AVNT Options History — July 2021

In July 2021, AVNT traded between $44.94 and $49.41. ATM implied volatility averaged 38.3%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 5.2% (HV 20d: 33.1%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.79.

Notable Days

  • 2021-07-20: Highest Volume — 367 contracts
  • 2021-07-07: Largest IV spike — 52.1% change
  • 2021-07-13: Highest IV Rank — 24.2%
  • 2021-07-13: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.53$44.94$49.41$49.41$48.39
Max Pain$45.95$45.00$50.00$50.00$45.00
ATM IV38.3%29.8%49.2%34.5%29.8%
Expected Move10.6%8.5%12.7%9.9%8.5%
HV 20d33.1%26.0%35.1%26.0%34.3%
HV 60d28.5%25.8%29.7%25.8%28.4%
IV Rank12.8%3.9%24.2%8.8%3.9%
IV Percentile29.4%2.4%69.4%12.7%2.4%
Term Structure-2.5%-15.5%9.2%-1.4%0.5%
VWIV35.9%25.5%41.4%35.0%28.2%
Skew 25d4.6%-7.7%15.1%4.9%7.4%
Skew 10d10.7%-14.2%26.3%9.3%19.1%
Call IV 25d35.1%26.4%42.4%30.2%26.4%
Put IV 25d39.8%33.8%48.1%35.2%33.8%
Bid-Ask Spread %80.9841.76101.63101.3790.89
Gamma HHI0.540.420.710.460.46
Net GEX-14.0K-54.0K44.5K-31.0K44.5K
Net DEX270.0K-616.7K858.9K324.2K-426.2K
Net VEX-4.9K-6.0K-4.0K-4.7K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.790.0035.000.000.40
Total Volume38.71403671621
Total OI975.817801,3207801,320

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$49.41$50.0034.5%9.9%26.0%8.8%0.0%4.9%-1.4%-31.0K324.2K-4.7K0.00101.37N/AN/A160258522
2021-07-02$48.65$50.0036.2%10.4%26.4%10.6%0.0%-7.7%-4.1%-34.4K474.1K-4.6K0.00101.63N/AN/A90275522
2021-07-06$46.57$45.0032.3%10.6%30.0%6.5%0.0%6.6%-0.9%-35.1K737.7K-4.6K0.1273.57N/AN/A172283522
2021-07-07$47.51$45.0049.1%9.4%31.3%24.1%35.0%4.4%0.4%-37.2K559.5K-4.5K35.0071.60N/AN/A135293525
2021-07-08$46.24$45.0043.9%11.7%32.2%18.7%0.0%4.8%-1.3%-41.6K858.9K-4.7K2.5087.05N/AN/A25294560
2021-07-09$47.95$45.0036.0%9.4%35.1%10.4%0.0%1.4%-15.5%-36.4K570.9K-4.7K1.3385.38N/AN/A912297565
2021-07-12$48.26$45.0036.3%9.6%34.8%10.7%39.8%6.6%-0.4%-41.3K516.9K-4.4K0.0084.89N/AN/A02298577
2021-07-13$47.49$45.0049.2%12.7%34.8%24.2%37.1%7.2%-8.0%-38.7K606.5K-4.6K2.2082.01N/AN/A1022298579
2021-07-14$47.22$45.0041.5%11.9%34.2%16.2%0.0%1.0%-10.6%-42.1K664.1K-4.2K0.0090.73N/AN/A60304560
2021-07-15$47.44$45.0037.1%10.6%34.3%11.6%34.8%4.4%2.2%-38.8K599.8K-4.2K0.0082.16N/AN/A20301560
2021-07-16$46.27$45.0035.8%10.3%31.7%10.1%25.5%6.1%0.6%-47.5K747.0K-4.2K2.5077.97N/AN/A1640301560
2021-07-19$44.94$50.0033.4%9.6%32.3%7.6%36.3%11.6%0.5%-54.0K847.6K-4.0K0.0095.34N/AN/A60256524
2021-07-20$46.76$50.0044.1%12.6%34.5%18.9%35.8%15.1%-6.9%-43.4K591.1K-4.2K0.0394.64N/AN/A35611256524
2021-07-21$47.30$45.0038.9%11.1%34.8%13.4%36.5%4.8%7.5%18.4K-133.4K-6.0K0.0086.23N/AN/A10639530
2021-07-22$47.17$45.0039.1%11.2%34.6%13.6%0.0%7.6%-3.6%18.8K-68.4K-5.8K0.0073.05N/AN/A00640530
2021-07-23$47.95$45.0036.1%10.4%35.1%10.5%0.0%3.1%-7.2%28.0K-351.6K-5.8K0.0079.05N/AN/A00640530
2021-07-26$48.06$45.0035.7%10.2%34.9%10.1%40.6%4.3%-2.6%31.7K-398.9K-5.4K1.6272.26N/AN/A1321640530
2021-07-27$47.68$45.0040.7%11.7%34.3%15.3%38.7%-0.7%-7.1%19.4K-148.9K-5.3K1.7745.06N/AN/A4478640530
2021-07-28$47.99$45.0036.5%10.5%34.3%10.9%41.4%-1.0%-3.1%27.2K-284.0K-5.4K0.0083.96N/AN/A06644551
2021-07-29$48.82$45.0037.4%10.7%34.2%11.9%37.6%5.3%9.2%39.2K-616.7K-6.0K0.0441.76N/AN/A482685629
2021-07-30$48.39$45.0029.8%8.5%34.3%3.9%28.2%7.4%0.5%44.5K-426.2K-5.3K0.4090.89N/AN/A156685635