AVTR Options History — July 2023

In July 2023, AVTR traded between $20.36 and $23.29. ATM implied volatility averaged 36.6%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 6.6% (HV 20d: 30.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.96.

Notable Days

  • 2023-07-24: Highest Volume — 25,950 contracts
  • 2023-07-12: Largest IV spike — 17.3% change
  • 2023-07-24: Highest IV Rank — 40.5%
  • 2023-07-24: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.37$20.36$23.29$20.38$20.54
Max Pain$20.63$20.00$22.50$20.00$22.50
ATM IV36.6%29.3%42.0%29.3%34.8%
Expected Move10.9%8.4%12.0%8.4%10.0%
HV 20d30.0%22.0%46.5%29.5%46.5%
HV 60d31.7%29.4%33.7%33.7%33.7%
IV Rank25.2%4.7%40.5%4.7%20.3%
IV Percentile48.0%1.6%83.3%1.6%33.7%
Term Structure-2.4%-7.9%8.4%8.4%0.7%
VWIV38.6%34.6%44.4%38.4%34.6%
Skew 25d4.6%-1.7%10.4%7.2%-1.7%
Skew 10d10.8%-2.0%25.7%9.1%-2.0%
Call IV 25d35.7%21.4%42.8%21.4%35.9%
Put IV 25d40.3%28.6%45.6%28.6%34.2%
Bid-Ask Spread %55.1427.3193.6793.6761.01
Gamma HHI0.470.250.670.420.35
Net GEX655.6K-225.8K1.7M228.1K-65.7K
Net DEX-10.6M-34.1M21.9M-5.5M21.9M
Net VEX-88.2K-127.4K-66.6K-75.1K-98.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.018.000.700.03
Total Volume4,563.22725,9501502,500
Total OI56,097.7542,47386,21242,49986,212

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$20.38$20.0029.3%8.4%29.5%4.7%0.0%7.2%8.4%228.1K-5.5M-75.1K0.7093.67N/AN/A886218,63023,869
2023-07-05$20.44$20.0030.2%8.7%29.4%7.2%0.0%4.5%7.9%249.3K-5.9M-74.5K0.2192.49N/AN/A28618,68023,871
2023-07-06$20.36$20.0030.5%11.0%27.9%8.1%38.4%5.8%-2.8%203.5K-5.0M-74.0K8.0075.43N/AN/A32418,67223,877
2023-07-07$20.80$20.0031.8%11.3%27.0%11.8%40.3%3.4%-2.4%408.2K-8.1M-73.8K0.0159.16N/AN/A200318,67223,897
2023-07-10$20.69$20.0033.7%11.4%25.4%17.0%40.4%2.2%-3.3%378.4K-7.5M-69.4K0.5845.43N/AN/A22413118,57723,896
2023-07-11$20.63$20.0033.6%11.5%25.3%16.9%40.1%4.2%-3.7%380.6K-6.9M-66.6K0.2353.29N/AN/A751718,69024,003
2023-07-12$20.84$20.0039.5%11.3%23.7%33.3%35.7%6.0%-4.0%486.7K-7.7M-67.3K0.1863.06N/AN/A10,4171,92518,73723,992
2023-07-13$20.96$20.0040.2%11.5%23.4%35.4%35.7%10.0%-5.6%815.7K-10.3M-82.8K0.0942.76N/AN/A2,96727524,01425,425
2023-07-14$20.88$20.0039.1%11.2%22.0%32.4%37.4%8.2%-4.6%910.1K-11.1M-88.3K0.2840.14N/AN/A44312626,36425,729
2023-07-17$20.59$20.0040.6%11.7%22.5%36.7%37.4%7.5%-5.6%747.0K-8.4M-81.9K0.1169.56N/AN/A4114526,66125,761
2023-07-18$20.95$20.0041.5%11.9%23.2%39.1%38.3%10.4%-6.4%1.0M-11.4M-83.2K0.3640.72N/AN/A1164226,77825,765
2023-07-19$21.87$20.0035.9%10.3%26.4%23.2%36.1%7.2%-3.1%1.5M-21.7M-87.4K0.0740.15N/AN/A1,79913426,78525,766
2023-07-20$21.52$20.0037.5%10.8%27.4%27.9%41.9%5.7%-4.5%1.4M-18.0M-86.3K0.3034.06N/AN/A2407227,54625,723
2023-07-21$23.05$20.0038.6%11.1%35.4%30.9%44.4%5.7%-2.5%1.6M-34.1M-90.5K1.3527.31N/AN/A10,22613,79327,61025,731
2023-07-24$22.95$20.0042.0%12.0%34.2%40.5%42.1%2.8%-7.9%1.7M-33.0M-87.7K2.2654.99N/AN/A7,96917,98128,81428,446
2023-07-25$22.70$22.5038.0%10.9%34.8%29.3%38.4%-0.2%-2.9%505.7K-16.2M-127.4K2.9167.78N/AN/A4461,29733,11544,795
2023-07-26$23.29$22.5039.7%11.4%34.6%34.0%39.6%0.5%-4.1%539.9K-23.5M-125.3K0.2065.73N/AN/A3,21464432,98045,490
2023-07-27$22.84$22.5038.7%11.1%35.5%31.1%38.7%-0.1%-2.8%425.5K-17.1M-124.3K1.2238.00N/AN/A1,5531,90032,98945,381
2023-07-28$21.09$22.5036.0%10.3%46.0%23.7%34.6%3.1%0.6%-225.8K17.9M-100.6K0.0838.14N/AN/A9,17869033,05946,953
2023-07-31$20.54$22.5034.8%10.0%46.5%20.3%34.6%-1.7%0.7%-65.7K21.9M-98.4K0.0361.01N/AN/A2,4376338,93247,280