AVNT Options History — May 2022

In May 2022, AVNT traded between $45.82 and $51.99. ATM implied volatility averaged 49.6%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 3.2% (HV 20d: 46.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2022-05-20: Highest Volume — 253 contracts
  • 2022-05-09: Largest IV spike — 50.6% change
  • 2022-05-09: Highest IV Rank — 65.2%
  • 2022-05-11: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.03$45.82$51.99$49.18$49.22
Max Pain$45.71$45.00$50.00$50.00$45.00
ATM IV49.6%35.4%77.7%45.0%51.6%
Expected Move13.3%10.2%18.5%12.9%14.8%
HV 20d46.5%36.0%55.8%50.1%37.3%
HV 60d44.2%42.0%45.2%44.3%42.0%
IV Rank31.8%14.9%65.2%26.3%34.2%
IV Percentile81.0%42.5%99.2%84.1%88.9%
Term Structure-4.3%-19.6%18.5%-5.1%-11.6%
VWIV47.3%36.0%63.4%56.3%45.8%
Skew 25d3.2%-17.1%16.5%-1.4%-17.1%
Skew 10d10.9%-7.3%42.3%7.5%-6.8%
Call IV 25d50.8%39.5%83.5%54.8%67.0%
Put IV 25d54.0%39.2%69.2%53.5%50.0%
Bid-Ask Spread %98.5489.53109.6998.2797.33
Gamma HHI0.260.230.290.280.26
Net GEX9.9K4.7K18.5K9.7K11.7K
Net DEX-224.3K-543.2K36.6K-269.3K-457.1K
Net VEX-3.1K-3.7K-2.5K-3.5K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.640.990.820.87
Total Volume229.19200253200238
Total OI676.524619748632748

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$49.18$50.0045.0%12.9%50.1%26.3%56.3%-1.4%-5.1%9.7K-269.3K-3.5K0.8298.27N/AN/A11090376256
2022-05-03$49.91$50.0053.8%15.4%50.3%36.8%52.0%1.9%-14.1%10.2K-332.8K-3.6K0.76106.42N/AN/A11890375262
2022-05-04$51.99$50.0053.2%15.3%51.6%36.1%54.1%-14.3%4.3%18.5K-531.5K-3.7K0.74109.69N/AN/A12391389262
2022-05-05$49.68$45.0054.4%10.6%52.7%37.6%52.6%3.4%5.7%14.0K-361.0K-3.6K0.7495.13N/AN/A12391398262
2022-05-06$48.57$45.0051.6%12.3%53.5%34.1%36.0%-0.3%-4.8%11.7K-224.4K-3.4K0.72104.94N/AN/A12389398262
2022-05-09$47.79$45.0077.7%12.6%53.7%65.2%51.8%16.5%-2.1%9.5K-186.7K-3.4K0.6499.37N/AN/A14090398262
2022-05-10$46.46$45.0068.9%18.0%54.7%54.8%52.3%15.5%-12.8%7.9K-100.1K-3.3K0.6698.97N/AN/A14092420264
2022-05-11$45.88$45.0064.6%18.5%54.9%49.6%63.4%4.3%-19.6%6.8K-71.7K-3.3K0.66100.81N/AN/A14092420264
2022-05-12$45.82$45.0045.3%13.0%54.3%26.6%45.9%5.6%-4.1%4.7K36.6K-2.8K0.6789.53N/AN/A13892420264
2022-05-13$47.18$45.0047.2%13.5%55.3%29.0%47.7%9.3%-4.7%8.0K-123.7K-3.2K0.6693.19N/AN/A13891420264
2022-05-16$46.56$45.0043.7%12.5%55.5%24.8%44.7%5.2%-2.3%5.6K-40.1K-2.8K0.7194.95N/AN/A13898420265
2022-05-17$48.18$45.0046.2%13.2%55.8%27.7%45.7%9.7%0.1%11.5K-215.9K-3.1K0.7195.89N/AN/A13898420273
2022-05-18$47.08$45.0035.4%10.2%36.8%14.9%36.9%-2.9%18.5%7.5K-184.7K-3.0K0.78100.77N/AN/A138108420273
2022-05-19$47.26$45.0045.5%13.1%36.8%27.0%45.6%12.7%-4.4%7.3K-72.8K-2.8K0.78101.42N/AN/A138108420283
2022-05-20$46.45$45.0046.6%13.3%36.4%28.2%46.5%3.2%-6.3%7.1K-14.3K-2.6K0.83102.44N/AN/A138115420283
2022-05-23$47.42$45.0048.8%14.0%37.4%30.8%47.7%6.7%-18.9%9.5K-173.8K-2.9K0.79100.34N/AN/A11591384235
2022-05-24$46.98$45.0043.9%12.6%36.0%25.0%47.0%3.6%-4.4%10.3K-111.6K-2.5K0.7991.81N/AN/A11591399235
2022-05-25$48.28$45.0041.8%12.0%37.5%22.6%42.0%-2.3%-3.8%11.9K-240.7K-2.7K0.9997.75N/AN/A126125399235
2022-05-26$49.19$45.0040.8%11.7%38.1%21.4%41.6%5.5%-2.3%13.3K-490.9K-3.2K0.8292.53N/AN/A136111434277
2022-05-27$49.61$45.0036.2%10.4%37.1%15.8%38.7%2.4%2.3%11.7K-543.2K-3.1K0.8297.79N/AN/A136111444304
2022-05-31$49.22$45.0051.6%14.8%37.3%34.2%45.8%-17.1%-11.6%11.7K-457.1K-3.2K0.8797.33N/AN/A127111444304