AVTR Options History — July 2024 In July 2024, AVTR traded between $20.55 and $27.51. ATM implied volatility averaged 36.8%, placing in the 55.8% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 4.3% (HV 20d: 32.5%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 4.06.
Notable Days 2024-07-24 : Highest Volume — 49,193 contracts2024-07-26 : Largest IV drop — 35.0% change2024-07-23 : Highest IV Rank — 84.9%2024-07-24 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.14 $20.55 $27.51 $20.70 $26.91 Max Pain $22.14 $22.00 $23.00 $23.00 $22.00 ATM IV 36.8% 27.3% 45.1% 35.5% 35.3% Expected Move 9.9% 7.8% 13.4% 7.9% 7.8% HV 20d 32.5% 23.2% 52.9% 26.5% 52.9% HV 60d 29.0% 26.0% 38.5% 27.0% 38.5% IV Rank 55.8% 21.9% 84.9% 51.1% 50.4% IV Percentile 68.1% 19.4% 96.4% 64.7% 62.7% Term Structure -0.4% -4.7% 18.4% -1.9% -0.3% VWIV 34.3% 26.6% 46.0% 26.6% 27.9% Skew 25d 3.4% -2.0% 13.1% 1.6% -1.2% Skew 10d 4.1% -18.1% 36.5% -4.2% -2.2% Call IV 25d 36.1% 30.5% 43.9% 36.3% 32.0% Put IV 25d 39.5% 29.2% 48.1% 37.9% 30.9% Bid-Ask Spread % 67.14 51.52 88.37 75.40 79.88 Gamma HHI 0.29 0.09 0.50 0.31 0.11 Net GEX -2.5M -4.8M 882.2K -3.8M 454.9K Net DEX 52.5M -65.1M 109.7M 109.7M -48.0M Net VEX -182.0K -224.3K -122.6K -208.0K -141.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.06 0.13 30.98 1.50 0.57 Total Volume 7,166.455 234 49,193 723 5,011 Total OI 108,923.273 74,984 125,187 120,446 82,615
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-07-01 $20.70 $23.00 35.5% 7.9% 26.5% 51.1% 26.6% 1.6% -1.9% -3.8M 109.7M -208.0K 1.50 75.40 N/A N/A 289 434 38,552 81,894 2024-07-02 $20.55 $23.00 40.8% 7.8% 25.6% 69.7% 27.2% 3.2% -1.3% -3.5M 102.9M -196.1K 1.37 79.39 N/A N/A 620 848 38,673 76,893 2024-07-03 $21.01 $23.00 37.6% 8.5% 27.6% 58.7% 29.2% 4.7% -3.4% -3.8M 91.3M -218.3K 0.24 88.37 N/A N/A 3,195 772 39,308 76,861 2024-07-05 $21.07 $22.00 36.1% 9.5% 27.8% 53.2% 33.6% 3.9% -1.3% -3.9M 86.8M -224.3K 0.13 64.98 N/A N/A 1,156 154 42,714 77,399 2024-07-08 $20.96 $22.00 36.5% 9.8% 27.8% 54.5% 34.4% 13.1% -1.0% -3.6M 88.2M -215.8K 1.72 57.88 N/A N/A 1,021 1,757 42,997 76,559 2024-07-09 $20.86 $22.00 36.7% 9.9% 27.8% 55.2% 34.2% 3.5% -2.0% -3.5M 95.3M -201.4K 0.18 56.07 N/A N/A 555 100 42,745 78,449 2024-07-10 $20.91 $22.00 35.4% 9.9% 27.4% 50.5% 34.2% 5.8% -0.4% -3.7M 90.8M -205.3K 0.97 57.56 N/A N/A 132 128 43,191 78,507 2024-07-11 $21.39 $22.00 34.5% 9.4% 23.2% 47.6% 33.0% 3.1% -0.7% -4.4M 77.3M -219.8K 0.63 61.44 N/A N/A 144 90 43,255 78,508 2024-07-12 $20.76 $22.00 35.7% 9.7% 25.0% 51.8% 33.3% 5.9% -3.0% -3.4M 96.7M -189.5K 1.02 68.17 N/A N/A 291 297 43,377 78,537 2024-07-15 $20.82 $22.00 36.6% 10.4% 25.1% 55.1% 36.0% 5.9% -0.3% -3.1M 99.3M -173.3K 30.98 65.15 N/A N/A 506 15,677 43,555 77,968 2024-07-16 $21.51 $22.00 34.6% 10.0% 27.7% 47.8% 34.0% 3.3% 0.9% -4.8M 81.2M -191.0K 0.17 69.22 N/A N/A 1,540 262 43,916 78,543 2024-07-17 $21.36 $22.00 39.3% 11.3% 27.8% 64.5% 38.2% 4.0% -3.1% -4.1M 82.5M -189.3K 0.25 70.20 N/A N/A 1,590 399 45,041 78,756 2024-07-18 $20.66 $22.00 39.1% 10.6% 30.1% 63.8% 36.6% 4.0% 18.4% -2.3M 103.3M -162.1K 0.18 67.37 N/A N/A 1,558 285 46,140 79,047 2024-07-19 $20.77 $22.00 39.0% 11.4% 30.2% 63.3% 37.8% 5.4% -0.4% -1.7M 89.1M -165.3K 29.16 69.31 N/A N/A 640 18,660 46,847 74,153 2024-07-22 $21.18 $22.00 39.5% 11.9% 29.7% 65.0% 39.6% 5.5% -2.2% -2.0M 34.7M -168.1K 0.87 60.15 N/A N/A 1,506 1,308 29,758 53,304 2024-07-23 $21.16 $22.00 45.1% 11.9% 28.1% 84.9% 40.8% 1.8% -4.7% -2.0M 35.2M -166.5K 5.39 56.00 N/A N/A 589 3,177 30,928 53,526 2024-07-24 $22.45 $22.00 42.6% 13.4% 35.0% 76.4% 46.0% 3.6% -3.5% -1.4M 7.2M -178.7K 10.24 51.52 N/A N/A 4,376 44,817 31,056 56,120 2024-07-25 $22.73 $22.00 41.9% 13.0% 34.9% 73.9% 45.7% 1.6% -1.1% -1.3M 825.9K -200.5K 1.04 60.79 N/A N/A 7,109 7,415 33,592 66,292 2024-07-26 $25.48 $22.00 27.3% 8.2% 51.9% 21.9% 29.0% -1.3% -2.0% 882.2K -65.1M -134.5K 0.52 73.78 N/A N/A 9,891 5,112 37,647 75,771 2024-07-29 $26.39 $22.00 30.7% 7.8% 51.9% 34.0% 29.3% -0.3% 5.8% 554.1K -47.6M -130.8K 0.73 71.88 N/A N/A 3,888 2,852 28,255 46,729 2024-07-30 $27.51 $22.00 31.0% 8.1% 51.9% 35.1% 27.7% -2.0% -2.2% 470.0K -56.5M -122.6K 1.39 72.65 N/A N/A 3,142 4,369 29,205 49,129 2024-07-31 $26.91 $22.00 35.3% 7.8% 52.9% 50.4% 27.9% -1.2% -0.3% 454.9K -48.0M -141.6K 0.57 79.88 N/A N/A 3,195 1,816 29,891 52,724
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