AVTR Options History — January 2024

In January 2024, AVTR traded between $21.34 and $23.38. ATM implied volatility averaged 38.3%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 14.6% (HV 20d: 23.7%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 3.78.

Notable Days

  • 2024-01-26: Highest Volume — 60,998 contracts
  • 2024-01-10: Largest IV spike — 14.4% change
  • 2024-01-29: Highest IV Rank — 50.0%
  • 2024-01-29: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.17$21.34$23.38$22.73$22.98
Max Pain$20.38$20.00$21.00$21.00$21.00
ATM IV38.3%32.0%43.9%32.7%43.3%
Expected Move11.2%9.4%12.6%9.4%12.4%
HV 20d23.7%20.2%26.8%23.4%26.8%
HV 60d30.4%22.8%33.2%32.2%22.8%
IV Rank35.4%19.0%50.0%20.9%48.4%
IV Percentile66.9%21.0%92.5%29.8%90.9%
Term Structure-4.2%-7.9%3.5%3.5%-7.9%
VWIV40.0%33.8%43.9%36.4%42.9%
Skew 25d1.6%-2.3%9.5%-0.8%-0.8%
Skew 10d2.7%-9.9%19.9%-2.1%-9.9%
Call IV 25d39.1%34.7%44.5%34.7%42.5%
Put IV 25d40.7%33.9%54.1%33.9%41.7%
Bid-Ask Spread %66.4312.2592.3092.3074.44
Gamma HHI0.380.270.510.420.33
Net GEX1.9M-867.2K4.5M2.6M4.1M
Net DEX-24.6M-54.6M2.1M-41.1M-44.1M
Net VEX-114.7K-163.0K-87.4K-102.6K-127.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.780.0035.781.618.80
Total Volume8,218.0956060,9986011,707
Total OI88,608.90563,995112,76863,995112,768

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$22.73$21.0032.7%9.4%23.4%20.9%36.4%-0.8%3.5%2.6M-41.1M-102.6K1.6192.30N/AN/A233742,86321,132
2024-01-03$22.07$21.0033.1%9.5%26.1%21.9%33.8%1.6%3.4%2.1M-26.2M-99.3K0.0386.11N/AN/A1,4714242,87521,122
2024-01-04$21.95$20.0032.2%10.7%23.0%19.4%37.5%0.9%-2.7%2.1M-25.5M-105.7K0.0884.99N/AN/A3682844,24121,122
2024-01-05$21.77$20.0034.8%10.6%23.3%26.2%36.7%2.4%-2.8%1.8M-21.1M-103.9K0.6085.72N/AN/A18310944,32721,145
2024-01-08$21.59$20.0033.4%10.9%23.5%22.5%38.5%1.3%-2.4%1.8M-16.4M-87.4K0.1586.40N/AN/A4,18261344,34221,182
2024-01-09$22.07$20.0032.0%10.5%24.6%19.0%42.1%1.5%-2.7%2.7M-27.0M-87.6K35.7876.25N/AN/A50518,06844,39021,178
2024-01-10$22.44$20.0036.6%10.5%25.1%31.1%40.3%2.1%-2.9%2.9M-32.8M-105.9K3.3184.77N/AN/A5,02516,61244,58838,609
2024-01-11$22.44$20.0037.2%10.7%25.0%32.5%37.7%2.3%-3.7%2.6M-30.0M-126.6K1.1083.56N/AN/A586446,29455,110
2024-01-12$22.04$20.0037.3%10.7%23.8%32.7%37.3%1.5%-3.5%2.3M-18.3M-115.5K0.0287.47N/AN/A2,4144546,28855,132
2024-01-16$21.84$20.0038.2%11.0%23.3%35.2%42.2%1.1%-5.0%2.8M-16.2M-101.2K22.9730.76N/AN/A44010,10746,40854,845
2024-01-17$21.34$20.0039.0%11.2%22.6%37.2%38.8%1.8%-3.9%-737.4K2.1M-116.8K1.2263.18N/AN/A607346,21363,734
2024-01-18$21.63$20.0038.6%11.1%22.9%36.0%37.0%2.3%-3.2%-342.9K-4.8M-95.7K0.4455.69N/AN/A87038246,18163,719
2024-01-19$21.57$20.0040.3%11.6%20.2%40.7%40.9%2.8%-5.2%-867.2K-4.4M-99.3K2.5076.79N/AN/A1,2243,05846,98163,773
2024-01-22$22.01$20.0043.5%12.5%21.6%48.8%43.7%1.8%-7.5%-543.9K-2.1M-91.3K0.0041.00N/AN/A20,9859818,58646,203
2024-01-23$22.04$20.0042.8%12.3%21.7%47.0%42.4%2.7%-7.8%1.1M-22.5M-140.6K0.0731.99N/AN/A4,53032938,61546,227
2024-01-24$22.02$21.0040.8%11.7%21.6%41.8%41.0%-0.1%-6.5%1.4M-24.8M-140.5K0.0446.21N/AN/A2,5388941,56346,444
2024-01-25$21.91$21.0040.7%11.7%21.2%41.7%41.8%2.4%-5.9%1.3M-22.3M-138.3K0.5247.48N/AN/A40621142,20046,529
2024-01-26$22.73$21.0041.1%11.8%25.4%42.8%42.0%-2.3%-6.4%2.4M-41.7M-121.3K0.0176.61N/AN/A60,65134742,34046,731
2024-01-29$23.05$21.0043.9%12.6%25.9%50.0%43.9%9.5%-7.6%3.6M-43.2M-163.0K0.0871.12N/AN/A1,2349765,20447,041
2024-01-30$23.38$21.0042.6%12.2%26.1%46.7%42.7%0.6%-7.9%4.5M-54.6M-139.3K0.0412.25N/AN/A3,18311465,40747,135
2024-01-31$22.98$21.0043.3%12.4%26.8%48.4%42.9%-0.8%-7.9%4.1M-44.1M-127.7K8.8074.44N/AN/A1,19510,51265,52847,240