AVTR Options History — August 2022

In August 2022, AVTR traded between $24.96 and $29.48. ATM implied volatility averaged 33.6%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 14.8% (HV 20d: 48.4%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.86.

Notable Days

2022-08-17: Highest Volume — 12,163 contracts
2022-08-22: Largest IV spike — 20.3% change
2022-08-09: Highest IV Rank — 47.4%
2022-08-22: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.40	$24.96	$29.48	$29.48	$24.96
Max Pain	$28.80	$27.50	$30.00	$27.50	$27.50
ATM IV	33.6%	28.4%	36.9%	35.2%	35.3%
Expected Move	9.5%	8.2%	10.4%	10.1%	10.1%
HV 20d	48.4%	23.8%	59.0%	58.9%	23.8%
HV 60d	43.2%	41.2%	46.6%	46.6%	41.2%
IV Rank	35.2%	16.1%	47.4%	41.1%	41.6%
IV Percentile	33.8%	6.7%	58.3%	45.2%	43.3%
Term Structure	2.5%	-2.3%	6.6%	-2.3%	1.2%
VWIV	32.2%	28.6%	37.9%	36.6%	37.9%
Skew 25d	4.6%	1.3%	9.8%	5.1%	5.4%
Skew 10d	7.1%	-6.9%	21.5%	2.4%	7.3%
Call IV 25d	31.3%	25.9%	36.1%	33.8%	34.1%
Put IV 25d	35.9%	31.6%	39.5%	38.9%	39.5%
Bid-Ask Spread %	64.96	21.06	85.61	67.98	45.22
Gamma HHI	0.68	0.54	0.80	0.58	0.80
Net GEX	2.5M	770.1K	4.2M	4.0M	855.4K
Net DEX	-7.5M	-32.2M	5.8M	-32.2M	3.6M
Net VEX	-105.4K	-165.5K	-66.8K	-159.1K	-73.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.00	6.81	0.19	0.26
Total Volume	2,891.13	100	12,163	9,620	5,041
Total OI	54,569.87	41,747	71,433	55,776	46,715

Daily Data (23 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
2022-08-01	$29.48	$27.50	35.2%	10.1%	58.9%	41.1%	36.6%	5.1%	-2.3%	4.0M	-32.2M	-159.1K	0.19	67.98	N/A	N/A	8,099	1,521	46,947	8,829
2022-08-02	$29.31	$30.00	34.3%	9.8%	58.8%	37.6%	33.2%	3.0%	-1.7%	4.2M	-32.1M	-165.5K	1.36	36.45	N/A	N/A	1,073	1,458	49,710	9,230
2022-08-03	$28.85	$30.00	32.4%	9.3%	59.0%	30.9%	33.6%	3.4%	-0.4%	3.9M	-21.4M	-150.8K	1.05	28.55	N/A	N/A	1,197	1,257	49,731	9,229
2022-08-04	$28.57	$30.00	35.7%	10.2%	59.0%	43.0%	33.9%	4.9%	2.6%	3.5M	-16.3M	-139.2K	1.10	57.57	N/A	N/A	940	1,038	49,839	9,404
2022-08-05	$28.45	$30.00	34.9%	9.4%	59.0%	40.1%	29.7%	4.5%	3.7%	3.5M	-12.5M	-129.5K	0.25	54.69	N/A	N/A	1,843	455	50,035	9,484
2022-08-08	$28.46	$30.00	36.2%	9.8%	59.0%	44.9%	32.7%	4.2%	3.3%	3.6M	-12.9M	-124.7K	0.98	55.52	N/A	N/A	465	456	51,153	9,498
2022-08-09	$27.80	$30.00	36.9%	9.4%	56.1%	47.4%	32.6%	3.5%	3.9%	2.4M	-3.2M	-109.3K	0.02	72.51	N/A	N/A	272	5	51,131	9,468
2022-08-10	$28.51	$30.00	33.8%	9.7%	56.5%	35.8%	31.7%	5.5%	4.2%	3.7M	-10.5M	-116.9K	0.00	69.43	N/A	N/A	10,281	6	51,331	9,470
2022-08-11	$28.59	$30.00	33.7%	9.7%	55.7%	35.5%	32.0%	4.4%	4.8%	3.4M	-10.2M	-113.7K	0.03	80.16	N/A	N/A	476	14	47,955	9,468
2022-08-12	$28.55	$30.00	32.0%	9.2%	55.2%	29.3%	28.8%	4.3%	6.0%	3.4M	-8.6M	-107.9K	0.04	71.18	N/A	N/A	96	4	48,142	9,468
2022-08-15	$28.77	$30.00	30.9%	8.9%	54.6%	25.1%	30.4%	2.1%	4.9%	3.8M	-10.4M	-102.0K	0.01	21.06	N/A	N/A	1,769	13	48,130	9,469
2022-08-16	$28.21	$30.00	31.6%	9.1%	52.8%	27.7%	29.4%	4.0%	5.8%	1.7M	-758.6K	-87.3K	0.01	85.61	N/A	N/A	1,888	21	48,773	9,460
2022-08-17	$27.64	$30.00	29.3%	8.4%	53.2%	19.4%	29.4%	1.3%	6.6%	1.7M	4.6M	-70.7K	0.02	84.07	N/A	N/A	11,959	204	49,586	9,465
2022-08-18	$27.07	$27.50	28.4%	8.2%	46.8%	16.1%	28.6%	3.8%	6.0%	2.2M	-866.4K	-92.6K	0.10	72.51	N/A	N/A	3,272	319	59,171	9,550
2022-08-19	$26.52	$27.50	30.1%	8.6%	47.0%	22.4%	31.6%	4.9%	2.4%	1.7M	2.0M	-89.1K	0.09	72.98	N/A	N/A	3,808	350	61,720	9,713
2022-08-22	$26.13	$27.50	36.2%	10.4%	46.9%	44.9%	32.4%	8.7%	-0.5%	1.7M	-5.7M	-93.2K	2.13	80.54	N/A	N/A	173	369	35,362	6,385
2022-08-23	$25.95	$27.50	35.7%	10.2%	46.4%	42.8%	33.7%	5.4%	0.5%	1.6M	-3.4M	-87.6K	1.48	60.27	N/A	N/A	472	700	35,619	6,514
2022-08-24	$26.02	$27.50	34.6%	9.9%	45.6%	38.9%	30.8%	6.0%	1.7%	1.6M	-3.5M	-89.0K	6.81	80.85	N/A	N/A	166	1,130	35,972	6,869
2022-08-25	$26.55	$27.50	30.5%	8.7%	45.4%	23.8%	30.7%	9.8%	1.8%	2.0M	-7.7M	-101.0K	2.67	80.79	N/A	N/A	126	337	36,099	7,821
2022-08-26	$25.61	$27.50	34.4%	9.9%	25.5%	38.3%	34.8%	4.7%	1.3%	1.3M	929.6K	-83.3K	0.66	71.05	N/A	N/A	169	112	36,180	8,071
2022-08-29	$25.27	$27.50	35.9%	10.3%	23.8%	43.7%	31.9%	4.8%	0.4%	1.0M	3.8M	-72.2K	0.61	78.58	N/A	N/A	430	264	36,271	8,079
2022-08-30	$24.99	$27.50	34.8%	10.0%	23.9%	39.5%	33.3%	2.5%	1.1%	770.1K	5.8M	-66.8K	0.01	66.41	N/A	N/A	2,424	24	36,408	8,183
2022-08-31	$24.96	$27.50	35.3%	10.1%	23.8%	41.6%	37.9%	5.4%	1.2%	855.4K	3.6M	-73.1K	0.26	45.22	N/A	N/A	3,992	1,049	38,561	8,154