AVNT Options History — November 2021

In November 2021, AVNT traded between $54.86 and $60.87. ATM implied volatility averaged 37.7%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 8.9% (HV 20d: 28.8%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 5.18.

Notable Days

  • 2021-11-15: Highest Volume — 1,388 contracts
  • 2021-11-03: Largest IV spike — 51.0% change
  • 2021-11-29: Highest IV Rank — 35.5%
  • 2021-11-29: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.41$54.86$60.87$55.43$55.64
Max Pain$50.71$50.00$55.00$55.00$50.00
ATM IV37.7%30.8%57.9%34.6%56.1%
Expected Move10.8%8.8%16.6%9.9%16.1%
HV 20d28.8%21.7%32.4%31.8%25.9%
HV 60d28.9%27.7%30.0%29.4%28.8%
IV Rank15.0%8.1%35.5%11.9%33.7%
IV Percentile39.8%11.5%93.7%29.8%92.1%
Term Structure-4.1%-21.3%2.7%-2.6%-10.0%
VWIV40.7%32.3%63.2%35.6%63.2%
Skew 25d7.2%-2.4%18.8%11.7%18.8%
Skew 10d20.9%-5.8%93.9%10.4%93.9%
Call IV 25d35.6%27.4%59.1%27.4%52.4%
Put IV 25d42.8%35.9%71.1%39.0%71.1%
Bid-Ask Spread %84.7164.50112.2190.21103.19
Gamma HHI0.510.430.690.650.43
Net GEX41.7K-158.5K186.1K-126.5K104.8K
Net DEX-2.2M-3.9M599.2K116.3K-1.5M
Net VEX-7.9K-9.7K-5.5K-8.7K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.181.329.928.662.18
Total Volume9212041,3881,217248
Total OI2,002.4291,2582,5541,9631,263

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$55.43$55.0034.6%9.9%31.8%11.9%35.6%11.7%-2.6%-126.5K116.3K-8.7K8.6690.21N/AN/A1261,0916121,351
2021-11-02$54.86$55.0030.8%8.8%32.4%8.1%32.8%6.6%2.6%-158.5K599.2K-8.4K6.5986.89N/AN/A1489756111,351
2021-11-03$55.98$55.0046.6%13.3%31.1%24.0%47.2%13.1%-11.1%-117.6K140.7K-8.7K2.70111.22N/AN/A3619756381,382
2021-11-04$57.14$50.0033.0%9.9%30.9%10.3%34.2%7.9%-2.9%-72.9K-1.2M-9.7K5.6077.78N/AN/A1789978491,382
2021-11-05$57.75$50.0033.4%9.3%30.8%10.7%39.7%7.1%0.8%-82.4K-1.4M-9.7K7.6164.50N/AN/A1319978411,395
2021-11-08$58.33$50.0033.9%9.7%30.3%11.2%42.3%4.9%-0.8%-54.6K-1.8M-8.9K8.0267.75N/AN/A1229798421,395
2021-11-09$59.05$50.0034.3%9.9%30.2%11.6%37.0%6.3%-1.8%-42.4K-2.2M-8.2K7.7679.82N/AN/A1279858321,403
2021-11-10$57.90$50.0032.2%9.2%31.7%9.5%43.3%5.5%1.9%-99.3K-1.8M-8.2K7.4674.63N/AN/A1361,0148461,403
2021-11-11$59.12$50.0033.5%9.6%31.0%10.7%35.4%4.9%2.7%-3.6K-2.4M-7.8K7.1472.75N/AN/A1421,0148571,428
2021-11-12$59.15$50.0032.1%9.2%29.2%9.3%32.7%4.6%2.0%-27.1K-2.4M-7.9K2.8071.77N/AN/A3631,0168741,428
2021-11-15$59.37$50.0033.3%9.6%28.7%10.6%34.1%4.2%0.2%104.4K-3.2M-8.4K2.7385.10N/AN/A3721,0161,1251,429
2021-11-16$60.83$50.0033.2%9.5%29.1%10.5%32.3%5.3%-0.1%175.4K-3.9M-8.0K3.5374.30N/AN/A2951,0411,1251,429
2021-11-17$60.87$50.0033.0%9.4%28.7%10.2%36.5%4.7%2.0%176.9K-3.8M-7.8K8.6882.09N/AN/A1201,0411,1071,439
2021-11-18$60.63$50.0034.2%9.8%29.0%11.5%38.3%5.8%-1.1%172.4K-3.8M-7.9K9.9277.67N/AN/A1051,0421,1101,439
2021-11-19$60.02$50.0035.0%10.0%29.4%12.3%39.2%5.3%-5.1%156.4K-3.4M-7.6K9.5176.92N/AN/A1059991,1041,442
2021-11-22$59.92$50.0052.5%15.0%26.7%30.0%43.4%11.1%-20.4%132.9K-3.1M-7.8K1.3291.23N/AN/A881161,028237
2021-11-23$60.25$50.0035.0%10.0%26.7%12.3%41.9%7.6%-5.0%186.1K-3.1M-7.0K1.4180.47N/AN/A881241,029237
2021-11-24$59.52$50.0034.7%10.0%21.7%12.0%43.0%3.5%-7.2%186.0K-2.9M-6.7K1.4197.51N/AN/A881241,029237
2021-11-26$57.59$50.0041.9%12.0%24.6%19.3%45.5%14.5%-7.9%126.7K-2.2M-6.8K1.62112.21N/AN/A781261,021237
2021-11-29$57.35$50.0057.9%16.6%24.2%35.5%57.2%-2.4%-21.3%138.0K-2.3M-6.5K2.18100.98N/AN/A781701,025239
2021-11-30$55.64$50.0056.1%16.1%25.9%33.7%63.2%18.8%-10.0%104.8K-1.5M-5.5K2.18103.19N/AN/A781701,025238