AVTR Options History — June 2024

In June 2024, AVTR traded between $21.04 and $24.23. ATM implied volatility averaged 29.9%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 6.1% (HV 20d: 23.8%). Max pain ranged from $23.00 to $24.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 5.67.

Notable Days

  • 2024-06-21: Highest Volume — 48,773 contracts
  • 2024-06-10: Largest IV spike — 44.8% change
  • 2024-06-27: Highest IV Rank — 87.4%
  • 2024-06-24: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.49$21.04$24.23$24.20$21.04
Max Pain$23.61$23.00$24.50$24.50$23.00
ATM IV29.9%23.3%45.8%26.7%44.7%
Expected Move7.6%7.2%8.8%8.1%7.6%
HV 20d23.8%18.9%27.5%22.4%27.5%
HV 60d26.2%25.0%27.3%25.2%26.9%
IV Rank31.2%7.8%87.4%19.9%83.5%
IV Percentile32.4%4.0%96.8%13.1%96.4%
Term Structure0.4%-24.4%29.5%-1.3%29.5%
VWIV26.7%24.5%31.4%29.2%26.3%
Skew 25d5.0%-4.4%21.7%-0.6%14.0%
Skew 10d16.2%-0.4%42.0%18.1%42.0%
Call IV 25d27.4%23.0%35.9%26.1%33.3%
Put IV 25d32.3%24.4%57.6%25.5%47.3%
Bid-Ask Spread %76.2464.69101.4785.23101.47
Gamma HHI0.460.350.750.380.37
Net GEX-9.9M-19.9M-4.6M-10.5M-4.6M
Net DEX113.9M31.4M194.4M31.4M107.5M
Net VEX-233.4K-293.7K-163.1K-227.8K-221.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.670.2653.1312.690.50
Total Volume10,038.52651748,77325,44311,996
Total OI145,732116,914189,328139,885116,914

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$24.20$24.5026.7%8.1%22.4%19.9%29.2%-0.6%-1.3%-10.5M31.4M-227.8K12.6985.23N/AN/A1,85923,58428,577111,308
2024-06-04$24.23$24.5025.2%7.4%22.3%14.6%26.1%0.5%0.3%-12.4M39.3M-250.7K2.7877.89N/AN/A7031,95530,150133,777
2024-06-05$24.20$24.5024.3%7.3%22.3%11.6%26.1%-1.2%-0.6%-13.0M35.5M-243.6K9.8781.19N/AN/A2,08520,57530,644135,574
2024-06-06$24.09$24.0023.6%7.4%20.5%9.1%27.3%0.1%-0.3%-15.6M50.1M-291.1K1.4569.91N/AN/A23734432,660156,103
2024-06-07$23.94$24.0023.3%7.3%18.9%7.8%25.5%-4.4%1.0%-19.9M62.4M-277.0K1.7775.28N/AN/A1,2312,18532,876156,452
2024-06-10$23.41$24.0033.7%7.4%20.2%44.7%25.2%2.0%-0.7%-13.4M64.0M-272.8K0.6265.28N/AN/A4,8803,03831,695103,245
2024-06-11$22.23$24.0027.6%8.0%26.3%23.1%27.4%2.8%0.4%-12.6M146.6M-250.7K7.4767.53N/AN/A1,75413,09936,506106,172
2024-06-12$21.96$24.0026.3%7.5%23.1%18.4%26.6%4.0%-0.3%-11.8M178.4M-235.3K2.6274.20N/AN/A14337437,787118,267
2024-06-13$21.88$24.0026.5%7.3%23.0%19.3%25.6%2.4%-1.9%-9.9M194.4M-205.5K0.3381.69N/AN/A1,67454637,847118,158
2024-06-14$21.63$24.0024.5%7.2%23.0%12.2%24.8%3.7%0.9%-7.6M167.1M-170.1K0.3870.22N/AN/A2,39891837,754100,002
2024-06-17$21.59$23.0025.1%7.3%23.1%14.2%25.9%3.2%17.1%-8.1M159.1M-163.9K0.2672.20N/AN/A1,34034434,26395,852
2024-06-18$21.62$23.0024.9%7.2%23.2%13.4%24.5%1.9%5.0%-8.2M160.3M-163.1K5.3673.47N/AN/A3,70619,87935,32496,001
2024-06-20$21.49$23.0028.1%7.9%23.0%24.7%25.4%3.4%3.8%-8.1M170.7M-167.1K1.5071.98N/AN/A1,2221,83137,590106,292
2024-06-21$22.02$23.0027.7%7.5%25.6%23.3%25.8%2.8%2.7%-6.2M145.5M-194.8K53.1384.75N/AN/A90147,87238,514106,933
2024-06-24$22.55$23.0033.1%8.8%26.5%42.6%31.4%21.7%-5.0%-9.1M79.7M-293.7K1.3586.37N/AN/A4,6736,29329,59893,300
2024-06-25$22.11$23.0040.7%8.0%27.0%69.4%28.2%18.7%-15.6%-7.6M107.3M-290.1K1.3174.72N/AN/A1,1911,55733,77698,927
2024-06-26$21.82$23.0036.2%7.8%26.7%53.6%27.1%6.6%-3.0%-5.7M124.5M-269.2K1.2270.40N/AN/A39948634,671100,265
2024-06-27$21.38$23.0045.8%8.2%27.3%87.4%28.9%12.6%-24.4%-4.6M139.3M-245.8K3.2264.69N/AN/A8202,64034,738100,396
2024-06-28$21.04$23.0044.7%7.6%27.5%83.5%26.3%14.0%29.5%-4.6M107.5M-221.3K0.50101.47N/AN/A8,0083,98835,49381,421