AVTR Options History — June 2023

In June 2023, AVTR traded between $19.45 and $20.54. ATM implied volatility averaged 34.8%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 7.9% (HV 20d: 26.9%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 4.56.

Notable Days

  • 2023-06-01: Highest Volume — 12,651 contracts
  • 2023-06-14: Largest IV drop — 30.8% change
  • 2023-06-12: Highest IV Rank — 54.5%
  • 2023-06-01: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.92$19.45$20.54$19.94$20.54
Max Pain$20.48$20.00$22.50$20.00$20.00
ATM IV34.8%30.9%47.0%34.7%31.9%
Expected Move9.3%8.9%10.0%10.0%9.2%
HV 20d26.9%22.2%29.4%22.2%29.4%
HV 60d33.1%32.1%35.4%35.4%33.6%
IV Rank20.3%9.2%54.5%20.0%12.2%
IV Percentile29.3%4.8%93.7%25.8%11.5%
Term Structure3.2%-2.8%6.1%-0.8%5.1%
VWIV34.2%30.9%61.0%34.7%32.0%
Skew 25d4.3%-7.0%11.7%1.8%8.6%
Skew 10d7.3%-11.7%18.9%2.6%6.6%
Call IV 25d30.7%21.5%37.9%28.4%21.5%
Put IV 25d34.9%27.3%39.6%30.2%30.1%
Bid-Ask Spread %59.5020.9991.7558.7520.99
Gamma HHI0.400.310.550.380.43
Net GEX-136.7K-1.9M236.1K149.2K236.1K
Net DEX-2.3M-5.7M1.0M-3.3M-5.7M
Net VEX-68.8K-86.4K-41.4K-41.4K-78.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.560.0077.063.512.97
Total Volume1,961.191112,65112,651123
Total OI39,180.95225,17342,39625,17342,396

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$19.94$20.0034.7%10.0%22.2%20.0%34.7%1.8%-0.8%149.2K-3.3M-41.4K3.5158.75N/AN/A2,8069,84514,00311,170
2023-06-02$20.05$20.0034.3%9.8%22.2%18.6%34.2%3.1%-2.8%8.4K-3.0M-62.6K4.0823.99N/AN/A3781,54216,21821,013
2023-06-05$20.20$20.0039.8%9.6%22.3%34.3%33.4%3.8%1.4%-49.9K-2.4M-62.6K0.0885.97N/AN/A7856416,22422,014
2023-06-06$19.69$20.0038.1%9.3%24.1%29.4%32.7%1.8%3.0%-303.0K-25.9K-62.5K0.5360.40N/AN/A81843616,26622,062
2023-06-07$20.27$20.0038.4%9.4%25.6%30.3%34.7%1.5%3.1%151-2.8M-60.9K0.0850.23N/AN/A1,85514116,32022,443
2023-06-08$19.79$20.0034.4%9.0%26.8%19.2%34.1%1.0%3.6%-104.7K-1.5M-63.6K0.8890.27N/AN/A40736018,10922,562
2023-06-09$19.68$20.0037.0%9.5%26.7%26.4%31.2%4.6%3.5%-176.2K-753.0K-68.2K0.0991.51N/AN/A1,23611418,15622,796
2023-06-12$20.24$20.0047.0%9.5%28.7%54.5%36.3%5.1%2.4%140.7K-5.6M-67.5K0.0087.68N/AN/A534119,32922,904
2023-06-13$20.05$22.5044.7%9.3%28.8%48.1%32.7%1.0%3.0%19.5K-3.3M-63.8K0.1086.49N/AN/A2592619,12022,903
2023-06-14$19.66$22.5030.9%8.9%29.1%9.2%30.9%1.0%2.8%-74.0K-892.5K-61.4K0.1789.00N/AN/A29519,33522,906
2023-06-15$19.91$22.5031.9%9.1%29.2%12.0%31.9%3.3%4.3%-83.0K-2.7M-63.5K0.3063.34N/AN/A1,62348719,33522,908
2023-06-16$19.99$22.5031.8%9.1%26.9%11.6%31.9%1.7%4.0%-1.9M-2.9M-62.2K0.0263.66N/AN/A1,9973218,81623,251
2023-06-20$19.70$20.0032.2%9.2%27.0%12.8%33.9%10.3%4.7%45.4K-3.0M-59.1K0.1544.29N/AN/A2,12831315,59612,266
2023-06-21$19.69$20.0032.7%9.4%26.9%14.2%32.4%7.9%3.6%134.2K-4.3M-65.8K77.0629.54N/AN/A14811,40517,68512,462
2023-06-22$20.09$20.0030.9%8.9%28.0%9.2%30.9%2.6%4.7%-65.2K-2.2M-84.3K0.4957.91N/AN/A432117,69823,735
2023-06-23$19.70$20.0031.0%8.9%28.0%9.4%31.0%7.7%6.1%-239.1K71.5K-86.4K0.0230.07N/AN/A1,0202317,67923,755
2023-06-26$19.91$20.0033.5%9.6%28.3%16.5%0.0%11.7%1.7%-105.4K-1.9M-86.2K0.1059.43N/AN/A10118,55523,747
2023-06-27$19.64$20.0032.7%9.4%28.2%14.2%32.2%10.4%2.9%-223.5K-457.0K-84.0K3.8891.75N/AN/A249318,55923,746
2023-06-28$19.45$20.0031.9%9.2%28.3%12.1%61.0%7.9%4.9%-340.8K1.0M-81.1K0.3333.07N/AN/A24818,57123,796
2023-06-29$20.09$20.0031.6%9.1%28.4%11.1%31.6%-7.0%5.5%14.4K-3.2M-80.0K0.9131.16N/AN/A111018,59423,797
2023-06-30$20.54$20.0031.9%9.2%29.4%12.2%32.0%8.6%5.1%236.1K-5.7M-78.1K2.9720.99N/AN/A319218,59923,797