AVTR Options History — November 2023 In November 2023, AVTR traded between $17.48 and $21.13. ATM implied volatility averaged 32.9%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 7.7% (HV 20d: 40.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 16.00.
Notable Days 2023-11-17 : Highest Volume — 14,078 contracts2023-11-27 : Largest IV spike — 24.7% change2023-11-07 : Highest IV Rank — 27.9%2023-11-03 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.21 $17.48 $21.13 $17.48 $21.13 Max Pain $18.57 $17.50 $20.00 $20.00 $20.00 ATM IV 32.9% 24.7% 37.4% 34.2% 34.1% Expected Move 9.3% 7.1% 10.0% 9.8% 9.8% HV 20d 40.7% 20.7% 46.3% 42.3% 20.9% HV 60d 32.8% 31.8% 33.5% 31.8% 33.1% IV Rank 17.0% 0.0% 27.9% 18.9% 24.5% IV Percentile 27.2% 0.0% 61.5% 32.1% 36.9% Term Structure -1.4% -5.2% 4.2% 0.3% -2.3% VWIV 32.7% 25.0% 42.4% 34.1% 42.4% Skew 25d 2.2% -5.6% 14.6% 0.6% -5.6% Skew 10d 4.7% -16.2% 26.9% 0.7% 18.1% Call IV 25d 32.3% 27.5% 41.7% 31.2% 41.7% Put IV 25d 34.5% 28.1% 49.7% 31.7% 36.1% Bid-Ask Spread % 63.82 21.09 97.76 45.66 93.03 Gamma HHI 0.47 0.29 0.83 0.83 0.35 Net GEX -403.2K -2.5M 1.3M -2.5M 1.1M Net DEX 2.4M -22.7M 34.9M 34.9M -22.7M Net VEX -92.0K -113.3K -69.0K -106.6K -97.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 16.00 0.00 298.53 0.01 0.00 Total Volume 2,482.095 45 14,078 1,990 11,877 Total OI 88,987.381 57,686 116,217 105,219 63,879
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-11-01 $17.48 $20.00 34.2% 9.8% 42.3% 18.9% 34.1% 0.6% 0.3% -2.5M 34.9M -106.6K 0.01 45.66 N/A N/A 1,978 12 62,715 42,504 2023-11-02 $18.26 $17.50 33.9% 9.6% 46.1% 18.3% 32.2% 3.4% 0.4% -1.7M 16.5M -113.3K 0.09 37.04 N/A N/A 137 13 64,254 41,683 2023-11-03 $18.37 $17.50 35.4% 10.0% 46.1% 22.3% 32.2% 5.0% -1.1% -1.5M 14.1M -111.1K 0.12 50.55 N/A N/A 726 90 64,234 41,582 2023-11-06 $18.16 $17.50 36.4% 9.8% 46.0% 25.1% 34.3% 6.0% -1.4% -2.2M 19.5M -102.3K 3.17 42.70 N/A N/A 29 92 64,236 41,654 2023-11-07 $18.31 $17.50 37.4% 9.6% 46.2% 27.9% 31.2% 0.5% -1.0% -1.9M 15.5M -98.8K 8.00 67.80 N/A N/A 13 104 64,236 41,735 2023-11-08 $18.36 $17.50 34.4% 9.9% 46.2% 19.6% 34.5% 1.6% -2.0% -2.0M 13.0M -91.1K 0.69 80.22 N/A N/A 52 36 64,231 41,798 2023-11-09 $18.38 $17.50 34.1% 9.8% 45.8% 18.7% 31.4% 1.0% -0.5% -2.0M 13.0M -89.2K 0.10 23.14 N/A N/A 41 4 64,245 41,828 2023-11-10 $18.61 $17.50 33.7% 9.7% 46.3% 17.6% 31.6% 2.7% -0.8% -307.4K 3.3M -72.2K 0.12 23.76 N/A N/A 112 13 64,246 41,828 2023-11-13 $18.55 $17.50 33.8% 9.7% 44.7% 17.8% 30.8% 2.4% -1.1% -416.4K 3.9M -69.0K 0.54 22.46 N/A N/A 246 134 64,248 41,829 2023-11-14 $18.87 $17.50 32.2% 9.2% 45.5% 13.5% 32.7% 2.3% -2.1% 45.3K 1.3M -77.8K 0.39 88.54 N/A N/A 615 240 64,360 41,900 2023-11-15 $19.30 $17.50 32.7% 9.4% 45.3% 14.8% 35.0% 0.9% -2.0% 1.3M -4.5M -83.6K 15.10 48.40 N/A N/A 579 8,740 64,335 42,089 2023-11-16 $19.30 $19.00 31.6% 9.1% 45.3% 11.8% 32.1% 1.5% -0.6% 746.2K -574.1K -88.6K 0.17 21.09 N/A N/A 1,413 242 63,890 50,745 2023-11-17 $19.19 $19.00 31.5% 9.0% 45.0% 11.5% 34.7% 0.8% -1.2% 100.2K 1.1M -88.4K 298.53 69.86 N/A N/A 47 14,031 65,296 50,921 2023-11-20 $19.52 $19.00 32.3% 9.2% 45.6% 13.6% 32.6% 1.8% -5.2% -226.7K 414.3K -101.5K 0.76 85.39 N/A N/A 279 213 25,627 32,332 2023-11-21 $19.89 $19.00 32.3% 9.3% 46.0% 13.8% 32.5% -1.3% -2.7% 136.7K -5.0M -100.1K 0.03 94.45 N/A N/A 1,222 33 25,776 32,389 2023-11-22 $20.07 $19.00 30.1% 8.6% 42.0% 7.7% 30.2% 3.7% -1.6% 338.6K -7.1M -91.4K 2.48 79.32 N/A N/A 54 134 25,264 32,422 2023-11-24 $20.30 $20.00 24.7% 7.1% 42.0% 0.0% 25.0% -2.9% 4.2% 634.6K -9.7M -86.5K 2.18 93.60 N/A N/A 33 72 25,270 32,518 2023-11-27 $20.06 $20.00 30.8% 8.8% 25.7% 15.9% 30.8% 2.9% -2.7% 336.6K -6.3M -85.5K 3.11 80.31 N/A N/A 172 535 25,276 32,543 2023-11-28 $20.51 $20.00 33.6% 9.6% 20.7% 23.0% 33.6% 14.6% -3.9% 612.6K -12.5M -86.6K 0.37 95.09 N/A N/A 1,651 603 25,399 32,976 2023-11-29 $20.82 $20.00 32.6% 9.3% 20.8% 20.5% 32.8% 4.3% -2.1% 896.6K -17.4M -90.6K 0.02 97.76 N/A N/A 5,420 87 26,894 33,548 2023-11-30 $21.13 $20.00 34.1% 9.8% 20.9% 24.5% 42.4% -5.6% -2.3% 1.1M -22.7M -97.9K 0.00 93.03 N/A N/A 11,834 43 30,253 33,626
« Oct 2023 | All History | Dec 2023 » Home AVTR History November 2023