AVNT Options History — November 2020

In November 2020, AVNT traded between $30.80 and $38.49. ATM implied volatility averaged 40.8%. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 9.3% (HV 20d: 50.1%). Max pain ranged from $22.50 to $35.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.39.

Notable Days

  • 2020-11-24: Highest Volume — 3,001 contracts
  • 2020-11-05: Largest IV drop — 30.2% change
  • 2020-11-02: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.19$30.80$38.49$32.09$36.61
Max Pain$25.75$22.50$35.00$30.00$35.00
ATM IV40.8%34.9%58.8%58.8%46.3%
Expected Move11.7%10.3%16.9%16.9%13.3%
HV 20d50.1%29.7%56.6%29.7%56.6%
HV 60d47.0%41.4%48.9%41.7%47.3%
Term Structure1.1%-6.8%6.8%-3.5%-2.1%
VWIV44.6%29.3%70.7%70.7%46.2%
Skew 25d5.5%-18.1%19.2%6.9%9.3%
Skew 10d12.0%-16.2%33.9%18.5%12.0%
Call IV 25d41.5%26.9%70.8%63.1%37.9%
Put IV 25d47.0%24.7%71.1%70.0%47.2%
Bid-Ask Spread %104.1282.03113.2884.87110.98
Gamma HHI0.530.370.670.410.54
Net GEX9.4K-245.1K53.0K20.8K-115.3K
Net DEX-1.2M-2.0M249.7K-738.6K-93.8K
Net VEX-5.0K-19.5K-2.4K-3.7K-11.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.002.001.200.00
Total Volume162.503,001117
Total OI1,824.151,1547,2351,1604,255

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$32.09$30.0058.8%16.9%29.7%0.0%70.7%6.9%-3.5%20.8K-738.6K-3.7K1.2084.87N/AN/A56551609
2020-11-03$33.00$30.0044.2%12.7%29.9%0.0%47.5%10.1%-5.0%22.1K-895.9K-3.5K0.4098.82N/AN/A52551609
2020-11-04$30.80$30.0050.2%14.4%36.3%0.0%49.5%15.6%-6.8%18.7K-531.2K-3.4K0.0682.03N/AN/A171550608
2020-11-05$33.16$22.5035.0%11.5%45.3%0.0%53.3%17.0%-0.8%27.6K-943.7K-3.1K0.00105.29N/AN/A10552608
2020-11-06$32.82$22.5042.5%12.4%45.0%0.0%0.0%-0.1%0.5%25.6K-850.8K-3.5K0.00103.05N/AN/A10552608
2020-11-09$35.03$22.5047.2%11.7%50.3%0.0%0.0%8.8%2.5%34.8K-1.2M-3.2K0.0097.09N/AN/A160553608
2020-11-10$36.25$22.5034.9%11.0%51.3%0.0%36.0%3.5%1.5%34.8K-1.4M-2.6K0.00101.26N/AN/A1430546608
2020-11-11$34.75$22.5039.6%11.4%54.0%0.0%0.0%19.2%4.3%39.0K-1.3M-4.2K0.00102.42N/AN/A01670608
2020-11-12$34.51$22.5039.3%11.3%54.0%0.0%35.3%4.2%1.9%41.8K-1.3M-3.8K0.00109.35N/AN/A20670609
2020-11-13$35.39$22.5040.3%11.5%54.6%0.0%0.0%1.4%-0.6%41.7K-1.5M-3.5K0.00104.54N/AN/A00670609
2020-11-16$36.25$22.5036.4%10.4%54.5%0.0%0.0%2.3%3.2%41.0K-1.6M-3.8K0.00109.40N/AN/A02670609
2020-11-17$36.38$22.5039.9%11.4%54.5%0.0%0.0%11.5%-1.6%45.7K-1.7M-3.1K0.00109.10N/AN/A00666609
2020-11-18$35.79$22.5036.1%10.3%55.0%0.0%0.0%6.4%5.6%48.3K-1.6M-3.2K0.00110.60N/AN/A00666609
2020-11-19$35.68$22.5036.0%10.3%55.0%0.0%0.0%-18.1%6.8%53.0K-1.6M-2.9K0.00111.97N/AN/A00666609
2020-11-20$35.68$22.5036.3%10.4%54.9%0.0%36.3%5.0%3.5%48.1K-1.6M-2.9K0.00107.03N/AN/A010666609
2020-11-23$36.66$25.0038.0%10.9%53.7%0.0%0.0%15.1%3.7%40.4K-1.6M-3.4K0.00106.20N/AN/A00637583
2020-11-24$38.49$25.0037.5%10.8%54.5%0.0%29.3%-13.2%2.7%41.8K-2.0M-2.4K2.00106.78N/AN/A1,0012,000637583
2020-11-25$37.25$35.0039.3%11.3%56.1%0.0%41.6%-1.9%4.8%-76.4K-875.3K-11.9K1.00108.33N/AN/A551,6422,583
2020-11-27$37.19$35.0038.6%11.1%56.2%0.0%0.0%7.6%1.0%-245.1K249.7K-19.5K0.00113.28N/AN/A2002,6474,588
2020-11-30$36.61$35.0046.3%13.3%56.6%0.0%46.2%9.3%-2.1%-115.3K-93.8K-11.3K0.00110.98N/AN/A701,6672,588