AVTR Options History — March 2023

In March 2023, AVTR traded between $20.48 and $25.09. ATM implied volatility averaged 36.7%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 3.3% (HV 20d: 33.4%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 2.24.

Notable Days

  • 2023-03-10: Highest Volume — 6,018 contracts
  • 2023-03-13: Largest IV spike — 67.8% change
  • 2023-03-13: Highest IV Rank — 100.0%
  • 2023-03-17: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.97$20.48$25.09$24.66$21.05
Max Pain$22.07$20.00$25.00$25.00$20.00
ATM IV36.7%27.6%63.1%31.4%31.5%
Expected Move9.9%7.9%11.8%9.0%9.0%
HV 20d33.4%21.6%37.7%36.7%36.1%
HV 60d35.4%32.9%36.7%33.4%35.9%
IV Rank24.7%0.0%100.0%9.2%10.8%
IV Percentile35.1%0.0%100.0%5.6%7.1%
Term Structure3.7%-2.0%20.7%-0.4%11.0%
VWIV34.3%20.5%45.3%36.8%28.1%
Skew 25d3.9%-2.2%11.4%10.7%1.7%
Skew 10d6.5%-8.3%23.3%17.2%3.1%
Call IV 25d32.6%25.1%39.4%25.7%33.8%
Put IV 25d36.5%24.8%44.0%36.4%35.5%
Bid-Ask Spread %57.5322.4286.5843.5186.26
Gamma HHI0.420.330.590.450.33
Net GEX467.0K-1.3M1.8M1.1M779.7K
Net DEX-6.7M-29.1M16.3M-17.9M-11.2M
Net VEX-67.7K-106.7K-41.7K-87.2K-58.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.240.0042.610.260.02
Total Volume1,120.174216,0181101,031
Total OI32,376.56524,94339,85433,98027,313

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$24.66$25.0031.4%9.0%36.7%9.2%36.8%10.7%-0.4%1.1M-17.9M-87.2K0.2643.51N/AN/A872320,74113,239
2023-03-02$24.84$25.0032.8%9.4%35.0%13.5%32.8%11.4%-2.0%1.2M-19.6M-86.6K0.1171.16N/AN/A4,68853420,81613,233
2023-03-03$25.09$25.0031.2%8.9%35.0%8.5%31.0%-0.4%-0.9%1.8M-29.1M-106.7K0.0777.34N/AN/A1521025,48514,238
2023-03-06$24.56$25.0032.3%8.8%21.6%12.1%28.8%3.9%2.9%1.4M-21.5M-101.3K0.4430.59N/AN/A1305725,57514,241
2023-03-07$23.76$25.0030.9%8.9%24.1%7.5%31.9%4.3%3.0%613.5K-12.0M-96.2K2.5022.42N/AN/A61525,66214,192
2023-03-08$22.66$25.0034.9%9.3%29.2%20.0%20.5%2.9%3.0%-1.2M3.0M-82.4K0.0349.84N/AN/A6942425,65814,186
2023-03-09$22.43$25.0037.7%9.8%26.7%28.7%33.8%2.8%2.8%-1.3M6.1M-77.9K0.2041.44N/AN/A1292625,58414,181
2023-03-10$21.31$25.0037.6%10.3%31.5%28.5%35.8%4.6%1.5%-871.5K16.3M-61.9K42.6125.03N/AN/A1385,88025,65414,182
2023-03-13$21.48$22.5063.1%11.0%31.9%100.0%36.5%4.0%1.5%-152.0K4.7M-57.9K0.2269.52N/AN/A53011425,7338,304
2023-03-14$20.96$22.5054.8%11.3%32.2%75.9%35.9%5.4%2.3%119.2K9.7M-47.4K0.0030.60N/AN/A70026,2098,306
2023-03-15$20.48$22.5040.9%11.7%32.2%35.9%40.7%4.6%2.4%82.4K10.4M-41.7K0.0445.67N/AN/A3,52612526,2748,306
2023-03-16$21.16$20.0038.6%11.1%33.8%29.2%36.8%5.9%3.0%56.7K3.0M-56.2K0.0452.47N/AN/A4,21117129,7268,386
2023-03-17$20.81$20.0041.1%11.8%33.9%36.5%37.0%8.5%0.0%640.9K4.3M-59.1K0.3169.18N/AN/A57818230,1748,554
2023-03-20$20.88$20.0039.4%11.3%33.9%31.6%37.6%4.4%2.8%654.6K-10.1M-60.9K0.0659.81N/AN/A32223,1371,806
2023-03-21$21.66$20.0034.9%10.0%37.4%18.7%35.5%2.7%3.1%744.6K-12.5M-62.8K0.0127.33N/AN/A187123,1421,806
2023-03-22$21.20$20.0028.1%8.0%37.7%0.0%34.0%2.2%20.7%706.1K-11.4M-59.5K0.1575.74N/AN/A27423,3211,806
2023-03-23$21.09$20.0034.6%9.9%36.6%18.6%0.0%-2.2%4.4%674.8K-10.3M-60.2K0.3254.29N/AN/A752423,3181,806
2023-03-24$20.98$20.0036.3%10.4%36.6%23.4%35.2%1.5%2.3%696.2K-9.6M-54.5K0.0085.16N/AN/A05523,3511,830
2023-03-27$21.05$20.0032.9%9.4%36.8%13.8%32.4%5.2%11.9%689.9K-13.0M-63.4K1.3377.75N/AN/A12817023,3511,859
2023-03-28$20.98$20.0036.2%10.4%36.8%23.2%38.4%1.0%2.7%695.5K-9.3M-51.1K0.0086.58N/AN/A1,852223,4112,006
2023-03-29$20.99$20.0035.5%10.2%36.1%21.2%30.3%2.1%2.4%766.9K-11.2M-60.3K0.1056.63N/AN/A30325,2612,005
2023-03-30$21.31$20.0027.6%7.9%36.6%0.0%45.3%2.4%4.9%801.2K-13.1M-64.0K0.4684.80N/AN/A281325,2882,005
2023-03-31$21.05$20.0031.5%9.0%36.1%10.8%28.1%1.7%11.0%779.7K-11.2M-58.7K0.0286.26N/AN/A1,0092225,3082,005