AVNT Options History — July 2023

In July 2023, AVNT traded between $38.64 and $41.77. ATM implied volatility averaged 45.0%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 16.9% (HV 20d: 28.1%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 3.19.

Notable Days

  • 2023-07-20: Highest Volume — 250 contracts
  • 2023-07-10: Largest IV spike — 42.0% change
  • 2023-07-12: Highest IV Rank — 34.7%
  • 2023-07-12: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.61$38.64$41.77$41.05$40.44
Max Pain$38.50$30.00$45.00$40.00$40.00
ATM IV45.0%29.5%76.8%34.8%30.1%
Expected Move12.6%8.5%22.0%10.0%8.6%
HV 20d28.1%22.2%32.4%22.2%31.4%
HV 60d29.6%27.5%30.4%27.5%29.8%
IV Rank16.0%6.8%34.7%9.9%7.2%
IV Percentile39.2%1.6%93.3%7.1%2.0%
Term Structure-6.1%-25.0%15.8%7.6%2.5%
VWIV37.5%22.3%48.8%39.8%31.6%
Skew 25d1.9%-39.0%27.2%-39.0%14.2%
Skew 10d-7.4%-64.5%23.1%-64.5%23.1%
Call IV 25d44.3%21.0%73.6%73.6%21.0%
Put IV 25d46.2%27.0%75.1%34.6%35.2%
Bid-Ask Spread %83.4466.59103.55101.2389.43
Gamma HHI0.540.360.770.600.37
Net GEX19.2K9.5K37.8K12.4K20.5K
Net DEX-276.0K-625.2K-117.6K-250.7K-155.1K
Net VEX-1.4K-2.1K-973-1.2K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.190.0022.400.000.00
Total Volume26.10250016
Total OI359.5228603228603

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$41.05$40.0034.8%10.0%22.2%9.9%0.0%-39.0%7.6%12.4K-250.7K-1.2K0.00101.23N/AN/A0014682
2023-07-05$39.41$40.0042.4%12.2%26.3%14.4%39.8%-4.9%15.8%11.6K-148.6K-1.3K0.00103.55N/AN/A9014682
2023-07-06$38.64$30.0040.1%13.2%24.5%13.0%0.0%26.9%-16.8%11.7K-121.9K-1.3K0.0089.37N/AN/A5015482
2023-07-07$40.27$30.0040.0%12.3%28.7%13.0%0.0%5.3%-4.0%14.6K-215.6K-1.2K0.0088.26N/AN/A2015382
2023-07-10$40.28$30.0056.8%10.6%27.7%22.9%0.0%-8.6%-4.2%11.5K-224.1K-1.2K5.0077.74N/AN/A1515182
2023-07-11$40.30$30.0061.5%14.8%27.2%25.7%0.0%5.2%-25.0%11.2K-246.0K-1.2K0.0086.97N/AN/A0015287
2023-07-12$40.95$30.0076.8%22.0%27.5%34.7%0.0%27.2%-16.6%31.0K-298.6K-1.1K0.0086.64N/AN/A01015287
2023-07-13$41.38$30.0047.6%13.7%26.9%17.5%0.0%4.9%-5.7%15.8K-312.8K-1.1K0.0086.53N/AN/A02015297
2023-07-14$40.40$30.0050.0%14.3%28.2%18.9%39.3%19.2%-17.7%14.3K-209.8K-1.3K0.0071.93N/AN/A04152117
2023-07-17$40.34$45.0039.8%11.4%28.1%12.9%38.3%3.6%6.5%9.5K-168.8K-1.3K0.2082.69N/AN/A204152121
2023-07-18$40.50$45.0039.3%11.3%28.1%12.6%0.0%-5.6%-13.3%25.7K-289.1K-9730.0071.36N/AN/A00172121
2023-07-19$41.39$45.0047.6%13.7%28.9%17.5%39.2%2.0%-7.4%14.6K-316.3K-1.2K5.0077.07N/AN/A210172121
2023-07-20$41.00$45.0043.3%12.4%28.8%14.9%40.0%2.0%-0.4%17.6K-286.5K-1.2K0.0068.29N/AN/A2500172131
2023-07-21$41.05$45.0044.8%12.8%28.2%15.8%0.0%-6.2%-9.2%29.0K-625.2K-2.1K0.00101.78N/AN/A00422131
2023-07-24$40.88$45.0051.4%14.7%28.3%19.8%0.0%0.4%-7.3%27.0K-395.9K-2.0K0.0079.83N/AN/A00368125
2023-07-25$41.77$45.0042.6%12.2%28.5%14.5%37.9%-3.8%-7.6%37.8K-473.4K-1.9K2.1569.12N/AN/A1328368125
2023-07-26$41.76$45.0050.7%14.5%28.5%19.3%48.8%-2.5%-23.2%32.1K-501.7K-2.1K22.4070.96N/AN/A5112359166
2023-07-27$40.10$40.0031.7%9.1%32.4%8.1%22.3%-5.6%-2.4%18.9K-161.7K-1.5K0.3399.44N/AN/A31364238
2023-07-28$40.20$40.0029.5%8.5%31.9%6.8%31.6%2.9%5.9%17.7K-117.6K-1.5K0.0066.59N/AN/A20366237
2023-07-31$40.44$40.0030.1%8.6%31.4%7.2%0.0%14.2%2.5%20.5K-155.1K-1.3K0.0089.43N/AN/A016366237