AVNT Options History — August 2022

In August 2022, AVNT traded between $37.14 and $49.50. ATM implied volatility averaged 54.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 33.3% (HV 20d: 88.1%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 3.79.

Notable Days

  • 2022-08-31: Highest Volume — 184 contracts
  • 2022-08-17: Largest IV spike — 452.5% change
  • 2022-08-17: Highest IV Rank — 100.0%
  • 2022-08-17: Largest Expected Move — 53.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.03$37.14$49.50$42.85$44.02
Max Pain$44.35$40.00$45.00$40.00$45.00
ATM IV54.8%27.2%187.1%61.5%38.0%
Expected Move14.5%7.8%53.6%17.6%10.9%
HV 20d88.1%33.8%147.4%35.9%146.4%
HV 60d65.4%41.9%91.8%43.0%91.3%
IV Rank23.5%2.7%100.0%34.5%9.2%
IV Percentile63.3%2.4%100.0%92.9%39.7%
Term Structure-15.0%-142.3%4.7%-37.6%0.4%
VWIV43.0%29.2%61.4%43.3%42.5%
Skew 25d-3.8%-46.1%10.1%0.2%10.1%
Skew 10d-13.4%-82.8%19.5%-40.5%9.5%
Call IV 25d55.2%28.8%154.4%66.8%44.7%
Put IV 25d51.4%36.3%109.3%67.0%54.8%
Bid-Ask Spread %104.8996.73117.38114.9896.73
Gamma HHI0.280.200.400.230.31
Net GEX5.5K-5.5K19.5K574-5.5K
Net DEX-186.5K-602.2K37.3K17.9K37.3K
Net VEX-2.2K-2.5K-1.7K-2.2K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.790.0036.001.932.54
Total Volume59.9130184173184
Total OI498.696448562495478

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$42.85$40.0061.5%17.6%35.9%34.5%43.3%0.2%-37.6%57417.9K-2.2K1.93114.98N/AN/A59114291204
2022-08-02$42.06$40.0054.4%15.6%35.5%28.2%55.3%-41.6%3.7%2.0K-22.3K-2.2K1.93111.95N/AN/A59114291204
2022-08-03$42.91$40.0069.7%20.0%35.8%41.9%49.7%-3.2%-50.7%13-18.6K-2.2K1.92117.38N/AN/A59113291204
2022-08-04$43.06$45.0065.9%10.3%34.3%38.5%37.6%0.7%-0.5%1.1K24.7K-2.1K1.95105.71N/AN/A58113291205
2022-08-05$43.50$45.0058.3%10.1%33.8%31.7%39.2%-4.8%0.4%1.3K4.6K-2.1K2.26104.10N/AN/A50113292206
2022-08-08$44.21$45.0061.8%9.9%33.8%34.8%35.7%7.1%0.8%2.1K-63.9K-2.1K2.18101.53N/AN/A50109294206
2022-08-09$43.84$45.0051.6%9.8%34.2%25.7%0.0%5.8%-1.7%3.0K-33.5K-2.1K0.00103.70N/AN/A00294207
2022-08-10$45.82$45.0033.8%9.7%36.8%9.8%0.0%-18.4%4.7%4.5K-204.7K-2.2K0.40107.09N/AN/A52294207
2022-08-11$44.98$45.0035.6%10.2%37.8%11.4%0.0%-0.4%0.2%4.6K-141.0K-2.2K0.00104.89N/AN/A00298209
2022-08-12$48.63$45.0033.9%9.7%45.0%9.8%34.0%8.6%3.2%7.7K-432.7K-2.1K0.37102.44N/AN/A5922298209
2022-08-15$49.24$45.0035.3%10.1%45.0%11.2%40.3%2.2%1.3%18.7K-586.4K-2.4K36.0097.43N/AN/A136351210
2022-08-16$49.50$45.0033.9%9.7%41.9%9.9%0.0%1.8%1.2%19.5K-602.2K-2.3K0.00103.48N/AN/A00351210
2022-08-17$37.14$45.00187.1%53.6%112.7%100.0%0.0%-46.1%-142.3%3.3K-320.7K-2.5K0.00105.33N/AN/A00351210
2022-08-18$48.00$45.0049.0%14.0%146.6%15.9%50.7%-24.9%-15.4%17.8K-490.4K-2.5K0.00108.79N/AN/A10351210
2022-08-19$47.52$45.0033.5%9.6%146.7%6.5%0.0%2.1%1.1%8.4K-418.3K-2.2K0.00112.33N/AN/A00352210
2022-08-22$45.72$45.0039.0%11.2%147.4%9.8%38.9%2.9%0.3%4.7K-149.1K-2.1K0.90103.44N/AN/A109316132
2022-08-23$46.24$45.0047.9%13.7%146.2%15.3%34.7%1.4%-14.9%8.9K-228.3K-2.2K2.00103.57N/AN/A12317135
2022-08-24$45.86$45.0027.2%7.8%145.6%2.7%29.2%7.4%1.4%-494-112.9K-2.0K0.00108.57N/AN/A04316137
2022-08-25$46.94$45.0039.8%11.4%145.7%10.3%38.6%2.9%2.6%6.0K-224.9K-2.1K0.5097.87N/AN/A21316136
2022-08-26$45.00$45.0056.3%16.1%146.7%20.3%0.0%2.8%-22.4%6.7K-134.8K-2.1K0.0097.09N/AN/A00318136
2022-08-29$44.50$45.0073.7%21.1%146.7%31.0%56.5%-1.8%-40.9%6.2K-92.7K-2.0K0.00105.77N/AN/A025318136
2022-08-30$44.26$45.0073.9%21.2%146.5%31.1%61.4%-1.8%-40.4%5.6K-97.1K-2.2K2.0098.37N/AN/A12318160
2022-08-31$44.02$45.0038.0%10.9%146.4%9.2%42.5%10.1%0.4%-5.5K37.3K-1.7K2.5496.73N/AN/A52132319159