AVNT Options History — April 2021

In April 2021, AVNT traded between $47.57 and $50.65. ATM implied volatility averaged 40.8%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 0.3% (HV 20d: 40.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.37.

Notable Days

  • 2021-04-13: Highest Volume — 203 contracts
  • 2021-04-27: Largest IV spike — 57.8% change
  • 2021-04-09: Highest IV Rank — 27.1%
  • 2021-04-06: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.42$47.57$50.65$47.57$50.59
Max Pain$49.76$45.00$50.00$45.00$50.00
ATM IV40.8%26.1%55.0%36.1%34.2%
Expected Move11.2%7.5%13.4%10.3%9.8%
HV 20d40.5%24.2%50.7%50.7%24.2%
HV 60d42.7%39.2%47.1%47.1%39.2%
IV Rank12.6%0.0%27.1%6.4%8.5%
IV Percentile28.9%0.0%71.2%7.3%3.8%
Term Structure0.7%-12.7%23.4%23.4%-0.6%
VWIV38.9%28.3%43.0%37.6%34.0%
Skew 25d7.4%-7.6%27.9%12.6%10.4%
Skew 10d16.2%1.2%29.5%25.2%14.5%
Call IV 25d39.9%31.8%48.3%34.8%31.8%
Put IV 25d47.4%30.2%67.7%47.4%42.2%
Bid-Ask Spread %90.8075.18102.87102.66102.87
Gamma HHI0.340.250.560.320.34
Net GEX87.2K65.1K150.9K73.7K86.5K
Net DEX-2.4M-3.9M-2.0M-2.0M-2.4M
Net VEX-6.9K-8.0K-5.9K-8.0K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.002.140.330.29
Total Volume46.6193203422
Total OI1,242.6199741,4891,3481,129

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$47.57$45.0036.1%10.3%50.7%6.4%0.0%12.6%23.4%73.7K-2.0M-8.0K0.33102.66N/AN/A311,091257
2021-04-05$49.03$50.0049.1%11.5%49.9%20.7%37.6%8.7%4.4%74.9K-2.5M-8.0K0.0088.72N/AN/A5101,088258
2021-04-06$49.07$50.0048.9%13.4%49.7%20.4%0.0%7.6%-11.9%90.9K-2.6M-7.6K0.0089.60N/AN/A3701,119258
2021-04-07$48.17$50.0045.6%12.4%50.1%16.8%0.0%-2.2%-0.1%85.3K-2.3M-7.7K0.1375.18N/AN/A811,149258
2021-04-08$48.24$50.0048.4%13.4%49.4%19.9%0.0%14.1%-12.7%92.2K-2.4M-7.5K2.1482.98N/AN/A7151,144258
2021-04-09$48.86$50.0055.0%12.1%49.4%27.1%43.0%18.4%-4.4%97.0K-2.5M-7.3K0.0078.43N/AN/A5401,147273
2021-04-12$49.11$50.0050.5%13.0%48.9%22.2%42.8%6.4%-11.1%114.1K-2.6M-7.4K0.2586.41N/AN/A1641,194273
2021-04-13$48.59$50.0044.5%11.2%48.9%15.6%42.0%6.0%4.2%103.0K-2.3M-7.2K0.4486.14N/AN/A141621,204273
2021-04-14$49.53$50.0033.1%9.5%49.3%3.2%0.0%-2.1%8.6%135.5K-2.7M-7.1K0.0091.75N/AN/A2001,198265
2021-04-15$49.36$50.0036.5%10.5%48.6%6.9%37.4%-7.6%4.0%150.9K-2.7M-7.0K0.0086.39N/AN/A3601,198265
2021-04-16$50.65$50.0035.9%10.3%49.4%6.2%42.4%2.5%3.8%85.2K-3.9M-7.1K0.0687.18N/AN/A16391,225264
2021-04-19$49.73$50.0042.8%12.3%49.6%13.7%37.8%-4.0%-10.8%66.4K-2.2M-6.5K0.33102.10N/AN/A3010844136
2021-04-20$48.80$50.0037.3%10.7%47.2%7.7%39.8%27.9%2.8%65.1K-2.1M-6.3K2.00102.44N/AN/A12850136
2021-04-21$49.70$50.0039.6%11.3%30.4%10.2%41.3%4.5%2.9%68.8K-2.1M-6.4K0.0985.12N/AN/A434849138
2021-04-22$49.05$50.0038.8%11.1%30.1%9.4%0.0%20.1%-1.2%68.3K-2.0M-6.0K1.3295.15N/AN/A2229836138
2021-04-23$50.23$50.0029.2%8.4%26.2%0.0%28.3%11.8%16.9%67.8K-2.2M-6.6K0.0095.69N/AN/A130857166
2021-04-26$50.62$50.0026.1%7.5%25.5%0.0%37.5%-3.2%15.0%73.3K-2.5M-6.0K0.3993.19N/AN/A5622867166
2021-04-27$50.21$50.0041.1%11.8%24.4%15.8%41.6%12.6%-7.8%76.9K-2.3M-6.4K0.0094.00N/AN/A300902188
2021-04-28$50.44$50.0043.1%12.4%24.4%17.8%0.0%6.4%-4.1%77.0K-2.4M-6.3K0.0094.62N/AN/A180923188
2021-04-29$50.17$50.0041.0%11.7%24.2%15.6%39.5%5.2%-5.9%77.7K-2.3M-6.8K0.0786.12N/AN/A463935188
2021-04-30$50.59$50.0034.2%9.8%24.2%8.5%34.0%10.4%-0.6%86.5K-2.4M-5.9K0.29102.87N/AN/A175939190