AVTR Options History — October 2024 In October 2024, AVTR traded between $22.30 and $25.55. ATM implied volatility averaged 43.8%, placing in the 78.7% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 20.7% (HV 20d: 23.1%). Max pain ranged from $25.00 to $26.50. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 5.21.
Notable Days 2024-10-25 : Highest Volume — 42,959 contracts2024-10-25 : Largest IV drop — 50.9% change2024-10-18 : Highest IV Rank — 100.0%2024-10-24 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.23 $22.30 $25.55 $25.45 $22.55 Max Pain $25.48 $25.00 $26.50 $26.50 $25.00 ATM IV 43.8% 25.3% 52.2% 41.5% 33.6% Expected Move 12.8% 9.6% 15.7% 10.1% 11.0% HV 20d 23.1% 17.2% 27.0% 27.0% 23.8% HV 60d 33.0% 24.1% 39.1% 38.9% 24.1% IV Rank 78.7% 13.7% 100.0% 72.3% 40.2% IV Percentile 85.6% 14.3% 100.0% 89.7% 53.6% Term Structure 0.5% -4.3% 11.6% -0.5% 0.0% VWIV 44.5% 25.1% 58.2% 36.7% 25.1% Skew 25d 3.2% -8.2% 18.6% 3.9% 3.3% Skew 10d 8.3% -15.8% 43.2% 27.1% 0.5% Call IV 25d 40.3% 19.2% 57.9% 40.3% 32.6% Put IV 25d 43.5% 20.6% 58.6% 44.2% 35.9% Bid-Ask Spread % 59.32 39.80 85.40 67.37 85.40 Gamma HHI 0.16 0.10 0.26 0.12 0.22 Net GEX -3.9M -8.7M 1.2M -6.2M -5.4M Net DEX 46.2M 26.3M 74.9M 42.9M 61.8M Net VEX -220.9K -278.8K -145.2K -278.8K -212.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.21 0.11 38.43 1.72 0.53 Total Volume 6,811.13 162 42,959 3,060 162 Total OI 127,112.783 84,077 167,966 138,364 167,966
Daily Data (23 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 2024-10-01 $25.45 $26.50 41.5% 10.1% 27.0% 72.3% 36.7% 3.9% -0.5% -6.2M 42.9M -278.8K 1.72 67.37 N/A N/A 1,123 1,937 32,267 106,097 2024-10-02 $25.55 $26.50 41.9% 10.1% 26.9% 73.6% 35.0% 18.6% -0.7% -6.0M 38.8M -269.8K 1.81 62.03 N/A N/A 191 345 33,224 105,772 2024-10-03 $25.06 $26.00 44.3% 13.4% 25.4% 82.2% 45.9% -8.1% -0.0% -7.1M 55.7M -269.2K 0.42 52.01 N/A N/A 1,561 648 33,286 105,698 2024-10-04 $25.34 $26.00 46.2% 13.0% 25.6% 89.1% 46.3% -1.9% 9.1% -8.7M 49.2M -268.2K 18.98 57.82 N/A N/A 487 9,242 34,793 106,072 2024-10-07 $24.98 $26.00 46.0% 13.2% 25.9% 88.1% 47.1% 2.6% 0.0% -5.4M 46.3M -252.2K 10.48 61.12 N/A N/A 227 2,378 34,849 96,117 2024-10-08 $24.80 $26.00 44.9% 13.2% 23.8% 84.2% 45.3% 4.1% 1.6% -4.5M 42.8M -237.5K 38.43 53.09 N/A N/A 96 3,689 34,991 94,739 2024-10-09 $24.82 $26.00 44.6% 12.9% 22.9% 83.4% 46.6% 5.8% -0.2% -4.7M 43.5M -233.5K 0.29 51.24 N/A N/A 669 192 35,056 94,301 2024-10-10 $24.55 $26.00 46.1% 13.2% 23.0% 88.5% 46.0% -8.2% 0.2% -4.4M 48.6M -223.2K 3.35 49.82 N/A N/A 40 134 35,292 94,357 2024-10-11 $24.70 $26.00 46.7% 13.2% 22.8% 90.6% 45.0% 3.0% -2.4% -2.8M 43.0M -216.6K 0.15 54.72 N/A N/A 1,129 172 35,321 94,090 2024-10-14 $25.14 $26.00 48.7% 13.7% 23.0% 97.9% 49.0% 6.4% 10.3% -2.4M 28.3M -212.0K 0.34 62.47 N/A N/A 8,050 2,769 34,847 68,205 2024-10-15 $24.96 $25.00 49.0% 13.9% 22.9% 98.8% 48.5% 6.8% -2.8% -1.5M 26.3M -219.6K 0.53 59.89 N/A N/A 710 374 41,535 69,980 2024-10-16 $24.87 $25.00 49.0% 14.1% 22.5% 98.9% 47.7% 5.5% -0.7% -1.5M 29.0M -214.6K 0.17 53.61 N/A N/A 381 63 42,227 70,606 2024-10-17 $24.55 $25.00 47.7% 13.8% 20.9% 94.1% 48.3% 3.7% -2.0% -506.2K 38.2M -202.8K 0.27 55.71 N/A N/A 3,483 934 42,437 70,654 2024-10-18 $24.76 $25.00 49.4% 14.2% 21.3% 100.0% 53.1% 7.8% -0.5% 1.2M 30.4M -205.6K 6.32 61.38 N/A N/A 514 3,250 44,809 68,265 2024-10-21 $24.45 $25.00 49.4% 14.6% 20.6% 100.0% 52.8% 3.2% -4.3% -1.7M 31.3M -194.4K 1.36 39.80 N/A N/A 2,019 2,745 27,587 56,490 2024-10-22 $23.84 $25.00 50.6% 15.3% 21.9% 100.0% 58.2% 7.0% -3.2% -1.9M 40.2M -184.9K 6.75 45.07 N/A N/A 4,078 27,532 27,868 56,584 2024-10-23 $23.71 $25.00 52.2% 15.1% 18.2% 100.0% 53.7% -2.4% -3.3% -2.5M 47.5M -214.4K 0.32 43.57 N/A N/A 355 114 31,290 83,931 2024-10-24 $23.38 $25.00 51.5% 15.7% 17.2% 98.0% 55.3% 9.9% -3.8% -2.7M 53.0M -205.6K 0.39 56.89 N/A N/A 3,426 1,348 31,292 84,012 2024-10-25 $22.30 $25.00 25.3% 9.6% 22.7% 13.7% 35.3% 1.4% 11.6% -3.9M 74.9M -145.2K 16.42 70.94 N/A N/A 2,466 40,493 35,533 85,156 2024-10-28 $22.69 $25.00 31.9% 9.9% 24.3% 34.8% 31.4% -8.0% 0.7% -4.8M 53.4M -171.0K 10.59 70.04 N/A N/A 2,091 22,154 28,766 113,838 2024-10-29 $22.46 $25.00 33.3% 9.9% 24.2% 39.3% 34.9% 4.7% 1.7% -6.8M 71.2M -229.6K 0.11 76.70 N/A N/A 1,527 170 30,458 135,732 2024-10-30 $22.45 $25.00 34.2% 10.7% 24.0% 42.3% 36.1% 4.4% -0.4% -6.6M 67.3M -219.7K 0.11 73.69 N/A N/A 1,067 121 31,738 135,466 2024-10-31 $22.55 $25.00 33.6% 11.0% 23.8% 40.2% 25.1% 3.3% 0.0% -5.4M 61.8M -212.5K 0.53 85.40 N/A N/A 106 56 32,513 135,453
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