AVTR Options History — January 2023

In January 2023, AVTR traded between $20.04 and $24.06. ATM implied volatility averaged 42.1%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 9.1% (HV 20d: 33.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.26.

Notable Days

  • 2023-01-20: Highest Volume — 4,293 contracts
  • 2023-01-10: Largest IV drop — 23.7% change
  • 2023-01-30: Highest IV Rank — 67.5%
  • 2023-01-30: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.36$20.04$24.06$21.23$23.80
Max Pain$20.88$20.00$22.50$22.50$22.50
ATM IV42.1%33.0%50.2%43.8%46.4%
Expected Move12.3%10.8%14.4%12.6%13.3%
HV 20d33.0%30.1%38.3%31.4%32.0%
HV 60d40.4%36.8%42.1%41.4%36.8%
IV Rank42.4%14.1%67.5%48.1%55.9%
IV Percentile73.7%7.5%98.0%84.9%91.7%
Term Structure-4.5%-12.0%0.3%-0.3%-10.1%
VWIV43.5%40.5%49.5%44.2%46.1%
Skew 25d4.6%0.8%9.7%5.6%9.4%
Skew 10d12.4%-3.6%23.9%10.1%22.2%
Call IV 25d41.2%36.5%48.0%37.6%41.2%
Put IV 25d45.8%41.3%51.5%43.2%50.6%
Bid-Ask Spread %62.1717.3087.4487.4484.11
Gamma HHI0.690.370.960.840.61
Net GEX1.1M217.3K4.2M660.9K451.4K
Net DEX-12.4M-35.4M-1.0M-5.3M-10.5M
Net VEX-31.9K-37.9K-22.9K-31.0K-37.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.001.670.040.62
Total Volume1,190.95314,293530120
Total OI17,726.28,69324,20517,39212,071

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$21.23$22.5043.8%12.6%31.4%48.1%44.2%5.6%-0.3%660.9K-5.3M-31.0K0.0487.44N/AN/A5092115,0562,336
2023-01-04$21.27$20.0042.5%12.2%31.0%43.8%42.4%0.8%-0.1%709.8K-6.7M-32.6K0.0080.54N/AN/A1,871415,5472,348
2023-01-05$20.77$22.5042.4%12.9%30.1%43.4%43.1%4.2%-3.8%628.5K-4.0M-29.2K0.3184.40N/AN/A1334116,4322,347
2023-01-06$20.04$22.5041.4%12.7%32.2%40.2%44.8%6.0%-3.6%380.8K-1.0M-22.9K0.0377.80N/AN/A3,4218616,5492,385
2023-01-09$20.63$20.0043.2%13.2%34.1%45.9%44.8%4.6%-4.7%846.6K-7.4M-30.7K0.0483.49N/AN/A2,1399019,8722,453
2023-01-10$21.49$20.0033.0%12.4%37.0%14.1%43.7%4.9%-4.3%1.2M-12.1M-33.3K0.0087.31N/AN/A3,102420,0892,444
2023-01-11$22.09$20.0040.8%11.7%38.3%38.3%41.2%3.8%-1.8%1.5M-15.9M-37.9K0.0483.12N/AN/A4281520,0472,446
2023-01-12$22.07$20.0042.6%12.2%36.8%44.2%44.1%5.8%-4.2%1.6M-16.2M-37.4K1.6775.33N/AN/A122020,2852,457
2023-01-13$22.09$20.0037.8%10.8%33.0%29.0%42.1%1.5%0.3%1.8M-15.6M-34.9K0.5533.27N/AN/A201120,2952,462
2023-01-17$22.30$20.0041.6%11.9%33.0%40.9%40.5%4.1%-4.3%2.4M-17.7M-30.7K0.0266.59N/AN/A2,4425520,3052,492
2023-01-18$22.23$20.0038.9%11.2%31.5%32.6%43.9%3.0%-2.7%3.1M-16.1M-29.0K0.2519.45N/AN/A641621,6642,497
2023-01-19$22.73$20.0041.3%11.8%31.1%40.0%40.8%5.3%-4.3%4.2M-27.4M-27.4K0.0654.26N/AN/A5963621,7102,495
2023-01-20$23.04$20.0041.1%11.8%31.2%39.4%45.5%4.6%-2.1%217.3K-35.4M-23.5K0.0255.49N/AN/A4,2048921,5712,495
2023-01-23$23.64$20.0041.7%12.0%32.0%41.2%40.8%4.2%-4.4%352.1K-9.0M-29.5K0.1137.88N/AN/A183217,963730
2023-01-24$23.01$20.0043.3%12.4%33.4%46.3%43.1%3.1%-6.0%340.2K-7.8M-30.3K0.1270.88N/AN/A354418,078745
2023-01-25$23.34$20.0043.0%12.3%33.5%45.4%42.1%5.3%-5.7%369.5K-8.8M-30.9K0.9829.98N/AN/A1,0531,0348,343761
2023-01-26$23.80$22.5041.9%12.0%33.8%41.7%42.6%9.7%-6.5%397.6K-10.0M-35.4K0.0333.99N/AN/A974279,3831,789
2023-01-27$24.06$22.5044.4%12.7%32.8%49.7%44.2%1.9%-8.5%434.6K-11.2M-37.6K0.0180.77N/AN/A41339,8771,777
2023-01-30$23.61$22.5050.2%14.4%32.1%67.5%49.5%3.5%-12.0%436.9K-10.0M-36.8K0.2917.30N/AN/A1293810,1501,778
2023-01-31$23.80$22.5046.4%13.3%32.0%55.9%46.1%9.4%-10.1%451.4K-10.5M-37.5K0.6284.11N/AN/A744610,2551,816