AVNT Options History — August 2020 In August 2020, AVNT traded between $24.84 and $27.30. ATM implied volatility averaged 55.1%. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 20.0% (HV 20d: 35.1%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.21.
Notable Days 2020-08-10 : Highest Volume — 424 contracts2020-08-12 : Largest IV drop — 35.5% change2020-08-13 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $26.19 $24.84 $27.30 $24.91 $25.76 Max Pain $24.87 $22.50 $25.00 $22.50 $25.00 ATM IV 55.1% 43.6% 87.1% 43.6% 56.7% Expected Move 15.1% 12.5% 17.9% 12.5% 16.2% HV 20d 35.1% 33.9% 36.1% 35.3% 36.1% Term Structure -2.0% -15.6% 14.0% 9.0% -4.7% VWIV 51.9% 39.2% 67.0% 49.1% 56.7% Skew 25d 12.1% -11.4% 29.1% 28.4% -11.4% Skew 10d 12.3% -40.6% 52.9% 46.3% -39.3% Call IV 25d 47.3% 30.2% 59.7% 36.7% 56.2% Put IV 25d 59.4% 42.0% 80.4% 65.2% 44.8% Bid-Ask Spread % 109.64 86.45 130.57 130.57 106.14 Gamma HHI 0.44 0.35 0.58 0.46 0.44 Net GEX 37.2K 21.2K 62.8K 28.3K 29.4K Net DEX -1.0M -1.7M -414.9K -414.9K -531.8K Net VEX -6.6K -7.5K -5.7K -7.1K -5.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 1.57 0.00 0.00 Total Volume 43.316 0 424 2 4 Total OI 2,078 1,692 2,351 2,080 1,713
Daily Data (19 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 2020-08-05 $24.91 $22.50 43.6% 12.5% 0.0% 0.0% 0.0% 28.4% 9.0% 28.3K -414.9K -7.1K 0.00 130.57 N/A N/A 2 0 1,108 972 2020-08-06 $24.84 $25.00 53.9% 16.6% 0.0% 0.0% 0.0% -6.3% 1.6% 21.2K -457.1K -7.1K 0.00 108.78 N/A N/A 1 0 1,108 972 2020-08-07 $25.63 $25.00 57.9% 15.9% 0.0% 0.0% 0.0% -0.3% -6.8% 27.6K -688.5K -7.0K 0.00 110.59 N/A N/A 20 0 1,109 972 2020-08-10 $26.65 $25.00 72.8% 14.8% 0.0% 0.0% 49.1% 9.4% -6.7% 26.9K -1.0M -6.5K 0.28 106.67 N/A N/A 332 92 1,109 962 2020-08-11 $27.20 $25.00 87.1% 17.6% 0.0% 0.0% 49.0% 14.3% -5.9% 40.6K -1.7M -7.4K 0.00 113.67 N/A N/A 230 0 1,344 962 2020-08-12 $27.30 $25.00 56.2% 16.1% 0.0% 0.0% 56.4% 16.0% -15.6% 38.6K -1.6M -7.5K 0.00 106.98 N/A N/A 25 0 1,350 962 2020-08-13 $26.50 $25.00 62.5% 17.9% 0.0% 0.0% 58.2% 17.1% -5.1% 33.0K -1.3M -7.2K 0.00 111.07 N/A N/A 1 0 1,367 962 2020-08-14 $26.13 $25.00 58.3% 16.7% 0.0% 0.0% 67.0% 18.2% 6.8% 39.2K -1.2M -7.4K 0.42 113.21 N/A N/A 24 10 1,368 962 2020-08-17 $25.90 $25.00 52.4% 15.0% 0.0% 0.0% 0.0% 19.2% -3.6% 44.1K -1.1M -6.9K 0.00 108.69 N/A N/A 2 0 1,364 972 2020-08-18 $25.71 $25.00 48.5% 13.9% 0.0% 0.0% 0.0% 28.8% -8.1% 62.8K -1.2M -6.6K 0.00 107.69 N/A N/A 0 1 1,364 972 2020-08-19 $26.04 $25.00 60.9% 17.5% 0.0% 0.0% 62.9% 23.4% -7.9% 36.2K -1.4M -6.3K 0.00 112.59 N/A N/A 6 0 1,364 973 2020-08-20 $26.16 $25.00 47.3% 13.6% 0.0% 0.0% 39.2% 12.8% 14.0% 58.5K -1.4M -6.2K 0.65 109.87 N/A N/A 20 13 1,364 973 2020-08-21 $25.93 $25.00 48.4% 13.9% 0.0% 0.0% 0.0% 29.1% 5.3% 37.6K -1.4M -6.2K 0.00 110.50 N/A N/A 0 0 1,378 973 2020-08-24 $27.01 $25.00 47.7% 13.7% 0.0% 0.0% 0.0% 9.3% -13.1% 37.2K -870.0K -5.8K 0.00 86.45 N/A N/A 0 0 920 772 2020-08-25 $26.72 $25.00 46.0% 13.2% 0.0% 0.0% 43.9% 11.0% 10.4% 38.1K -828.4K -5.9K 1.57 107.17 N/A N/A 7 11 920 772 2020-08-26 $25.96 $25.00 49.0% 14.1% 35.3% 0.0% 0.0% -8.7% -5.2% 35.9K -595.1K -6.1K 0.00 113.87 N/A N/A 0 0 926 771 2020-08-27 $26.56 $25.00 51.4% 14.7% 35.0% 0.0% 41.3% 3.4% 4.1% 35.6K -740.0K -6.0K 0.00 108.28 N/A N/A 8 0 926 771 2020-08-28 $26.70 $25.00 46.2% 13.2% 33.9% 0.0% 46.7% 16.3% -5.8% 35.1K -816.2K -5.9K 0.00 110.32 N/A N/A 0 14 934 771 2020-08-31 $25.76 $25.00 56.7% 16.2% 36.1% 0.0% 56.7% -11.4% -4.7% 29.4K -531.8K -5.7K 0.00 106.14 N/A N/A 4 0 934 779
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