AVNT Options History — August 2021

In August 2021, AVNT traded between $46.29 and $52.64. ATM implied volatility averaged 32.6%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 3.8% (HV 20d: 28.8%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.44.

Notable Days

  • 2021-08-02: Highest Volume — 146 contracts
  • 2021-08-10: Largest IV drop — 30.8% change
  • 2021-08-09: Highest IV Rank — 18.5%
  • 2021-08-19: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.19$46.29$52.64$47.57$51.93
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV32.6%25.7%43.8%28.0%29.7%
Expected Move9.2%7.4%10.7%8.0%8.5%
HV 20d28.8%22.4%34.4%34.4%29.5%
HV 60d29.1%28.3%30.2%28.6%30.2%
IV Rank6.8%0.0%18.5%2.0%4.1%
IV Percentile12.8%0.0%54.4%1.2%3.2%
Term Structure1.6%-8.0%13.3%1.0%7.0%
VWIV32.1%22.1%49.6%29.6%25.5%
Skew 25d6.3%1.8%14.8%11.8%14.8%
Skew 10d21.8%8.2%87.9%8.2%75.6%
Call IV 25d30.3%26.9%34.4%29.8%28.0%
Put IV 25d36.6%29.3%42.8%41.6%42.8%
Bid-Ask Spread %85.2160.28103.2594.40103.25
Gamma HHI0.530.390.890.460.44
Net GEX82.0K-45.2K332.5K21.7K76.9K
Net DEX-749.0K-1.6M471.5K-62.3K-1.2M
Net VEX-4.3K-5.3K-3.2K-4.8K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.006.830.900.00
Total Volume37.727114614684
Total OI1,254.8646921,5871,361850

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$47.57$45.0028.0%8.0%34.4%2.0%29.6%11.8%1.0%21.7K-62.3K-4.8K0.9094.40N/AN/A7769725636
2021-08-03$47.98$45.0036.2%10.4%30.6%10.6%40.7%2.9%-8.0%42.1K-430.8K-5.3K0.1195.92N/AN/A647722642
2021-08-04$46.29$45.0031.8%9.1%32.5%6.0%0.0%3.4%3.4%-45.2K471.5K-4.8K0.0988.97N/AN/A232728654
2021-08-05$46.90$45.0036.9%9.3%31.4%11.4%0.0%6.6%2.0%2.5K54.5K-5.0K0.0080.77N/AN/A100730661
2021-08-06$47.74$45.0034.4%9.4%29.2%8.7%35.4%1.8%-1.5%27.2K-207.8K-5.2K0.0368.75N/AN/A672749663
2021-08-09$47.46$45.0043.8%10.3%29.2%18.5%30.0%7.7%-0.2%2.0K-65.3K-4.9K0.0079.61N/AN/A310759663
2021-08-10$48.38$45.0030.3%9.2%29.4%4.4%31.9%4.3%1.6%87.1K-688.0K-5.1K0.0379.96N/AN/A662822661
2021-08-11$48.86$45.0029.9%8.6%29.5%4.1%0.0%4.8%4.2%128.1K-1.0M-5.1K0.0083.86N/AN/A10848661
2021-08-12$49.45$45.0030.8%8.8%29.7%4.9%0.0%7.2%4.0%172.4K-1.4M-5.2K0.3384.31N/AN/A31904662
2021-08-13$49.78$45.0030.4%8.7%27.9%4.6%49.6%6.8%3.1%238.3K-1.6M-4.9K0.0082.19N/AN/A150903662
2021-08-16$49.41$45.0030.8%8.8%25.5%4.9%30.5%5.5%2.6%168.5K-1.6M-4.6K0.2581.38N/AN/A287906662
2021-08-17$48.89$45.0032.4%9.3%22.4%6.6%0.0%4.2%-4.1%180.1K-1.0M-4.3K0.0060.28N/AN/A02913662
2021-08-18$49.59$45.0036.4%10.4%22.6%10.8%34.8%7.6%0.6%332.5K-1.6M-4.4K0.0084.27N/AN/A30919666
2021-08-19$47.57$45.0037.3%10.7%27.4%11.7%35.0%6.4%0.8%37.2K-315.0K-4.0K0.1882.73N/AN/A173919666
2021-08-20$48.45$45.0032.9%9.4%27.6%7.1%33.4%5.8%1.2%30.8K-457.7K-3.5K6.8386.04N/AN/A641921666
2021-08-23$49.57$45.0034.0%9.8%28.7%8.3%30.8%5.4%-0.5%39.1K-619.1K-3.4K0.2778.75N/AN/A154463229
2021-08-24$49.96$45.0030.2%8.7%28.6%4.3%29.2%4.8%0.3%41.8K-660.3K-3.5K0.1788.24N/AN/A122467250
2021-08-25$50.65$45.0030.4%8.7%28.8%4.5%30.3%5.7%-0.2%47.8K-787.4K-3.5K0.0087.07N/AN/A150481254
2021-08-26$50.97$45.0031.0%8.9%28.3%5.2%26.2%6.8%0.9%50.8K-851.0K-3.5K0.0088.48N/AN/A200489255
2021-08-27$52.64$45.0032.9%9.4%29.9%7.2%30.4%2.4%3.2%56.6K-1.2M-3.5K0.0997.38N/AN/A1049499255
2021-08-30$52.09$45.0025.7%7.4%29.4%0.0%22.1%11.0%13.3%66.8K-1.1M-3.2K0.0098.00N/AN/A180505255
2021-08-31$51.93$45.0029.7%8.5%29.5%4.1%25.5%14.8%7.0%76.9K-1.2M-3.9K0.00103.25N/AN/A840589261