AVNT Options History — January 2021

In January 2021, AVNT traded between $38.33 and $46.02. ATM implied volatility averaged 61.7%. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 21.3% (HV 20d: 40.4%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.33.

Notable Days

  • 2021-01-15: Highest Volume — 1,023 contracts
  • 2021-01-26: Largest IV spike — 71.8% change
  • 2021-01-26: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.36$38.33$46.02$39.72$38.49
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV61.7%39.5%121.6%64.8%55.2%
Expected Move14.4%11.3%21.5%11.7%15.8%
HV 20d40.4%24.6%49.2%29.4%49.2%
HV 60d43.1%38.7%45.6%38.7%45.6%
Term Structure-1.0%-39.3%19.1%2.5%-5.7%
VWIV47.4%36.2%78.3%50.6%78.3%
Skew 25d7.6%-14.0%35.9%13.0%9.2%
Skew 10d12.6%-12.4%47.5%10.8%-6.3%
Call IV 25d52.6%36.9%88.9%45.1%57.5%
Put IV 25d60.1%32.2%96.2%58.2%66.8%
Bid-Ask Spread %113.20102.21122.59102.21122.59
Gamma HHI0.660.350.840.840.70
Net GEX72.0K19.6K96.9K91.3K83.5K
Net DEX-2.8M-3.7M-1.7M-1.9M-1.9M
Net VEX-5.8K-7.5K-3.9K-5.8K-6.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.005.100.000.13
Total Volume7401,02329
Total OI1,428.5791,3081,5231,3141,520

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$39.72$40.0064.8%11.7%29.4%0.0%0.0%13.0%2.5%91.3K-1.9M-5.8K0.00102.21N/AN/A20941373
2021-01-05$40.92$40.0077.0%16.4%24.6%0.0%0.0%20.5%-9.6%84.9K-2.2M-5.5K0.00111.87N/AN/A80943373
2021-01-06$43.85$40.0059.3%13.4%33.6%0.0%50.6%7.1%-10.5%19.6K-3.4M-4.1K0.00110.98N/AN/A390935373
2021-01-07$46.02$40.0045.2%11.7%36.8%0.0%0.0%-4.9%0.3%41.0K-3.7M-3.9K0.00111.48N/AN/A220937373
2021-01-08$45.16$40.0073.2%12.3%38.0%0.0%47.6%22.9%-3.1%67.0K-3.4M-4.2K0.00114.88N/AN/A350958373
2021-01-11$44.57$40.00100.0%14.0%38.5%0.0%46.6%11.6%3.9%72.6K-3.4M-4.6K0.15107.10N/AN/A6610992373
2021-01-12$45.83$40.00121.6%13.3%39.1%0.0%45.6%15.1%-8.3%66.1K-3.5M-4.5K0.00111.41N/AN/A2801,006383
2021-01-13$44.41$40.0042.0%12.1%41.4%0.0%0.0%2.8%19.1%74.3K-3.5M-4.5K0.00115.96N/AN/A4701,015383
2021-01-14$44.57$40.0045.5%13.0%40.3%0.0%0.0%-9.8%-0.3%71.7K-3.7M-4.6K0.00114.26N/AN/A701,060383
2021-01-15$42.86$40.0041.9%12.0%42.5%0.0%37.9%5.4%16.2%25.6K-3.4M-4.8K0.00106.67N/AN/A1,02301,063383
2021-01-19$42.86$40.0039.5%11.3%41.9%0.0%36.2%-14.0%7.5%88.5K-3.1M-6.4K0.00114.27N/AN/A1101,061383
2021-01-20$42.25$40.0046.9%13.4%42.2%0.0%42.3%3.1%18.1%89.9K-2.7M-7.0K5.10109.75N/AN/A10511,069383
2021-01-21$41.66$40.0057.2%16.4%42.6%0.0%44.8%22.7%7.4%96.9K-2.5M-7.4K0.00110.48N/AN/A1101,079430
2021-01-22$42.26$40.0049.4%14.2%42.6%0.0%0.0%7.3%-3.7%87.4K-2.7M-7.5K0.00114.94N/AN/A001,085430
2021-01-25$41.39$40.0043.6%12.5%43.4%0.0%44.4%-8.7%3.3%93.3K-2.5M-7.2K0.20117.23N/AN/A1021,084430
2021-01-26$39.94$40.0075.0%21.5%45.3%0.0%78.3%-12.5%-39.3%70.7K-2.2M-7.1K0.00116.26N/AN/A701,091432
2021-01-27$38.33$40.0068.6%19.7%47.4%0.0%0.0%16.8%4.8%67.8K-1.7M-7.0K0.00118.88N/AN/A001,091432
2021-01-28$39.68$40.0066.5%19.1%48.7%0.0%0.0%35.9%-20.9%75.3K-2.0M-7.1K0.00119.59N/AN/A801,091432
2021-01-29$38.49$40.0055.2%15.8%49.2%0.0%0.0%9.2%-5.7%83.5K-1.9M-6.8K0.13122.59N/AN/A811,088432