AVNT Options History — February 2022

In February 2022, AVNT traded between $48.60 and $55.16. ATM implied volatility averaged 40.6%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 7.9% (HV 20d: 32.8%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.44.

Notable Days

  • 2022-02-18: Highest Volume — 475 contracts
  • 2022-02-14: Largest IV spike — 55.4% change
  • 2022-02-07: Highest IV Rank — 63.9%
  • 2022-02-28: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.92$48.60$55.16$50.73$52.17
Max Pain$49.21$45.00$55.00$55.00$50.00
ATM IV40.6%24.0%54.1%43.9%52.4%
Expected Move11.2%6.9%15.0%12.6%15.0%
HV 20d32.8%25.2%41.0%28.3%40.2%
HV 60d31.3%28.9%34.1%29.0%34.1%
IV Rank36.3%2.3%63.9%43.0%60.4%
IV Percentile61.7%0.4%92.9%75.8%92.1%
Term Structure-2.8%-18.5%6.8%-7.5%-8.9%
VWIV41.1%35.6%54.1%54.1%38.8%
Skew 25d6.7%-2.2%11.5%10.4%11.5%
Skew 10d14.7%4.0%31.3%15.5%5.5%
Call IV 25d38.6%31.8%46.4%46.3%43.7%
Put IV 25d45.2%34.8%56.7%56.7%55.3%
Bid-Ask Spread %83.2174.4795.1391.8488.31
Gamma HHI0.460.360.610.550.39
Net GEX115.1K41.7K213.2K88.3K103.8K
Net DEX-1.1M-2.2M-97.0K-788.3K-872.7K
Net VEX-6.6K-8.9K-4.6K-6.1K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.932.212.211.50
Total Volume328.579223475308287
Total OI1,858.2631,4632,0751,4631,932

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$50.73$55.0043.9%12.6%28.3%43.0%54.1%10.4%-7.5%88.3K-788.3K-6.1K2.2191.84N/AN/A962121,252211
2022-02-02$50.77$55.0044.2%12.7%25.5%43.7%51.7%6.8%-3.4%83.5K-741.9K-6.2K0.9695.13N/AN/A1671611,273286
2022-02-03$49.39$45.0045.1%11.7%25.2%45.4%43.0%2.1%-3.2%69.3K-583.0K-6.6K1.4879.93N/AN/A931381,353311
2022-02-04$48.60$45.0044.9%11.2%25.3%45.1%44.4%10.3%-1.7%41.7K-97.0K-4.6K1.6279.89N/AN/A851381,377313
2022-02-07$48.94$45.0054.1%12.2%25.8%63.9%43.3%3.5%-2.5%61.8K-453.5K-6.0K1.7974.47N/AN/A1172091,407320
2022-02-08$51.01$45.0044.2%10.0%30.0%43.6%41.9%6.9%2.2%93.5K-802.1K-6.2K2.0684.40N/AN/A1012081,439390
2022-02-09$52.96$45.0032.0%9.2%32.6%18.6%37.5%8.9%4.7%135.7K-1.4M-7.3K1.2175.63N/AN/A1692041,441382
2022-02-10$52.27$50.0038.4%11.0%32.8%31.7%39.3%6.4%-3.7%90.7K-717.8K-5.6K1.1681.53N/AN/A1762041,496399
2022-02-11$52.64$50.0024.0%6.9%32.9%2.3%39.7%9.2%6.8%137.0K-1.6M-8.4K2.0079.49N/AN/A1232461,556399
2022-02-14$52.71$50.0037.3%10.7%32.8%29.5%40.3%-2.2%-2.3%132.5K-1.2M-7.1K1.5478.31N/AN/A1322031,555443
2022-02-15$55.16$50.0033.8%9.7%36.0%22.4%37.2%10.7%1.9%209.0K-2.2M-8.9K1.2784.29N/AN/A1561981,545443
2022-02-16$55.03$50.0035.1%10.1%35.3%25.0%35.6%4.8%2.1%213.2K-2.2M-8.6K0.9481.02N/AN/A2152031,553444
2022-02-17$54.21$50.0036.9%10.6%34.8%28.6%41.6%3.0%-6.0%191.6K-2.0M-8.3K1.6688.99N/AN/A1222031,627448
2022-02-18$52.77$50.0040.6%11.6%35.5%36.3%39.0%2.4%-1.7%135.1K-1.3M-7.3K1.0388.22N/AN/A2342411,627448
2022-02-22$52.60$50.0036.8%10.6%35.3%28.6%39.3%10.5%-0.4%120.4K-982.3K-6.0K1.2780.91N/AN/A1271611,531328
2022-02-23$51.37$50.0041.2%11.8%36.4%37.6%36.9%10.2%-3.5%83.9K-637.3K-5.3K1.3477.98N/AN/A1151541,544378
2022-02-24$50.25$50.0050.9%14.6%36.9%57.3%39.9%10.5%-18.5%83.9K-587.4K-5.7K0.9389.51N/AN/A1841721,545379
2022-02-25$52.95$50.0036.0%10.3%41.0%26.8%36.6%0.6%-7.9%111.2K-948.7K-5.5K1.4781.06N/AN/A1171721,528404
2022-02-28$52.17$50.0052.4%15.0%40.2%60.4%38.8%11.5%-8.9%103.8K-872.7K-5.9K1.5088.31N/AN/A1151721,528404