AVTR Options History — October 2023

In October 2023, AVTR traded between $17.16 and $21.52. ATM implied volatility averaged 40.3%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 14.4% (HV 20d: 25.9%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 3.05.

Notable Days

  • 2023-10-23: Highest Volume — 14,753 contracts
  • 2023-10-27: Largest IV drop — 22.8% change
  • 2023-10-26: Highest IV Rank — 61.3%
  • 2023-10-26: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.21$17.16$21.52$20.73$17.38
Max Pain$21.70$20.00$22.50$20.00$20.00
ATM IV40.3%33.9%49.3%35.1%33.9%
Expected Move11.7%9.7%14.1%10.1%9.7%
HV 20d25.9%19.0%42.0%29.8%42.0%
HV 60d30.1%23.2%33.1%33.1%31.8%
IV Rank36.1%18.3%61.3%21.7%18.3%
IV Percentile70.5%30.2%97.2%42.9%30.2%
Term Structure-4.1%-10.1%4.2%2.0%0.6%
VWIV40.3%29.7%53.3%35.5%33.4%
Skew 25d1.2%-4.2%5.4%-1.8%1.3%
Skew 10d3.1%-8.0%20.2%1.2%2.2%
Call IV 25d40.5%29.4%55.2%36.0%29.4%
Put IV 25d41.8%30.1%53.8%34.2%30.7%
Bid-Ask Spread %39.6710.8186.0786.0720.83
Gamma HHI0.470.340.830.440.83
Net GEX351.5K-2.6M1.8M920.5K-2.6M
Net DEX-1.7M-23.1M46.3M-10.7M38.2M
Net VEX-155.4K-178.6K-87.8K-171.0K-97.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.050.0048.710.030.01
Total Volume3,571.9097714,7531,5535,248
Total OI85,821.04579,425100,09679,425100,096

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$20.73$20.0035.1%10.1%29.8%21.7%35.5%-1.8%2.0%920.5K-10.7M-171.0K0.0386.07N/AN/A1,5074643,48035,945
2023-10-03$20.63$20.0036.4%10.4%28.4%25.2%36.3%-0.5%4.2%825.4K-9.2M-172.0K0.7628.13N/AN/A715444,25235,923
2023-10-04$20.57$20.0034.9%10.0%27.5%21.0%34.9%-1.2%2.9%809.9K-8.3M-168.4K0.0469.94N/AN/A9043744,25535,943
2023-10-05$20.59$22.5036.1%11.4%27.5%24.2%37.1%3.8%-3.9%774.2K-7.6M-171.8K0.2339.40N/AN/A2856544,40635,978
2023-10-06$20.71$22.5034.6%11.3%26.4%20.2%29.7%5.4%-3.7%928.3K-10.0M-167.3K4.5045.05N/AN/A146344,52935,999
2023-10-09$20.77$22.5037.5%11.3%26.4%28.2%37.7%2.8%-4.4%972.3K-10.8M-159.2K0.5138.43N/AN/A1115744,52936,060
2023-10-10$20.77$22.5037.1%11.3%20.1%27.2%39.5%1.3%-6.2%946.8K-10.3M-152.7K1.4828.65N/AN/A629244,53536,094
2023-10-11$20.89$22.5039.6%11.3%20.2%34.0%38.6%2.6%-5.6%1.1M-11.7M-151.0K0.0944.68N/AN/A4333744,50136,153
2023-10-12$21.11$22.5043.8%12.6%19.0%46.0%42.6%0.9%-5.6%1.2M-17.0M-164.9K0.6463.69N/AN/A6,5154,16544,75436,182
2023-10-13$20.95$22.5040.5%11.6%19.0%36.6%38.6%2.6%-6.9%1.0M-12.6M-178.6K0.0145.54N/AN/A3,8322147,28539,547
2023-10-16$21.52$22.5039.4%11.3%20.4%33.7%39.5%0.9%-5.4%1.8M-23.1M-176.8K6.1231.32N/AN/A2615947,83639,559
2023-10-17$21.51$22.5038.4%11.0%20.1%30.8%39.1%-0.8%-4.0%1.7M-21.2M-165.5K0.0852.64N/AN/A1,76314947,84439,718
2023-10-18$20.77$22.5043.7%12.5%22.2%45.6%47.1%4.3%-7.2%631.3K-9.1M-163.4K48.7140.37N/AN/A552,67947,85439,857
2023-10-19$20.84$22.5043.3%12.4%21.7%44.4%40.6%4.7%-5.0%637.9K-8.9M-165.1K1.8939.73N/AN/A387247,82142,064
2023-10-20$20.52$22.5043.3%12.4%20.5%44.5%42.5%5.4%-5.0%436.9K-5.3M-157.2K0.0010.81N/AN/A2,140647,81541,533
2023-10-23$20.55$22.5048.5%13.9%20.4%59.0%48.9%0.9%-8.4%546.2K-7.1M-161.2K0.3030.25N/AN/A11,3113,44239,83239,838
2023-10-24$20.24$22.5047.5%13.6%20.9%56.4%47.9%1.1%-8.0%327.1K-406.0K-171.4K0.1847.67N/AN/A5179445,31843,278
2023-10-25$19.23$22.5048.7%14.0%27.2%59.6%53.3%-1.4%-9.1%-456.1K13.0M-160.5K0.1441.79N/AN/A9,6271,31445,77943,293
2023-10-26$19.45$20.0049.3%14.1%27.6%61.3%52.6%0.4%-10.1%-233.4K10.7M-154.4K0.1610.98N/AN/A3,56058349,11543,626
2023-10-27$17.80$20.0038.1%10.9%40.2%29.9%37.1%-4.2%-0.6%-2.1M38.5M-102.2K0.4535.22N/AN/A2,19898548,14143,903
2023-10-30$17.16$20.0036.6%10.5%41.3%25.7%34.7%-1.3%-1.1%-2.4M46.3M-87.8K0.8121.66N/AN/A7,8556,39049,93143,662
2023-10-31$17.38$20.0033.9%9.7%42.0%18.3%33.4%1.3%0.6%-2.6M38.2M-97.2K0.0120.83N/AN/A5,1945457,50042,596