AVNT Options History — December 2022

In December 2022, AVNT traded between $32.63 and $35.63. ATM implied volatility averaged 51.4%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 7.0% (HV 20d: 44.4%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.55.

Notable Days

  • 2022-12-01: Highest Volume — 60 contracts
  • 2022-12-12: Largest IV spike — 75.3% change
  • 2022-12-12: Highest IV Rank — 45.1%
  • 2022-12-01: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.96$32.63$35.63$35.12$33.73
Max Pain$33.57$30.00$35.00$35.00$35.00
ATM IV51.4%39.4%97.5%60.7%40.8%
Expected Move13.2%11.3%17.4%17.4%11.7%
HV 20d44.4%38.0%55.3%53.9%38.9%
HV 60d71.4%58.9%95.5%95.4%58.9%
IV Rank16.8%9.4%45.1%22.5%10.3%
IV Percentile53.8%23.8%96.4%79.8%27.0%
Term Structure-3.4%-29.1%10.1%-23.1%1.3%
VWIV47.0%27.9%62.1%56.8%42.3%
Skew 25d6.5%-50.7%46.0%-6.4%17.5%
Skew 10d15.9%-36.1%76.2%8.3%28.4%
Call IV 25d45.6%33.0%103.5%61.6%36.9%
Put IV 25d52.1%32.5%79.0%55.2%54.4%
Bid-Ask Spread %102.5985.43112.56104.9185.43
Gamma HHI0.660.450.810.550.72
Net GEX-28.0K-37.9K-17.2K-20.1K-32.8K
Net DEX277.1K17.0K565.0K156.7K60.2K
Net VEX-2.6K-3.3K-1.9K-2.8K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.0019.0019.000.00
Total Volume9.333060601
Total OI971.0487661,1491,042799

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$35.12$35.0060.7%17.4%53.9%22.5%56.8%-6.4%-23.1%-20.1K156.7K-2.8K19.00104.91N/AN/A357334708
2022-12-02$35.63$35.0056.4%16.2%51.9%19.9%55.6%-50.7%-11.2%-18.0K220.1K-2.8K0.00109.25N/AN/A09337742
2022-12-05$34.38$30.0058.5%11.9%54.4%21.1%0.0%-15.2%-2.8%-34.5K346.8K-2.9K0.00112.56N/AN/A01337737
2022-12-06$33.67$30.0041.9%16.1%55.3%11.0%62.1%20.2%-22.1%-30.4K565.0K-3.2K0.00112.15N/AN/A10337737
2022-12-07$33.79$30.0057.4%13.5%55.3%20.5%43.2%0.4%-3.9%-30.8K482.3K-3.1K0.0493.87N/AN/A552338737
2022-12-08$33.63$30.0054.4%15.6%54.9%18.7%0.0%8.6%-29.1%-21.7K469.4K-3.3K0.00109.28N/AN/A00393739
2022-12-09$34.27$30.0055.6%11.7%43.4%19.4%0.0%-7.9%-0.6%-23.5K307.4K-2.7K0.00108.69N/AN/A00393739
2022-12-12$34.61$30.0097.5%12.0%39.9%45.1%41.7%8.1%6.4%-23.8K258.8K-2.8K0.0095.63N/AN/A014393739
2022-12-13$35.24$35.0073.3%12.4%40.3%30.3%59.0%13.3%-6.1%-17.2K162.7K-2.4K0.7599.54N/AN/A43393749
2022-12-14$34.62$35.0039.7%11.4%40.7%9.7%0.0%5.9%4.0%-26.4K243.2K-2.5K0.0096.98N/AN/A20397752
2022-12-15$33.39$35.0047.3%13.6%42.5%14.3%0.0%-0.8%3.1%-36.9K526.2K-2.8K0.00103.74N/AN/A10393752
2022-12-16$33.54$35.0039.4%11.3%40.5%9.4%45.8%2.6%-1.3%-35.7K482.2K-2.5K0.00101.70N/AN/A04393735
2022-12-19$32.63$35.0043.1%12.4%41.2%11.7%43.1%4.8%-5.0%-37.9K347.1K-2.7K0.00103.93N/AN/A60157609
2022-12-20$33.39$35.0043.3%12.4%40.7%11.9%42.9%5.2%-1.4%-35.3K249.9K-2.4K0.0099.65N/AN/A50162609
2022-12-21$34.32$35.0045.6%13.1%38.0%13.3%45.9%19.4%0.9%-22.8K118.6K-2.2K0.00107.49N/AN/A190167609
2022-12-22$32.76$35.0049.8%14.3%41.1%15.8%48.6%11.7%-3.5%-30.9K292.9K-2.7K0.00106.43N/AN/A10186609
2022-12-23$33.67$35.0044.4%12.7%42.2%12.5%0.0%19.7%6.2%-27.2K162.8K-2.4K0.00104.60N/AN/A00185609
2022-12-27$33.70$35.0043.9%12.6%38.5%12.2%27.9%13.6%4.0%-27.2K112.6K-2.2K0.00101.78N/AN/A10185609
2022-12-28$32.88$35.0043.6%12.5%39.1%12.0%43.8%20.5%3.0%-36.6K238.2K-2.3K0.33106.14N/AN/A31186609
2022-12-29$34.14$35.0042.3%12.1%39.4%11.2%42.3%46.0%10.1%-19.1K17.0K-1.9K0.0090.60N/AN/A30188610
2022-12-30$33.73$35.0040.8%11.7%38.9%10.3%0.0%17.5%1.3%-32.8K60.2K-2.0K0.0085.43N/AN/A01189610