AVNT Options History — October 2021

In October 2021, AVNT traded between $47.06 and $55.91. ATM implied volatility averaged 34.8%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 8.4% (HV 20d: 26.5%). Max pain ranged from $40.00 to $55.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.69.

Notable Days

  • 2021-10-28: Highest Volume — 1,997 contracts
  • 2021-10-11: Largest IV spike — 52.6% change
  • 2021-10-01: Highest IV Rank — 20.9%
  • 2021-10-01: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.72$47.06$55.91$47.07$54.28
Max Pain$43.10$40.00$55.00$40.00$55.00
ATM IV34.8%22.9%45.8%45.8%34.3%
Expected Move10.3%6.6%13.1%13.1%9.8%
HV 20d26.5%23.8%31.5%27.2%31.5%
HV 60d28.1%26.0%30.0%28.8%29.3%
IV Rank10.3%0.0%20.9%20.9%11.5%
IV Percentile31.3%0.0%76.2%76.2%27.4%
Term Structure-2.8%-13.8%3.5%-11.9%-6.4%
VWIV34.7%29.7%41.5%30.0%41.5%
Skew 25d7.6%-1.0%16.1%11.6%8.0%
Skew 10d16.6%6.2%30.9%21.8%15.7%
Call IV 25d32.3%25.6%50.7%30.0%31.7%
Put IV 25d39.9%34.1%49.8%41.7%39.7%
Bid-Ask Spread %83.8664.32104.7092.8690.23
Gamma HHI0.400.260.700.260.62
Net GEX10.3K-186.8K70.5K25.6K-186.8K
Net DEX-491.1K-1.6M1.3M-432.1K1.3M
Net VEX-4.2K-10.3K-2.7K-3.3K-10.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.690.009.150.008.73
Total Volume324.38101,99781,216
Total OI820.4295122,4976522,487

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$47.07$40.0045.8%13.1%27.2%20.9%30.0%11.6%-11.9%25.6K-432.1K-3.3K0.0092.86N/AN/A80511141
2021-10-04$47.35$40.0041.3%12.4%27.3%16.2%0.0%6.3%-9.4%21.0K-430.9K-3.1K0.0083.53N/AN/A00504141
2021-10-05$48.03$40.0030.8%9.9%26.9%5.3%0.0%9.3%-0.9%23.7K-451.5K-3.0K0.0075.15N/AN/A100510141
2021-10-06$47.06$40.0039.8%12.6%26.2%14.6%0.0%10.3%-9.5%19.1K-354.2K-2.8K0.0075.52N/AN/A00510141
2021-10-07$48.15$40.0026.1%11.1%26.6%0.4%41.0%16.1%-3.0%26.9K-504.8K-3.1K0.5077.57N/AN/A42513141
2021-10-08$48.25$40.0028.9%10.5%26.0%3.3%36.3%3.2%-4.6%24.9K-470.7K-2.9K0.0077.94N/AN/A100514141
2021-10-11$47.94$40.0044.1%9.6%26.0%19.2%33.3%13.1%-0.3%29.2K-483.0K-3.0K0.0092.24N/AN/A10513141
2021-10-12$48.04$40.0032.0%9.9%25.4%6.6%34.7%7.8%-2.8%23.5K-431.5K-2.7K0.0064.32N/AN/A20523141
2021-10-13$47.94$40.0040.5%11.6%24.8%15.4%33.5%-1.0%0.9%30.1K-543.5K-3.0K1.00104.70N/AN/A66524141
2021-10-14$49.48$40.0031.1%8.9%26.6%5.6%0.0%9.0%0.7%43.8K-687.4K-3.2K0.0085.97N/AN/A20526141
2021-10-15$51.35$40.0043.2%12.4%25.5%18.2%36.0%8.1%-6.6%18.6K-910.6K-3.5K0.67103.98N/AN/A128527174
2021-10-18$50.92$40.0040.2%11.5%24.8%15.1%33.3%14.7%-13.8%19.0K-450.9K-3.6K0.1085.28N/AN/A202349163
2021-10-19$50.97$45.0032.1%9.2%24.6%6.6%32.1%7.1%0.3%20.6K-461.9K-3.5K0.0681.35N/AN/A322353167
2021-10-20$52.22$45.0032.0%9.2%24.8%6.6%29.7%8.1%1.8%26.4K-590.1K-3.9K0.7177.99N/AN/A163115403169
2021-10-21$52.57$45.0033.4%9.6%23.8%8.0%31.9%5.5%2.2%30.6K-723.9K-4.0K0.7580.97N/AN/A153115414177
2021-10-22$53.46$45.0022.9%6.6%23.9%0.0%31.7%5.9%2.5%33.2K-817.9K-4.2K0.7581.09N/AN/A153115415177
2021-10-25$55.59$45.0032.1%9.2%26.2%9.4%38.5%8.1%0.4%39.4K-1.1M-4.2K0.4278.89N/AN/A275115419180
2021-10-26$55.91$45.0033.5%9.6%25.7%10.7%37.0%1.3%3.5%70.5K-1.6M-5.8K0.5180.56N/AN/A18594621180
2021-10-27$53.66$45.0035.5%10.2%30.9%12.8%37.4%3.1%-1.3%61.0K-1.1M-5.5K9.1584.80N/AN/A1961,793618181
2021-10-28$54.89$55.0032.1%9.2%30.7%9.4%32.1%4.1%-1.6%-183.3K946.2K-10.3K8.7486.13N/AN/A2051,7926161,881
2021-10-29$54.28$55.0034.3%9.8%31.5%11.5%41.5%8.0%-6.4%-186.8K1.3M-10.1K8.7390.23N/AN/A1251,0916061,881