AVNT Options History — September 2023 In September 2023, AVNT traded between $34.76 and $40.49. ATM implied volatility averaged 38.0%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 12.1% (HV 20d: 25.9%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.32.
Notable Days 2023-09-18 : Highest Volume — 61 contracts2023-09-08 : Largest IV spike — 86.5% change2023-09-12 : Highest IV Rank — 75.4%2023-09-08 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $37.11 $34.76 $40.49 $40.49 $35.12 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 38.0% 24.2% 85.7% 30.1% 30.7% Expected Move 8.6% 6.0% 11.4% 8.6% 8.8% HV 20d 25.9% 23.1% 27.7% 23.1% 24.1% HV 60d 25.9% 25.0% 26.6% 25.0% 25.4% IV Rank 22.7% 6.9% 75.4% 13.5% 14.9% IV Percentile 22.9% 0.4% 96.8% 4.0% 7.5% Term Structure 5.2% -8.9% 14.9% 1.6% 2.3% VWIV 31.6% 27.8% 41.5% 30.0% 31.2% Skew 25d 1.7% -33.8% 22.4% 22.4% -29.0% Skew 10d 5.3% -41.7% 40.9% 40.9% -41.7% Call IV 25d 32.3% 23.6% 67.1% 29.9% 66.5% Put IV 25d 34.0% 27.2% 52.2% 52.2% 37.5% Bid-Ask Spread % 91.31 73.56 108.92 104.94 93.06 Gamma HHI 0.58 0.27 0.89 0.86 0.54 Net GEX 8.7K 348 30.7K 29.3K 4.8K Net DEX 3.8K -327.6K 270.0K -327.6K -45.8K Net VEX -667 -1.1K -254 -1.1K -699 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.00 1.00 0.00 1.00 Total Volume 9.15 0 61 20 0 Total OI 285.55 54 450 431 161
Daily Data (20 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 2023-09-01 $40.49 $40.00 30.1% 8.6% 23.1% 13.5% 30.0% 22.4% 1.6% 29.3K -327.6K -1.1K 0.00 104.94 N/A N/A 20 0 233 198 2023-09-05 $39.30 $40.00 36.8% 8.0% 25.2% 20.9% 27.8% -1.0% 4.6% 30.7K -51.6K -857 0.09 78.90 N/A N/A 11 1 252 198 2023-09-06 $39.03 $40.00 40.9% 8.2% 25.0% 25.5% 0.0% 5.5% 5.7% 26.6K 43.2K -761 0.00 77.13 N/A N/A 12 0 247 199 2023-09-07 $38.00 $40.00 32.7% 6.0% 26.6% 16.4% 0.0% 6.3% -1.3% 16.3K 152.8K -556 0.00 91.34 N/A N/A 0 0 241 199 2023-09-08 $37.55 $40.00 61.0% 11.4% 26.8% 47.9% 0.0% -1.9% 0.9% 502 161.3K -754 0.00 100.16 N/A N/A 0 0 241 199 2023-09-11 $37.84 $40.00 70.5% 6.8% 26.9% 58.5% 0.0% 5.3% 13.6% 2.6K 110.6K -663 0.00 91.03 N/A N/A 0 0 241 199 2023-09-12 $37.74 $40.00 85.7% 8.0% 26.4% 75.4% 0.0% 0.8% 5.1% 2.0K 118.4K -638 0.00 96.91 N/A N/A 0 0 241 199 2023-09-13 $37.11 $40.00 31.1% 8.9% 25.6% 14.6% 0.0% 5.0% 5.0% 373 270.0K -259 1.00 98.24 N/A N/A 1 1 241 199 2023-09-14 $38.11 $40.00 24.2% 6.9% 26.4% 6.9% 0.0% 4.3% 14.9% 13.9K 227.9K -342 0.00 87.31 N/A N/A 7 0 233 200 2023-09-15 $38.09 $40.00 28.6% 8.2% 26.2% 11.8% 29.2% -0.4% 2.6% 595 97.5K -254 0.00 108.11 N/A N/A 0 1 232 144 2023-09-18 $37.60 $40.00 26.9% 7.7% 26.7% 10.4% 0.0% 1.3% 8.7% 348 -5.7K -311 0.00 87.32 N/A N/A 61 0 34 20 2023-09-19 $37.23 $40.00 33.1% 9.5% 26.7% 17.7% 0.0% 4.8% 3.6% 6.5K -102.5K -707 0.00 80.60 N/A N/A 15 0 95 20 2023-09-20 $36.66 $40.00 39.4% 11.3% 26.6% 25.1% 0.0% -33.8% -8.9% 4.7K -129.0K -843 0.00 108.92 N/A N/A 0 0 110 20 2023-09-21 $35.80 $40.00 31.1% 8.9% 27.7% 15.4% 0.0% 1.5% 5.5% 5.2K -78.9K -741 0.00 102.77 N/A N/A 20 0 110 20 2023-09-22 $35.56 $40.00 29.5% 8.5% 27.5% 13.5% 29.6% 5.8% 6.5% 6.7K -112.8K -829 0.80 94.36 N/A N/A 10 8 125 20 2023-09-25 $35.73 $40.00 31.6% 9.1% 26.0% 15.9% 0.0% 11.3% 3.9% 6.5K -70.2K -806 0.00 73.56 N/A N/A 6 0 135 28 2023-09-26 $34.76 $40.00 32.1% 9.2% 26.0% 16.5% 32.1% 10.9% 3.4% 4.6K -52.8K -720 1.00 80.10 N/A N/A 1 1 131 28 2023-09-27 $35.02 $40.00 32.7% 9.4% 23.5% 17.2% 41.5% 13.5% 12.7% 5.0K -59.0K -766 1.00 85.29 N/A N/A 3 3 131 27 2023-09-28 $35.56 $40.00 31.1% 8.9% 24.1% 15.4% 31.2% 2.4% 12.6% 6.2K -70.4K -784 0.00 86.09 N/A N/A 0 1 132 28 2023-09-29 $35.12 $40.00 30.7% 8.8% 24.1% 14.9% 0.0% -29.0% 2.3% 4.8K -45.8K -699 0.00 93.06 N/A N/A 0 0 132 29
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