AVNT Options History — August 2023

In August 2023, AVNT traded between $36.66 and $40.72. ATM implied volatility averaged 33.2%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 9.5% (HV 20d: 23.8%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 2.11.

Notable Days

  • 2023-08-08: Highest Volume — 143 contracts
  • 2023-08-23: Largest IV spike — 61.9% change
  • 2023-08-25: Highest IV Rank — 36.2%
  • 2023-08-25: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.52$36.66$40.72$40.72$40.15
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV33.2%25.2%50.5%31.0%27.8%
Expected Move9.5%7.6%14.5%8.9%8.0%
HV 20d23.8%18.6%31.5%31.5%23.1%
HV 60d28.4%25.0%29.4%29.4%25.0%
IV Rank12.5%4.2%36.2%7.7%10.9%
IV Percentile11.9%0.4%59.5%3.2%2.0%
Term Structure-0.1%-34.5%12.7%-6.2%1.0%
VWIV33.6%26.6%47.3%27.5%27.8%
Skew 25d1.7%-19.1%23.5%-3.1%23.5%
Skew 10d6.9%-38.2%42.4%-5.9%39.6%
Call IV 25d34.0%25.1%53.3%32.1%28.7%
Put IV 25d35.7%25.2%59.2%29.1%52.2%
Bid-Ask Spread %96.6163.53118.1663.5393.39
Gamma HHI0.490.320.880.400.84
Net GEX6.9K-17.2K29.5K26.9K26.1K
Net DEX-23.0K-268.9K251.4K-213.3K-261.3K
Net VEX-1.3K-2.0K-1.0K-1.3K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.110.0012.330.000.00
Total Volume11.2170143012
Total OI587.348384780605419

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$40.72$40.0031.0%8.9%31.5%7.7%0.0%-3.1%-6.2%26.9K-213.3K-1.3K0.0063.53N/AN/A00366239
2023-08-02$40.09$40.0034.4%9.9%28.4%9.7%0.0%1.4%-0.7%15.1K-122.9K-1.3K0.0097.29N/AN/A100366239
2023-08-03$39.38$40.0030.3%7.8%28.2%7.3%27.5%-1.2%9.1%2.8K-58.5K-1.1K0.0080.95N/AN/A100376239
2023-08-04$39.14$40.0033.8%9.0%23.9%9.3%0.0%0.4%0.8%11.0K-85.5K-1.1K0.0099.66N/AN/A00386239
2023-08-07$39.65$40.0031.4%9.0%24.4%7.9%0.0%0.4%4.1%9.7K-104.2K-1.1K0.0092.43N/AN/A00386239
2023-08-08$39.23$40.0025.2%8.8%24.7%4.2%30.7%-1.8%6.8%4.4K-69.0K-1.0K0.61106.54N/AN/A8954386239
2023-08-09$38.92$40.0031.2%8.9%23.9%7.8%0.0%-0.9%3.5%11.9K-97.2K-1.7K0.00110.65N/AN/A00475293
2023-08-10$38.64$40.0040.1%11.5%23.4%13.0%39.9%-7.3%-6.6%1.4K-21.1K-2.0K2.00101.03N/AN/A12485293
2023-08-11$38.86$40.0032.3%9.3%22.3%8.5%0.0%-5.5%8.2%12.9K-67.0K-1.6K0.00102.58N/AN/A00485293
2023-08-14$38.26$40.0032.3%9.3%22.8%8.5%0.0%10.5%-0.2%1.5K27.9K-1.5K0.0087.07N/AN/A00485293
2023-08-15$37.32$40.0035.7%10.2%24.0%10.5%33.3%2.6%-8.1%-6.8K133.0K-1.4K0.0087.18N/AN/A09485293
2023-08-16$36.66$40.0033.7%9.7%22.4%9.3%35.4%-19.1%-1.0%-13.7K251.4K-1.4K6.00102.28N/AN/A16485293
2023-08-17$37.02$40.0026.9%7.7%23.0%5.2%0.0%-4.0%7.8%-17.2K218.2K-1.2K0.00103.06N/AN/A00486294
2023-08-18$37.04$40.0031.9%9.1%23.0%8.2%47.3%-10.9%5.5%1.2K125.0K-1.3K0.0097.59N/AN/A10486294
2023-08-21$36.71$40.0032.6%9.4%23.0%16.3%32.5%9.1%-1.5%-3.3K199.2K-1.1K0.1190.12N/AN/A91209175
2023-08-22$37.34$40.0027.7%7.9%22.4%10.8%0.0%-1.8%12.7%2.0K103.1K-1.2K0.0092.18N/AN/A00218174
2023-08-23$37.47$40.0044.9%12.9%22.5%30.0%0.0%20.8%4.6%4.6K-147.3K-1.4K0.00118.16N/AN/A00218174
2023-08-24$37.02$40.0043.4%12.5%18.6%28.3%34.9%-0.0%-12.6%2.6K99.9K-1.1K0.00106.32N/AN/A011218174
2023-08-25$37.89$40.0050.5%14.5%20.9%36.2%0.0%-16.0%-34.5%3.1K27.2K-1.3K0.00115.11N/AN/A01218184
2023-08-28$38.65$40.0031.8%9.1%22.2%15.4%0.0%-0.3%1.7%7.8K-5.1K-1.1K0.0092.61N/AN/A00218185
2023-08-29$39.72$40.0029.0%8.3%24.4%12.3%0.0%20.4%-0.4%25.5K-192.5K-1.0K0.0088.77N/AN/A10218185
2023-08-30$40.09$40.0026.6%7.6%24.0%9.5%26.6%20.9%2.7%29.5K-268.9K-1.1K12.3393.42N/AN/A337219185
2023-08-31$40.15$40.0027.8%8.0%23.1%10.9%27.8%23.5%1.0%26.1K-261.3K-1.1K0.0093.39N/AN/A120222197