AVTR Options History — March 2024

In March 2024, AVTR traded between $24.96 and $26.04. ATM implied volatility averaged 26.7%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 2.6% (HV 20d: 29.4%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 12.51.

Notable Days

  • 2024-03-25: Highest Volume — 34,861 contracts
  • 2024-03-25: Largest IV spike — 49.6% change
  • 2024-03-25: Highest IV Rank — 52.9%
  • 2024-03-01: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.40$24.96$26.04$25.02$25.57
Max Pain$24.55$23.00$25.00$23.00$25.00
ATM IV26.7%23.0%38.4%27.3%28.8%
Expected Move7.1%6.3%8.0%8.0%6.8%
HV 20d29.4%13.9%44.7%44.3%21.6%
HV 60d31.6%30.8%32.6%32.6%32.1%
IV Rank8.7%0.0%52.9%6.7%19.8%
IV Percentile6.5%0.0%75.8%1.6%11.5%
Term Structure2.5%-1.6%14.3%-1.5%2.4%
VWIV25.0%22.0%28.6%28.6%24.1%
Skew 25d-0.0%-22.7%17.0%-0.1%0.3%
Skew 10d3.4%-9.5%13.8%7.0%9.3%
Call IV 25d27.3%20.6%45.6%28.7%27.2%
Put IV 25d27.3%23.0%40.4%28.6%27.5%
Bid-Ask Spread %77.4663.3385.2863.3379.70
Gamma HHI0.300.230.400.270.30
Net GEX-1.6M-9.7M869.6K705.7K-9.7M
Net DEX-3.2M-25.4M47.0M-19.3M45.4M
Net VEX-140.5K-274.5K-77.5K-93.8K-274.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.510.0474.6074.600.39
Total Volume8,107.255734,86116,632536
Total OI114,066.1577,039174,70377,039174,703

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$25.02$23.0027.3%8.0%44.3%6.7%28.6%-0.1%-1.5%705.7K-19.3M-93.8K74.6063.33N/AN/A22016,41218,13558,904
2024-03-04$25.05$24.0028.2%7.6%44.3%8.9%26.6%0.5%-0.5%-156.2K-15.0M-107.3K21.3569.53N/AN/A70615,07618,26775,273
2024-03-05$24.96$24.0026.5%7.4%44.4%4.6%25.9%-0.2%-0.5%-871.9K-12.4M-119.9K0.4270.50N/AN/A31813318,54390,359
2024-03-06$25.43$24.0026.6%7.6%44.7%4.9%26.4%-1.0%0.6%81.5K-21.4M-100.2K0.6973.15N/AN/A26017918,75890,468
2024-03-07$25.57$24.0027.0%7.4%44.7%5.8%26.2%-4.0%-0.4%306.6K-23.9M-94.7K0.0574.80N/AN/A9184318,98890,637
2024-03-08$25.64$24.0026.8%7.3%44.0%5.4%25.5%2.5%-0.3%507.2K-25.4M-91.4K0.0774.76N/AN/A1,1197719,35890,670
2024-03-11$25.21$24.0027.2%7.5%44.6%6.4%25.5%0.5%-1.6%-77.6K-17.9M-94.9K0.6875.55N/AN/A1329018,45490,710
2024-03-12$25.39$24.0025.1%7.2%43.0%0.8%25.0%2.2%0.4%692.4K-22.4M-77.5K34.5881.58N/AN/A35612,31118,43190,751
2024-03-13$25.41$25.0028.5%7.1%41.3%9.7%23.7%1.9%-0.8%261.0K-18.4M-100.6K0.1880.17N/AN/A4408118,708103,023
2024-03-14$25.19$25.0023.9%6.7%16.5%0.0%23.7%2.1%-0.7%-248.4K-14.2M-103.2K21.8180.06N/AN/A74916,33619,066103,071
2024-03-15$25.05$25.0024.6%7.1%16.0%2.5%24.9%17.0%0.1%869.6K-5.6M-140.4K0.9581.19N/AN/A3,6253,46019,490119,386
2024-03-18$25.52$25.0024.1%7.0%15.2%0.7%24.3%1.8%4.4%-1.2M-3.9M-134.0K0.1672.86N/AN/A4697313,81077,181
2024-03-19$25.41$25.0023.9%6.8%15.3%0.1%23.5%0.3%4.7%-1.3M-3.9M-126.6K0.0474.88N/AN/A55213,58377,194
2024-03-20$25.79$25.0023.0%6.6%14.9%0.0%24.2%2.2%4.3%-830.6K-7.6M-121.4K21.8881.72N/AN/A1635013,61777,196
2024-03-21$25.91$25.0023.6%6.5%14.8%1.8%22.9%0.6%5.6%-698.6K-9.2M-114.7K8.9183.78N/AN/A2,06718,41113,62377,497
2024-03-22$26.04$25.0025.7%6.3%13.9%9.0%22.0%2.8%13.9%-1.3M1.2M-186.9K0.3682.14N/AN/A943415,65895,865
2024-03-25$24.99$25.0038.4%7.1%21.0%52.9%25.2%-22.7%14.3%-2.8M19.7M-209.4K34.8783.09N/AN/A97233,88915,48095,823
2024-03-26$25.39$25.0028.1%7.1%21.6%17.6%26.8%-9.8%3.0%-7.4M43.4M-251.1K10.4585.28N/AN/A1,84619,29416,241129,152
2024-03-27$25.51$25.0027.8%7.0%21.6%16.4%24.7%2.9%2.2%-9.2M47.0M-268.3K17.7681.05N/AN/A58610,41017,524147,726
2024-03-28$25.57$25.0028.8%6.8%21.6%19.8%24.1%0.3%2.4%-9.7M45.4M-274.5K0.3979.70N/AN/A38515117,712156,991