AVTR Options History — February 2024

In February 2024, AVTR traded between $21.95 and $24.76. ATM implied volatility averaged 34.5%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 2.2% (HV 20d: 36.7%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 11.29.

Notable Days

  • 2024-02-14: Highest Volume — 27,832 contracts
  • 2024-02-07: Largest IV drop — 31.8% change
  • 2024-02-06: Highest IV Rank — 64.1%
  • 2024-02-13: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.86$21.95$24.76$23.51$24.76
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV34.5%27.1%49.3%40.5%34.2%
Expected Move9.2%7.8%12.4%9.6%8.1%
HV 20d36.7%23.7%47.2%25.4%44.8%
HV 60d28.6%22.9%33.1%23.1%32.5%
IV Rank25.6%6.2%64.1%41.1%24.8%
IV Percentile39.0%0.4%98.8%82.1%42.5%
Term Structure-1.1%-6.4%4.5%0.1%4.5%
VWIV32.5%26.9%42.7%34.0%28.0%
Skew 25d1.7%-3.8%5.2%3.1%-3.8%
Skew 10d6.3%-2.3%13.0%6.3%13.0%
Call IV 25d31.8%27.3%40.9%32.6%36.2%
Put IV 25d33.5%28.0%46.0%35.7%32.3%
Bid-Ask Spread %54.4417.7884.0220.4784.02
Gamma HHI0.340.200.600.320.27
Net GEX2.5M-582.0K8.1M4.7M499.5K
Net DEX-31.4M-80.9M1.4M-52.7M-15.5M
Net VEX-101.7K-139.1K-65.8K-139.1K-98.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.290.04191.310.120.59
Total Volume5,675.317627,832499381
Total OI105,572.562,269151,136122,76476,781

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$23.51$23.0040.5%9.6%25.4%41.1%34.0%3.1%0.1%4.7M-52.7M-139.1K0.1220.47N/AN/A4445565,11957,645
2024-02-02$23.52$23.0041.3%9.7%25.2%43.1%34.3%2.7%-1.0%4.8M-53.9M-133.9K3.4236.48N/AN/A13947565,17357,779
2024-02-05$23.70$23.0047.9%10.2%24.9%60.4%35.6%2.6%-2.4%5.1M-58.1M-126.6K0.1051.42N/AN/A5615865,10958,200
2024-02-06$23.69$23.0049.3%9.9%24.5%64.1%35.1%3.0%-1.9%5.1M-59.1M-124.1K0.3623.24N/AN/A64323065,41058,253
2024-02-07$23.66$23.0033.6%9.6%23.7%23.2%34.5%1.2%-0.4%5.4M-56.1M-113.1K0.3746.08N/AN/A37313765,49058,480
2024-02-08$23.27$23.0035.4%10.2%24.2%27.9%35.1%2.8%-2.2%4.4M-43.3M-108.7K3.0223.37N/AN/A1,6444,97365,57158,573
2024-02-09$23.18$23.0036.5%10.5%24.2%30.7%36.6%2.6%-1.7%3.9M-38.6M-114.4K7.7417.78N/AN/A8061965,76262,783
2024-02-12$22.55$23.0039.6%11.3%25.5%38.6%42.1%2.7%-4.6%2.3M-21.7M-99.1K8.7734.52N/AN/A1,89916,65865,80963,379
2024-02-13$21.95$23.0043.1%12.4%27.2%47.9%42.7%5.2%-6.4%-109.8K1.4M-130.1K1.1145.80N/AN/A6,4217,11066,51179,870
2024-02-14$24.48$23.0031.2%8.9%46.0%16.9%30.5%3.9%1.5%8.1M-80.9M-75.4K0.1472.66N/AN/A24,3783,45467,17683,960
2024-02-15$24.20$23.0030.2%8.7%46.4%14.2%30.4%0.4%-2.0%3.2M-44.1M-66.6K0.5634.85N/AN/A47726852,09085,778
2024-02-16$23.76$23.0029.2%8.4%47.1%11.6%30.6%0.6%0.3%2.9M-28.3M-65.8K3.4969.28N/AN/A5,71919,93952,06785,864
2024-02-20$23.99$23.0030.0%8.6%46.8%13.6%30.5%1.3%-1.1%-582.0K-5.5M-97.4K1.6150.10N/AN/A7671,23514,23648,033
2024-02-21$24.43$23.0029.8%8.5%47.1%13.1%29.3%3.6%-1.2%-58.2K-11.0M-91.5K0.2878.36N/AN/A1373914,96347,905
2024-02-22$24.61$23.0027.2%7.8%47.0%6.4%26.9%1.2%0.1%156.5K-13.3M-87.6K0.4476.26N/AN/A1396115,05847,934
2024-02-23$24.34$23.0027.1%7.8%47.2%6.2%27.6%2.1%0.5%-15.0K-10.8M-88.6K0.9781.31N/AN/A30829915,18747,989
2024-02-26$24.48$23.0027.3%7.8%45.7%6.6%27.8%0.6%-1.4%211.7K-12.6M-83.0K191.3179.22N/AN/A5410,33115,28848,201
2024-02-27$24.48$23.0027.8%8.0%45.6%7.9%27.4%-0.1%-0.8%-25.3K-11.2M-97.3K1.4382.64N/AN/A11316215,32258,528
2024-02-28$24.66$23.0029.6%8.5%45.4%12.7%31.5%-2.6%-2.6%86.9K-13.6M-93.8K0.0480.94N/AN/A2,61411215,41358,761
2024-02-29$24.76$23.0034.2%8.1%44.8%24.8%28.0%-3.8%4.5%499.5K-15.5M-98.2K0.5984.02N/AN/A24014117,97158,810