AVTR Options History — December 2023

In December 2023, AVTR traded between $20.70 and $23.14. ATM implied volatility averaged 36.6%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 14.7% (HV 20d: 21.9%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.88.

Notable Days

  • 2023-12-15: Highest Volume — 21,554 contracts
  • 2023-12-13: Largest IV drop — 31.8% change
  • 2023-12-07: Highest IV Rank — 56.2%
  • 2023-12-15: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.13$20.70$23.14$21.39$22.88
Max Pain$20.90$20.00$21.00$20.00$21.00
ATM IV36.6%30.8%46.3%36.8%30.8%
Expected Move9.3%8.5%10.7%10.6%8.8%
HV 20d21.9%16.6%24.6%16.6%23.4%
HV 60d32.3%31.7%33.5%33.1%32.1%
IV Rank30.8%15.8%56.2%31.5%15.8%
IV Percentile49.7%9.5%95.2%62.7%9.5%
Term Structure3.1%-3.4%5.6%-3.4%3.5%
VWIV33.3%29.8%41.2%41.2%30.6%
Skew 25d1.7%-2.0%18.1%0.2%0.8%
Skew 10d-2.2%-45.9%12.3%-45.9%9.7%
Call IV 25d33.5%29.9%43.0%43.0%31.3%
Put IV 25d35.2%31.1%55.1%43.2%32.1%
Bid-Ask Spread %66.5629.43102.06100.6791.47
Gamma HHI0.520.300.840.580.42
Net GEX2.6M1.5M6.2M1.9M2.6M
Net DEX-41.4M-75.1M-20.3M-30.1M-44.6M
Net VEX-126.4K-144.6K-109.4K-114.4K-109.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.017.510.040.53
Total Volume3,911.54221,55414,70049
Total OI77,242.261,15994,05171,97663,992

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$21.39$20.0036.8%10.6%16.6%31.5%41.2%0.2%-3.4%1.9M-30.1M-114.4K0.04100.67N/AN/A14,15055038,30733,669
2023-12-04$21.38$20.0041.0%9.2%16.8%42.4%31.5%-0.8%4.0%2.5M-34.9M-125.6K1.2877.77N/AN/A3,3174,24345,66734,214
2023-12-05$20.70$21.0043.8%9.3%21.1%49.6%32.5%4.5%2.9%1.8M-20.3M-132.3K0.2598.07N/AN/A2,22355247,74637,862
2023-12-06$20.88$21.0044.4%9.3%21.1%51.2%32.9%4.4%3.6%2.2M-25.1M-136.6K0.01102.06N/AN/A3,1112349,97238,120
2023-12-07$20.96$21.0046.3%9.4%21.0%56.2%34.1%1.6%2.5%2.4M-28.6M-140.9K1.5641.31N/AN/A21032752,84838,143
2023-12-08$21.01$21.0038.8%9.0%21.0%36.6%32.1%1.9%4.8%2.7M-28.0M-131.4K1.6935.06N/AN/A1,3142,21852,94738,444
2023-12-11$21.20$21.0043.1%9.0%20.9%47.8%33.3%2.4%4.0%2.8M-31.0M-127.1K0.5629.43N/AN/A271552,99040,200
2023-12-12$21.34$21.0045.8%8.5%20.6%54.9%29.8%-0.4%5.6%2.9M-35.0M-121.4K7.5140.26N/AN/A7455652,97040,208
2023-12-13$21.99$21.0031.2%9.0%21.9%16.9%32.2%0.8%3.3%4.3M-51.5M-123.9K0.2992.09N/AN/A3,8501,11152,99140,529
2023-12-14$22.34$21.0032.4%9.3%21.4%19.8%32.7%-0.4%2.3%6.2M-58.5M-119.0K0.0774.57N/AN/A7,87553951,51241,003
2023-12-15$22.87$21.0037.3%10.7%22.0%32.8%38.9%18.1%1.2%1.5M-75.1M-135.0K0.1289.94N/AN/A19,2842,27052,56441,487
2023-12-18$22.52$21.0032.7%9.4%23.0%20.8%34.8%-2.0%2.3%2.0M-38.7M-135.6K0.0686.17N/AN/A4,92228441,95019,840
2023-12-19$23.13$21.0032.8%9.4%23.8%20.9%33.3%-0.1%4.0%2.1M-49.3M-125.2K0.3539.66N/AN/A1,54754541,11720,042
2023-12-20$22.86$21.0034.3%9.8%24.5%24.9%34.0%0.8%1.7%2.3M-46.4M-144.6K0.6486.43N/AN/A29619046,34820,526
2023-12-21$22.86$21.0033.5%9.6%24.6%22.9%34.3%4.0%2.3%1.9M-40.1M-134.2K0.1036.14N/AN/A9329042,32520,526
2023-12-22$22.93$21.0031.3%9.0%24.6%17.0%31.5%0.2%4.5%2.2M-44.3M-129.1K0.2977.00N/AN/A1474242,87420,532
2023-12-26$23.14$21.0032.9%9.4%23.6%21.2%33.0%-0.8%2.8%2.4M-50.4M-115.4K0.1854.30N/AN/A1222242,89320,555
2023-12-27$23.05$21.0031.4%9.0%23.2%17.2%32.0%-1.7%4.3%2.4M-47.9M-114.3K0.1737.87N/AN/A1863142,84120,569
2023-12-28$23.12$21.0031.0%8.9%23.0%16.4%31.2%-0.4%4.8%2.5M-48.9M-113.4K1.9940.96N/AN/A33065642,92620,595
2023-12-29$22.88$21.0030.8%8.8%23.4%15.8%30.6%0.8%3.5%2.6M-44.6M-109.4K0.5391.47N/AN/A321742,86921,123