AVNT Options History — June 2021

In June 2021, AVNT traded between $47.55 and $52.99. ATM implied volatility averaged 34.8%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 9.6% (HV 20d: 25.3%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 2.40.

Notable Days

  • 2021-06-29: Highest Volume — 395 contracts
  • 2021-06-28: Largest IV spike — 50.1% change
  • 2021-06-28: Highest IV Rank — 33.9%
  • 2021-06-28: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.15$47.55$52.99$52.99$49.27
Max Pain$52.50$45.00$55.00$50.00$50.00
ATM IV34.8%29.5%58.5%31.1%36.5%
Expected Move10.1%8.5%16.8%8.9%10.5%
HV 20d25.3%20.6%28.2%27.3%26.0%
HV 60d31.1%25.8%35.3%35.1%26.1%
IV Rank9.2%3.6%33.9%5.3%10.9%
IV Percentile14.7%2.3%85.8%2.9%22.9%
Term Structure0.3%-33.4%6.8%2.1%-4.1%
VWIV34.5%28.4%48.2%35.2%37.0%
Skew 25d4.1%-27.5%20.6%6.1%8.3%
Skew 10d9.6%-23.7%22.3%10.8%22.3%
Call IV 25d35.4%23.7%64.1%30.4%30.9%
Put IV 25d39.5%33.3%52.4%36.5%39.2%
Bid-Ask Spread %96.9385.77106.5891.64103.62
Gamma HHI0.400.190.810.430.48
Net GEX-59.3K-192.2K5.8K-22.7K-30.0K
Net DEX-645.6K-2.4M2.5M-2.4M333.7K
Net VEX-4.1K-6.8K-2.4K-5.9K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.400.0024.670.113.11
Total Volume59.36413952127
Total OI1,5183772,2022,109753

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$52.99$50.0031.1%8.9%27.3%5.3%35.2%6.1%2.1%-22.7K-2.4M-5.9K0.1191.64N/AN/A1928941,215
2021-06-02$51.76$50.0035.2%10.1%28.2%9.6%35.6%-1.3%-2.5%-62.0K-1.7M-6.8K2.0099.62N/AN/A5109091,215
2021-06-03$51.91$50.0030.2%9.7%25.6%4.4%31.4%1.8%6.5%-56.5K-1.9M-5.7K0.6690.78N/AN/A32219101,225
2021-06-04$51.97$50.0030.4%9.5%25.6%4.5%0.0%-6.8%6.1%-76.5K-1.9M-5.4K5.0095.60N/AN/A4209021,240
2021-06-07$51.61$45.0039.8%13.2%25.3%14.3%48.2%9.1%-11.4%-113.4K-1.7M-5.0K0.0094.19N/AN/A609061,232
2021-06-08$51.68$45.0038.5%9.6%25.2%13.0%30.8%5.5%5.0%-61.8K-1.8M-5.4K4.4085.77N/AN/A5229091,232
2021-06-09$51.02$55.0033.8%9.7%25.4%8.1%0.0%0.4%4.9%-68.2K-1.5M-5.7K1.0087.94N/AN/A119081,254
2021-06-10$50.32$55.0032.1%9.2%22.9%6.3%0.0%-5.9%4.6%-171.8K-823.7K-4.7K0.00100.26N/AN/A109081,254
2021-06-11$50.97$55.0029.5%8.5%20.6%3.6%29.5%4.7%6.7%-134.3K-1.4M-4.5K3.1194.39N/AN/A9289081,254
2021-06-14$50.17$55.0032.7%9.4%20.8%6.9%28.4%-27.5%5.8%-141.8K-676.4K-4.3K0.00106.09N/AN/A909141,282
2021-06-15$50.94$55.0032.1%9.2%21.8%6.3%33.1%1.2%4.3%-88.3K-1.2M-4.3K0.4489.76N/AN/A1679201,282
2021-06-16$50.89$55.0031.2%8.9%21.4%5.3%31.4%20.6%6.8%-105.9K-1.4M-3.7K0.02104.93N/AN/A32869151,281
2021-06-17$48.64$55.0032.6%9.3%25.2%6.8%32.4%5.7%2.8%-192.2K1.6M-3.2K2.6797.35N/AN/A386391,277
2021-06-18$47.55$55.0033.4%9.6%26.1%7.7%34.2%2.0%2.3%5.7K2.5M-2.4K24.6798.02N/AN/A3746371,278
2021-06-21$48.71$55.0033.6%9.6%27.7%7.8%32.4%12.7%2.9%3.3K-86.2K-2.6K0.0089.85N/AN/A110224153
2021-06-22$48.84$55.0036.2%10.4%27.6%10.6%36.3%8.6%-1.4%3.9K-71.2K-2.5K0.0091.34N/AN/A20233153
2021-06-23$49.20$55.0031.6%9.1%26.8%5.8%35.1%7.2%4.2%3.3K-93.7K-2.6K0.7491.28N/AN/A7354232153
2021-06-24$48.80$55.0031.4%9.0%26.4%5.6%0.0%9.7%3.4%-384-10.7K-2.8K0.00101.79N/AN/A120233181
2021-06-25$49.34$55.0039.0%11.2%26.4%13.5%41.1%15.7%-3.6%4.7K-127.1K-2.8K0.00106.58N/AN/A140245181
2021-06-28$48.35$50.0058.5%16.8%27.2%33.9%0.0%15.0%-33.4%5.8K-77.5K-2.8K0.00105.30N/AN/A078258181
2021-06-29$48.34$50.0037.2%10.7%25.7%11.6%37.0%-2.6%-4.6%-5.7K127.6K-3.1K3.11106.25N/AN/A96299258258
2021-06-30$49.27$50.0036.5%10.5%26.0%10.9%0.0%8.3%-4.1%-30.0K333.7K-4.5K0.00103.62N/AN/A027258495