AVNT Options History — July 2022

In July 2022, AVNT traded between $38.29 and $43.56. ATM implied volatility averaged 58.7%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 16.8% (HV 20d: 41.9%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.64.

Notable Days

  • 2022-07-29: Highest Volume — 172 contracts
  • 2022-07-11: Largest IV spike — 69.0% change
  • 2022-07-11: Highest IV Rank — 100.0%
  • 2022-07-01: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.87$38.29$43.56$39.25$43.20
Max Pain$35.50$35.00$45.00$45.00$35.00
ATM IV58.7%33.6%134.7%57.9%41.0%
Expected Move12.4%9.6%16.6%16.6%11.8%
HV 20d41.9%29.0%52.0%51.1%36.2%
HV 60d45.4%41.2%48.1%47.9%43.9%
IV Rank36.5%9.6%100.0%41.7%16.2%
IV Percentile70.4%24.2%100.0%91.7%55.6%
Term Structure-1.9%-14.5%8.2%-14.5%1.3%
VWIV53.5%44.7%79.7%62.1%46.3%
Skew 25d1.8%-24.1%25.7%1.1%-7.6%
Skew 10d17.6%-18.7%65.1%-0.7%50.3%
Call IV 25d53.5%39.4%71.4%71.4%50.8%
Put IV 25d55.3%38.2%72.5%72.5%43.2%
Bid-Ask Spread %104.2992.56121.47102.42107.54
Gamma HHI0.240.200.320.320.32
Net GEX335-7.3K6.2K-2.4K6.2K
Net DEX120.1K-54.8K299.3K223.9K-13.8K
Net VEX-1.6K-2.3K-1.0K-1.3K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.640.842.221.471.92
Total Volume128.15116172116172
Total OI410.25355484355484

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$39.25$45.0057.9%16.6%51.1%41.7%62.1%1.1%-14.5%-2.4K223.9K-1.3K1.47102.42N/AN/A4769225130
2022-07-05$38.39$35.0069.7%12.7%51.2%55.7%52.8%-9.1%-3.2%-916229.6K-1.2K1.4797.04N/AN/A4769235135
2022-07-06$38.29$35.00105.0%12.7%50.5%97.7%53.5%-16.9%-2.3%-205212.8K-1.2K2.04100.33N/AN/A4796235135
2022-07-07$39.60$35.0075.3%12.6%52.0%62.3%48.3%0.9%-9.1%-2.4K215.4K-1.4K1.44106.33N/AN/A4869235163
2022-07-08$39.15$35.0072.7%12.8%51.5%59.2%49.8%5.6%-3.7%-3.0K235.3K-1.3K1.4495.44N/AN/A4869238164
2022-07-11$38.99$35.00122.8%13.4%51.6%100.0%55.7%9.7%-2.5%-2.7K242.6K-1.2K1.48102.18N/AN/A4871238164
2022-07-12$39.15$35.00134.7%13.3%48.5%100.0%49.2%5.3%-3.9%-2.9K253.0K-1.2K1.4892.56N/AN/A4871238166
2022-07-13$39.13$35.0045.4%13.0%45.6%20.1%48.7%25.7%-3.3%-5.0K261.0K-1.2K1.5197.06N/AN/A4771238166
2022-07-14$39.05$35.0044.8%12.8%45.7%19.6%52.6%20.3%-8.2%-7.3K299.3K-1.0K1.4599.02N/AN/A4971237166
2022-07-15$40.15$35.0047.0%13.5%46.9%21.6%49.8%14.4%-3.4%-2.9K150.2K-1.2K0.91114.78N/AN/A7871236166
2022-07-18$40.42$35.0037.7%10.8%29.0%13.3%58.9%18.3%8.2%-70886.3K-1.5K0.84121.47N/AN/A6353228138
2022-07-19$42.65$35.0038.7%11.1%34.3%14.2%45.6%-5.3%6.4%2.0K57.5K-1.7K2.22107.16N/AN/A3782227148
2022-07-20$42.90$35.0034.8%10.0%34.3%10.7%44.7%-10.4%3.7%4.1K5.2K-1.8K2.22110.39N/AN/A3782230182
2022-07-21$42.86$35.0037.5%10.8%34.2%13.1%67.2%-24.1%5.1%2.9K25.5K-1.7K2.16114.57N/AN/A3882230182
2022-07-22$42.72$35.0033.6%9.6%34.0%9.6%48.9%11.1%5.2%3.1K38.2K-1.7K1.74114.45N/AN/A4782231182
2022-07-25$43.56$35.0040.0%11.5%31.0%15.3%50.6%11.8%-4.4%4.1K-54.8K-2.0K1.7198.03N/AN/A4882267182
2022-07-26$41.58$35.0049.7%14.2%35.2%24.0%55.4%1.6%-5.7%3.6K16.3K-2.0K1.71101.53N/AN/A4882268182
2022-07-27$43.39$35.0043.1%12.4%37.8%18.1%49.0%-15.5%-2.9%6.1K-51.3K-2.0K1.5197.82N/AN/A5380268182
2022-07-28$42.99$35.0042.3%12.1%36.7%17.3%79.7%-1.2%-0.9%4.9K-30.2K-2.3K2.04105.71N/AN/A53108285199
2022-07-29$43.20$35.0041.0%11.8%36.2%16.2%46.3%-7.6%1.3%6.2K-13.8K-2.2K1.92107.54N/AN/A59113285199