AVNT Options History — April 2023 In April 2023, AVNT traded between $37.08 and $40.94. ATM implied volatility averaged 46.5%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 16.8% (HV 20d: 29.7%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.41.
Notable Days 2023-04-10 : Highest Volume — 75 contracts2023-04-12 : Largest IV drop — 49.7% change2023-04-11 : Highest IV Rank — 32.4%2023-04-03 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.57 $37.08 $40.94 $40.94 $38.45 Max Pain $38.42 $30.00 $40.00 $35.00 $40.00 ATM IV 46.5% 33.6% 79.0% 60.8% 46.8% Expected Move 12.3% 9.6% 17.4% 17.4% 13.4% HV 20d 29.7% 21.7% 40.5% 39.5% 26.7% HV 60d 36.7% 35.9% 37.7% 37.7% 36.9% IV Rank 12.0% 4.0% 32.4% 21.0% 12.2% IV Percentile 36.1% 2.0% 93.7% 77.8% 42.5% Term Structure -1.2% -15.2% 13.3% -14.5% -13.8% VWIV 49.6% 28.7% 93.5% 93.5% 70.7% Skew 25d -1.3% -19.8% 23.3% -6.4% 12.0% Skew 10d 12.4% -59.1% 50.9% -59.1% 38.2% Call IV 25d 65.6% 36.5% 78.7% 65.1% 57.9% Put IV 25d 64.3% 43.1% 88.8% 58.7% 69.9% Bid-Ask Spread % 106.63 93.45 118.22 109.37 103.76 Gamma HHI 0.52 0.38 0.70 0.43 0.38 Net GEX 10.3K 2.7K 18.2K 9.5K 4.0K Net DEX -239.4K -350.3K -56.2K -317.2K -106.4K Net VEX -1.2K -1.5K -973 -1.4K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.00 2.00 0.00 0.00 Total Volume 17.895 0 75 13 40 Total OI 304.684 273 381 273 381
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 2023-04-03 $40.94 $35.00 60.8% 17.4% 39.5% 21.0% 0.0% -6.4% -14.5% 9.5K -317.2K -1.4K 0.00 109.37 N/A N/A 13 0 167 106 2023-04-04 $39.70 $35.00 59.8% 17.1% 40.5% 20.4% 93.5% 23.3% -6.7% 9.7K -296.5K -1.4K 1.27 114.59 N/A N/A 15 19 169 106 2023-04-05 $39.56 $30.00 42.5% 12.2% 40.4% 9.5% 0.0% -12.7% -1.4% 12.4K -300.3K -1.4K 0.00 116.01 N/A N/A 17 0 182 125 2023-04-06 $39.87 $40.00 52.6% 11.1% 39.5% 15.9% 38.0% 1.6% 1.6% 15.1K -322.1K -1.4K 0.00 103.31 N/A N/A 8 0 191 125 2023-04-10 $40.22 $40.00 60.6% 9.7% 37.5% 20.8% 28.7% 6.3% 12.6% 18.2K -350.3K -1.5K 0.01 99.81 N/A N/A 74 1 195 125 2023-04-11 $40.80 $40.00 79.0% 14.2% 36.8% 32.4% 42.6% 17.9% -3.7% 10.7K -300.0K -1.3K 0.00 98.23 N/A N/A 8 0 164 126 2023-04-12 $40.26 $40.00 39.7% 11.4% 35.9% 7.8% 0.0% -0.5% -4.3% 11.9K -286.9K -1.2K 0.00 104.38 N/A N/A 0 11 160 126 2023-04-13 $40.69 $40.00 38.7% 11.1% 28.8% 7.2% 53.2% -10.3% 6.7% 7.6K -295.5K -1.2K 0.00 113.44 N/A N/A 0 8 160 137 2023-04-14 $40.25 $35.00 46.6% 13.4% 26.2% 12.1% 0.0% 0.3% -0.3% 9.9K -268.4K -1.2K 0.00 114.02 N/A N/A 0 0 160 131 2023-04-17 $40.58 $35.00 34.0% 9.7% 23.7% 4.2% 40.3% -6.6% 3.7% 11.7K -303.6K -1.2K 0.00 103.68 N/A N/A 0 4 160 131 2023-04-18 $40.33 $40.00 37.8% 10.8% 23.1% 6.6% 0.0% -10.9% 13.3% 11.3K -283.4K -1.1K 0.00 114.65 N/A N/A 0 1 160 135 2023-04-19 $40.22 $40.00 33.6% 9.6% 22.1% 4.0% 42.1% -3.9% 8.2% 11.1K -275.1K -1.2K 2.00 106.00 N/A N/A 1 2 160 136 2023-04-20 $39.29 $40.00 47.1% 13.5% 22.1% 12.4% 0.0% -1.8% -15.2% 9.4K -228.7K -1.1K 0.00 118.22 N/A N/A 0 1 161 138 2023-04-21 $39.00 $40.00 39.0% 11.2% 22.0% 7.4% 43.9% -15.6% 3.5% 11.1K -170.6K -1.1K 0.00 111.98 N/A N/A 0 7 161 143 2023-04-24 $39.26 $40.00 35.0% 10.0% 21.7% 4.8% 48.0% -13.5% -1.5% 13.4K -177.0K -979 0.00 95.37 N/A N/A 0 26 152 123 2023-04-25 $37.64 $40.00 43.7% 12.5% 26.3% 10.3% 37.5% 2.8% -2.6% 8.1K -98.5K -973 0.00 104.64 N/A N/A 10 0 152 149 2023-04-26 $37.08 $40.00 46.4% 13.3% 26.3% 12.0% 57.3% -19.8% -6.5% 8.6K -112.7K -995 0.00 101.05 N/A N/A 0 73 162 149 2023-04-27 $37.67 $40.00 39.5% 11.3% 25.3% 7.7% 48.9% 12.3% -1.8% 2.7K -56.2K -1.2K 0.00 93.45 N/A N/A 0 1 162 219 2023-04-28 $38.45 $40.00 46.8% 13.4% 26.7% 12.2% 70.7% 12.0% -13.8% 4.0K -106.4K -1.3K 0.00 103.76 N/A N/A 0 40 162 219
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