AVTR Options History — April 2024

In April 2024, AVTR traded between $23.95 and $25.88. ATM implied volatility averaged 35.2%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 9.8% (HV 20d: 25.4%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 7.65.

Notable Days

  • 2024-04-17: Highest Volume — 41,678 contracts
  • 2024-04-26: Largest IV drop — 33.0% change
  • 2024-04-17: Highest IV Rank — 59.0%
  • 2024-04-25: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.97$23.95$25.88$25.29$24.20
Max Pain$24.18$24.00$25.00$25.00$24.00
ATM IV35.2%24.4%40.1%33.3%25.8%
Expected Move9.8%6.9%11.6%6.9%7.2%
HV 20d25.4%21.6%30.9%21.7%30.9%
HV 60d32.1%31.6%33.5%31.6%33.3%
IV Rank42.1%4.8%59.0%35.5%10.6%
IV Percentile57.1%2.0%82.5%38.1%4.4%
Term Structure-1.3%-3.0%1.0%-1.6%0.5%
VWIV34.6%23.9%42.1%23.9%25.0%
Skew 25d2.0%0.4%6.1%2.5%1.6%
Skew 10d4.5%-1.6%12.2%3.5%1.9%
Call IV 25d34.3%24.5%38.7%31.2%24.7%
Put IV 25d36.3%25.1%41.3%33.7%26.3%
Bid-Ask Spread %77.8364.0294.0578.4087.77
Gamma HHI0.390.300.730.320.39
Net GEX-11.4M-31.2M-4.9M-10.1M-14.2M
Net DEX54.4M15.1M107.6M63.5M51.1M
Net VEX-252.4K-299.1K-164.6K-267.7K-254.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.650.1969.610.240.19
Total Volume7,156.31818441,6781841,841
Total OI143,592.5104,563168,961142,976141,718

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$25.29$25.0033.3%6.9%21.7%35.5%23.9%2.5%-1.6%-10.1M63.5M-267.7K0.2478.40N/AN/A1483617,431125,545
2024-04-02$24.95$25.0034.0%7.3%22.3%37.7%28.6%1.9%-1.8%-9.4M81.2M-281.6K0.7981.08N/AN/A1,19694817,519125,576
2024-04-03$25.21$25.0035.2%7.3%22.6%42.0%25.8%1.4%-0.6%-9.5M71.0M-292.0K1.1482.60N/AN/A1,2511,42618,682126,375
2024-04-04$25.13$24.0036.9%9.8%21.6%47.6%33.9%2.0%-1.7%-8.6M77.8M-299.1K12.9475.44N/AN/A1742,25119,752126,583
2024-04-05$25.88$24.0034.8%10.0%24.0%40.4%34.4%6.1%-0.2%-24.6M44.7M-259.0K1.1772.45N/AN/A1,1861,38419,708128,776
2024-04-08$25.66$24.0036.7%10.1%24.2%47.1%35.2%0.9%-0.9%-5.4M19.4M-248.8K1.0873.08N/AN/A17118419,926114,420
2024-04-09$25.82$24.0037.0%10.2%23.4%48.1%35.8%3.2%-1.7%-4.9M15.1M-245.1K6.1178.42N/AN/A9055020,029114,460
2024-04-10$25.54$24.0036.1%10.0%23.7%44.9%35.1%1.5%-0.8%-5.9M22.7M-244.6K18.9376.65N/AN/A98818,70220,041114,838
2024-04-11$25.74$24.0036.6%10.1%23.8%46.6%38.0%1.0%-1.4%-5.7M19.9M-256.8K1.3874.37N/AN/A11215520,838133,131
2024-04-12$25.01$24.0039.0%11.0%25.9%54.9%38.5%2.8%-1.5%-9.5M55.6M-294.1K3.6975.94N/AN/A21378620,880133,108
2024-04-15$24.59$24.0039.5%11.2%26.5%56.7%39.8%2.0%-1.4%-11.4M71.6M-278.5K7.3674.56N/AN/A5263,87120,412132,795
2024-04-16$24.61$24.0038.5%11.0%25.5%53.4%38.8%2.8%-1.9%-11.7M70.5M-269.5K3.7276.35N/AN/A10438720,765123,468
2024-04-17$24.31$24.0040.1%11.5%25.7%59.0%41.5%3.2%-2.2%-13.1M92.2M-274.1K8.3879.20N/AN/A4,44537,23320,880126,727
2024-04-18$24.30$24.0039.6%11.5%24.9%56.9%39.8%1.7%-3.0%-16.9M95.6M-292.2K0.9478.71N/AN/A2,3942,26123,178142,821
2024-04-19$24.13$24.0036.9%10.7%24.8%47.8%37.5%1.8%-1.5%-17.3M107.6M-280.5K1.9483.45N/AN/A1,9743,83725,249143,712
2024-04-22$24.52$24.0035.6%10.8%25.6%43.4%38.1%2.2%-1.2%-9.6M63.8M-245.7K0.6773.19N/AN/A76351217,937119,536
2024-04-23$25.68$24.0036.7%11.1%27.1%47.1%39.7%1.1%-2.0%-5.9M19.7M-204.7K1.4870.91N/AN/A65596918,728119,828
2024-04-24$25.45$25.0036.4%10.9%26.8%46.0%38.7%2.2%-2.9%-6.7M25.0M-199.5K1.8164.02N/AN/A6021,08918,747120,226
2024-04-25$25.19$24.0036.4%11.6%26.9%46.2%42.1%1.5%-2.4%-7.5M35.1M-201.8K1.7370.05N/AN/A1,4162,45619,102120,347
2024-04-26$24.11$24.0024.4%7.4%30.9%4.8%24.5%0.8%1.0%-31.2M47.0M-164.6K22.9191.52N/AN/A86719,86419,249121,429
2024-04-29$23.95$24.0025.4%7.2%30.8%8.8%26.1%0.4%-0.3%-12.1M46.8M-197.6K69.6194.05N/AN/A53036,89216,32888,235
2024-04-30$24.20$24.0025.8%7.2%30.9%10.6%25.0%1.6%0.5%-14.2M51.1M-254.2K0.1987.77N/AN/A1,55328816,739124,979