AVNT Options History — January 2022

In January 2022, AVNT traded between $48.91 and $58.04. ATM implied volatility averaged 39.1%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 10.5% (HV 20d: 28.6%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.28.

Notable Days

  • 2022-01-05: Highest Volume — 444 contracts
  • 2022-01-24: Largest IV spike — 25.2% change
  • 2022-01-27: Highest IV Rank — 71.5%
  • 2022-01-27: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.56$48.91$58.04$56.41$49.26
Max Pain$50.50$45.00$55.00$50.00$55.00
ATM IV39.1%26.0%57.8%34.4%44.1%
Expected Move11.4%7.4%16.6%9.9%12.7%
HV 20d28.6%24.7%32.1%29.6%25.3%
HV 60d30.3%28.6%31.6%30.4%28.7%
IV Rank29.2%3.2%71.5%11.7%43.5%
IV Percentile51.5%0.8%94.4%34.9%77.8%
Term Structure-1.0%-23.0%21.4%3.8%-5.9%
VWIV43.8%18.1%56.3%33.4%50.1%
Skew 25d6.2%-1.6%30.0%7.1%1.6%
Skew 10d7.9%-31.3%21.6%7.0%0.1%
Call IV 25d41.5%28.3%54.0%30.9%51.9%
Put IV 25d47.7%35.2%82.0%38.0%53.5%
Bid-Ask Spread %71.5844.7997.4574.9397.45
Gamma HHI0.510.420.620.470.54
Net GEX193.6K57.7K301.2K270.7K71.9K
Net DEX-2.5M-5.4M-368.0K-4.6M-621.3K
Net VEX-10.7K-16.0K-3.9K-15.9K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.442.001.431.82
Total Volume278.4184444231214
Total OI1,7721,4671,9921,9921,484

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$56.41$50.0034.4%9.9%29.6%11.7%33.4%7.1%3.8%270.7K-4.6M-15.9K1.4374.93N/AN/A951361,804188
2022-01-04$58.04$50.0028.0%8.0%29.8%5.2%34.3%6.8%7.8%255.2K-5.4M-16.0K0.6756.64N/AN/A2021361,799189
2022-01-05$56.32$50.0026.0%7.4%31.7%3.2%18.1%9.3%21.4%262.4K-4.6M-14.9K0.4489.70N/AN/A3081361,774189
2022-01-06$56.32$45.0032.1%11.0%31.5%9.4%34.1%4.1%-1.1%242.0K-4.1M-14.6K1.0157.88N/AN/A1461481,676192
2022-01-07$55.87$45.0030.4%8.6%31.0%7.7%40.9%-0.8%1.1%281.1K-3.5M-14.0K1.1244.79N/AN/A1321481,690202
2022-01-10$54.50$45.0032.8%11.3%32.1%10.0%43.6%3.0%0.4%238.4K-3.1M-13.5K1.0254.10N/AN/A1451481,704202
2022-01-11$55.43$45.0033.6%10.5%30.3%10.8%46.6%6.3%0.9%277.3K-3.3M-12.9K1.2755.61N/AN/A1251591,706202
2022-01-12$55.51$50.0037.3%10.7%30.0%27.7%46.9%5.7%1.6%258.9K-3.6M-13.6K1.3973.46N/AN/A1141591,701210
2022-01-13$55.02$50.0036.8%10.6%30.3%26.7%45.8%3.7%0.7%265.2K-3.3M-13.0K0.9465.85N/AN/A1481391,694210
2022-01-14$55.27$50.0038.6%11.1%30.2%30.3%39.5%2.2%-2.5%301.2K-2.9M-11.7K0.9380.29N/AN/A1641521,683210
2022-01-18$54.03$50.0033.3%9.5%31.4%20.0%42.1%0.4%4.7%271.3K-2.6M-10.9K1.3955.42N/AN/A1311821,637190
2022-01-19$53.10$50.0038.8%11.1%28.9%30.6%46.3%4.1%-2.4%213.4K-1.9M-9.3K1.1554.56N/AN/A1651891,627228
2022-01-20$51.95$50.0044.5%12.7%26.6%41.4%49.1%19.1%-8.9%124.0K-944.1K-6.5K1.4176.51N/AN/A1381951,598228
2022-01-21$50.94$50.0041.7%11.9%26.3%36.1%38.3%8.5%2.3%104.0K-1.4M-8.5K1.5272.15N/AN/A1201821,589239
2022-01-24$51.55$55.0052.2%15.0%26.5%56.2%55.9%8.1%-23.0%101.9K-1.2M-7.8K1.2369.92N/AN/A1041281,296180
2022-01-25$51.64$55.0047.4%13.6%25.3%47.0%50.2%6.7%-1.6%104.6K-1.4M-8.0K1.6682.32N/AN/A711181,294193
2022-01-26$50.88$55.0048.0%13.8%25.1%51.5%56.3%30.0%-2.7%99.0K-1.2M-8.0K1.7996.73N/AN/A661181,292190
2022-01-27$50.19$55.0057.8%16.6%24.7%71.5%52.7%0.4%-9.7%57.7K-368.0K-3.9K1.4488.10N/AN/A821181,293190
2022-01-28$48.91$55.0044.2%12.7%25.3%43.6%51.2%-1.6%-7.2%71.9K-647.9K-5.8K2.0085.12N/AN/A691381,276191
2022-01-31$49.26$55.0044.1%12.7%25.3%43.5%50.1%1.6%-5.9%71.9K-621.3K-5.9K1.8297.45N/AN/A761381,273211