AVTR Options History — November 2024

In November 2024, AVTR traded between $19.73 and $23.02. ATM implied volatility averaged 37.0%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 12.2% (HV 20d: 24.8%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 124.29.

Notable Days

  • 2024-11-15: Highest Volume — 79,849 contracts
  • 2024-11-29: Largest IV drop — 32.5% change
  • 2024-11-06: Highest IV Rank — 88.3%
  • 2024-11-01: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.46$19.73$23.02$22.30$21.13
Max Pain$22.30$21.00$25.00$25.00$21.00
ATM IV37.0%31.6%48.5%35.0%31.6%
Expected Move8.9%7.9%10.6%10.6%9.5%
HV 20d24.8%23.1%27.3%23.1%25.0%
HV 60d24.5%23.6%26.1%23.9%24.5%
IV Rank51.2%33.8%88.3%44.7%33.9%
IV Percentile65.2%42.9%96.4%60.7%42.9%
Term Structure-3.8%-27.2%13.7%0.3%0.4%
VWIV30.2%20.0%34.2%34.2%31.4%
Skew 25d4.0%-3.8%15.1%5.4%0.1%
Skew 10d5.2%-8.8%29.9%29.9%2.3%
Call IV 25d30.6%22.4%36.9%31.4%27.5%
Put IV 25d34.6%27.6%47.1%36.8%27.6%
Bid-Ask Spread %86.3678.7797.7282.0393.21
Gamma HHI0.340.190.860.240.43
Net GEX-7.3M-47.0M-1.1M-5.8M-6.6M
Net DEX57.3M34.2M99.8M66.7M40.5M
Net VEX-190.1K-249.1K-121.7K-211.3K-207.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio124.290.002217.030.060.52
Total Volume6,281.115479,849924169
Total OI135,457.7598,802168,695167,704110,932

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$22.30$25.0035.0%10.6%23.1%44.7%34.2%5.4%0.3%-5.8M66.7M-211.3K0.0682.03N/AN/A8754932,509135,195
2024-11-04$22.51$23.0033.3%9.1%23.5%39.3%31.7%4.9%1.1%-5.0M56.5M-186.1K0.0278.77N/AN/A1,5623730,035123,192
2024-11-05$22.70$23.0043.0%9.2%24.0%70.5%32.9%1.3%-2.1%-3.7M44.9M-171.1K2.8578.92N/AN/A7421131,387123,163
2024-11-06$23.02$23.0048.5%8.3%24.8%88.3%27.5%-3.8%-11.2%-1.9M40.3M-146.8K1.5883.40N/AN/A8771,38631,381123,348
2024-11-07$22.99$23.0041.1%8.0%24.7%64.4%27.6%4.3%-27.2%-1.1M34.2M-133.1K1.1184.82N/AN/A34338132,101124,344
2024-11-08$22.69$23.0037.1%7.9%24.7%51.4%27.6%2.4%-2.3%-1.9M41.8M-134.8K0.1386.59N/AN/A1932532,387124,521
2024-11-11$22.27$23.0034.5%8.2%23.8%43.2%29.8%-0.3%-10.6%-2.7M45.4M-121.7K171.0680.14N/AN/A8815,05331,569123,961
2024-11-12$21.95$23.0031.6%8.3%23.9%33.8%29.2%-2.2%-2.7%-6.1M59.4M-167.8K0.2486.08N/AN/A1243031,629137,062
2024-11-13$21.66$23.0032.2%7.9%24.0%35.6%27.8%8.4%-4.7%-6.2M61.7M-153.8K0.1484.88N/AN/A2904031,716136,951
2024-11-14$21.09$23.0040.1%8.5%25.0%61.1%29.7%9.6%-11.7%-15.2M79.1M-157.8K83.1090.30N/AN/A685,65131,869136,826
2024-11-15$20.59$22.0038.3%8.8%24.9%55.5%32.0%-3.4%-11.8%-47.0M99.8M-147.4K2217.0386.54N/AN/A3679,81331,925135,579
2024-11-18$20.14$22.0032.6%9.3%25.3%37.2%31.4%7.7%13.7%-5.1M73.1M-239.6K6.9190.22N/AN/A14499514,95883,844
2024-11-19$19.73$22.0032.0%9.1%24.9%35.3%20.0%1.1%10.3%-4.9M84.1M-235.9K0.3083.79N/AN/A1,07031715,04484,291
2024-11-20$20.09$22.0032.9%9.4%26.8%37.9%33.1%1.4%10.5%-4.9M71.2M-239.0K0.0384.34N/AN/A3,96012815,57083,962
2024-11-21$20.27$21.0032.5%9.3%27.3%36.8%32.9%3.9%-0.1%-5.1M66.3M-249.1K0.3985.28N/AN/A2369318,59884,069
2024-11-22$20.82$21.0034.8%8.8%25.5%44.2%31.5%5.1%12.8%-5.4M51.4M-241.5K0.0888.88N/AN/A9938418,64484,119
2024-11-25$21.11$21.0044.2%9.0%25.1%74.3%32.4%15.1%-13.6%-5.5M42.6M-222.6K0.0090.35N/AN/A8,7661517,59484,092
2024-11-26$21.11$21.0037.9%8.9%25.0%54.0%29.4%13.0%-12.0%-5.5M43.6M-220.6K0.2397.72N/AN/A68315525,96284,104
2024-11-27$21.05$21.0046.9%9.0%25.0%82.9%32.0%4.9%-14.8%-6.3M43.9M-214.3K0.0991.00N/AN/A5575126,62084,102
2024-11-29$21.13$21.0031.6%9.5%25.0%33.9%31.4%0.1%0.4%-6.6M40.5M-207.9K0.5293.21N/AN/A1115826,78084,152