AVTR Options History — December 2024

In December 2024, AVTR traded between $20.91 and $22.66. ATM implied volatility averaged 31.4%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 5.7% (HV 20d: 25.7%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 2.65.

Notable Days

2024-12-06: Highest Volume — 23,671 contracts
2024-12-27: Largest IV spike — 41.1% change
2024-12-09: Highest IV Rank — 53.4%
2024-12-19: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.58	$20.91	$22.66	$21.09	$21.02
Max Pain	$21.00	$21.00	$21.00	$21.00	$21.00
ATM IV	31.4%	21.9%	37.7%	31.2%	31.7%
Expected Move	9.1%	7.1%	9.8%	9.0%	9.1%
HV 20d	25.7%	22.8%	28.7%	24.8%	25.4%
HV 60d	24.7%	23.4%	25.8%	24.4%	24.4%
IV Rank	33.2%	2.8%	53.4%	32.6%	34.1%
IV Percentile	43.5%	1.2%	72.6%	40.9%	45.2%
Term Structure	5.0%	-6.8%	20.0%	0.1%	7.1%
VWIV	30.8%	19.0%	34.7%	21.7%	32.1%
Skew 25d	2.1%	-1.7%	13.3%	5.0%	11.8%
Skew 10d	1.6%	-21.2%	16.0%	15.2%	-12.5%
Call IV 25d	30.7%	20.4%	35.3%	35.3%	22.7%
Put IV 25d	32.8%	27.9%	40.3%	40.3%	34.5%
Bid-Ask Spread %	91.02	86.59	100.47	90.21	87.25
Gamma HHI	0.38	0.28	0.58	0.48	0.34
Net GEX	-4.1M	-12.0M	-1.5M	-7.6M	-2.7M
Net DEX	18.2M	1.1M	50.4M	43.8M	14.5M
Net VEX	-166.7K	-203.9K	-132.2K	-196.7K	-147.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.65	0.02	20.40	0.10	0.22
Total Volume	2,173.286	36	23,671	288	61
Total OI	108,736	94,713	113,859	102,032	95,715

Daily Data (21 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
2024-12-02	$21.09	$21.00	31.2%	9.0%	24.8%	32.6%	21.7%	5.0%	0.1%	-7.6M	43.8M	-196.7K	0.10	90.21	N/A	N/A	261	27	18,191	83,841
2024-12-03	$21.07	$21.00	31.0%	9.0%	24.4%	31.8%	31.9%	-1.6%	0.4%	-8.3M	42.8M	-191.0K	0.37	91.96	N/A	N/A	185	68	18,349	83,860
2024-12-04	$21.20	$21.00	30.3%	9.2%	24.3%	29.6%	19.0%	-1.7%	1.4%	-8.7M	37.1M	-179.5K	0.67	99.29	N/A	N/A	3,132	2,097	18,418	83,924
2024-12-05	$20.91	$21.00	33.0%	8.7%	23.6%	38.3%	31.7%	1.1%	-6.8%	-12.0M	50.4M	-203.9K	6.55	87.31	N/A	N/A	397	2,602	21,368	85,925
2024-12-06	$21.31	$21.00	31.1%	9.1%	25.1%	32.3%	34.7%	0.2%	1.9%	-8.6M	21.3M	-191.5K	17.14	86.59	N/A	N/A	1,305	22,366	21,599	87,996
2024-12-09	$22.09	$21.00	37.7%	9.4%	28.5%	53.4%	32.1%	1.7%	4.5%	-2.5M	10.7M	-189.2K	0.45	87.41	N/A	N/A	542	243	21,272	88,192
2024-12-10	$22.55	$21.00	32.6%	9.3%	28.7%	37.0%	32.2%	0.6%	4.2%	-1.8M	3.6M	-175.5K	2.01	86.80	N/A	N/A	685	1,380	21,669	88,413
2024-12-11	$22.66	$21.00	32.8%	9.4%	28.2%	37.5%	31.6%	2.9%	4.4%	-1.5M	1.1M	-162.5K	1.11	91.45	N/A	N/A	122	136	22,156	89,670
2024-12-12	$22.57	$21.00	24.7%	7.1%	27.7%	11.6%	30.8%	1.6%	20.0%	-1.6M	4.3M	-173.4K	0.06	90.94	N/A	N/A	34	2	22,201	89,762
2024-12-13	$22.34	$21.00	31.5%	9.0%	26.0%	33.4%	31.3%	1.1%	6.2%	-1.6M	1.8M	-148.2K	0.70	90.05	N/A	N/A	105	73	22,201	89,764
2024-12-16	$22.31	$21.00	32.0%	9.2%	24.1%	35.1%	32.1%	1.1%	5.7%	-1.7M	3.0M	-147.4K	0.23	93.78	N/A	N/A	264	61	22,149	89,653
2024-12-17	$22.07	$21.00	31.8%	9.1%	22.8%	34.5%	33.8%	1.1%	6.0%	-2.0M	6.0M	-152.6K	2.93	91.23	N/A	N/A	14	41	22,036	89,654
2024-12-18	$21.13	$21.00	33.5%	9.6%	27.2%	39.8%	33.3%	0.7%	4.8%	-4.4M	31.9M	-190.6K	1.65	88.13	N/A	N/A	849	1,405	22,041	89,672
2024-12-19	$21.05	$21.00	34.1%	9.8%	26.7%	41.8%	34.2%	1.5%	5.5%	-4.8M	28.2M	-184.4K	0.54	87.10	N/A	N/A	233	126	22,772	91,021
2024-12-20	$21.29	$21.00	32.5%	9.3%	26.8%	36.6%	26.4%	0.1%	6.4%	-3.6M	17.7M	-162.1K	0.23	90.68	N/A	N/A	47	11	22,684	90,929
2024-12-23	$21.23	$21.00	31.7%	9.1%	25.3%	34.2%	29.5%	3.1%	6.4%	-3.1M	15.9M	-147.0K	0.12	91.11	N/A	N/A	410	49	21,738	90,496
2024-12-24	$21.34	$21.00	31.6%	9.0%	24.9%	33.7%	33.6%	1.5%	6.3%	-2.3M	13.7M	-144.3K	20.40	100.47	N/A	N/A	15	306	22,112	90,514
2024-12-26	$21.49	$21.00	21.9%	9.1%	25.0%	2.8%	0.0%	0.6%	6.6%	-2.1M	10.4M	-134.2K	0.05	93.64	N/A	N/A	1,229	60	22,111	90,816
2024-12-27	$21.36	$21.00	30.9%	8.9%	25.1%	31.7%	32.5%	-0.7%	6.7%	-2.1M	10.1M	-132.2K	0.18	97.28	N/A	N/A	3,041	556	23,000	90,859
2024-12-30	$21.16	$21.00	31.8%	9.1%	25.3%	34.5%	31.7%	13.3%	6.4%	-2.5M	13.8M	-147.1K	0.02	88.65	N/A	N/A	1,080	19	25,769	68,944
2024-12-31	$21.02	$21.00	31.7%	9.1%	25.4%	34.1%	32.1%	11.8%	7.1%	-2.7M	14.5M	-147.1K	0.22	87.25	N/A	N/A	50	11	26,753	68,962