AVTR Options History — August 2023

In August 2023, AVTR traded between $20.52 and $22.04. ATM implied volatility averaged 32.7%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 5.8% (HV 20d: 38.4%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 4.18.

Notable Days

  • 2023-08-07: Highest Volume — 14,804 contracts
  • 2023-08-02: Largest IV spike — 8.0% change
  • 2023-08-02: Highest IV Rank — 23.6%
  • 2023-08-02: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.28$20.52$22.04$20.81$21.70
Max Pain$20.22$20.00$22.50$22.50$20.00
ATM IV32.7%27.4%36.0%33.4%27.4%
Expected Move9.4%7.9%10.3%9.6%7.9%
HV 20d38.4%17.7%47.5%46.6%17.7%
HV 60d33.7%32.7%34.2%33.8%32.7%
IV Rank14.2%0.0%23.6%16.1%0.0%
IV Percentile20.0%0.0%45.2%22.2%0.0%
Term Structure1.0%-2.1%7.5%-0.2%1.1%
VWIV32.7%26.4%39.8%33.6%29.3%
Skew 25d4.2%-0.4%10.0%-0.4%4.5%
Skew 10d10.0%-4.6%27.0%4.5%7.1%
Call IV 25d30.4%26.0%35.8%33.8%27.3%
Put IV 25d34.7%31.7%37.0%33.4%31.7%
Bid-Ask Spread %37.6513.6777.0368.4926.04
Gamma HHI0.610.330.790.330.61
Net GEX956.6K135.5K1.4M135.5K1.2M
Net DEX-9.2M-24.6M18.2M18.2M-18.9M
Net VEX-103.4K-134.9K-85.8K-102.8K-97.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.180.0161.460.020.29
Total Volume2,404.874814,80411,03154
Total OI66,170.1331,43795,62587,50036,860

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$20.81$22.5033.4%9.6%46.6%16.1%33.6%-0.4%-0.2%135.5K18.2M-102.8K0.0268.49N/AN/A10,78724440,21047,290
2023-08-02$21.02$22.5036.0%10.3%46.7%23.6%35.4%2.2%-0.6%338.1K9.6M-134.9K0.2141.61N/AN/A64513645,33947,458
2023-08-03$20.63$20.0034.5%9.8%47.2%19.3%33.6%3.6%1.7%386.2K16.4M-127.4K0.0967.39N/AN/A1431348,05147,504
2023-08-04$20.71$20.0032.8%9.8%46.6%14.6%0.0%2.3%1.1%487.2K15.7M-125.6K6.6837.03N/AN/A2516748,04247,473
2023-08-07$20.70$20.0034.3%9.7%46.6%18.7%31.9%3.9%2.1%533.8K17.5M-113.4K61.4643.93N/AN/A23714,56748,05147,574
2023-08-08$20.59$20.0033.6%9.8%46.6%16.8%32.7%3.3%1.8%1.1M-5.5M-103.7K0.2743.23N/AN/A2526748,12934,779
2023-08-09$20.91$20.0033.7%9.7%46.8%17.2%0.0%4.4%2.1%1.4M-9.3M-106.8K18.7930.11N/AN/A4380848,00034,722
2023-08-10$20.52$20.0033.1%9.5%47.2%15.2%32.1%3.4%2.3%900.0K-5.2M-93.0K2.2928.14N/AN/A21950248,01033,943
2023-08-11$20.80$20.0032.3%9.3%47.5%13.2%0.0%3.0%3.3%1.2M-9.3M-98.0K0.0733.16N/AN/A45348,16433,387
2023-08-14$21.05$20.0034.5%9.9%47.4%19.3%33.4%2.3%0.2%877.6K-10.6M-92.9K0.0824.36N/AN/A3683048,17433,401
2023-08-15$21.07$20.0035.7%10.2%47.0%22.7%34.8%5.4%2.2%871.2K-10.9M-91.9K0.0126.52N/AN/A3,0952248,16633,373
2023-08-16$20.87$20.0033.8%9.7%44.3%17.5%32.4%0.7%2.2%821.0K-8.9M-85.8K0.0513.67N/AN/A5952747,47033,372
2023-08-17$21.12$20.0035.0%10.0%44.2%20.7%32.9%4.1%7.5%994.7K-11.8M-96.5K0.3315.34N/AN/A50816749,36833,391
2023-08-18$21.52$20.0034.3%9.8%36.7%18.9%34.5%1.0%-2.1%1.1M-18.7M-101.7K0.0140.03N/AN/A8,50710350,50431,761
2023-08-21$22.02$20.0032.5%9.3%37.9%13.7%33.1%2.6%-0.2%1.2M-24.6M-96.5K0.2736.09N/AN/A2,76576029,2932,144
2023-08-22$21.98$20.0033.0%9.5%37.7%15.2%39.8%10.0%-1.6%1.1M-23.5M-94.9K0.0140.14N/AN/A4,7363728,7072,823
2023-08-23$21.77$20.0032.7%9.4%36.4%14.3%33.8%8.3%-1.7%1.3M-22.7M-100.2K3.0777.03N/AN/A4251,30431,7562,850
2023-08-24$21.86$20.0031.4%9.0%36.0%10.6%31.4%6.3%0.0%1.2M-21.9M-102.6K1.1942.36N/AN/A55966531,7483,910
2023-08-25$21.80$20.0029.2%8.4%21.4%4.5%32.0%6.6%1.1%1.2M-20.4M-104.9K0.1030.09N/AN/A50531,8764,710
2023-08-28$21.95$20.0030.5%8.7%18.7%8.1%32.3%5.0%-0.4%1.2M-21.6M-103.2K0.0438.76N/AN/A8072931,9044,715
2023-08-29$22.02$20.0029.2%8.4%18.4%4.3%26.4%7.0%0.4%1.3M-21.9M-102.6K0.0229.73N/AN/A4031032,0204,730
2023-08-30$22.04$20.0028.1%8.1%18.2%1.3%28.1%7.8%1.1%1.3M-22.1M-101.2K0.8032.78N/AN/A21016832,0214,740
2023-08-31$21.70$20.0027.4%7.9%17.7%0.0%29.3%4.5%1.1%1.2M-18.9M-97.9K0.2926.04N/AN/A421231,9914,869