AVTR Options History — April 2023

In April 2023, AVTR traded between $18.68 and $21.69. ATM implied volatility averaged 39.7%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 7.1% (HV 20d: 32.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 4.57.

Notable Days

  • 2023-04-25: Highest Volume — 9,110 contracts
  • 2023-04-12: Largest IV spike — 33.6% change
  • 2023-04-26: Highest IV Rank — 68.8%
  • 2023-04-26: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.39$18.68$21.69$20.79$19.46
Max Pain$21.71$20.00$22.50$20.00$22.50
ATM IV39.7%28.5%52.0%45.6%38.3%
Expected Move11.8%9.8%14.9%13.1%11.0%
HV 20d32.7%26.4%42.1%35.8%42.1%
HV 60d35.3%32.9%37.8%35.6%37.8%
IV Rank34.1%2.4%68.8%50.7%30.1%
IV Percentile58.8%1.2%98.8%89.7%52.8%
Term Structure-2.1%-17.2%10.6%-8.1%-2.3%
VWIV40.0%29.1%46.3%46.3%38.2%
Skew 25d3.4%-3.8%17.8%17.8%0.4%
Skew 10d5.0%-9.0%17.5%6.0%12.8%
Call IV 25d38.7%26.8%45.3%26.8%39.7%
Put IV 25d42.1%34.2%49.5%44.6%40.1%
Bid-Ask Spread %66.3827.9194.1494.1478.16
Gamma HHI0.400.310.770.330.43
Net GEX786.4K-212.8K2.9M745.3K-124.8K
Net DEX-7.4M-15.1M4.5M-10.7M1.1M
Net VEX-49.5K-62.1K-31.8K-60.2K-52.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.570.0064.070.010.26
Total Volume968.421169,110334264
Total OI29,277.26321,20132,13928,24132,139

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$20.79$20.0045.6%13.1%35.8%50.7%46.3%17.8%-8.1%745.3K-10.7M-60.2K0.0194.14N/AN/A332226,2192,022
2023-04-04$20.74$20.0039.9%11.4%34.6%34.5%43.2%8.4%0.5%738.9K-10.5M-55.8K0.6763.36N/AN/A1278526,3032,019
2023-04-05$20.81$20.0034.3%9.8%31.2%18.7%33.8%1.8%6.2%822.3K-10.3M-57.6K0.0085.71N/AN/A663326,4272,077
2023-04-06$20.70$22.5033.0%11.6%31.2%15.1%42.6%2.0%-1.6%817.6K-9.2M-51.6K0.0056.46N/AN/A783326,1522,075
2023-04-10$21.04$22.5032.5%11.8%26.5%13.7%29.1%5.9%-1.8%955.8K-10.9M-54.4K0.0532.41N/AN/A4272226,9042,078
2023-04-11$21.69$22.5028.5%11.1%28.5%2.4%37.7%2.4%-1.3%885.7K-15.1M-62.1K0.0157.24N/AN/A1,3581326,9032,096
2023-04-12$21.34$22.5038.1%10.9%27.7%29.4%39.4%2.2%-2.3%996.4K-13.1M-57.0K1.2982.47N/AN/A7928,2032,083
2023-04-13$21.59$22.5037.9%10.9%26.4%28.8%40.2%2.1%-1.6%1.0M-14.6M-58.9K0.0127.91N/AN/A714828,2042,089
2023-04-14$20.62$22.5039.5%11.3%29.2%33.5%40.8%2.5%-1.8%866.6K-9.8M-48.7K0.3581.73N/AN/A863028,4892,091
2023-04-17$21.16$20.0042.4%12.2%30.1%41.7%42.3%3.5%-4.3%976.9K-12.3M-54.5K0.1541.33N/AN/A34528,5362,099
2023-04-18$20.45$20.0040.6%11.6%32.5%36.4%40.1%-3.8%-3.9%1.0M-7.9M-42.5K0.1860.39N/AN/A1592828,5372,099
2023-04-19$20.68$20.0042.1%12.1%29.7%40.9%38.8%3.9%-4.1%960.0K-9.2M-44.3K8.5876.42N/AN/A1916328,6302,106
2023-04-20$19.84$22.5038.9%11.2%32.2%31.8%39.2%4.9%10.6%1.2M-4.0M-34.9K0.3756.11N/AN/A2669828,6252,187
2023-04-21$20.09$22.5041.0%11.8%32.7%37.6%42.7%3.2%-2.9%2.9M-6.4M-36.3K0.0381.19N/AN/A5041328,8282,281
2023-04-24$20.16$22.5040.8%11.7%32.7%37.2%35.0%-3.2%-1.8%354.3K-3.9M-36.9K0.8083.16N/AN/A1,3651,08720,1371,064
2023-04-25$18.91$22.5042.8%12.3%39.3%42.6%43.4%0.6%-4.3%188.9K-1.6M-31.8K64.0769.82N/AN/A1408,97020,9471,784
2023-04-26$18.74$22.5052.0%14.9%39.3%68.8%45.5%5.4%-17.2%-154.3K3.3M-52.0K5.5969.16N/AN/A6938621,05510,750
2023-04-27$18.68$22.5046.9%13.5%39.3%54.4%41.8%5.2%1.7%-212.8K4.5M-48.4K4.4563.95N/AN/A2912921,03710,993
2023-04-28$19.46$22.5038.3%11.0%42.1%30.1%38.2%0.4%-2.3%-124.8K1.1M-52.2K0.2678.16N/AN/A2105421,05011,089