AVNT Options History — December 2021

In December 2021, AVNT traded between $51.45 and $57.40. ATM implied volatility averaged 46.9%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 15.0% (HV 20d: 31.9%). Max pain ranged from $40.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.38.

Notable Days

  • 2021-12-14: Highest Volume — 1,923 contracts
  • 2021-12-10: Largest IV spike — 69.4% change
  • 2021-12-08: Highest IV Rank — 49.5%
  • 2021-12-03: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.14$51.45$57.40$55.18$56.32
Max Pain$51.59$40.00$60.00$50.00$50.00
ATM IV46.9%30.2%71.8%55.4%30.7%
Expected Move11.8%8.7%19.3%15.9%8.8%
HV 20d31.9%25.8%36.6%25.8%31.8%
HV 60d29.9%28.5%31.0%28.5%30.7%
IV Rank24.4%7.4%49.5%32.9%7.9%
IV Percentile62.3%7.9%97.6%91.7%10.7%
Term Structure-0.5%-21.4%16.7%-21.4%5.4%
VWIV45.3%32.5%77.9%61.5%32.5%
Skew 25d3.4%-24.5%29.4%29.4%5.5%
Skew 10d13.4%-17.1%39.4%39.4%17.0%
Call IV 25d43.3%29.6%89.3%38.6%29.6%
Put IV 25d46.6%35.1%68.0%68.0%35.1%
Bid-Ask Spread %86.1754.76107.6098.3755.34
Gamma HHI0.520.360.720.470.47
Net GEX143.8K70.7K268.3K117.7K268.3K
Net DEX-2.3M-5.0M-697.8K-1.6M-4.6M
Net VEX-10.0K-16.9K-3.3K-5.7K-16.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.122.722.131.79
Total Volume405.7272161,923244226
Total OI1,638.6361,2632,4721,2631,987

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$55.18$50.0055.4%15.9%25.8%32.9%61.5%29.4%-21.4%117.7K-1.6M-5.7K2.1398.37N/AN/A781661,025238
2021-12-02$57.40$50.0046.1%13.2%28.5%23.5%52.0%-8.2%-2.6%157.5K-2.2M-6.1K2.0196.47N/AN/A781571,025269
2021-12-03$55.58$50.0067.3%19.3%29.9%45.0%77.9%-24.5%-12.4%97.5K-2.0M-6.4K2.72106.44N/AN/A782121,025291
2021-12-06$57.10$40.0063.5%13.7%31.3%41.1%50.9%3.9%5.1%137.9K-2.1M-5.7K2.6481.72N/AN/A802111,025352
2021-12-07$56.92$40.0066.7%13.4%31.0%44.4%38.4%10.5%-2.2%139.4K-1.9M-5.4K1.3887.93N/AN/A1532111,025352
2021-12-08$56.34$40.0071.8%12.8%30.8%49.5%47.4%9.8%-2.6%126.3K-1.5M-4.6K1.3892.75N/AN/A153211974352
2021-12-09$55.37$60.0035.3%11.8%30.6%12.6%39.4%-7.0%2.1%99.9K-988.2K-3.3K1.3998.99N/AN/A153213974354
2021-12-10$55.81$60.0059.8%10.3%29.7%37.4%34.9%6.5%-2.9%142.3K-1.6M-4.2K1.3386.37N/AN/A153203974364
2021-12-13$53.97$60.0059.3%10.2%31.5%36.9%39.0%-4.6%4.4%79.2K-783.1K-3.3K1.3493.34N/AN/A153205975364
2021-12-14$53.43$60.0068.8%12.3%31.4%46.5%49.0%6.7%0.3%70.7K-697.8K-3.3K0.1289.36N/AN/A1,718205975366
2021-12-15$53.40$50.0044.1%12.6%29.5%21.5%57.5%-9.5%-1.8%139.3K-2.3M-12.7K0.73107.60N/AN/A2802051,954421
2021-12-16$53.22$50.0040.9%11.7%29.4%18.2%46.9%5.8%-10.4%138.2K-2.0M-12.6K0.9186.66N/AN/A2232022,007421
2021-12-17$53.43$50.0043.9%12.6%29.6%21.3%46.5%3.0%-3.8%115.4K-1.9M-13.0K1.0484.31N/AN/A2362452,051421
2021-12-20$51.45$55.0041.0%11.7%31.7%18.3%46.7%7.3%-1.1%102.1K-1.8M-12.5K1.3187.05N/AN/A1091431,369148
2021-12-21$53.43$55.0037.2%10.7%35.5%14.5%46.4%6.8%0.1%119.4K-2.3M-13.9K1.3681.85N/AN/A1001361,377174
2021-12-22$54.40$55.0034.4%9.9%36.3%11.7%38.5%7.5%4.2%133.4K-2.6M-14.4K1.3586.50N/AN/A1011361,412177
2021-12-23$54.94$55.0034.7%9.9%36.6%12.0%47.7%3.7%3.4%135.1K-2.9M-15.1K1.7093.16N/AN/A801361,439177
2021-12-27$55.96$55.0030.2%8.7%35.7%7.4%38.0%-2.0%16.7%158.9K-3.1M-14.7K1.5692.11N/AN/A871361,430179
2021-12-28$56.49$55.0034.0%9.7%35.9%11.3%33.6%8.2%3.6%159.0K-3.2M-15.0K0.1769.46N/AN/A6911201,419179
2021-12-29$56.99$50.0035.0%10.0%34.3%12.3%34.6%7.4%2.0%263.5K-5.0M-16.9K0.8354.76N/AN/A1501251,852182
2021-12-30$55.96$45.0033.1%9.5%34.8%10.4%36.6%7.5%3.8%262.2K-4.4M-16.0K1.1865.24N/AN/A1231451,806169
2021-12-31$56.32$50.0030.7%8.8%31.8%7.9%32.5%5.5%5.4%268.3K-4.6M-16.3K1.7955.34N/AN/A811451,800187