AVTR Options History — May 2024

In May 2024, AVTR traded between $23.54 and $25.16. ATM implied volatility averaged 24.8%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 3.6% (HV 20d: 28.4%). 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 10 of 22 days. Put/call ratio averaged 4.94.

Notable Days

  • 2024-05-17: Highest Volume — 20,410 contracts
  • 2024-05-28: Largest IV spike — 46.0% change
  • 2024-05-29: Highest IV Rank — 68.5%
  • 2024-05-30: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.50$23.54$25.16$24.38$23.95
Max Pain$24.30$24.00$25.00$24.00$24.50
ATM IV24.8%21.1%40.4%25.4%26.7%
Expected Move6.8%6.0%7.7%7.3%7.1%
HV 20d28.4%22.2%31.8%30.8%23.5%
HV 60d27.5%24.4%33.6%33.3%25.2%
IV Rank10.4%0.0%68.5%8.8%20.0%
IV Percentile8.8%0.0%86.9%4.0%13.1%
Term Structure-0.9%-16.6%5.3%-0.1%5.3%
VWIV23.8%21.2%30.8%22.7%27.5%
Skew 25d1.1%-23.7%20.8%0.6%2.6%
Skew 10d3.4%-4.6%11.7%0.1%3.0%
Call IV 25d25.1%20.6%57.4%24.9%25.0%
Put IV 25d26.2%22.0%53.7%25.6%27.6%
Bid-Ask Spread %81.6572.9799.7588.2377.48
Gamma HHI0.500.380.630.380.43
Net GEX-8.7M-16.2M-2.0M-12.5M-12.3M
Net DEX29.9M3.4M77.9M34.9M46.5M
Net VEX-219.8K-260.1K-181.7K-224.1K-260.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.940.0030.851.182.68
Total Volume5,323.6829620,4102993,100
Total OI135,981117,738158,000143,281139,866

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$24.38$24.0025.4%7.3%30.8%8.8%22.7%0.6%-0.1%-12.5M34.9M-224.1K1.1888.23N/AN/A13716218,144125,137
2024-05-02$24.23$24.0024.9%7.1%30.8%7.2%23.3%0.9%-0.2%-16.0M41.0M-225.4K4.5689.15N/AN/A2671,21818,260125,220
2024-05-03$24.76$24.0023.6%6.5%29.9%2.0%22.7%1.1%0.9%-4.0M9.2M-181.7K12.4789.58N/AN/A1,46618,28618,510126,428
2024-05-06$24.82$24.0023.8%6.7%29.8%2.9%25.4%1.7%0.2%-4.6M14.1M-203.3K0.8674.32N/AN/A1139718,157119,175
2024-05-07$24.84$24.0023.1%6.7%29.7%0.3%23.1%0.9%0.9%-3.9M11.4M-191.5K1.7475.26N/AN/A356118,222119,257
2024-05-08$24.21$24.0023.9%6.9%30.7%3.3%23.5%1.1%0.4%-7.6M31.2M-223.5K30.8572.97N/AN/A63219,49918,255119,240
2024-05-09$24.73$24.0022.2%6.5%31.7%0.0%23.7%2.6%0.7%-5.3M22.2M-234.3K0.8274.20N/AN/A38031218,783138,283
2024-05-10$24.81$24.0021.8%6.5%30.1%0.0%22.0%3.0%1.7%-4.1M15.4M-213.6K0.0175.74N/AN/A4,3363519,409138,591
2024-05-13$24.41$24.0023.9%6.7%30.0%7.9%23.2%1.8%-1.0%-6.9M27.4M-233.0K0.8875.15N/AN/A67559218,485121,058
2024-05-14$25.13$24.0024.0%6.5%31.8%8.1%23.0%1.8%-1.1%-3.2M6.0M-196.3K0.0677.19N/AN/A1,2287418,696121,602
2024-05-15$25.16$24.0023.2%6.5%31.4%5.3%23.0%0.8%-0.4%-2.0M3.4M-186.9K20.8076.85N/AN/A59712,41819,860121,542
2024-05-16$25.06$24.0023.3%6.8%31.5%5.7%22.1%1.9%0.7%-13.3M17.3M-198.7K0.0379.74N/AN/A5,43813720,084132,705
2024-05-17$24.89$24.0021.5%6.1%31.5%0.0%23.6%0.9%-0.2%-16.2M25.7M-195.9K23.0788.52N/AN/A84819,56225,206132,701
2024-05-20$24.89$24.0022.5%6.4%31.0%3.6%21.7%1.0%0.7%-5.7M14.1M-215.0K1.2277.01N/AN/A17921918,637100,941
2024-05-21$24.88$24.0021.1%6.0%25.9%0.0%21.2%0.9%1.8%-5.6M13.5M-210.2K0.1677.24N/AN/A2143518,780101,125
2024-05-22$24.81$25.0023.1%6.6%25.8%7.0%23.9%1.7%-0.8%-6.2M18.2M-220.2K0.6199.75N/AN/A46228018,980101,149
2024-05-23$24.16$25.0023.9%6.9%27.2%10.1%23.8%2.2%-2.3%-10.5M45.2M-250.3K3.7995.71N/AN/A4717818,979101,270
2024-05-24$24.16$25.0023.0%6.6%22.2%6.8%23.9%1.2%-0.6%-11.0M43.2M-237.4K0.6675.28N/AN/A775118,990101,357
2024-05-28$23.71$25.0033.6%6.9%23.1%44.2%24.3%20.8%-6.0%-14.1M67.3M-238.7K0.3786.50N/AN/A1,58158918,75898,980
2024-05-29$23.54$25.0040.4%7.4%22.9%68.5%25.7%-23.7%-16.6%-14.4M77.9M-247.9K0.0089.72N/AN/A3,994820,27099,535
2024-05-30$23.56$25.0026.2%7.7%22.7%17.9%30.8%-1.8%-3.1%-13.0M73.4M-247.8K1.7880.79N/AN/A6,30311,19923,41399,542
2024-05-31$23.95$24.5026.7%7.1%23.5%20.0%27.5%2.6%5.3%-12.3M46.5M-260.1K2.6877.48N/AN/A8422,25829,467110,399