AVNT Options History — February 2023 In February 2023, AVNT traded between $37.93 and $43.80. ATM implied volatility averaged 46.5%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 11.2% (HV 20d: 35.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.13.
Notable Days 2023-02-15 : Highest Volume — 121 contracts2023-02-06 : Largest IV spike — 53.6% change2023-02-06 : Highest IV Rank — 34.0%2023-02-01 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.12 $37.93 $43.80 $41.59 $43.80 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 46.5% 35.2% 79.4% 55.0% 50.7% Expected Move 12.2% 9.4% 15.8% 15.8% 14.5% HV 20d 35.3% 25.1% 43.3% 29.8% 43.3% HV 60d 39.5% 37.5% 42.4% 41.7% 37.6% IV Rank 12.9% 6.9% 34.0% 19.0% 14.7% IV Percentile 39.0% 6.3% 94.4% 68.7% 58.3% Term Structure -6.8% -19.7% 7.2% -16.5% -15.1% VWIV 46.6% 29.8% 74.5% 63.5% 74.5% Skew 25d 3.0% -31.8% 92.0% -31.8% -16.5% Skew 10d 12.9% -44.1% 120.5% -44.1% -30.8% Call IV 25d 52.1% 33.5% 87.7% 87.7% 74.7% Put IV 25d 55.1% 38.0% 172.7% 55.9% 58.2% Bid-Ask Spread % 99.89 85.19 113.91 85.19 96.56 Gamma HHI 0.45 0.37 0.53 0.44 0.38 Net GEX 6.5K 4.0K 11.4K 4.6K 7.5K Net DEX -407.2K -626.2K -203.0K -398.8K -520.8K Net VEX -1.2K -1.5K -854 -1.1K -1.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 0.59 0.33 0.00 Total Volume 10.895 0 121 7 19 Total OI 352.632 331 429 332 357
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $41.59 $35.00 55.0% 15.8% 29.8% 19.0% 63.5% -31.8% -16.5% 4.6K -398.8K -1.1K 0.00 85.19 N/A N/A 0 7 163 169 2023-02-02 $42.25 $35.00 38.0% 9.4% 27.1% 8.6% 29.8% 3.0% -1.2% 6.2K -436.2K -1.2K 0.33 100.82 N/A N/A 3 1 163 168 2023-02-03 $41.28 $35.00 51.7% 12.0% 29.3% 17.0% 0.0% 3.2% -8.3% 6.5K -384.0K -1.2K 0.00 94.46 N/A N/A 8 0 163 168 2023-02-06 $40.34 $35.00 79.4% 10.9% 25.2% 34.0% 0.0% -3.7% -4.1% 6.5K -397.4K -1.2K 0.00 110.45 N/A N/A 0 0 171 168 2023-02-07 $40.59 $35.00 63.9% 12.6% 25.1% 24.5% 0.0% -5.0% -1.3% 5.7K -349.1K -1.4K 0.00 113.91 N/A N/A 0 0 171 168 2023-02-08 $39.84 $35.00 40.0% 11.5% 26.0% 9.8% 0.0% 3.1% -5.3% 5.8K -331.5K -1.3K 0.00 101.42 N/A N/A 0 2 171 168 2023-02-09 $38.25 $35.00 51.2% 14.7% 30.1% 16.7% 0.0% 6.0% -9.3% 4.0K -229.9K -1.4K 0.00 101.14 N/A N/A 1 0 171 167 2023-02-10 $37.93 $35.00 45.1% 12.9% 30.2% 13.0% 0.0% 1.6% -12.0% 4.2K -203.0K -1.5K 0.00 101.86 N/A N/A 2 0 172 167 2023-02-13 $38.74 $35.00 43.7% 12.5% 31.2% 12.1% 47.6% 1.8% -11.4% 4.8K -259.8K -1.3K 0.00 104.28 N/A N/A 0 1 170 167 2023-02-14 $38.84 $35.00 35.2% 10.1% 31.0% 6.9% 0.0% -0.2% -4.8% 6.6K -279.3K -1.2K 0.00 93.98 N/A N/A 0 16 170 167 2023-02-15 $42.26 $35.00 39.7% 11.4% 42.7% 7.8% 39.7% 8.3% 0.2% 6.1K -470.1K -932 0.59 89.06 N/A N/A 76 45 170 182 2023-02-16 $41.94 $35.00 39.3% 11.3% 42.2% 7.5% 36.3% 4.1% -4.0% 9.8K -558.1K -1.3K 0.00 102.04 N/A N/A 24 0 218 211 2023-02-17 $42.84 $35.00 38.5% 11.0% 41.5% 7.1% 0.0% 7.0% -9.4% 6.5K -626.2K -1.2K 0.00 103.43 N/A N/A 0 0 209 211 2023-02-21 $41.39 $35.00 44.3% 12.7% 43.1% 10.6% 0.0% -6.3% 7.2% 6.8K -401.8K -1.2K 0.00 106.12 N/A N/A 0 0 171 185 2023-02-22 $41.73 $35.00 42.3% 12.1% 43.0% 9.4% 0.0% 92.0% -19.7% 11.4K -519.3K -854 0.00 113.15 N/A N/A 0 0 171 185 2023-02-23 $42.17 $35.00 42.4% 12.1% 43.1% 9.4% 0.0% 3.1% -3.9% 7.3K -441.2K -1.1K 0.00 92.86 N/A N/A 0 0 171 185 2023-02-24 $42.44 $35.00 41.9% 12.0% 43.1% 9.2% 0.0% -5.3% -2.4% 6.2K -436.7K -1.1K 0.00 90.95 N/A N/A 0 0 171 185 2023-02-27 $43.10 $35.00 41.2% 11.8% 43.2% 8.8% 34.8% -7.7% -7.5% 7.1K -493.3K -1.0K 0.00 96.24 N/A N/A 2 0 171 185 2023-02-28 $43.80 $35.00 50.7% 14.5% 43.3% 14.7% 74.5% -16.5% -15.1% 7.5K -520.8K -1.0K 0.00 96.56 N/A N/A 0 19 172 185
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