AVTR Options History — December 2022

In December 2022, AVTR traded between $20.23 and $22.80. ATM implied volatility averaged 36.9%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 1.1% (HV 20d: 38.0%). 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 19 of 21 days. Put/call ratio averaged 7.04.

Notable Days

  • 2022-12-07: Highest Volume — 2,263 contracts
  • 2022-12-12: Largest IV spike — 27.8% change
  • 2022-12-12: Highest IV Rank — 43.0%
  • 2022-12-29: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.25$20.23$22.80$22.80$21.07
Max Pain$22.26$20.00$22.50$20.00$22.50
ATM IV36.9%33.0%42.2%34.6%37.5%
Expected Move10.3%9.8%11.2%9.9%10.7%
HV 20d38.0%31.1%46.6%44.5%31.1%
HV 60d43.6%41.4%48.2%48.2%41.5%
IV Rank26.7%14.6%43.0%19.5%28.5%
IV Percentile41.5%10.3%79.4%20.2%47.2%
Term Structure3.4%-0.9%6.0%-0.4%4.2%
VWIV35.8%24.7%39.9%32.3%34.9%
Skew 25d3.0%-4.7%7.9%6.7%1.7%
Skew 10d7.1%-6.8%20.3%8.1%4.5%
Call IV 25d33.6%24.6%39.0%25.3%34.6%
Put IV 25d36.6%30.9%42.8%32.0%36.3%
Bid-Ask Spread %76.1756.0282.7656.0280.44
Gamma HHI0.730.650.850.770.83
Net GEX602.6K351.6K941.8K671.0K604.3K
Net DEX-8.0M-17.0M-1.1M-17.0M-4.4M
Net VEX-38.2K-49.4K-26.4K-48.6K-32.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.040.00118.000.070.18
Total Volume329.47612,26335991
Total OI19,068.23816,83421,20519,48017,353

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$22.80$20.0034.6%9.9%44.5%19.5%32.3%6.7%-0.4%671.0K-17.0M-48.6K0.0756.02N/AN/A3352416,4473,033
2022-12-02$22.73$20.0034.6%9.9%44.6%19.6%34.6%6.3%-0.9%677.9K-16.7M-49.4K0.0065.21N/AN/A35016,6733,063
2022-12-05$22.34$22.5034.3%10.2%45.1%18.8%36.3%5.2%2.9%695.9K-15.0M-47.2K0.0977.09N/AN/A1,11110216,6723,063
2022-12-06$21.63$22.5039.4%10.0%46.6%34.5%35.0%2.6%3.5%782.0K-11.6M-46.8K0.0168.02N/AN/A197217,4902,972
2022-12-07$21.74$22.5039.8%10.1%46.3%35.7%38.0%4.4%3.9%807.0K-12.3M-47.3K0.0076.51N/AN/A2,262117,6232,972
2022-12-08$21.88$22.5036.6%10.2%45.2%25.9%37.3%3.6%3.3%853.2K-13.6M-47.3K0.0676.19N/AN/A18118,0282,973
2022-12-09$21.51$22.5033.0%10.2%35.9%14.6%38.7%1.6%2.4%837.8K-11.3M-44.9K4.0077.86N/AN/A2818,0382,974
2022-12-12$21.45$22.5042.2%10.1%35.3%43.0%37.8%3.5%3.2%862.0K-10.5M-41.6K3.1773.99N/AN/A237318,0362,971
2022-12-13$22.09$22.5040.3%9.8%34.9%37.3%34.1%4.6%3.8%941.8K-14.2M-43.3K0.3479.42N/AN/A682318,0263,048
2022-12-14$21.14$22.5036.2%10.4%38.6%24.5%37.2%4.8%4.5%589.8K-8.9M-37.5K118.0080.39N/AN/A111818,0213,069
2022-12-15$21.26$22.5034.1%9.8%36.4%18.2%36.8%7.9%4.2%564.2K-9.3M-37.4K2.1582.30N/AN/A5211218,0213,184
2022-12-16$20.73$22.5037.4%10.7%37.1%28.3%35.0%0.1%2.9%402.3K-7.2M-32.9K0.0078.76N/AN/A1,053118,0173,092
2022-12-19$20.36$22.5035.4%10.2%35.7%22.2%34.9%5.8%5.1%390.0K-1.1M-30.8K0.0574.27N/AN/A141714,3932,602
2022-12-20$20.43$22.5036.2%10.4%35.7%24.5%35.1%6.9%5.8%415.7K-1.9M-32.5K0.4882.76N/AN/A1386614,4742,447
2022-12-21$20.59$22.5034.7%10.0%35.4%20.0%34.0%-1.3%6.0%451.3K-2.1M-32.6K0.0069.80N/AN/A25014,5482,511
2022-12-22$20.30$22.5037.0%10.6%34.6%27.1%36.8%-3.4%3.4%381.9K-1.8M-30.3K4.8179.19N/AN/A2713014,5712,263
2022-12-23$20.44$22.5036.4%10.4%34.8%25.3%24.7%-3.5%4.2%405.8K-2.0M-30.4K0.0281.16N/AN/A95214,5892,359
2022-12-27$20.52$22.5038.9%11.1%33.9%32.8%38.6%6.6%3.0%424.1K-2.1M-30.5K0.0081.49N/AN/A0114,5882,359
2022-12-28$20.23$22.5037.3%10.7%33.8%28.0%39.9%-4.7%4.3%351.6K-1.1M-26.4K7.4378.45N/AN/A75214,5882,360
2022-12-29$21.05$22.5038.9%11.2%32.6%33.0%39.3%2.9%2.8%546.1K-3.5M-31.7K0.0080.22N/AN/A515014,5912,331
2022-12-30$21.07$22.5037.5%10.7%31.1%28.5%34.9%1.7%4.2%604.3K-4.4M-32.6K0.1880.44N/AN/A771415,0222,331