AVNT Options History — November 2022

In November 2022, AVNT traded between $28.19 and $34.99. ATM implied volatility averaged 51.9%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 28.4% (HV 20d: 80.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 2.54.

Notable Days

  • 2022-11-18: Highest Volume — 768 contracts
  • 2022-11-21: Largest IV spike — 39.1% change
  • 2022-11-02: Highest IV Rank — 30.0%
  • 2022-11-02: Largest Expected Move — 20.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.02$28.19$34.99$34.99$34.44
Max Pain$37.86$35.00$40.00$35.00$35.00
ATM IV51.9%38.1%73.0%59.0%56.5%
Expected Move14.3%10.9%20.9%16.9%16.2%
HV 20d80.3%38.8%87.8%38.8%87.8%
HV 60d105.0%95.2%123.2%117.4%95.8%
IV Rank17.1%8.6%30.0%21.4%19.9%
IV Percentile61.4%21.8%91.3%78.6%72.2%
Term Structure-6.3%-28.3%19.7%-6.6%-14.3%
VWIV60.8%41.7%126.7%66.0%49.0%
Skew 25d1.1%-34.1%19.4%-11.8%-19.7%
Skew 10d10.9%-43.7%53.3%-35.4%-5.4%
Call IV 25d54.7%35.4%109.8%80.9%63.7%
Put IV 25d55.8%36.7%82.9%69.1%44.0%
Bid-Ask Spread %103.2995.75120.0397.71108.06
Gamma HHI0.490.270.720.660.61
Net GEX-19.5K-53.9K4.2K-53.9K-21.9K
Net DEX665.4K123.9K1.8M864.8K335.0K
Net VEX-2.3K-3.9K-900-2.9K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.540.006.341.072.00
Total Volume295.28607681226
Total OI863.4765831,1699191,040

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$34.99$35.0059.0%16.9%38.8%21.4%66.0%-11.8%-6.6%-53.9K864.8K-2.9K1.0797.71N/AN/A5963216703
2022-11-02$29.03$35.0073.0%20.9%77.4%30.0%93.1%-26.9%-28.3%-32.0K1.5M-1.7K1.16105.17N/AN/A6778219709
2022-11-03$28.19$40.0057.6%13.5%77.5%20.6%66.0%-12.6%-6.3%-21.0K1.7M-9001.90104.94N/AN/A68129227731
2022-11-04$28.80$40.0057.5%13.3%76.4%20.5%67.5%17.7%-7.1%-24.2K1.8M-1.3K1.33102.06N/AN/A97129228777
2022-11-07$29.28$40.0058.2%13.7%76.7%21.0%70.7%-34.1%-5.2%-26.1K1.7M-1.6K1.34106.69N/AN/A96129257777
2022-11-08$29.42$40.0061.6%14.0%76.5%23.1%60.9%4.1%-2.5%-13.3K493.6K-1.3K1.8195.75N/AN/A80145258327
2022-11-09$28.99$40.0049.0%14.0%76.3%15.3%59.2%16.3%-3.4%-10.7K488.4K-1.3K1.6399.11N/AN/A89145257326
2022-11-10$32.00$40.0052.3%15.0%84.3%17.3%54.7%9.6%-11.1%-13.8K363.3K-1.3K1.3499.09N/AN/A105141267326
2022-11-11$33.64$40.0045.5%13.0%85.9%13.2%41.7%8.0%-13.2%-8.0K215.6K-1.6K1.82105.52N/AN/A108197293326
2022-11-14$33.80$40.0045.1%12.9%84.1%12.9%45.9%8.1%-2.1%-5.0K141.0K-1.6K0.9298.36N/AN/A132122306283
2022-11-15$33.49$40.0044.0%12.6%83.7%12.3%49.7%18.0%0.7%-2.2K123.9K-1.8K1.21102.53N/AN/A102123339291
2022-11-16$32.97$40.0041.3%11.9%83.0%10.6%47.1%8.3%-0.1%4.2K213.9K-1.5K1.21102.67N/AN/A102123342295
2022-11-17$31.86$40.0053.4%15.3%83.5%18.0%51.1%14.1%3.3%-3.9K259.7K-1.5K6.3498.92N/AN/A102647342295
2022-11-18$32.53$40.0038.1%10.9%83.0%8.6%47.2%4.9%0.8%-29.3K766.8K-3.9K5.3599.65N/AN/A121647342827
2022-11-21$31.67$35.0053.0%15.2%83.5%17.8%51.8%14.5%-8.5%-22.4K723.6K-3.9K5.8996.39N/AN/A99583327704
2022-11-22$33.26$35.0040.7%11.7%84.9%10.2%54.2%19.4%19.7%-20.9K505.8K-3.8K6.01107.02N/AN/A97583327705
2022-11-23$33.86$35.0048.9%14.0%85.1%15.3%52.1%14.5%-5.9%-21.8K424.2K-3.5K5.83104.43N/AN/A100583328705
2022-11-25$34.26$35.0048.7%14.0%85.2%15.2%0.0%-7.9%-23.7%-23.5K264.7K-3.1K0.00120.03N/AN/A00331705
2022-11-28$32.69$35.0056.7%16.3%86.7%20.1%0.0%-11.4%-11.0%-30.9K571.8K-3.6K0.00109.92N/AN/A03331705
2022-11-29$33.27$35.0050.9%14.6%87.0%16.5%126.7%-9.6%-6.5%-28.7K500.9K-3.4K0.00104.99N/AN/A10331708
2022-11-30$34.44$35.0056.5%16.2%87.8%19.9%49.0%-19.7%-14.3%-21.9K335.0K-3.2K2.00108.06N/AN/A24332708