AVTR Options History — October 2022

In October 2022, AVTR traded between $19.22 and $21.40. ATM implied volatility averaged 44.7%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 1.7% (HV 20d: 43.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.19.

Notable Days

  • 2022-10-03: Highest Volume — 25,543 contracts
  • 2022-10-28: Largest IV drop — 27.8% change
  • 2022-10-27: Highest IV Rank — 69.4%
  • 2022-10-27: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.17$19.22$21.40$20.27$20.18
Max Pain$20.24$20.00$22.50$20.00$20.00
ATM IV44.7%36.6%50.7%40.9%37.6%
Expected Move13.0%10.5%14.5%11.7%10.8%
HV 20d43.0%35.0%52.4%50.3%46.9%
HV 60d43.2%37.3%46.6%46.1%41.8%
IV Rank50.7%25.8%69.4%39.0%28.9%
IV Percentile84.8%42.9%99.2%79.8%52.8%
Term Structure-2.8%-7.6%6.9%3.1%-0.1%
VWIV43.6%35.5%49.2%40.9%37.5%
Skew 25d6.3%1.2%10.1%6.9%8.1%
Skew 10d12.2%-7.2%27.5%12.3%14.3%
Call IV 25d43.1%36.8%47.3%38.8%36.8%
Put IV 25d49.4%41.7%53.4%45.7%44.9%
Bid-Ask Spread %35.3810.1071.2256.9222.32
Gamma HHI0.510.370.720.490.49
Net GEX2.7M1.0M5.5M1.5M2.0M
Net DEX-19.9M-42.8M-1.7M-9.1M-13.6M
Net VEX-88.3K-135.1K-45.6K-73.7K-60.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.011.020.010.05
Total Volume5,381.28694025,54325,5437,051
Total OI77,392.71451,58090,37759,07961,123

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$20.27$20.0040.9%11.7%50.3%39.0%40.9%6.9%3.1%1.5M-9.1M-73.7K0.0156.92N/AN/A25,26827551,4057,674
2022-10-04$20.77$20.0039.0%11.2%51.6%33.1%37.9%5.5%5.5%2.8M-30.3M-123.4K0.0271.22N/AN/A10,97727376,0097,741
2022-10-05$21.40$20.0037.0%10.6%52.3%27.2%35.5%1.2%6.9%3.0M-42.8M-135.1K0.0670.57N/AN/A5,90436376,3507,762
2022-10-06$21.07$22.5043.0%13.0%50.7%45.7%43.2%5.8%-2.9%3.0M-36.1M-127.7K0.1137.53N/AN/A4,24645377,7417,667
2022-10-07$20.02$22.5039.9%12.7%52.4%36.0%44.0%4.0%-3.0%2.7M-17.8M-103.0K0.0748.83N/AN/A4,02828977,8717,653
2022-10-10$19.83$20.0043.2%13.1%51.6%46.2%45.2%6.1%-2.9%2.9M-19.8M-105.7K0.5731.14N/AN/A68539082,6247,679
2022-10-11$19.80$20.0043.3%13.4%41.0%46.5%45.4%6.8%-4.5%2.9M-18.3M-103.3K0.3233.90N/AN/A72223082,6207,757
2022-10-12$19.50$20.0046.3%13.3%40.3%55.8%44.6%6.9%-4.5%2.8M-13.0M-88.6K0.3212.73N/AN/A71322782,6047,756
2022-10-13$19.85$20.0045.5%13.0%41.4%53.2%44.1%5.2%-3.4%3.2M-21.9M-91.3K0.3130.49N/AN/A77223882,6085,678
2022-10-14$19.59$20.0047.6%13.7%35.0%59.9%49.2%4.8%-5.3%3.1M-17.3M-87.0K1.0222.31N/AN/A72974282,6475,685
2022-10-17$20.27$20.0048.6%13.9%37.9%62.8%48.2%8.4%-6.0%3.8M-28.6M-86.5K0.3418.36N/AN/A71924382,6506,157
2022-10-18$20.61$20.0049.0%14.0%38.3%64.0%42.9%8.5%-7.6%4.0M-37.1M-90.7K0.0414.33N/AN/A6,81727382,6626,174
2022-10-19$20.08$20.0048.9%14.0%38.5%64.0%43.5%7.6%-7.4%4.8M-25.5M-80.7K0.0443.08N/AN/A7,27226680,9086,180
2022-10-20$19.65$20.0045.6%13.1%38.9%53.6%42.9%7.8%-2.2%5.5M-12.3M-68.7K0.0525.61N/AN/A5,40026481,3616,202
2022-10-21$19.66$20.0048.1%13.8%38.3%61.4%43.8%7.4%-3.6%1.1M-4.3M-63.7K0.0653.97N/AN/A5,39830681,3456,329
2022-10-24$19.93$20.0048.0%13.8%38.7%61.0%47.7%5.9%-2.6%1.2M-7.6M-67.5K0.0529.47N/AN/A5,54925346,1475,433
2022-10-25$20.50$20.0049.1%14.1%38.4%64.3%49.0%6.8%-5.6%1.7M-16.2M-78.7K0.0610.10N/AN/A3,95224349,3845,456
2022-10-26$20.79$20.0049.9%14.3%37.9%66.9%45.0%10.1%-6.4%2.0M-22.9M-88.7K0.2235.14N/AN/A1,44331951,6895,458
2022-10-27$20.66$20.0050.7%14.5%37.9%69.4%48.3%7.6%-6.8%2.0M-21.1M-84.1K0.2017.97N/AN/A2,57050751,6895,539
2022-10-28$19.22$20.0036.6%10.5%44.7%25.8%36.6%1.9%1.6%1.0M-1.7M-45.6K0.0756.93N/AN/A6,23140751,7356,095
2022-10-31$20.18$20.0037.6%10.8%46.9%28.9%37.5%8.1%-0.1%2.0M-13.6M-60.6K0.0522.32N/AN/A6,71733454,9596,164