AVNT Options History — March 2021

In March 2021, AVNT traded between $44.48 and $51.39. ATM implied volatility averaged 45.8%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 1.5% (HV 20d: 44.4%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.20.

Notable Days

  • 2021-03-03: Highest Volume — 397 contracts
  • 2021-03-23: Largest IV spike — 46.0% change
  • 2021-03-09: Highest IV Rank — 31.3%
  • 2021-03-31: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.99$44.48$51.39$45.17$47.43
Max Pain$41.96$35.00$45.00$35.00$45.00
ATM IV45.8%36.0%58.8%42.1%58.2%
Expected Move12.8%10.3%16.7%12.1%16.7%
HV 20d44.4%30.1%57.4%34.5%54.2%
HV 60d42.3%38.3%47.6%38.4%47.4%
IV Rank17.1%6.3%31.3%13.0%30.7%
IV Percentile42.4%6.4%80.4%33.1%79.3%
Term Structure-0.6%-29.2%23.0%9.5%6.1%
VWIV42.7%29.8%57.9%40.3%54.3%
Skew 25d9.5%-6.8%39.0%-2.3%11.5%
Skew 10d15.2%-6.5%48.9%-6.5%-5.4%
Call IV 25d42.3%30.5%50.4%47.2%46.0%
Put IV 25d51.7%42.1%83.5%44.8%57.5%
Bid-Ask Spread %98.9682.12116.57116.57107.23
Gamma HHI0.340.270.500.390.28
Net GEX79.8K39.4K138.8K41.2K68.9K
Net DEX-2.9M-4.4M-1.5M-1.9M-2.0M
Net VEX-7.7K-8.9K-4.0K-4.0K-7.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.000.960.000.00
Total Volume86.217103972316
Total OI1,489.5221,0961,8041,0961,342

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$45.17$35.0042.1%12.1%34.5%13.0%40.3%-2.3%9.5%41.2K-1.9M-4.0K0.00116.57N/AN/A230648448
2021-03-02$45.12$35.0039.5%11.3%30.1%10.2%36.4%12.3%-4.0%39.4K-1.9M-4.7K0.14110.82N/AN/A10715666448
2021-03-03$47.56$35.0041.0%11.8%34.5%11.8%42.1%7.4%4.5%41.5K-2.5M-5.5K0.0397.72N/AN/A38710778474
2021-03-04$45.19$40.0056.8%12.1%40.0%29.1%43.5%3.2%1.7%62.1K-2.4M-6.9K0.07107.98N/AN/A252181,001480
2021-03-05$46.99$40.0047.3%12.0%41.6%18.7%40.6%12.6%0.0%78.3K-3.0M-7.3K0.1294.79N/AN/A6881,109492
2021-03-08$47.75$40.0048.3%13.7%41.5%19.9%48.1%10.8%-2.9%82.7K-3.3M-7.6K0.03101.25N/AN/A7821,152492
2021-03-09$47.42$40.0058.8%14.0%41.4%31.3%46.7%13.5%-1.9%81.8K-3.3M-7.9K0.0689.97N/AN/A172111,174492
2021-03-10$48.55$40.0037.6%10.8%41.6%8.1%41.5%8.1%5.6%92.7K-3.9M-8.8K0.0494.43N/AN/A5021,302487
2021-03-11$49.17$40.0052.3%15.0%40.0%24.2%43.5%4.5%-10.6%92.0K-4.1M-8.8K0.05101.27N/AN/A4321,309487
2021-03-12$50.14$40.0045.1%12.9%39.4%16.3%43.6%5.3%2.1%104.6K-4.3M-8.6K0.0090.26N/AN/A3301,317487
2021-03-15$49.69$40.0049.1%14.1%39.5%20.7%47.3%4.7%4.9%94.8K-3.6M-8.6K0.1582.12N/AN/A79121,188482
2021-03-16$49.26$45.0041.8%12.0%39.6%12.7%42.7%6.3%4.2%116.4K-3.5M-8.9K0.0086.85N/AN/A2601,240503
2021-03-17$50.44$45.0045.8%13.1%40.0%17.0%41.2%16.6%-11.2%113.4K-3.9M-8.6K0.48100.42N/AN/A23111,247503
2021-03-18$50.81$45.0040.3%11.5%39.4%11.0%40.4%-2.4%10.9%138.8K-4.0M-8.8K0.1989.10N/AN/A64121,255514
2021-03-19$51.39$45.0036.0%10.3%38.6%6.3%37.2%5.7%-12.9%87.5K-4.4M-8.2K0.8197.43N/AN/A26211,253516
2021-03-22$49.04$45.0036.8%10.6%43.0%7.3%37.6%14.2%4.6%87.2K-2.8M-8.2K0.2598.90N/AN/A81201,071155
2021-03-23$44.48$45.0053.8%15.4%56.3%25.8%46.0%39.0%-29.2%70.9K-1.5M-7.5K0.76100.09N/AN/A105801,067172
2021-03-24$45.67$45.0054.5%15.6%56.4%26.6%36.0%23.6%-12.4%60.1K-1.6M-8.0K0.00108.73N/AN/A1101,033240
2021-03-25$47.95$45.0039.6%11.3%57.2%10.2%45.3%16.6%-0.5%60.4K-2.3M-8.4K0.1498.63N/AN/A2841,033240
2021-03-26$48.86$45.0036.4%10.4%57.4%6.8%29.8%7.8%23.0%76.6K-2.4M-7.9K0.00106.67N/AN/A2801,043244
2021-03-29$47.87$45.0048.3%13.9%57.1%19.9%57.9%5.4%1.1%72.1K-2.2M-8.4K0.9697.14N/AN/A23221,086244
2021-03-30$47.93$45.0045.1%12.9%57.1%16.3%41.1%-6.8%-5.5%71.8K-2.1M-8.2K0.2597.77N/AN/A821,088257
2021-03-31$47.43$45.0058.2%16.7%54.2%30.7%54.3%11.5%6.1%68.9K-2.0M-7.9K0.00107.23N/AN/A1601,085257