AVNT Options History — September 2021

In September 2021, AVNT traded between $44.74 and $50.63. ATM implied volatility averaged 33.6%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 4.4% (HV 20d: 29.2%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2021-09-17: Highest Volume — 70 contracts
  • 2021-09-16: Largest IV spike — 20.0% change
  • 2021-09-30: Highest IV Rank — 18.5%
  • 2021-09-30: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.40$44.74$50.63$50.63$46.77
Max Pain$41.90$40.00$50.00$45.00$40.00
ATM IV33.6%27.2%43.5%29.3%43.5%
Expected Move9.7%8.1%12.5%8.4%12.5%
HV 20d29.2%27.1%31.2%27.8%27.1%
HV 60d30.4%29.3%31.2%30.6%29.3%
IV Rank8.2%1.5%18.5%3.7%18.5%
IV Percentile22.6%1.2%67.9%2.8%67.9%
Term Structure1.8%-9.6%21.2%4.0%-9.6%
VWIV33.2%27.3%43.3%29.2%35.6%
Skew 25d6.1%-3.5%13.4%6.3%9.3%
Skew 10d15.9%9.2%30.3%11.9%19.8%
Call IV 25d33.4%27.9%64.5%29.9%36.8%
Put IV 25d39.6%35.5%61.0%36.2%46.1%
Bid-Ask Spread %80.7958.95105.8796.5684.27
Gamma HHI0.370.250.630.470.27
Net GEX28.1K-31.9K76.9K68.4K19.5K
Net DEX-376.4K-905.9K-119.8K-905.9K-334.7K
Net VEX-3.1K-4.2K-2.4K-3.9K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.003.000.250.00
Total Volume18.8570701014
Total OI8085451,038866645

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$50.63$45.0029.3%8.4%27.8%3.7%29.2%6.3%4.0%68.4K-905.9K-3.9K0.2596.56N/AN/A82605261
2021-09-02$50.10$45.0028.4%8.1%28.1%2.7%0.0%8.9%3.3%76.9K-857.3K-4.2K0.3376.98N/AN/A31686261
2021-09-03$49.67$45.0027.2%8.1%27.8%1.5%28.1%10.8%4.2%74.5K-731.2K-4.0K0.0758.95N/AN/A141694263
2021-09-07$48.57$45.0031.9%10.3%29.1%6.4%39.9%1.2%-7.4%58.1K-480.0K-3.6K0.0071.71N/AN/A50696262
2021-09-08$47.30$50.0034.6%9.9%29.8%9.3%43.3%5.6%-1.2%33.2K-228.6K-3.3K0.0071.40N/AN/A380697263
2021-09-09$48.18$50.0029.9%8.6%30.4%4.4%29.9%5.3%4.8%51.9K-374.7K-3.4K3.0080.42N/AN/A13699263
2021-09-10$47.43$40.0034.3%9.8%30.4%8.9%0.0%4.9%1.0%24.8K-336.1K-3.2K0.5075.75N/AN/A21727263
2021-09-13$47.69$40.0028.7%8.2%30.4%3.1%28.5%7.5%6.1%31.4K-357.3K-2.9K1.0074.10N/AN/A1111728264
2021-09-14$46.98$40.0033.7%9.7%30.7%8.3%0.0%5.2%0.5%559-260.4K-2.8K1.2978.52N/AN/A1722730265
2021-09-15$47.77$40.0028.5%8.2%31.2%2.8%27.3%6.2%4.1%40.1K-367.0K-2.8K0.0083.79N/AN/A240733273
2021-09-16$47.17$40.0034.2%9.8%30.9%8.8%30.3%6.4%1.0%24.4K-278.6K-2.8K0.0963.15N/AN/A232744285
2021-09-17$45.55$40.0032.4%9.3%29.9%6.9%29.0%7.4%1.8%-31.9K-119.8K-2.4K1.4181.75N/AN/A2941753285
2021-09-20$44.83$40.0037.5%10.8%29.3%12.3%41.1%9.3%0.7%12.7K-196.9K-2.4K0.0076.70N/AN/A160429116
2021-09-21$44.74$40.0034.7%10.0%27.5%9.4%0.0%7.0%2.9%10.5K-136.0K-2.5K0.0079.91N/AN/A04429137
2021-09-22$45.75$40.0033.2%9.5%28.9%7.8%0.0%-3.5%3.9%11.1K-211.8K-2.6K0.00105.87N/AN/A10425137
2021-09-23$46.93$40.0036.4%10.4%30.1%11.1%0.0%-0.4%-1.5%13.2K-304.9K-2.9K0.0094.45N/AN/A00425141
2021-09-24$46.85$40.0036.3%10.4%29.9%11.0%0.0%6.6%-0.0%11.2K-245.2K-2.6K0.0083.42N/AN/A300426141
2021-09-27$47.77$40.0037.9%10.9%28.1%12.7%35.8%0.1%-0.8%16.4K-367.5K-2.9K0.0085.18N/AN/A640430141
2021-09-28$47.47$40.0034.0%9.8%28.1%8.6%0.0%13.4%21.2%20.3K-413.1K-3.2K0.00101.35N/AN/A00460141
2021-09-29$47.30$40.0039.6%11.4%28.1%14.5%0.0%11.5%-0.8%22.7K-397.5K-3.1K0.0072.44N/AN/A80504141
2021-09-30$46.77$40.0043.5%12.5%27.1%18.5%35.6%9.3%-9.6%19.5K-334.7K-2.9K0.0084.27N/AN/A140504141