AVNT Options History — October 2022

In October 2022, AVNT traded between $30.00 and $34.65. ATM implied volatility averaged 67.7%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 18.4% (HV 20d: 86.1%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.82.

Notable Days

  • 2022-10-21: Highest Volume — 143 contracts
  • 2022-10-05: Largest IV spike — 29.5% change
  • 2022-10-10: Highest IV Rank — 47.6%
  • 2022-10-05: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.64$30.00$34.65$32.47$34.58
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV67.7%54.6%101.1%71.6%55.3%
Expected Move17.8%15.6%26.5%20.5%15.9%
HV 20d86.1%40.7%138.7%138.7%40.7%
HV 60d117.3%116.8%117.6%116.8%117.4%
IV Rank27.2%19.1%47.6%29.7%19.2%
IV Percentile84.6%72.6%96.8%92.5%72.6%
Term Structure-1.0%-37.3%29.7%-27.7%-0.8%
VWIV72.0%56.6%101.4%69.1%82.4%
Skew 25d0.1%-27.5%41.7%10.8%-13.8%
Skew 10d6.3%-32.9%41.2%14.0%-22.9%
Call IV 25d86.1%46.9%109.1%67.9%104.7%
Put IV 25d86.2%60.8%135.0%78.8%90.9%
Bid-Ask Spread %104.1393.09122.38104.8294.08
Gamma HHI0.620.540.690.600.69
Net GEX-37.7K-56.7K-21.2K-32.7K-56.7K
Net DEX1.0M875.5K1.3M984.4K920.9K
Net VEX-3.3K-4.1K-2.8K-3.8K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.631.180.651.18
Total Volume120.667101143117122
Total OI914.143895939904919

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$32.47$35.0071.6%20.5%138.7%29.7%69.1%10.8%-27.7%-32.7K984.4K-3.8K0.65104.82N/AN/A7146228676
2022-10-04$33.71$35.0071.5%20.5%138.2%29.6%86.0%41.7%-10.4%-34.5K878.6K-4.1K0.70122.38N/AN/A6344228676
2022-10-05$33.17$35.0092.5%26.5%136.9%42.4%101.4%-18.7%-37.3%-36.4K989.6K-3.9K0.70109.79N/AN/A6344231676
2022-10-06$32.28$35.0074.6%15.8%136.7%31.5%57.3%-15.8%22.2%-33.2K1.0M-3.8K0.73101.80N/AN/A6346231676
2022-10-07$30.74$35.0085.3%15.8%136.3%38.0%56.6%3.3%5.1%-29.9K1.3M-3.3K0.6595.35N/AN/A7146231677
2022-10-10$30.57$35.00101.1%15.6%136.2%47.6%56.8%4.6%4.9%-30.6K1.3M-3.0K0.6393.09N/AN/A7547243677
2022-10-11$30.00$35.0076.4%16.4%135.1%32.6%61.7%-3.7%-4.0%-26.8K1.2M-3.2K0.6495.37N/AN/A7447243672
2022-10-12$30.56$35.0077.6%22.3%111.8%33.4%74.8%23.5%-18.7%-23.4K1.2M-3.1K0.65109.18N/AN/A7448244672
2022-10-13$30.81$35.0066.5%19.1%112.3%26.6%69.0%36.9%17.8%-25.5K1.1M-3.0K0.65109.78N/AN/A7448244673
2022-10-14$31.39$35.0073.1%21.0%54.3%30.6%77.4%4.0%4.8%-21.2K875.5K-3.4K0.65122.25N/AN/A7448244673
2022-10-17$33.02$35.0061.9%17.8%56.2%23.8%69.7%-27.5%3.1%-35.7K978.5K-3.4K0.7796.90N/AN/A7457244673
2022-10-18$33.83$35.0056.8%16.3%56.8%20.6%61.5%-25.9%3.5%-40.6K894.0K-3.4K0.7798.66N/AN/A7457244683
2022-10-19$32.74$35.0060.9%17.5%56.5%23.2%66.1%-26.6%0.4%-37.4K964.6K-3.3K0.77103.48N/AN/A7457244683
2022-10-20$32.00$35.0054.6%15.6%56.9%19.3%63.3%-19.2%29.7%-39.5K1.1M-3.0K0.9299.37N/AN/A7468244683
2022-10-21$33.08$35.0057.2%16.4%56.2%20.9%57.6%3.6%-4.9%-43.0K1.1M-3.0K0.91101.31N/AN/A7568244695
2022-10-24$33.13$35.0061.1%17.5%55.7%23.2%66.1%-27.0%0.2%-43.7K1.1M-2.9K0.84104.25N/AN/A5546213682
2022-10-25$33.98$35.0055.1%15.8%50.5%19.1%65.2%-17.4%-2.9%-49.4K1.0M-3.0K1.02106.39N/AN/A5556213682
2022-10-26$34.39$35.0057.2%16.4%49.9%20.3%85.3%39.7%-5.2%-48.8K958.3K-3.1K1.00107.39N/AN/A5656215693
2022-10-27$34.30$35.0056.3%16.1%46.1%19.8%91.4%15.0%-0.9%-50.4K937.8K-2.9K1.18100.97N/AN/A5666216693
2022-10-28$34.65$35.0055.7%16.0%46.1%19.4%93.6%13.8%-0.6%-52.4K918.3K-3.0K1.18110.14N/AN/A5666216703
2022-10-31$34.58$35.0055.3%15.9%40.7%19.2%82.4%-13.8%-0.8%-56.7K920.9K-2.8K1.1894.08N/AN/A5666216703