AVTR Options History — September 2024

In September 2024, AVTR traded between $24.91 and $27.59. ATM implied volatility averaged 30.5%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 5.9% (HV 20d: 24.6%). Max pain ranged from $25.00 to $26.50. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 6.35.

Notable Days

  • 2024-09-25: Highest Volume — 51,531 contracts
  • 2024-09-27: Largest IV spike — 28.0% change
  • 2024-09-30: Highest IV Rank — 71.4%
  • 2024-09-30: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.27$24.91$27.59$25.09$25.80
Max Pain$25.63$25.00$26.50$26.00$26.50
ATM IV30.5%26.8%41.3%28.7%41.3%
Expected Move8.4%7.3%9.8%8.6%9.8%
HV 20d24.6%22.2%29.0%23.8%28.9%
HV 60d38.8%38.2%40.1%39.9%38.8%
IV Rank33.2%20.2%71.4%26.8%71.4%
IV Percentile38.9%21.4%89.3%29.4%89.3%
Term Structure1.8%-1.6%8.1%-0.8%-1.3%
VWIV29.8%25.2%34.2%28.1%33.7%
Skew 25d3.1%-5.5%11.8%3.5%5.3%
Skew 10d6.6%-2.6%21.9%8.5%21.9%
Call IV 25d27.4%20.1%38.6%26.4%38.6%
Put IV 25d30.6%20.5%43.9%29.9%43.9%
Bid-Ask Spread %63.3453.3773.1368.3253.37
Gamma HHI0.300.120.730.200.12
Net GEX969.6K-4.5M9.4M-537.4K-4.5M
Net DEX-9.7M-33.6M28.9M1.7M28.9M
Net VEX-159.2K-266.8K-127.2K-147.5K-266.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.350.0329.690.369.22
Total Volume6,502.6519151,53119115,945
Total OI88,653.255,194125,10381,482125,103

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$25.09$26.0028.7%8.6%23.8%26.8%28.1%3.5%-0.8%-537.4K1.7M-147.5K0.3668.32N/AN/A1405137,11244,370
2024-09-04$24.91$26.0028.4%8.6%23.5%25.8%32.8%4.0%-0.3%-897.2K4.1M-146.0K25.9371.65N/AN/A1784,61637,13844,394
2024-09-05$25.69$26.0028.5%8.2%22.7%26.4%29.1%2.9%-0.8%412.7K-7.8M-146.6K0.1562.09N/AN/A5958737,24745,854
2024-09-06$25.46$25.0029.6%8.6%22.2%30.4%34.2%3.5%-1.2%-54.8K-3.4M-148.5K20.5957.96N/AN/A48910,07037,78445,910
2024-09-09$25.66$25.0030.1%8.3%22.3%31.9%29.6%3.1%-1.3%-154.0K-4.6M-161.8K1.0658.33N/AN/A10711336,85154,299
2024-09-10$26.34$25.0028.8%8.9%23.7%27.2%31.0%3.5%2.4%1.4M-15.0M-157.1K0.1162.76N/AN/A5566336,90454,323
2024-09-11$26.73$25.0028.3%8.3%23.2%25.5%28.8%0.9%0.7%2.5M-23.9M-156.9K0.2957.96N/AN/A2587637,19354,379
2024-09-12$26.52$25.0027.5%7.9%23.5%22.8%28.6%4.2%-0.5%2.0M-18.9M-148.8K0.1063.28N/AN/A3924137,32554,430
2024-09-13$26.77$25.0026.8%7.9%23.0%20.2%27.0%1.9%1.2%2.8M-23.0M-141.6K4.8467.69N/AN/A18288137,65654,444
2024-09-16$27.20$25.0028.3%8.2%23.0%25.7%25.2%2.2%7.0%4.4M-26.2M-141.0K4.7262.32N/AN/A8339237,28055,072
2024-09-17$26.88$25.0027.5%7.9%23.7%22.8%30.1%3.6%7.9%2.8M-22.0M-133.6K0.0873.13N/AN/A1,29110237,30655,360
2024-09-18$27.07$26.0027.2%7.8%23.7%21.7%27.0%2.5%8.1%4.1M-27.1M-132.9K0.8662.76N/AN/A1,2341,06738,51456,238
2024-09-19$27.59$26.0027.4%7.3%23.9%22.3%26.3%1.2%7.8%9.4M-33.6M-127.3K4.6764.33N/AN/A12357438,39157,288
2024-09-20$27.20$26.0030.9%8.1%24.4%34.8%29.4%3.4%7.0%391.4K-19.2M-127.2K0.3064.59N/AN/A8,2062,47338,42757,845
2024-09-23$26.63$26.0028.7%8.4%25.0%26.9%30.2%1.0%-0.6%570.1K-13.8M-135.4K0.0371.19N/AN/A1,1593524,21130,983
2024-09-24$26.56$26.0036.2%8.1%24.8%53.5%28.4%11.8%-1.6%478.4K-12.5M-135.4K1.0960.08N/AN/A1,2021,31324,33331,003
2024-09-25$25.57$26.0037.1%8.6%28.6%56.7%33.0%8.8%0.4%-979.9K711.8K-146.4K22.6461.64N/AN/A2,18049,35124,91331,989
2024-09-26$25.94$26.0029.8%9.0%29.0%31.1%32.0%0.1%3.5%-2.5M12.5M-235.4K0.2861.47N/AN/A7,8582,17626,61279,751
2024-09-27$25.89$26.0038.2%8.9%28.8%60.7%31.5%-5.5%-0.7%-2.2M9.0M-247.2K29.6961.88N/AN/A46913,92533,39181,441
2024-09-30$25.80$26.5041.3%9.8%28.9%71.4%33.7%5.3%-1.3%-4.5M28.9M-266.8K9.2253.37N/AN/A1,56014,38530,98294,121