AVTR Options History — September 2022

In September 2022, AVTR traded between $19.67 and $26.16. ATM implied volatility averaged 38.5%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 0.4% (HV 20d: 38.9%). Max pain ranged from $20.00 to $27.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2022-09-13: Highest Volume — 6,921 contracts
2022-09-13: Largest IV spike — 50.7% change
2022-09-13: Highest IV Rank — 100.0%
2022-09-26: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.79	$19.67	$26.16	$24.78	$19.67
Max Pain	$23.57	$20.00	$27.50	$27.50	$20.00
ATM IV	38.5%	32.5%	60.6%	35.1%	36.9%
Expected Move	10.7%	9.3%	13.1%	10.1%	10.6%
HV 20d	38.9%	23.8%	48.0%	23.8%	48.0%
HV 60d	43.2%	39.4%	45.4%	41.0%	45.4%
IV Rank	38.5%	17.3%	100.0%	40.9%	26.8%
IV Percentile	56.8%	18.3%	100.0%	41.3%	54.4%
Term Structure	3.8%	0.1%	8.5%	1.0%	8.5%
VWIV	35.4%	17.0%	45.4%	24.1%	36.9%
Skew 25d	5.9%	0.9%	14.0%	14.0%	0.9%
Skew 10d	10.2%	-0.3%	24.3%	22.9%	-0.3%
Call IV 25d	34.8%	25.1%	41.7%	25.1%	39.7%
Put IV 25d	40.7%	36.4%	48.6%	39.1%	40.6%
Bid-Ask Spread %	50.10	14.41	77.20	60.41	51.97
Gamma HHI	0.46	0.33	0.74	0.54	0.51
Net GEX	943.8K	320.2K	2.4M	962.8K	1.2M
Net DEX	71.3K	-19.5M	11.1M	200.0K	-1.4M
Net VEX	-71.2K	-94.0K	-47.0K	-80.1K	-65.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.02	2.96	2.96	0.07
Total Volume	2,957.571	202	6,921	831	2,994
Total OI	50,433.286	33,579	64,250	49,611	57,474

Daily Data (21 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
2022-09-01	$24.78	$27.50	35.1%	10.1%	23.8%	40.9%	24.1%	14.0%	1.0%	962.8K	200.0K	-80.1K	2.96	60.41	N/A	N/A	210	621	41,602	8,009
2022-09-02	$24.48	$27.50	34.6%	9.9%	23.8%	38.9%	34.6%	8.0%	1.2%	740.5K	2.7M	-73.5K	0.15	53.56	N/A	N/A	388	58	41,563	8,214
2022-09-06	$24.51	$25.00	39.4%	10.9%	23.8%	56.5%	36.4%	5.0%	2.0%	724.5K	2.7M	-71.0K	0.91	70.94	N/A	N/A	626	569	41,790	8,246
2022-09-07	$25.05	$25.00	34.2%	9.8%	25.2%	30.8%	34.1%	4.2%	5.4%	833.6K	659.4K	-74.5K	0.07	46.87	N/A	N/A	5,194	373	41,799	8,181
2022-09-08	$25.73	$25.00	33.5%	10.4%	25.4%	28.0%	35.3%	5.1%	3.0%	1.8M	-15.4M	-94.0K	1.08	41.34	N/A	N/A	343	371	46,825	6,710
2022-09-09	$25.84	$25.00	32.5%	10.1%	25.5%	23.5%	33.4%	5.0%	3.2%	1.9M	-16.2M	-93.9K	0.82	67.51	N/A	N/A	353	290	46,877	6,965
2022-09-12	$26.16	$25.00	40.2%	10.0%	26.2%	55.3%	33.7%	5.0%	4.0%	2.4M	-19.5M	-93.1K	1.89	64.36	N/A	N/A	1,625	3,065	46,992	7,110
2022-09-13	$23.72	$25.00	60.6%	11.1%	41.9%	100.0%	36.4%	4.2%	2.6%	362.0K	6.3M	-72.1K	0.44	77.20	N/A	N/A	4,810	2,111	47,738	10,186
2022-09-14	$23.99	$25.00	33.2%	9.5%	42.4%	19.2%	33.8%	4.6%	6.2%	1.2M	1.7M	-84.8K	1.10	69.69	N/A	N/A	96	106	50,317	11,383
2022-09-15	$23.98	$25.00	32.6%	9.3%	42.2%	17.3%	17.0%	6.1%	6.6%	1.2M	2.7M	-75.4K	0.07	56.17	N/A	N/A	2,695	201	50,385	11,393
2022-09-16	$22.38	$22.50	35.6%	10.2%	47.4%	26.2%	35.2%	2.0%	3.8%	556.5K	11.1M	-63.8K	0.46	52.05	N/A	N/A	2,587	1,195	53,030	11,220
2022-09-19	$22.24	$22.50	35.3%	10.1%	47.2%	25.4%	35.2%	4.9%	3.6%	747.5K	1.7M	-59.5K	0.02	52.00	N/A	N/A	6,413	127	26,669	6,910
2022-09-20	$21.87	$22.50	36.6%	10.5%	47.3%	29.3%	34.4%	6.0%	5.5%	961.3K	-2.5M	-75.6K	1.21	48.18	N/A	N/A	806	977	35,001	6,921
2022-09-21	$21.36	$22.50	37.3%	10.7%	47.6%	31.3%	37.6%	10.2%	3.5%	758.6K	1.5M	-65.7K	0.67	44.84	N/A	N/A	732	489	35,235	7,585
2022-09-22	$21.05	$22.50	40.8%	11.7%	47.3%	41.7%	37.6%	7.9%	4.1%	655.2K	3.4M	-63.8K	2.07	46.38	N/A	N/A	427	886	35,360	8,023
2022-09-23	$20.60	$22.50	42.5%	12.2%	46.1%	46.5%	40.2%	5.8%	3.0%	514.0K	5.8M	-60.0K	0.21	28.32	N/A	N/A	505	106	35,326	8,868
2022-09-26	$20.58	$22.50	45.9%	13.1%	45.4%	56.5%	45.4%	6.9%	0.1%	498.1K	5.7M	-57.5K	0.53	14.41	N/A	N/A	874	464	35,362	8,745
2022-09-27	$19.95	$22.50	41.0%	11.7%	45.9%	39.3%	41.0%	4.5%	4.2%	320.2K	8.7M	-47.0K	0.12	26.76	N/A	N/A	4,826	563	35,375	8,883
2022-09-28	$20.42	$20.00	41.5%	11.9%	47.6%	41.0%	41.2%	6.6%	3.0%	707.5K	2.3M	-57.5K	0.09	20.31	N/A	N/A	6,032	526	39,366	8,876
2022-09-29	$20.29	$20.00	39.3%	11.3%	47.5%	34.2%	39.3%	6.2%	6.3%	889.3K	-769.3K	-66.9K	0.09	58.87	N/A	N/A	5,943	532	44,422	8,163
2022-09-30	$19.67	$20.00	36.9%	10.6%	48.0%	26.8%	36.9%	0.9%	8.5%	1.2M	-1.4M	-65.5K	0.07	51.97	N/A	N/A	2,790	204	49,408	8,066