AVNT Options History — April 2022

In April 2022, AVNT traded between $45.62 and $53.64. ATM implied volatility averaged 46.8%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 8.1% (HV 20d: 38.8%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.04.

Notable Days

  • 2022-04-20: Highest Volume — 244 contracts
  • 2022-04-12: Largest IV spike — 74.8% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-29: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.62$45.62$53.64$48.43$49.23
Max Pain$46.75$45.00$50.00$45.00$50.00
ATM IV46.8%32.7%106.9%41.6%50.0%
Expected Move11.7%8.9%14.3%11.1%14.3%
HV 20d38.8%26.6%52.8%39.5%50.1%
HV 60d40.3%37.2%44.8%37.2%44.7%
IV Rank32.9%11.7%100.0%32.1%32.3%
IV Percentile74.1%24.6%100.0%71.8%90.9%
Term Structure-4.9%-25.4%8.3%-9.3%-4.9%
VWIV43.8%34.8%62.1%39.7%38.7%
Skew 25d6.6%-9.3%20.0%4.4%2.4%
Skew 10d11.6%-34.7%39.3%28.6%-12.2%
Call IV 25d46.6%37.3%71.4%42.4%48.4%
Put IV 25d53.2%42.0%72.3%46.8%50.8%
Bid-Ask Spread %103.8789.09118.7889.09100.76
Gamma HHI0.300.250.440.250.27
Net GEX10.2K-64620.5K6.7K7.2K
Net DEX-184.4K-567.3K161.8K-2.8K-228.4K
Net VEX-3.3K-3.8K-2.7K-2.7K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.513.250.510.85
Total Volume176.717244211204
Total OI549.75434632434632

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$48.43$45.0041.6%11.1%39.5%32.1%39.7%4.4%-9.3%6.7K-2.8K-2.7K0.5189.09N/AN/A14071244190
2022-04-04$48.56$45.0043.4%11.3%33.3%35.2%50.5%2.5%-12.3%13.0K-49.1K-3.5K0.51107.88N/AN/A14071330190
2022-04-05$47.69$45.0037.3%8.9%33.9%24.6%44.0%20.0%0.8%11.0K-55.7K-3.4K0.51112.75N/AN/A14071330190
2022-04-06$46.01$45.0061.1%12.3%29.9%65.4%62.1%0.9%6.1%6.5K104.8K-2.9K1.31118.78N/AN/A5471330190
2022-04-07$46.13$45.0042.5%11.6%29.8%33.6%49.4%2.3%8.3%-129161.8K-2.9K1.25112.17N/AN/A5771331195
2022-04-08$45.62$45.0040.9%11.2%29.9%30.8%47.5%7.6%2.5%-646101.0K-3.0K1.40104.02N/AN/A5780330185
2022-04-11$46.10$45.0061.2%11.9%30.1%65.6%45.3%9.8%-3.2%6.8K49.1K-2.9K0.93116.77N/AN/A8680330185
2022-04-12$46.07$45.00106.9%12.2%29.9%100.0%43.2%9.5%-25.4%7.1K-87.0K-2.7K0.93115.13N/AN/A8680366185
2022-04-13$47.07$45.0044.6%12.8%28.3%25.8%42.6%9.9%-24.2%11.4K-158.8K-3.2K0.9399.57N/AN/A8680366185
2022-04-14$46.71$45.0038.9%11.1%26.7%19.1%45.2%7.9%-18.4%7.8K-167.9K-2.9K0.90105.40N/AN/A8980366185
2022-04-18$46.44$45.0041.2%11.8%26.6%21.8%42.1%8.2%0.5%6.4K-59.0K-2.9K0.60105.50N/AN/A8350313158
2022-04-19$47.88$45.0041.8%12.0%29.4%22.6%40.7%14.2%-10.1%9.2K-211.5K-3.2K0.59106.47N/AN/A8550313158
2022-04-20$53.64$45.0032.7%9.4%50.8%11.7%36.2%-9.3%-0.0%20.4K-542.0K-3.7K1.1892.97N/AN/A112132313158
2022-04-21$52.78$50.0048.1%13.8%50.7%30.0%44.7%11.8%-13.7%20.5K-567.3K-3.6K1.08103.63N/AN/A114123356245
2022-04-22$51.53$50.0044.8%12.8%51.4%26.1%38.2%13.8%2.9%16.0K-440.8K-3.7K1.04103.60N/AN/A111115365257
2022-04-25$51.77$50.0040.1%11.5%51.4%20.5%34.8%8.8%2.2%17.2K-473.6K-3.8K1.0696.76N/AN/A108114375256
2022-04-26$50.09$50.0040.8%11.7%52.8%21.3%45.3%2.3%-1.3%12.8K-343.0K-3.7K1.0699.57N/AN/A108114375256
2022-04-27$50.16$50.0038.8%11.1%51.0%19.0%0.0%-1.6%0.5%13.0K-394.5K-3.8K3.2596.13N/AN/A413375256
2022-04-28$50.51$50.0040.3%11.5%50.2%20.7%42.1%6.8%-0.0%11.9K-322.4K-3.6K0.8590.45N/AN/A11094375256
2022-04-29$49.23$50.0050.0%14.3%50.1%32.3%38.7%2.4%-4.9%7.2K-228.4K-3.4K0.85100.76N/AN/A11094376256