN/A10,34538224,8476,236
2022-07-18$28.03$27.5043.9%12.6%31.1%73.2%43.1%4.0%-4.0%1.3M-10.0M-111.8K0.3274.85N/AN/A1,89161128,4756,139
2022-07-19$29.24$27.5038.3%11.0%35.0%52.4%39.0%5.6%-0.2%1.7M-18.5M-128.3K0.0571.26N/AN/A6,16330929,3456,338
2022-07-20$29.33$27.5038.4%11.0%35.0%52.9%39.4%5.6%-1.5%2.2M-27.3M-146.6K0.0772.15N/AN/A4,41232234,0946,356
2022-07-21$31.33$27.5041.3%11.8%42.1%63.6%41.0%4.3%-3.2%2.5M-49.4M-161.1K0.2069.55N/AN/A1,77136235,1996,375
2022-07-22$30.86$27.5040.6%11.6%41.0%61.0%39.2%4.9%-2.3%2.7M-45.5M-160.7K0.4471.33N/AN/A1,01544435,7926,441
2022-07-25$30.91$27.5040.0%11.5%41.0%58.7%38.8%5.7%-2.5%2.9M-46.1M-155.1K0.0972.81N/AN/A6,00756036,0826,564
2022-07-26$31.21$27.5040.2%11.5%40.7%59.5%39.5%5.6%-2.2%3.1M-56.1M-182.3K0.6371.52N/AN/A84152741,3416,849
2022-07-27$31.77$27.5038.3%11.0%40.7%52.7%39.9%4.1%-4.4%3.3M-64.6M-179.5K0.1574.60N/AN/A3,11945841,5057,045
2022-07-28$32.47$27.5042.8%12.3%41.3%69.2%43.7%6.4%-6.0%3.3M-76.4M-180.9K0.3642.95N/AN/A3,3011,19142,4977,244
2022-07-29$28.94$30.0033.6%9.6%58.5%35.3%35.4%3.9%-0.2%3.2M-20.5M-148.0K0.2751.43N/AN/A4,9191,31544,5298,030