AVTR Options History — August 2024

In August 2024, AVTR traded between $24.44 and $26.36. ATM implied volatility averaged 29.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 19.0% (HV 20d: 48.3%). Max pain ranged from $22.00 to $26.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 3.35.

Notable Days

  • 2024-08-19: Highest Volume — 19,721 contracts
  • 2024-08-06: Largest IV drop — 19.5% change
  • 2024-08-05: Highest IV Rank — 67.8%
  • 2024-08-05: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.34$24.44$26.36$26.36$25.88
Max Pain$25.64$22.00$26.00$22.00$26.00
ATM IV29.3%24.8%40.2%36.0%24.8%
Expected Move8.2%7.0%10.6%8.7%7.0%
HV 20d48.3%22.3%59.0%54.2%22.3%
HV 60d39.4%38.8%39.8%38.8%39.4%
IV Rank29.1%13.1%67.8%52.9%13.1%
IV Percentile30.0%11.1%85.3%65.9%11.1%
Term Structure-1.2%-12.8%2.2%-12.8%0.0%
VWIV29.5%24.4%37.3%31.1%24.4%
Skew 25d4.0%1.7%13.8%1.8%3.4%
Skew 10d3.3%-5.9%10.5%3.0%3.4%
Call IV 25d27.5%22.7%38.2%29.8%23.5%
Put IV 25d31.5%26.9%52.0%31.6%26.9%
Bid-Ask Spread %69.1654.2782.9380.3165.13
Gamma HHI0.210.090.340.090.34
Net GEX143.8K-836.7K1.5M465.8K1.5M
Net DEX-15.0M-40.4M-4.3M-40.4M-15.3M
Net VEX-163.7K-192.0K-139.6K-156.7K-145.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.350.0219.903.8615.70
Total Volume2,599.59127619,7211,8557,750
Total OI76,468.86454,40186,18884,95375,867

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$26.36$22.0036.0%8.7%54.2%52.9%31.1%1.8%-12.8%465.8K-40.4M-156.7K3.8680.31N/AN/A3821,47331,18053,773
2024-08-02$25.48$22.0037.2%9.2%56.4%57.1%37.3%4.2%2.2%803.4K-22.7M-185.9K1.1378.73N/AN/A1,7061,92231,37454,814
2024-08-05$24.95$26.0040.2%10.6%57.3%67.8%37.0%13.8%-4.1%-767.1K-8.7M-192.0K2.4963.12N/AN/A8762,17925,91750,974
2024-08-06$25.27$26.0032.4%9.1%57.1%40.1%31.7%1.7%-0.8%-481.9K-16.7M-172.5K0.9062.98N/AN/A15313726,41050,647
2024-08-07$24.44$26.0032.9%9.3%59.0%42.0%32.2%3.4%-0.9%-836.7K-6.3M-176.2K2.6966.02N/AN/A6631,78226,53550,713
2024-08-08$24.89$26.0030.2%8.5%58.9%32.4%31.0%3.3%0.3%-454.0K-14.9M-162.4K1.3267.93N/AN/A11915726,91649,686
2024-08-09$24.84$26.0029.1%8.2%57.4%28.5%28.8%3.1%0.9%-418.4K-15.0M-154.6K0.2671.58N/AN/A1,00926727,00549,548
2024-08-12$24.69$26.0030.8%8.3%57.6%34.3%32.9%3.6%-1.8%-504.7K-12.6M-168.7K1.8862.79N/AN/A9918627,30049,022
2024-08-13$25.20$26.0028.7%8.2%57.1%27.1%28.5%3.1%-0.7%-260.9K-20.5M-154.8K0.4261.04N/AN/A36115127,36349,179
2024-08-14$25.13$26.0029.8%8.0%56.9%30.8%29.5%2.7%-1.5%-192.5K-19.9M-153.3K0.5070.30N/AN/A30715227,46649,327
2024-08-15$25.56$26.0026.4%7.8%54.8%18.9%31.0%3.3%1.0%-81.2K-26.7M-140.4K4.7274.18N/AN/A2411,13727,62049,380
2024-08-16$25.31$26.0025.3%7.5%55.3%14.9%26.8%5.5%1.5%-111.5K-24.6M-139.7K1.1678.93N/AN/A9621,11527,82450,365
2024-08-19$25.41$26.0026.5%7.7%55.2%19.1%26.3%2.6%-0.4%-431.5K-4.6M-139.6K0.0282.93N/AN/A19,36435716,36838,033
2024-08-20$25.57$26.0025.8%7.4%55.1%16.8%26.0%2.1%-0.4%953.5K-12.5M-173.9K0.1854.27N/AN/A87816135,58038,398
2024-08-21$25.34$26.0028.3%8.1%52.2%25.5%29.9%10.8%-1.1%667.1K-11.1M-185.3K19.9079.55N/AN/A1673,32436,22438,531
2024-08-22$25.12$26.0029.1%8.4%52.4%28.3%31.3%3.5%-1.1%-50.5K-4.3M-184.0K0.1071.09N/AN/A1,15811836,30641,631
2024-08-23$25.66$26.0026.3%7.6%33.8%18.6%25.8%2.6%-1.1%519.3K-11.6M-171.3K9.9566.12N/AN/A2092,07936,88441,572
2024-08-26$25.44$26.0026.5%7.6%31.3%19.2%27.7%3.1%-0.9%486.3K-8.0M-160.7K0.2469.32N/AN/A62515335,95039,872
2024-08-27$25.52$26.0026.4%7.7%26.9%18.9%26.9%3.7%-1.3%527.6K-8.7M-161.1K0.0368.79N/AN/A8472636,41639,989
2024-08-28$25.63$26.0026.6%7.8%26.1%19.4%27.3%3.8%-0.2%746.0K-10.7M-163.4K1.1663.82N/AN/A13415637,20140,013
2024-08-29$25.86$26.0025.0%7.4%25.5%13.8%25.6%2.5%-3.8%1.1M-14.3M-159.5K5.1962.54N/AN/A3471,80237,09540,047
2024-08-30$25.88$26.0024.8%7.0%22.3%13.1%24.4%3.4%0.0%1.5M-15.3M-145.4K15.7065.13N/AN/A4647,28637,24238,625