AVTR Options History — September 2023

In September 2023, AVTR traded between $20.27 and $22.05. ATM implied volatility averaged 32.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 6.7% (HV 20d: 25.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 1.24.

Notable Days

  • 2023-09-08: Highest Volume — 19,745 contracts
  • 2023-09-11: Largest IV spike — 25.2% change
  • 2023-09-11: Highest IV Rank — 26.3%
  • 2023-09-26: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.19$20.27$22.05$21.77$21.11
Max Pain$20.25$20.00$22.50$20.00$20.00
ATM IV32.4%27.5%36.8%28.1%34.3%
Expected Move9.2%7.0%10.4%8.1%9.8%
HV 20d25.7%17.7%29.2%17.7%29.2%
HV 60d33.0%32.1%33.9%32.2%33.2%
IV Rank14.0%0.3%26.3%1.9%19.2%
IV Percentile21.1%0.4%52.4%1.2%32.5%
Term Structure3.9%0.1%7.1%0.1%7.1%
VWIV32.6%28.0%42.7%28.0%34.1%
Skew 25d2.5%-2.1%8.3%5.9%3.3%
Skew 10d6.6%-6.5%20.8%8.9%20.8%
Call IV 25d31.4%26.1%35.4%27.7%33.6%
Put IV 25d33.9%31.9%36.9%33.6%36.8%
Bid-Ask Spread %50.1113.4695.6355.0695.63
Gamma HHI0.490.350.630.630.50
Net GEX1.1M843.5K1.6M1.3M1.2M
Net DEX-16.9M-27.8M-7.9M-19.3M-16.2M
Net VEX-134.8K-156.0K-80.5K-97.0K-142.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.0011.670.010.91
Total Volume3,516.153819,74512110,517
Total OI62,474.0536,88674,48436,90669,936

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$21.77$20.0028.1%8.1%17.7%1.9%28.0%5.9%0.1%1.3M-19.3M-97.0K0.0155.06N/AN/A120132,0254,881
2023-09-05$21.19$22.5034.9%9.3%20.6%20.9%32.1%4.0%4.4%1.1M-14.2M-88.1K0.1851.72N/AN/A1232232,0064,880
2023-09-06$20.77$22.5032.6%9.4%21.8%14.4%31.5%3.0%5.0%997.7K-10.8M-80.5K0.0167.98N/AN/A4,0035232,0084,884
2023-09-07$20.70$20.0034.5%9.6%21.1%20.0%32.8%6.2%3.0%1.2M-14.3M-90.5K3.1838.22N/AN/A3,67611,68535,5784,909
2023-09-08$20.27$20.0029.4%9.3%21.4%5.5%32.4%4.2%4.2%919.7K-7.9M-119.2K2.3230.26N/AN/A5,94613,79938,95916,465
2023-09-11$20.32$20.0036.8%9.0%20.8%26.3%42.7%1.5%3.9%843.5K-8.1M-156.0K0.1671.31N/AN/A4407143,49429,353
2023-09-12$21.30$20.0027.5%7.0%26.6%0.3%31.6%3.9%6.5%1.1M-22.3M-155.9K0.2351.26N/AN/A2,45255543,41729,412
2023-09-13$21.34$20.0032.4%9.3%26.6%13.9%32.8%-0.8%3.5%1.2M-22.9M-154.8K0.0220.72N/AN/A1,6923644,54829,936
2023-09-14$21.80$20.0030.2%8.7%27.3%7.7%30.3%1.6%3.5%1.6M-27.8M-152.7K0.0024.53N/AN/A1,310044,30429,956
2023-09-15$21.84$20.0031.2%8.9%27.1%10.6%34.0%1.9%3.7%1.3M-27.4M-153.8K0.7762.56N/AN/A1,3011,00643,86129,956
2023-09-18$21.41$20.0030.8%8.8%27.3%9.5%31.4%-0.3%4.3%1.1M-17.3M-151.2K1.8853.94N/AN/A427933,72730,543
2023-09-19$21.63$20.0030.7%8.8%26.2%9.3%31.2%-0.1%4.4%1.2M-20.6M-148.1K0.0746.94N/AN/A3,37622333,72830,602
2023-09-20$22.05$20.0030.3%8.7%27.2%8.0%30.6%3.1%4.0%1.6M-27.0M-148.8K0.4283.54N/AN/A1496236,45830,725
2023-09-21$21.68$20.0030.8%8.8%27.6%9.5%32.0%8.3%5.0%1.3M-21.5M-148.6K0.6941.79N/AN/A35724836,36830,761
2023-09-22$21.13$20.0034.3%9.8%29.0%19.4%31.7%3.1%3.0%1.0M-14.5M-147.3K2.3168.16N/AN/A8419436,46730,939
2023-09-25$20.98$20.0033.9%9.7%29.1%18.3%33.4%0.7%4.3%955.2K-11.7M-138.8K11.6713.46N/AN/A33536,46231,094
2023-09-26$21.01$20.0036.2%10.4%28.9%24.7%34.2%1.0%1.0%917.7K-12.2M-141.4K0.0148.32N/AN/A6,0083036,46331,118
2023-09-27$20.77$20.0035.1%10.1%29.0%21.6%34.5%-2.1%2.7%915.5K-10.7M-140.8K0.0339.92N/AN/A3841338,36131,163
2023-09-28$20.81$20.0034.1%9.8%29.0%18.7%31.1%1.9%3.8%964.8K-11.3M-139.8K0.0336.85N/AN/A222738,56031,174
2023-09-29$21.11$20.0034.3%9.8%29.2%19.2%34.1%3.3%7.1%1.2M-16.2M-142.3K0.9195.63N/AN/A5,4985,01938,75631,180