AVNT Options History — October 2023 In October 2023, AVNT traded between $31.08 and $34.71. ATM implied volatility averaged 41.3%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 15.8% (HV 20d: 25.6%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.07.
Notable Days 2023-10-02 : Highest Volume — 19 contracts2023-10-27 : Largest IV spike — 44.4% change2023-10-27 : Highest IV Rank — 58.4%2023-10-27 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $32.82 $31.08 $34.71 $34.71 $31.54 Max Pain $35.75 $35.00 $40.00 $40.00 $35.00 ATM IV 41.3% 25.3% 67.8% 31.8% 52.7% Expected Move 12.2% 9.1% 19.5% 9.1% 15.1% HV 20d 25.6% 21.9% 29.1% 23.4% 28.0% HV 60d 24.8% 23.7% 26.1% 23.9% 25.1% IV Rank 27.4% 8.5% 58.4% 16.1% 40.7% IV Percentile 41.6% 1.2% 94.8% 11.9% 77.8% Term Structure 0.4% -9.9% 31.6% 6.4% -9.2% VWIV 34.2% 31.8% 37.8% 31.8% 37.8% Skew 25d 9.0% -29.6% 42.8% 19.0% -5.0% Skew 10d 5.1% -48.7% 64.3% 29.8% -12.8% Call IV 25d 46.7% 32.3% 79.1% 32.3% 58.1% Put IV 25d 55.7% 42.1% 112.8% 51.4% 53.2% Bid-Ask Spread % 92.08 75.16 109.48 101.75 86.76 Gamma HHI 0.61 0.51 0.71 0.55 0.52 Net GEX 4.7K 1.4K 8.3K 5.0K 2.0K Net DEX -24.2K -71.0K 17.3K -58.4K 10.1K Net VEX -531 -819 -242 -739 -334 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.27 0.27 0.00 Total Volume 2.5 0 19 19 0 Total OI 179.727 161 191 161 179
Daily Data (22 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 2023-10-02 $34.71 $40.00 31.8% 9.1% 23.4% 16.1% 31.8% 19.0% 6.4% 5.0K -58.4K -739 0.27 101.75 N/A N/A 15 4 132 29 2023-10-03 $34.63 $40.00 34.3% 9.8% 22.0% 19.1% 34.2% 11.3% 4.4% 5.3K -71.0K -819 0.00 97.75 N/A N/A 0 1 147 27 2023-10-04 $34.69 $40.00 33.2% 9.5% 22.2% 17.8% 33.2% 3.9% 4.6% 5.7K -58.5K -739 0.00 95.37 N/A N/A 0 1 147 27 2023-10-05 $33.80 $0.00 25.3% 11.1% 22.1% 8.5% 0.0% 7.2% 5.9% 4.5K -41.7K -669 0.00 75.33 N/A N/A 15 0 147 27 2023-10-06 $33.76 $0.00 31.2% 10.8% 22.0% 15.4% 37.8% 14.9% -1.1% 7.4K -59.9K -749 0.00 90.68 N/A N/A 2 0 162 27 2023-10-09 $33.14 $35.00 34.7% 10.8% 21.9% 19.6% 0.0% 5.5% -2.4% 6.0K -13.0K -535 0.00 90.83 N/A N/A 0 0 164 27 2023-10-10 $33.66 $35.00 32.1% 10.6% 23.3% 16.5% 0.0% 9.9% -2.6% 7.4K -47.7K -679 0.00 85.55 N/A N/A 0 0 164 27 2023-10-11 $33.98 $35.00 36.7% 10.5% 23.5% 21.9% 0.0% 15.3% 1.3% 8.3K -67.4K -737 0.00 93.54 N/A N/A 0 0 164 27 2023-10-12 $32.56 $35.00 35.3% 10.1% 24.2% 20.3% 0.0% 21.8% -0.8% 5.4K -15.2K -551 0.00 97.85 N/A N/A 0 0 164 27 2023-10-13 $32.88 $35.00 40.1% 11.5% 24.9% 25.9% 0.0% 13.3% 7.1% 5.8K -33.9K -639 0.00 96.35 N/A N/A 0 0 164 27 2023-10-16 $33.08 $35.00 36.9% 10.6% 25.2% 22.2% 0.0% 38.0% -3.1% 5.5K -3.1K -468 0.00 90.86 N/A N/A 2 0 164 27 2023-10-17 $33.72 $35.00 39.7% 11.4% 26.8% 25.5% 0.0% 22.3% -3.9% 7.9K -23.0K -509 0.00 75.16 N/A N/A 0 0 166 24 2023-10-18 $32.45 $35.00 42.0% 12.1% 29.1% 28.2% 0.0% 6.6% 12.6% 5.2K -14.2K -497 0.00 95.98 N/A N/A 0 0 166 24 2023-10-19 $31.99 $35.00 46.4% 13.3% 28.5% 33.2% 0.0% 4.8% -2.4% 4.1K -18.9K -526 0.00 97.79 N/A N/A 0 2 166 23 2023-10-20 $32.10 $35.00 47.7% 13.7% 28.7% 34.8% 0.0% 4.3% -7.4% 3.8K -8.3K -450 0.00 95.57 N/A N/A 0 0 166 23 2023-10-23 $31.80 $35.00 46.3% 13.3% 28.5% 33.1% 0.0% 7.2% 0.1% 2.9K -7.7K -374 0.00 86.73 N/A N/A 0 0 148 18 2023-10-24 $32.10 $35.00 53.6% 15.4% 27.8% 41.8% 0.0% 11.3% 31.6% 3.3K -18.3K -430 0.00 96.18 N/A N/A 0 0 148 18 2023-10-25 $31.42 $35.00 45.3% 13.0% 28.1% 32.0% 0.0% -5.3% -9.9% 3.4K -12.6K -392 0.00 92.28 N/A N/A 0 1 148 18 2023-10-26 $31.46 $35.00 47.0% 13.5% 27.1% 34.0% 0.0% -20.6% -5.5% 2.1K 6.4K -314 0.00 87.90 N/A N/A 0 0 148 19 2023-10-27 $31.08 $35.00 67.8% 19.5% 27.1% 58.4% 0.0% 42.8% -6.9% 1.4K 17.3K -242 0.00 109.48 N/A N/A 0 0 148 19 2023-10-30 $31.54 $35.00 49.4% 14.2% 28.0% 36.8% 0.0% -29.6% -9.3% 2.1K 5.8K -291 0.00 85.98 N/A N/A 0 12 148 19 2023-10-31 $31.54 $35.00 52.7% 15.1% 28.0% 40.7% 0.0% -5.0% -9.2% 2.0K 10.1K -334 0.00 86.76 N/A N/A 0 0 148 31
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