AVNT Options History — September 2022

In September 2022, AVNT traded between $30.36 and $49.17. ATM implied volatility averaged 62.5%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 77.6% (HV 20d: 140.1%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.19.

Notable Days

  • 2022-09-21: Highest Volume — 500 contracts
  • 2022-09-12: Largest IV spike — 68.3% change
  • 2022-09-14: Highest IV Rank — 51.7%
  • 2022-09-14: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.44$30.36$49.17$43.07$30.43
Max Pain$38.33$30.00$45.00$45.00$35.00
ATM IV62.5%39.6%107.7%43.7%70.6%
Expected Move16.5%11.5%30.9%12.5%20.2%
HV 20d140.1%124.0%163.7%146.6%135.6%
HV 60d104.4%89.8%116.2%91.2%116.0%
IV Rank24.2%10.2%51.7%12.7%29.1%
IV Percentile77.7%41.7%98.8%57.5%92.5%
Term Structure-5.7%-28.3%14.1%-5.1%14.1%
VWIV65.6%40.1%184.8%43.8%82.8%
Skew 25d7.4%-15.3%41.6%0.6%2.3%
Skew 10d3.5%-35.7%78.4%78.4%-7.3%
Call IV 25d59.3%34.8%93.0%46.2%93.0%
Put IV 25d66.7%41.6%128.9%46.8%95.3%
Bid-Ask Spread %102.3191.77111.02108.99107.97
Gamma HHI0.540.230.800.480.57
Net GEX-10.7K-33.5K10.6K-8.8K-29.1K
Net DEX372.3K-686.9K1.3M140.7K1.3M
Net VEX-2.4K-4.2K-1.2K-1.9K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.004.500.000.65
Total Volume97.1905002117
Total OI604.762279904511904

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$43.07$45.0043.7%12.5%146.6%12.7%43.8%0.6%-5.1%-8.8K140.7K-1.9K0.00108.99N/AN/A20319192
2022-09-02$42.76$45.0041.3%11.8%146.6%11.2%0.0%14.0%-4.7%-5.5K135.9K-1.9K0.00104.03N/AN/A00319192
2022-09-06$39.88$40.0052.2%11.5%148.4%17.9%40.1%-2.2%0.2%-8.8K344.8K-1.5K2.4693.24N/AN/A46113319192
2022-09-07$41.63$40.0050.8%12.1%149.4%17.0%43.4%1.2%-3.4%-11.8K258.6K-1.7K1.82100.63N/AN/A62113320197
2022-09-08$42.06$40.0047.2%11.5%148.5%14.8%0.0%14.8%8.1%-2.9K108.8K-2.0K0.00100.63N/AN/A30346197
2022-09-09$43.32$40.0039.6%13.3%148.8%10.2%0.0%7.8%-17.1%-5.6K110.7K-1.8K0.00101.15N/AN/A01345197
2022-09-12$43.32$40.0066.7%12.1%145.8%26.7%46.0%2.7%-1.8%-7.8K58.6K-1.8K0.00103.49N/AN/A02345198
2022-09-13$40.58$40.00103.2%12.5%147.2%48.9%44.9%3.4%4.8%-7.9K267.4K-1.6K1.0299.74N/AN/A6364345200
2022-09-14$49.17$40.00107.7%30.9%163.7%51.7%0.0%29.1%-17.8%5.9K-686.9K-2.2K0.13102.06N/AN/A547345200
2022-09-15$48.66$40.00102.7%29.5%124.0%48.6%184.8%41.6%11.1%10.6K-583.6K-2.2K4.50102.11N/AN/A1254396198
2022-09-16$36.51$40.0043.3%12.4%132.6%12.4%47.2%-15.3%12.1%2.6K258.3K-1.9K1.93110.67N/AN/A73141407198
2022-09-19$37.79$40.0043.4%12.4%133.7%12.5%44.3%3.9%-10.9%7.2K-63.1K-1.6K0.5099.82N/AN/A4220277
2022-09-20$36.81$40.0042.9%12.3%133.4%12.2%44.8%-7.7%1.1%6.5K-74.8K-1.6K0.00109.50N/AN/A1020675
2022-09-21$35.49$35.0045.0%12.9%133.4%13.5%0.0%1.8%1.2%6.0K42.0K-1.2K0.0097.46N/AN/A050020775
2022-09-22$35.49$35.0072.0%20.7%133.5%29.9%0.0%2.9%-21.4%-24.5K768.5K-4.2K0.00111.02N/AN/A053207575
2022-09-23$33.89$35.0060.5%17.3%133.3%22.9%0.0%9.2%-12.5%-29.4K861.2K-4.2K0.0091.77N/AN/A05207628
2022-09-26$33.12$35.0059.7%17.1%133.0%22.4%67.3%21.0%-17.4%-33.5K1.0M-3.9K1.56103.38N/AN/A5789207633
2022-09-27$31.00$35.0072.2%20.7%134.2%30.0%87.5%7.5%-15.9%-30.6K1.2M-3.3K1.6098.51N/AN/A5791207633
2022-09-28$31.84$35.0078.2%22.4%135.1%33.7%66.1%16.4%-28.3%-29.3K1.1M-3.4K0.63103.34N/AN/A6440207634
2022-09-29$30.36$30.0070.4%20.2%135.4%28.9%75.6%0.3%-15.1%-26.9K1.3M-3.0K1.1399.10N/AN/A7180215634
2022-09-30$30.43$35.0070.6%20.2%135.6%29.1%82.8%2.3%14.1%-29.1K1.3M-3.2K0.65107.97N/AN/A7146228676