AVTR Options History — February 2023

In February 2023, AVTR traded between $22.95 and $24.82. ATM implied volatility averaged 33.9%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 4.6% (HV 20d: 38.5%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 31.53.

Notable Days

  • 2023-02-27: Highest Volume — 9,735 contracts
  • 2023-02-03: Largest IV drop — 33.7% change
  • 2023-02-02: Highest IV Rank — 67.4%
  • 2023-02-01: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.23$22.95$24.82$24.57$24.34
Max Pain$23.42$22.50$25.00$22.50$25.00
ATM IV33.9%30.3%50.1%44.0%30.8%
Expected Move9.4%8.7%12.6%12.6%8.8%
HV 20d38.5%33.2%43.7%33.3%36.5%
HV 60d36.5%33.7%40.4%37.2%33.7%
IV Rank17.0%5.7%67.4%48.5%7.3%
IV Percentile18.4%1.6%97.6%86.5%2.8%
Term Structure0.2%-7.2%4.0%-7.2%-0.4%
VWIV33.9%30.6%47.2%47.2%32.0%
Skew 25d4.4%1.1%9.9%3.6%8.2%
Skew 10d7.8%-2.1%20.2%0.9%20.2%
Call IV 25d31.9%26.9%44.5%44.5%27.2%
Put IV 25d36.3%34.5%48.0%48.0%35.4%
Bid-Ask Spread %59.2925.2187.9383.3068.72
Gamma HHI0.650.410.850.680.41
Net GEX409.6K-432.3K1.2M490.2K549.2K
Net DEX-9.6M-16.9M-712.9K-13.3M-8.2M
Net VEX-43.5K-67.6K-34.0K-37.4K-67.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio31.530.00367.940.340.00
Total Volume1,929.526679,7351425,076
Total OI16,714.84212,16428,92612,18328,926

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$24.57$22.5044.0%12.6%33.3%48.5%47.2%3.6%-7.2%490.2K-13.3M-37.4K0.3483.30N/AN/A1063610,3281,855
2023-02-02$24.79$25.0050.1%10.9%33.2%67.4%37.4%3.1%-2.3%470.3K-13.9M-37.0K0.0171.55N/AN/A1,4082110,2691,895
2023-02-03$22.95$25.0033.2%9.5%43.7%14.8%32.1%4.3%0.5%395.4K-7.5M-34.0K0.0173.98N/AN/A321310,6661,909
2023-02-06$23.45$22.5037.1%9.7%41.3%27.0%33.2%2.3%0.9%496.6K-9.5M-34.6K0.2169.97N/AN/A87118710,8901,912
2023-02-07$23.69$22.5037.6%9.7%40.5%28.5%33.7%2.7%0.5%690.6K-11.4M-39.4K1.0935.27N/AN/A1,0061,09512,6512,051
2023-02-08$24.41$22.5031.6%9.0%39.5%9.7%31.6%4.2%2.2%806.7K-14.8M-41.6K0.0233.50N/AN/A1,0632612,6512,069
2023-02-09$24.14$22.5032.1%9.2%39.1%11.3%32.1%3.0%2.4%758.1K-13.1M-39.2K0.1925.21N/AN/A731412,2342,063
2023-02-10$23.95$22.5032.2%9.2%39.3%11.7%35.5%3.7%2.2%738.5K-12.5M-38.0K0.7854.46N/AN/A403112,2472,058
2023-02-13$24.11$22.5031.5%9.0%39.3%9.7%32.1%3.5%3.2%793.7K-12.8M-36.5K0.0337.95N/AN/A1,3523912,2572,073
2023-02-14$24.30$22.5030.5%8.8%39.3%6.5%30.6%3.2%4.0%927.3K-13.5M-35.2K0.0178.97N/AN/A669612,2272,085
2023-02-15$24.82$22.5031.1%8.9%39.6%8.1%32.5%3.5%2.3%1.2M-16.9M-38.4K0.4933.60N/AN/A452212,7452,097
2023-02-16$24.46$22.5030.3%8.7%39.7%5.7%36.1%2.7%-0.4%1.1M-13.9M-36.5K367.9433.24N/AN/A165,88712,7642,091
2023-02-17$24.51$22.5031.4%9.0%39.5%9.1%35.3%3.6%-0.4%115.4K-11.0M-45.7K205.7329.92N/AN/A336,78912,7657,945
2023-02-21$24.20$22.5033.1%9.5%39.0%14.6%33.1%7.9%-2.3%-420.2K-712.9K-56.2K8.2561.06N/AN/A201657,11913,059
2023-02-22$24.19$25.0032.2%9.2%37.5%11.6%32.2%5.4%-1.9%-432.3K-740.2K-55.6K13.7387.93N/AN/A111517,13013,201
2023-02-23$24.63$25.0031.9%9.2%37.7%10.9%34.5%9.9%0.2%-257.6K-3.1M-52.8K0.0779.78N/AN/A153107,13213,193
2023-02-24$24.55$25.0031.3%9.0%37.2%9.0%31.0%8.3%0.6%-277.7K-2.8M-50.7K0.1382.26N/AN/A160217,25913,193
2023-02-27$24.36$25.0032.4%9.3%37.2%12.4%32.4%1.1%-1.2%-331.3K-2.1M-50.5K0.0185.94N/AN/A9,674617,38213,191
2023-02-28$24.34$25.0030.8%8.8%36.5%7.3%32.0%8.2%-0.4%549.2K-8.2M-67.6K0.0068.72N/AN/A5,0661015,69413,232