AVNT Options History — December 2020

In December 2020, AVNT traded between $36.93 and $40.55. ATM implied volatility averaged 43.9%. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 7.3% (HV 20d: 36.5%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.08.

Notable Days

  • 2020-12-17: Highest Volume — 526 contracts
  • 2020-12-31: Largest IV spike — 94.7% change
  • 2020-12-31: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.29$36.93$40.55$36.93$40.55
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV43.9%31.2%75.1%43.0%75.1%
Expected Move12.2%8.9%21.5%12.3%21.5%
HV 20d36.5%27.3%55.7%55.7%28.3%
HV 60d44.8%39.1%47.6%47.0%39.1%
Term Structure0.0%-21.9%16.0%-0.6%-16.8%
VWIV60.7%38.2%157.6%157.6%72.3%
Skew 25d8.8%-11.8%28.5%-2.0%6.1%
Skew 10d9.9%-48.9%72.2%-2.5%-48.9%
Call IV 25d48.8%28.7%76.0%45.9%57.0%
Put IV 25d57.6%40.5%72.5%43.9%63.1%
Bid-Ask Spread %119.95104.59130.28110.01122.87
Gamma HHI0.710.481.000.540.81
Net GEX225.7K-127.1K3.4M-124.3K72.7K
Net DEX-2.4M-4.1M-461.7K-461.7K-2.1M
Net VEX-7.3K-10.8K-5.1K-10.8K-6.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.0018.670.000.00
Total Volume45.5910526637
Total OI3,291.7271,2904,8964,2571,319

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$36.93$35.0043.0%12.3%55.7%0.0%157.6%-2.0%-0.6%-124.3K-461.7K-10.8K0.00110.01N/AN/A6301,6692,588
2020-12-02$37.28$35.0041.4%11.9%55.1%0.0%42.6%-0.4%1.9%-102.3K-1.0M-10.0K0.06110.34N/AN/A3621,7092,588
2020-12-03$37.02$35.0035.6%12.5%47.8%0.0%0.0%14.9%9.7%-127.1K-740.8K-10.6K0.00126.49N/AN/A8201,7362,589
2020-12-04$39.10$35.0043.9%11.5%44.8%0.0%41.9%0.2%-1.4%233.2K-3.7M-6.0K0.00114.09N/AN/A1801,7962,589
2020-12-07$38.65$35.0050.1%11.0%44.9%0.0%0.0%-3.0%3.1%34.3K-3.0M-7.9K0.75119.57N/AN/A1291,7942,589
2020-12-08$38.89$35.0058.7%11.7%39.5%0.0%40.0%26.4%-0.5%-65.9K-3.2M-7.1K0.00120.82N/AN/A5801,7932,590
2020-12-09$39.04$35.0037.1%10.7%38.0%0.0%0.0%1.4%4.9%132.5K-3.5M-7.4K0.00119.52N/AN/A2001,8132,590
2020-12-10$38.89$35.0038.0%10.9%34.1%0.0%0.0%11.3%4.2%-3.1K-1.8M-10.2K0.67104.59N/AN/A321,8202,590
2020-12-11$38.83$35.0040.7%11.7%33.9%0.0%0.0%-3.5%-3.7%33.6K-2.0M-9.7K18.67116.20N/AN/A3561,8232,590
2020-12-14$38.70$35.0050.1%14.4%33.2%0.0%0.0%-11.8%-3.7%30.0K-2.3M-7.7K0.00121.70N/AN/A401,8222,646
2020-12-15$39.94$35.0043.5%12.5%33.9%0.0%0.0%18.9%5.6%387.4K-4.1M-5.8K0.00124.49N/AN/A601,8252,646
2020-12-16$39.19$35.0039.1%11.2%34.9%0.0%0.0%10.2%-4.8%209.8K-3.4M-5.1K0.00122.40N/AN/A2101,8232,646
2020-12-17$40.17$35.0040.2%11.5%34.8%0.0%38.2%4.2%-6.4%114.4K-2.9M-6.2K0.00117.45N/AN/A52601,7542,646
2020-12-18$39.88$35.0034.8%10.0%35.0%0.0%55.4%13.6%2.2%3.4M-3.9M-6.7K0.31122.69N/AN/A32102,2502,646
2020-12-21$39.76$35.0055.3%15.9%35.1%0.0%54.6%9.2%-21.9%75.1K-1.8M-6.3K0.00130.28N/AN/A20917373
2020-12-22$40.31$35.0044.5%12.7%34.3%0.0%0.0%19.6%6.4%106.1K-1.9M-6.3K0.00119.56N/AN/A20917373
2020-12-23$40.44$35.0031.2%8.9%30.1%0.0%0.0%15.5%16.0%120.7K-2.0M-6.0K0.00118.05N/AN/A250919373
2020-12-24$40.19$35.0035.9%10.3%27.4%0.0%0.0%4.0%4.1%120.0K-2.0M-6.3K0.00127.54N/AN/A00943373
2020-12-28$40.43$35.0052.1%14.9%27.3%0.0%0.0%13.3%0.6%118.9K-1.9M-6.2K0.00126.06N/AN/A00943373
2020-12-29$39.64$35.0036.2%10.4%27.7%0.0%43.5%28.5%2.5%119.6K-1.9M-6.1K0.00124.90N/AN/A40943373
2020-12-30$40.48$35.0038.6%11.1%28.3%0.0%0.0%16.4%-1.3%128.2K-2.1M-5.7K0.00119.32N/AN/A00946373
2020-12-31$40.55$35.0075.1%21.5%28.3%0.0%72.3%6.1%-16.8%72.7K-2.1M-6.0K0.00122.87N/AN/A70946373