AVNT Options History — June 2023 In June 2023, AVNT traded between $36.89 and $40.91. ATM implied volatility averaged 42.4%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 8.6% (HV 20d: 33.8%). Max pain ranged from $22.50 to $40.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.41.
Notable Days 2023-06-21 : Highest Volume — 45 contracts2023-06-27 : Largest IV spike — 68.3% change2023-06-12 : Highest IV Rank — 32.1%2023-06-08 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $39.57 $36.89 $40.91 $36.89 $40.91 Max Pain $25.36 $22.50 $40.00 $35.00 $40.00 ATM IV 42.4% 18.0% 78.5% 38.1% 18.0% Expected Move 10.4% 5.2% 13.5% 10.9% 5.2% HV 20d 33.8% 25.9% 35.5% 25.9% 32.1% HV 60d 29.7% 27.5% 33.6% 30.5% 27.5% IV Rank 9.7% 0.0% 32.1% 6.8% 0.0% IV Percentile 29.3% 0.0% 93.7% 13.9% 0.0% Term Structure -2.1% -25.8% 11.3% 8.7% 10.2% VWIV 36.2% 27.9% 58.4% 30.5% 28.0% Skew 25d 4.9% -29.0% 36.0% -29.0% 3.7% Skew 10d 8.7% -42.2% 50.4% 39.5% 25.2% Call IV 25d 40.9% 24.7% 72.8% 70.0% 24.7% Put IV 25d 45.8% 24.2% 90.9% 41.1% 28.5% Bid-Ask Spread % 101.33 75.59 129.70 114.12 94.96 Gamma HHI 0.60 0.43 0.79 0.54 0.76 Net GEX 11.0K -7.6K 30.1K -7.6K 23.5K Net DEX -172.9K -270.4K -34.3K -34.3K -270.4K Net VEX -1.1K -1.3K -1.0K -1.0K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.00 2.50 0.00 0.00 Total Volume 5.667 0 45 0 10 Total OI 331.476 157 447 417 218
Daily Data (21 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 2023-06-01 $36.89 $35.00 38.1% 10.9% 25.9% 6.8% 0.0% -29.0% 8.7% -7.6K -34.3K -1.0K 0.00 114.12 N/A N/A 0 0 152 265 2023-06-02 $39.45 $35.00 46.1% 13.2% 34.5% 11.8% 0.0% 18.1% -16.2% 4.2K -161.9K -1.1K 0.00 115.90 N/A N/A 0 0 152 265 2023-06-05 $38.87 $22.50 42.5% 12.6% 32.9% 9.5% 0.0% -7.9% -10.1% 7.0K -163.8K -1.0K 0.00 126.54 N/A N/A 5 0 152 265 2023-06-06 $40.14 $22.50 53.0% 13.5% 34.7% 16.1% 0.0% 36.0% -12.7% 9.9K -217.1K -1.0K 0.00 127.29 N/A N/A 0 10 157 265 2023-06-07 $40.48 $22.50 49.8% 9.9% 34.1% 14.1% 0.0% -11.9% -1.1% 7.6K -241.0K -1.1K 0.00 129.70 N/A N/A 0 0 157 275 2023-06-08 $39.64 $22.50 43.5% 13.5% 34.9% 10.2% 0.0% 4.4% -16.3% 12.4K -185.2K -1.1K 0.00 110.82 N/A N/A 0 10 157 275 2023-06-09 $39.13 $22.50 55.7% 9.8% 35.3% 17.8% 0.0% 9.7% -3.6% 6.1K -163.4K -1.2K 0.00 99.71 N/A N/A 6 0 157 285 2023-06-12 $39.55 $22.50 78.5% 9.9% 35.5% 32.1% 0.0% 13.3% -1.6% 12.1K -173.6K -1.1K 0.00 105.51 N/A N/A 0 0 159 285 2023-06-13 $40.33 $22.50 76.6% 9.2% 35.2% 30.9% 0.0% 1.4% 4.8% 17.3K -213.6K -1.1K 2.50 94.10 N/A N/A 2 5 159 283 2023-06-14 $39.99 $22.50 38.2% 11.0% 34.9% 6.9% 0.0% 14.0% -6.0% 19.0K -196.3K -1.1K 0.00 108.12 N/A N/A 0 5 159 288 2023-06-15 $40.20 $22.50 32.4% 9.3% 34.2% 3.2% 0.0% -5.9% 11.3% 12.8K -172.4K -1.2K 0.00 78.29 N/A N/A 0 0 148 293 2023-06-16 $39.99 $22.50 42.0% 12.0% 34.3% 9.2% 0.0% 13.4% -4.0% 30.1K -148.2K -1.1K 0.00 115.23 N/A N/A 0 0 148 293 2023-06-20 $39.69 $22.50 36.2% 10.4% 34.1% 5.6% 0.0% 18.7% 0.1% 4.1K -95.3K -1.1K 0.00 98.48 N/A N/A 0 0 94 63 2023-06-21 $39.26 $22.50 30.3% 8.7% 34.3% 1.9% 30.5% 15.0% 0.3% 3.4K -106.8K -1.1K 0.00 77.15 N/A N/A 45 0 94 63 2023-06-22 $38.75 $22.50 37.9% 10.9% 34.5% 6.6% 0.0% 2.4% 3.5% 9.9K -139.1K -1.2K 0.00 100.49 N/A N/A 0 0 139 63 2023-06-23 $38.73 $22.50 35.6% 10.2% 34.0% 5.2% 0.0% -13.3% 3.9% 10.1K -144.4K -1.2K 0.00 92.85 N/A N/A 0 0 139 63 2023-06-26 $39.48 $22.50 27.9% 8.0% 34.0% 0.4% 27.9% -2.7% 4.3% 12.6K -193.9K -1.3K 0.80 94.63 N/A N/A 5 4 139 63 2023-06-27 $39.59 $22.50 47.0% 13.5% 34.0% 12.3% 58.4% 19.1% -25.8% 9.0K -196.8K -1.2K 0.00 88.29 N/A N/A 10 0 134 67 2023-06-28 $39.63 $22.50 28.0% 8.0% 33.8% 0.5% 28.0% -5.0% 5.9% 15.1K -191.9K -1.2K 0.00 80.25 N/A N/A 1 0 144 67 2023-06-29 $40.27 $40.00 32.3% 9.3% 31.8% 3.2% 0.0% 8.6% -0.5% 12.2K -221.2K -1.2K 0.00 75.59 N/A N/A 1 0 145 72 2023-06-30 $40.91 $40.00 18.0% 5.2% 32.1% 0.0% 0.0% 3.7% 10.2% 23.5K -270.4K -1.2K 0.00 94.96 N/A N/A 0 10 146 72
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