AVTR Options History — January 2025

In January 2025, AVTR traded between $21.21 and $22.57. ATM implied volatility averaged 40.2%, placing in the 61.6% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 15.2% (HV 20d: 25.1%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3.01.

Notable Days

  • 2025-01-16: Highest Volume — 30,915 contracts
  • 2025-01-13: Largest IV spike — 17.3% change
  • 2025-01-31: Highest IV Rank — 98.2%
  • 2025-01-31: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.97$21.21$22.57$21.21$22.23
Max Pain$22.80$21.00$23.00$21.00$23.00
ATM IV40.2%31.4%51.6%32.2%51.6%
Expected Move11.6%9.0%14.8%9.2%14.8%
HV 20d25.1%22.4%30.0%25.6%29.9%
HV 60d25.5%24.3%26.6%24.4%26.6%
IV Rank61.6%33.4%98.2%35.8%98.2%
IV Percentile77.4%43.3%99.6%48.8%99.6%
Term Structure-3.1%-10.7%6.9%6.9%-10.7%
VWIV40.0%20.8%50.9%20.8%50.9%
Skew 25d4.1%-2.3%20.3%4.0%0.9%
Skew 10d6.3%-9.6%33.5%-1.1%24.7%
Call IV 25d36.2%19.8%51.0%19.8%51.0%
Put IV 25d40.3%23.7%51.9%23.7%51.9%
Bid-Ask Spread %72.7760.3399.6885.6762.05
Gamma HHI0.360.200.540.310.47
Net GEX-1.0M-2.2M-513.4K-2.2M-914.2K
Net DEX4.0M-11.6M16.2M9.7M4.7M
Net VEX-129.1K-149.4K-105.7K-135.9K-138.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.010.0035.940.650.04
Total Volume2,785.83530,9153053,806
Total OI84,764.359,401136,02195,76360,815

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$21.21$21.0032.2%9.2%25.6%35.8%20.8%4.0%6.9%-2.2M9.7M-135.9K0.6585.67N/AN/A18512026,79368,970
2025-01-03$21.79$21.0031.4%9.0%27.2%33.4%0.0%2.8%6.3%-986.4K-550.4K-122.0K0.1787.06N/AN/A1262126,97569,088
2025-01-06$21.95$23.0034.1%11.3%26.7%41.8%39.1%6.6%3.3%-513.4K-5.1M-112.2K4.8399.68N/AN/A1,2476,02927,03969,100
2025-01-07$21.91$23.0036.0%11.3%26.0%47.8%39.0%-2.3%-1.3%-1.4M5.0M-124.0K0.1280.67N/AN/A1,46417827,55674,086
2025-01-08$22.14$23.0035.2%11.4%22.9%45.4%39.7%1.2%-0.7%-919.3K-824.2K-119.5K0.0264.74N/AN/A428728,80874,114
2025-01-10$21.70$23.0040.9%11.7%22.6%63.7%40.7%1.0%-0.6%-1.3M5.3M-115.7K3.8672.71N/AN/A7729729,02774,117
2025-01-13$21.99$23.0048.0%12.0%23.1%86.5%40.8%1.3%-3.1%-827.8K587.2K-108.2K0.0064.43N/AN/A6,8042429,04774,408
2025-01-14$21.68$23.0041.6%11.7%23.6%65.9%39.3%3.4%-2.3%-885.4K4.8M-109.9K0.0269.47N/AN/A201431,27574,403
2025-01-15$21.89$23.0040.3%11.6%23.7%61.8%39.6%4.0%-3.3%-675.8K1.5M-106.3K0.2275.06N/AN/A1,03922431,34274,404
2025-01-16$22.57$23.0038.6%11.1%26.2%56.3%41.4%2.8%-10.0%-1.1M-11.6M-105.7K35.9472.65N/AN/A83730,07831,88874,371
2025-01-17$22.11$23.0038.4%11.0%27.0%55.6%37.9%2.0%-3.4%-967.3K16.2M-149.4K0.2571.68N/AN/A3338331,608104,413
2025-01-21$21.77$23.0040.2%11.5%22.4%61.4%39.3%0.6%-5.7%-1.2M9.1M-144.4K0.2368.70N/AN/A3788718,55640,845
2025-01-22$22.09$23.0040.0%11.5%22.8%60.9%39.9%2.1%-6.2%-981.3K5.0M-143.7K0.0660.33N/AN/A2381518,87540,877
2025-01-23$21.89$23.0039.9%11.5%22.9%60.6%40.2%2.8%-5.3%-1.1M8.2M-145.3K0.2965.08N/AN/A1975819,08040,889
2025-01-24$22.07$23.0039.9%11.4%23.0%60.6%40.0%0.7%-4.5%-992.4K5.8M-141.6K11.7462.50N/AN/A6272818,97240,888
2025-01-27$22.38$23.0043.5%12.5%23.4%72.1%38.5%15.5%-5.0%-782.9K2.4M-139.4K0.4076.50N/AN/A301219,01941,600
2025-01-28$22.55$23.0043.5%12.5%23.4%71.9%43.1%2.8%-6.0%-660.3K494.9K-139.9K0.0665.54N/AN/A106619,04841,611
2025-01-29$21.52$23.0043.4%12.4%29.1%71.8%43.5%8.7%-5.5%-1.4M13.3M-140.1K1.1980.70N/AN/A161919,07041,607
2025-01-30$22.05$23.0046.2%13.3%30.0%80.9%45.5%20.3%-4.2%-994.7K6.8M-140.9K0.1870.09N/AN/A1292319,08341,619
2025-01-31$22.23$23.0051.6%14.8%29.9%98.2%50.9%0.9%-10.7%-914.2K4.7M-138.5K0.0462.05N/AN/A3,66713919,18641,629