AVNT Options History — February 2021

In February 2021, AVNT traded between $40.39 and $45.32. ATM implied volatility averaged 47.0%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 4.4% (HV 20d: 42.5%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.14.

Notable Days

2021-02-17: Highest Volume — 273 contracts
2021-02-10: Largest IV drop — 27.3% change
2021-02-05: Highest IV Rank — 43.0%
2021-02-01: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.86	$40.39	$45.32	$40.60	$43.70
Max Pain	$35.79	$35.00	$40.00	$40.00	$35.00
ATM IV	47.0%	34.5%	69.5%	59.8%	41.8%
Expected Move	12.8%	9.9%	17.1%	17.1%	12.0%
HV 20d	42.5%	35.7%	53.1%	53.1%	35.7%
HV 60d	39.6%	37.2%	46.5%	46.5%	37.9%
IV Rank	17.3%	4.8%	43.0%	27.1%	12.7%
IV Percentile	40.3%	3.1%	92.1%	66.7%	30.5%
Term Structure	1.5%	-10.4%	22.3%	-6.9%	1.6%
VWIV	44.1%	26.8%	64.8%	53.1%	57.0%
Skew 25d	1.7%	-24.0%	52.8%	52.8%	-3.4%
Skew 10d	10.9%	-27.5%	53.1%	53.1%	16.4%
Call IV 25d	54.9%	38.8%	80.6%	38.8%	80.6%
Put IV 25d	56.6%	38.3%	91.5%	91.5%	77.2%
Bid-Ask Spread %	111.45	95.00	123.57	120.39	116.55
Gamma HHI	0.54	0.36	0.73	0.71	0.36
Net GEX	81.3K	34.3K	121.9K	89.9K	35.1K
Net DEX	-2.6M	-4.0M	-1.6M	-2.2M	-1.6M
Net VEX	-5.6K	-6.7K	-4.5K	-6.7K	-4.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.70	0.00	0.00
Total Volume	57.053	0	273	0	1
Total OI	1,464.211	1,065	1,761	1,526	1,095

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
2021-02-01	$40.60	$40.00	59.8%	17.1%	53.1%	0.0%	0.0%	52.8%	-6.9%	89.9K	-2.2M	-6.7K	0.00	120.39	N/A	N/A	0	0	1,093	433
2021-02-02	$40.86	$40.00	47.4%	13.6%	52.6%	0.0%	53.1%	8.0%	-3.1%	93.1K	-2.2M	-6.6K	0.00	122.24	N/A	N/A	5	0	1,093	433
2021-02-03	$40.49	$40.00	49.1%	14.1%	51.6%	0.0%	0.0%	6.8%	1.8%	97.0K	-2.3M	-6.5K	0.00	123.57	N/A	N/A	3	0	1,098	433
2021-02-04	$40.39	$35.00	55.0%	12.9%	44.5%	27.1%	0.0%	11.6%	-1.0%	97.8K	-2.2M	-6.5K	0.00	109.53	N/A	N/A	0	0	1,105	433
2021-02-05	$41.12	$35.00	69.5%	13.5%	40.9%	43.0%	0.0%	-5.2%	-5.9%	91.9K	-2.4M	-6.6K	0.00	111.30	N/A	N/A	42	0	1,114	433
2021-02-08	$42.11	$35.00	57.4%	15.0%	41.9%	29.7%	50.8%	0.6%	-5.5%	110.0K	-2.8M	-6.2K	0.01	95.00	N/A	N/A	141	1	1,126	433
2021-02-09	$42.91	$35.00	47.5%	12.1%	42.5%	18.9%	38.1%	2.1%	-4.8%	106.4K	-3.4M	-6.3K	0.03	107.36	N/A	N/A	137	4	1,215	434
2021-02-10	$41.87	$35.00	34.5%	9.9%	41.6%	4.8%	30.3%	-6.3%	22.3%	121.9K	-3.0M	-6.5K	0.00	100.83	N/A	N/A	76	0	1,260	433
2021-02-11	$43.14	$35.00	41.6%	11.9%	42.1%	12.5%	45.1%	0.2%	-1.6%	113.8K	-3.7M	-5.8K	0.00	108.25	N/A	N/A	59	0	1,284	433
2021-02-12	$44.07	$35.00	42.7%	12.2%	42.8%	13.7%	40.8%	-24.0%	2.2%	114.5K	-4.0M	-6.0K	0.00	110.65	N/A	N/A	21	0	1,315	433
2021-02-16	$43.76	$35.00	41.4%	11.9%	40.4%	12.3%	37.6%	-14.1%	7.3%	74.1K	-4.0M	-5.0K	0.00	104.91	N/A	N/A	18	0	1,316	431
2021-02-17	$43.78	$35.00	48.5%	13.9%	40.4%	20.1%	49.3%	-7.6%	-3.4%	109.0K	-4.0M	-5.1K	0.02	110.76	N/A	N/A	268	5	1,330	431
2021-02-18	$43.27	$35.00	44.5%	12.7%	40.3%	15.6%	26.8%	-5.6%	3.4%	102.1K	-2.8M	-5.2K	0.00	111.05	N/A	N/A	251	0	1,109	430
2021-02-19	$44.57	$35.00	40.5%	11.6%	41.1%	11.3%	31.1%	1.4%	15.8%	34.3K	-2.2M	-4.6K	0.42	103.42	N/A	N/A	12	5	899	430
2021-02-22	$44.50	$35.00	42.5%	12.2%	40.9%	13.5%	41.1%	-2.6%	-0.1%	35.9K	-1.7M	-4.6K	0.00	116.99	N/A	N/A	3	0	632	433
2021-02-23	$44.20	$35.00	47.2%	13.5%	40.2%	18.6%	52.3%	15.5%	-10.4%	38.8K	-1.6M	-4.5K	1.70	113.01	N/A	N/A	10	17	634	433
2021-02-24	$45.32	$35.00	41.2%	11.8%	38.1%	12.0%	64.8%	12.2%	13.4%	39.7K	-1.9M	-4.5K	0.00	113.30	N/A	N/A	3	0	644	446
2021-02-25	$43.75	$35.00	40.2%	11.5%	37.1%	10.9%	0.0%	-10.8%	3.5%	39.4K	-1.7M	-4.6K	0.00	118.54	N/A	N/A	0	2	647	446
2021-02-26	$43.70	$35.00	41.8%	12.0%	35.7%	12.7%	57.0%	-3.4%	1.6%	35.1K	-1.6M	-4.8K	0.00	116.55	N/A	N/A	1	0	647	448