AVTR Options History — November 2022

In November 2022, AVTR traded between $19.33 and $22.27. ATM implied volatility averaged 37.0%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 12.3% (HV 20d: 49.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2022-11-11: Highest Volume — 21,474 contracts
  • 2022-11-28: Largest IV spike — 11.8% change
  • 2022-11-07: Highest IV Rank — 33.8%
  • 2022-11-21: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.69$19.33$22.27$20.02$22.27
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV37.0%33.4%39.2%37.6%35.7%
Expected Move10.5%9.6%11.2%10.8%10.2%
HV 20d49.3%43.3%54.1%46.0%46.6%
HV 60d45.1%41.6%48.1%41.7%48.1%
IV Rank27.0%15.9%33.8%29.0%23.0%
IV Percentile44.6%16.3%63.1%52.8%30.6%
Term Structure-0.2%-1.6%1.4%-0.8%-0.6%
VWIV36.9%34.5%40.5%37.2%35.1%
Skew 25d4.1%-1.7%9.7%6.8%0.8%
Skew 10d9.2%-3.9%22.7%11.5%0.7%
Call IV 25d35.8%30.3%39.2%38.7%38.5%
Put IV 25d39.9%36.5%45.4%45.4%39.3%
Bid-Ask Spread %71.7120.9693.6958.3491.14
Gamma HHI0.640.420.990.570.71
Net GEX2.1M172.8K7.9M2.4M600.5K
Net DEX-21.0M-56.3M-2.5M-17.0M-12.6M
Net VEX-43.3K-65.9K-26.8K-65.9K-44.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.000.620.210.00
Total Volume3,339.8578321,4742,0721,830
Total OI46,288.57111,88570,25466,30118,056

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$20.02$20.0037.6%10.8%46.0%29.0%37.2%6.8%-0.8%2.4M-17.0M-65.9K0.2158.34N/AN/A1,71535760,1226,179
2022-11-02$19.33$20.0036.0%10.3%45.8%24.0%36.1%9.7%0.9%1.9M-6.8M-52.4K0.1176.27N/AN/A3,37335660,1306,228
2022-11-03$19.51$20.0035.9%10.3%45.9%23.7%40.5%4.9%1.0%2.2M-11.1M-54.6K0.2233.60N/AN/A1,20026662,2295,348
2022-11-04$19.97$20.0036.8%10.2%43.3%26.3%35.6%4.0%1.3%2.6M-18.2M-59.0K0.0736.38N/AN/A3,85627762,2375,348
2022-11-07$19.72$20.0039.2%10.5%43.4%33.8%36.5%5.7%0.8%2.7M-17.0M-57.1K0.0872.30N/AN/A3,85229364,7415,333
2022-11-08$20.11$20.0038.5%10.5%44.0%31.5%36.6%2.3%1.1%3.0M-23.3M-57.9K0.0857.86N/AN/A3,97530564,7425,351
2022-11-09$19.66$20.0037.4%10.7%44.4%28.3%40.2%4.4%0.8%2.8M-15.3M-51.9K0.1681.78N/AN/A2,07033264,8435,366
2022-11-10$21.32$20.0033.4%9.6%52.6%15.9%37.7%9.2%1.4%3.5M-42.9M-52.6K0.6280.78N/AN/A49230364,8605,352
2022-11-11$21.72$20.0035.5%10.2%52.5%22.3%37.4%4.5%0.1%4.2M-56.3M-53.5K0.0379.31N/AN/A20,86461064,8555,399
2022-11-14$21.07$20.0038.4%11.0%52.7%31.2%38.1%2.6%-1.5%2.8M-39.4M-44.6K0.2320.96N/AN/A2,57760345,0805,647
2022-11-15$21.21$20.0038.1%10.9%52.5%30.3%37.6%2.2%0.5%1.7M-46.3M-33.2K0.2277.92N/AN/A2,74360445,0845,647
2022-11-16$20.50$20.0038.8%11.1%53.1%32.5%38.8%2.8%-0.9%3.8M-34.5M-36.7K0.3684.33N/AN/A1,66860445,1895,647
2022-11-17$20.16$20.0038.1%10.9%52.9%30.6%38.1%5.6%-0.9%7.9M-25.7M-34.5K0.3484.68N/AN/A1,76360445,1965,648
2022-11-18$20.85$20.0037.6%10.8%54.1%28.9%37.3%4.8%-0.6%172.8K-46.6M-27.5K0.1784.36N/AN/A1,80631545,3655,620
2022-11-21$20.76$20.0039.1%11.2%54.0%33.4%35.2%1.4%-1.3%186.5K-2.5M-26.8K0.5581.76N/AN/A4012198,8753,010
2022-11-22$21.06$20.0037.3%10.7%53.3%28.1%34.5%2.5%-1.5%191.2K-3.1M-27.1K0.5685.37N/AN/A3932208,9173,010
2022-11-23$21.53$20.0035.4%10.2%53.7%22.1%35.2%-1.7%-1.6%174.9K-4.4M-27.0K0.1491.21N/AN/A2,0532888,8903,010
2022-11-25$21.53$20.0034.6%9.9%53.6%19.6%34.8%5.5%0.0%329.8K-5.4M-30.0K0.0182.23N/AN/A117110,6413,088
2022-11-28$21.02$20.0038.7%11.1%47.1%32.2%37.0%2.4%-1.1%333.3K-4.0M-28.7K0.0151.72N/AN/A6,6658410,6753,089
2022-11-29$21.26$20.0034.8%10.0%44.2%20.2%35.0%5.9%-0.5%588.3K-8.2M-42.4K0.0093.69N/AN/A83014,9813,032
2022-11-30$22.27$20.0035.7%10.2%46.6%23.0%35.1%0.8%-0.6%600.5K-12.6M-44.9K0.0091.14N/AN/A1,822815,0243,032