AVNT Options History — January 2023

In January 2023, AVNT traded between $34.09 and $40.38. ATM implied volatility averaged 47.8%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 9.7% (HV 20d: 38.0%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.19.

Notable Days

  • 2023-01-03: Highest Volume — 70 contracts
  • 2023-01-09: Largest IV spike — 42.2% change
  • 2023-01-04: Highest IV Rank — 27.5%
  • 2023-01-04: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.19$34.09$40.38$34.09$40.38
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV47.8%30.3%68.9%51.3%51.9%
Expected Move13.9%10.9%19.8%14.7%14.9%
HV 20d38.0%28.9%43.1%38.7%28.9%
HV 60d57.2%42.0%59.2%58.7%42.0%
IV Rank14.6%3.9%27.5%16.8%17.1%
IV Percentile47.7%1.2%86.1%63.1%63.1%
Term Structure-5.5%-24.6%18.3%-7.3%-4.4%
VWIV50.0%43.1%63.8%63.8%47.3%
Skew 25d8.0%-27.9%61.7%2.1%-8.9%
Skew 10d4.6%-30.7%57.0%7.6%-30.7%
Call IV 25d45.5%30.3%79.0%39.1%71.9%
Put IV 25d53.4%41.2%92.0%41.2%63.0%
Bid-Ask Spread %103.2179.77124.02113.32113.57
Gamma HHI0.550.360.740.620.48
Net GEX5.3K-22.7K22.4K-21.4K4.9K
Net DEX-244.3K-354.3K44.5K44.5K-329.7K
Net VEX-1.5K-2.2K-1.1K-1.9K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.006.000.500.00
Total Volume8.45070700
Total OI694.85300918800332

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$34.09$35.0051.3%14.7%38.7%16.8%63.8%2.1%-7.3%-21.4K44.5K-1.9K0.00113.32N/AN/A070189611
2023-01-04$35.62$35.0068.9%19.8%39.9%27.5%0.0%61.7%-24.6%-22.7K36.2K-2.2K0.00124.02N/AN/A00189681
2023-01-05$36.00$35.0049.0%13.0%39.1%15.3%0.0%3.5%-3.1%-4.4K-91.3K-1.9K0.5085.43N/AN/A105189681
2023-01-06$38.02$35.0030.3%12.4%43.1%3.9%48.3%2.1%-1.7%7.9K-253.6K-1.8K0.5692.60N/AN/A95207679
2023-01-09$37.85$35.0043.0%11.9%43.1%11.7%49.3%17.5%-8.9%12.4K-273.0K-1.6K6.0089.26N/AN/A16213679
2023-01-10$38.33$35.0035.0%11.7%42.9%6.8%0.0%8.6%-4.9%14.8K-311.0K-1.5K0.0079.77N/AN/A00214683
2023-01-11$38.47$35.0044.4%12.7%42.9%12.5%45.5%-9.2%-5.4%17.4K-315.4K-1.5K0.1089.26N/AN/A202214683
2023-01-12$38.47$35.0037.9%10.9%42.6%8.5%0.0%11.6%18.3%22.4K-354.3K-1.5K0.00104.72N/AN/A00234684
2023-01-13$38.47$35.0052.3%15.0%41.9%17.3%0.0%4.4%-21.2%14.8K-345.0K-1.6K0.00100.43N/AN/A00234684
2023-01-17$38.11$35.0049.8%14.3%39.4%15.8%50.2%5.5%-5.5%8.1K-314.8K-1.6K0.00122.97N/AN/A01234684
2023-01-18$37.86$35.0041.2%11.8%39.6%10.6%0.0%2.9%6.1%15.6K-281.5K-1.5K0.0099.29N/AN/A20234684
2023-01-19$37.25$35.0046.3%13.3%38.6%13.7%0.0%7.0%-0.8%11.7K-220.2K-1.4K0.00100.85N/AN/A00233684
2023-01-20$38.45$35.0042.1%12.1%39.2%11.1%43.1%8.8%5.5%3.4K-272.5K-1.3K0.00105.36N/AN/A02234684
2023-01-23$39.42$35.0056.5%16.2%39.0%19.9%52.1%19.8%-19.0%3.9K-278.4K-1.1K0.0089.83N/AN/A017148152
2023-01-24$39.13$35.0055.3%15.9%34.0%19.2%0.0%-27.9%-4.7%422-240.3K-1.1K0.00101.80N/AN/A180149169
2023-01-25$39.12$35.0051.1%14.7%33.5%16.7%47.3%17.9%-12.0%4.0K-264.6K-1.5K0.00109.90N/AN/A01163169
2023-01-26$39.38$35.0039.6%11.3%33.4%9.6%0.0%8.9%-1.5%4.2K-251.5K-1.5K0.00117.70N/AN/A00163169
2023-01-27$39.80$35.0049.8%14.3%31.1%15.8%0.0%13.7%-2.4%4.2K-289.9K-1.4K0.00115.79N/AN/A00163169
2023-01-30$39.64$35.0059.6%17.1%29.6%21.8%0.0%9.2%-13.0%4.1K-280.2K-1.5K0.00108.37N/AN/A00163169
2023-01-31$40.38$35.0051.9%14.9%28.9%17.1%0.0%-8.9%-4.4%4.9K-329.7K-1.3K0.00113.57N/AN/A00163169