AVNT Options History — June 2022

In June 2022, AVNT traded between $39.84 and $52.30. ATM implied volatility averaged 49.1%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 3.4% (HV 20d: 45.7%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.25.

Notable Days

  • 2022-06-15: Highest Volume — 273 contracts
  • 2022-06-28: Largest IV spike — 41.3% change
  • 2022-06-30: Highest IV Rank — 68.4%
  • 2022-06-30: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.08$39.84$52.30$48.87$39.84
Max Pain$46.75$45.00$50.00$45.00$45.00
ATM IV49.1%36.5%80.4%47.4%80.4%
Expected Move13.4%9.2%23.0%13.6%23.0%
HV 20d45.7%32.6%56.0%36.9%55.2%
HV 60d44.3%39.7%48.1%40.2%47.9%
IV Rank31.2%16.2%68.4%29.1%68.4%
IV Percentile78.0%46.4%99.2%83.7%99.2%
Term Structure0.8%-23.3%34.9%-3.5%-23.3%
VWIV53.8%33.4%93.3%48.7%93.3%
Skew 25d1.1%-30.1%17.5%-30.1%0.9%
Skew 10d3.2%-58.3%65.2%-32.5%-33.5%
Call IV 25d59.4%32.3%102.3%82.5%102.3%
Put IV 25d60.5%38.9%103.2%52.4%103.2%
Bid-Ask Spread %104.5691.42121.0598.35116.52
Gamma HHI0.320.240.710.250.30
Net GEX3.3K-41.4K24.9K12.9K-809
Net DEX-77.5K-934.7K787.6K-484.6K196.6K
Net VEX-2.2K-3.1K-1.3K-3.0K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.731.880.871.73
Total Volume188.14397273238101
Total OI610.524349821758352

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$48.87$45.0047.4%13.6%36.9%29.1%48.7%-30.1%-3.5%12.9K-484.6K-3.0K0.8798.35N/AN/A127111454304
2022-06-02$51.14$0.0037.7%9.2%37.6%17.7%37.1%-0.9%12.0%18.8K-756.2K-2.7K0.7391.52N/AN/A13095454304
2022-06-03$50.72$50.0041.8%10.9%33.9%22.5%47.2%-3.5%9.2%17.4K-709.9K-2.8K0.7393.04N/AN/A13095457306
2022-06-06$51.28$50.0050.4%10.8%32.9%32.7%43.8%5.9%3.9%21.0K-759.2K-2.8K0.7497.06N/AN/A13096457306
2022-06-07$52.30$50.0060.0%9.8%32.6%44.1%33.4%10.0%2.0%24.9K-934.7K-2.5K0.9496.85N/AN/A123115458306
2022-06-08$50.62$50.0036.5%10.5%33.3%16.2%39.5%15.1%2.3%17.4K-608.0K-3.1K0.9791.42N/AN/A119115458325
2022-06-09$50.25$50.0039.9%11.4%33.0%20.2%41.3%1.7%-1.9%16.4K-663.2K-2.7K0.85107.12N/AN/A119101458325
2022-06-10$47.26$50.0046.0%13.2%40.4%27.5%46.1%6.1%-6.3%5.2K-272.9K-2.8K0.83114.44N/AN/A121101458326
2022-06-13$44.78$50.0049.4%14.1%43.5%31.5%51.8%-3.1%0.6%-2.3K165.3K-2.7K1.0599.98N/AN/A122128456326
2022-06-14$44.33$45.0042.1%12.1%43.4%22.9%45.8%4.2%-0.8%-12.7K349.9K-2.4K0.9094.17N/AN/A142128463358
2022-06-15$44.76$45.0043.9%12.6%41.5%25.0%48.2%-2.9%-2.2%-41.4K399.4K-2.3K0.88102.37N/AN/A145128428358
2022-06-16$40.32$45.0049.7%14.3%54.6%31.9%52.6%2.3%-17.0%-7.2K787.6K-1.6K0.8897.21N/AN/A145128381358
2022-06-17$41.00$45.0046.6%13.4%55.1%28.3%45.8%17.4%1.4%-1.7K749.8K-1.6K0.90106.63N/AN/A143128381344
2022-06-21$41.25$45.0040.4%11.6%55.2%20.8%48.5%2.4%13.2%-1.3K164.3K-1.5K1.85117.97N/AN/A3463221128
2022-06-22$41.05$45.0047.2%13.5%54.3%29.0%49.2%10.8%-0.3%421127.4K-1.8K1.88104.65N/AN/A3464222129
2022-06-23$40.64$45.0047.6%13.6%54.3%29.4%50.5%17.5%-0.6%-568151.8K-1.6K1.88114.55N/AN/A3464222130
2022-06-24$42.46$45.0058.0%16.6%56.0%41.8%79.6%10.8%-0.0%1.0K83.1K-1.8K1.88121.05N/AN/A3464222130
2022-06-27$42.01$45.0044.6%12.8%55.2%25.9%73.6%-12.0%34.9%1.1K96.2K-1.7K1.88107.49N/AN/A3464222130
2022-06-28$41.36$45.0063.1%18.1%54.9%47.8%76.2%-20.2%-11.3%1.3K110.8K-1.7K1.88115.15N/AN/A3464222130
2022-06-29$40.35$45.0058.1%16.6%55.2%41.9%76.5%-8.8%4.9%-1.1K178.4K-1.5K1.88108.17N/AN/A3464222130
2022-06-30$39.84$45.0080.4%23.0%55.2%68.4%93.3%0.9%-23.3%-809196.6K-1.3K1.73116.52N/AN/A3764222130