AVNT Options History — March 2022

In March 2022, AVNT traded between $46.91 and $52.20. ATM implied volatility averaged 44.4%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 1.7% (HV 20d: 46.2%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.39.

Notable Days

  • 2022-03-09: Highest Volume — 465 contracts
  • 2022-03-07: Largest IV spike — 70.6% change
  • 2022-03-07: Highest IV Rank — 100.0%
  • 2022-03-07: Largest Expected Move — 23.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.73$46.91$52.20$50.02$48.11
Max Pain$50.23$45.00$55.00$50.00$45.00
ATM IV44.4%33.2%81.3%58.5%48.9%
Expected Move13.7%10.8%23.3%16.8%11.2%
HV 20d46.2%39.7%51.0%43.2%40.5%
HV 60d36.8%34.1%38.4%34.1%37.5%
IV Rank38.4%17.6%100.0%72.9%44.5%
IV Percentile70.5%27.4%100.0%96.8%89.7%
Term Structure-2.0%-21.8%8.5%-21.8%-14.3%
VWIV47.1%33.2%84.5%47.3%41.8%
Skew 25d6.4%-4.3%17.5%8.8%11.0%
Skew 10d24.8%2.7%65.7%28.2%59.4%
Call IV 25d41.7%30.7%54.4%46.7%47.2%
Put IV 25d48.1%36.4%62.0%55.5%58.2%
Bid-Ask Spread %91.3678.86104.5691.2790.82
Gamma HHI0.270.220.380.380.24
Net GEX21.2K-20.3K95.0K76.8K5.1K
Net DEX-90.2K-707.6K423.7K-556.6K27.0K
Net VEX-3.2K-5.6K-2.4K-5.6K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.763.151.551.29
Total Volume269.609126465268126
Total OI1,343.3043991,9791,921424

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$50.02$50.0058.5%16.8%43.2%72.9%47.3%8.8%-21.8%76.8K-556.6K-5.6K1.5591.27N/AN/A1051631,517404
2022-03-02$52.20$50.0044.7%12.8%44.6%44.7%45.8%3.2%-0.1%95.0K-707.6K-4.9K1.3288.06N/AN/A1391831,506406
2022-03-03$51.59$50.0046.4%13.3%44.9%48.1%46.8%2.8%1.4%72.8K-478.1K-4.6K1.1993.06N/AN/A1621931,474427
2022-03-04$50.14$50.0047.6%13.7%44.9%50.7%46.5%9.9%-4.4%34.2K-99.0K-4.1K1.53101.41N/AN/A1271941,526435
2022-03-07$47.29$50.0081.3%23.3%49.3%100.0%67.2%2.2%-8.8%16.1K278.8K-3.5K1.80100.03N/AN/A1071931,519434
2022-03-08$46.91$50.0053.3%18.3%49.3%52.1%84.5%7.6%-8.1%1.9K423.7K-3.1K3.15104.56N/AN/A892801,519435
2022-03-09$49.53$50.0046.3%15.6%51.0%40.1%65.4%3.2%-6.6%16.9K80.6K-3.2K1.5097.63N/AN/A1862791,511401
2022-03-10$48.95$50.0044.3%16.6%49.0%36.7%65.9%-4.3%-6.2%10.7K180.8K-3.2K1.26101.64N/AN/A1902391,537409
2022-03-11$48.95$50.0046.1%23.0%48.9%39.8%49.7%2.2%0.0%42.0K-44.5K-3.8K1.41102.05N/AN/A1692391,535410
2022-03-14$48.34$45.0047.7%12.1%48.8%42.6%45.7%6.2%-4.9%-12.8K295.3K-3.0K1.0079.56N/AN/A1631631,545434
2022-03-15$48.75$45.0046.6%11.0%49.0%40.5%47.9%9.8%-5.6%-20.3K254.3K-2.5K1.0889.34N/AN/A1531651,538425
2022-03-16$50.39$45.0038.4%12.5%47.5%26.6%46.1%1.2%7.5%24.1K-193.3K-3.0K2.3289.38N/AN/A711651,539417
2022-03-17$51.50$0.0040.3%12.2%48.4%29.9%38.9%4.7%1.8%34.1K-305.9K-2.8K1.8889.81N/AN/A771451,536417
2022-03-18$51.51$55.0043.2%11.1%48.2%34.7%37.3%7.1%-4.8%3.4K-284.4K-2.4K1.3979.44N/AN/A1221691,536415
2022-03-21$51.13$55.0036.2%12.0%47.4%22.8%41.6%4.7%8.5%12.1K-189.8K-2.8K0.7678.86N/AN/A10781234165
2022-03-22$50.78$55.0038.5%11.3%47.4%26.7%38.4%1.7%3.7%11.7K-174.8K-2.7K0.7993.18N/AN/A10381234165
2022-03-23$49.83$55.0033.2%10.8%47.2%17.6%35.4%8.3%4.8%13.0K-154.9K-2.9K0.8689.12N/AN/A10389242165
2022-03-24$49.49$55.0033.9%11.3%46.6%18.8%33.2%8.5%3.3%10.9K-95.6K-2.6K0.8786.20N/AN/A10289242165
2022-03-25$49.26$55.0033.3%11.3%42.2%17.8%38.6%10.8%5.0%10.8K-74.8K-2.6K0.8790.14N/AN/A10289242165
2022-03-28$48.86$55.0035.6%11.4%42.0%21.9%43.0%17.3%3.4%9.0K-26.3K-2.5K1.0689.13N/AN/A96102242165
2022-03-29$50.73$45.0040.7%11.5%41.8%30.5%40.5%17.5%-2.1%10.7K-175.1K-2.6K1.7388.26N/AN/A59102241178
2022-03-30$49.43$45.0036.8%10.9%39.7%23.9%37.0%1.9%2.0%9.3K-53.4K-2.5K1.4188.31N/AN/A5882242178
2022-03-31$48.11$45.0048.9%11.2%40.5%44.5%41.8%11.0%-14.3%5.1K27.0K-2.6K1.2990.82N/AN/A5571241183