AVNT Options History — November 2023 In November 2023, AVNT traded between $31.40 and $35.23. ATM implied volatility averaged 37.5%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 0.8% (HV 20d: 36.7%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.22.
Notable Days 2023-11-27 : Highest Volume — 43 contracts2023-11-06 : Largest IV spike — 85.6% change2023-11-01 : Highest IV Rank — 61.9%2023-11-01 : Largest Expected Move — 20.3%Monthly Statistics Metric Avg Min Max Open Close Price $33.52 $31.40 $35.23 $31.40 $34.34 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 37.5% 25.5% 70.8% 70.8% 32.9% Expected Move 10.8% 8.2% 20.3% 20.3% 9.4% HV 20d 36.7% 27.6% 40.4% 27.9% 37.2% HV 60d 30.0% 25.0% 31.7% 25.0% 30.2% IV Rank 22.9% 8.8% 61.9% 61.9% 17.4% IV Percentile 31.0% 1.6% 95.6% 95.6% 21.0% Term Structure -4.3% -25.7% 9.5% -25.7% -4.0% VWIV 34.7% 28.0% 42.2% 40.3% 32.6% Skew 25d 9.4% -11.3% 62.6% -11.3% 20.6% Skew 10d 15.6% -80.4% 79.2% -80.4% 23.7% Call IV 25d 37.1% 27.6% 69.6% 69.6% 39.7% Put IV 25d 46.6% 26.0% 102.8% 58.4% 60.4% Bid-Ask Spread % 103.30 89.39 111.47 99.47 91.61 Gamma HHI 0.62 0.44 0.81 0.53 0.64 Net GEX 4.9K 1.1K 13.8K 2.1K 13.8K Net DEX -41.3K -121.6K 21.1K 6.7K -121.6K Net VEX -452 -586 -264 -366 -586 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 1.00 0.00 0.00 Total Volume 4.619 0 43 2 0 Total OI 209.905 179 283 179 283
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 2023-11-01 $31.40 $35.00 70.8% 20.3% 27.9% 61.9% 0.0% -11.3% -25.7% 2.1K 6.7K -366 0.00 99.47 N/A N/A 2 0 148 31 2023-11-02 $31.85 $35.00 42.4% 11.3% 27.6% 28.6% 0.0% 26.2% 9.2% 2.3K 6.0K -289 1.00 104.35 N/A N/A 1 1 150 31 2023-11-03 $33.86 $35.00 25.5% 9.7% 35.8% 8.8% 40.3% 9.7% -4.3% 5.6K -27.1K -454 0.00 102.97 N/A N/A 0 2 151 32 2023-11-06 $32.40 $35.00 47.3% 9.8% 38.6% 34.4% 35.0% -5.1% -8.3% 1.3K 21.1K -264 0.00 101.14 N/A N/A 16 0 151 34 2023-11-07 $32.75 $35.00 34.7% 12.6% 38.3% 19.5% 0.0% 9.8% -9.5% 4.0K -37.6K -520 0.00 107.12 N/A N/A 0 0 165 34 2023-11-08 $32.47 $35.00 30.6% 8.8% 38.2% 14.7% 0.0% -2.3% 8.6% 1.1K -9.1K -368 0.00 107.65 N/A N/A 0 0 165 34 2023-11-09 $31.84 $35.00 49.5% 14.2% 35.8% 36.9% 0.0% -2.4% -24.6% 3.4K -30.4K -511 0.00 110.20 N/A N/A 0 0 165 34 2023-11-10 $32.67 $35.00 34.2% 9.8% 36.8% 19.0% 0.0% 1.9% 2.1% 1.3K -10.0K -367 0.00 104.98 N/A N/A 0 0 165 34 2023-11-13 $32.23 $35.00 34.6% 9.9% 37.1% 19.5% 0.0% 3.1% 5.0% 2.1K -15.7K -448 0.00 98.08 N/A N/A 0 0 165 34 2023-11-14 $33.81 $35.00 42.0% 12.0% 40.4% 28.1% 42.2% 7.8% -9.4% 6.7K -71.6K -569 0.00 109.94 N/A N/A 0 4 165 34 2023-11-15 $34.30 $35.00 31.8% 9.1% 38.0% 16.2% 0.0% 15.6% 1.0% 3.9K -39.6K -487 0.00 103.08 N/A N/A 0 0 165 38 2023-11-16 $34.17 $35.00 44.4% 12.7% 37.6% 31.0% 0.0% -1.5% -14.4% 7.2K -82.3K -581 0.00 110.46 N/A N/A 0 0 165 38 2023-11-17 $34.64 $35.00 39.9% 11.4% 37.7% 25.6% 0.0% 8.8% -11.7% 7.3K -74.9K -554 0.00 99.85 N/A N/A 0 1 165 38 2023-11-20 $35.23 $35.00 29.4% 8.4% 37.7% 13.3% 29.8% 20.1% 9.5% 5.0K -49.9K -423 0.54 100.50 N/A N/A 13 7 163 39 2023-11-21 $34.50 $35.00 39.3% 11.3% 38.7% 24.9% 0.0% -5.5% -11.5% 4.2K -51.2K -497 0.00 111.47 N/A N/A 0 0 174 44 2023-11-22 $34.31 $35.00 35.5% 10.2% 37.8% 20.5% 28.0% 6.6% -3.3% 5.1K -50.0K -481 0.00 105.16 N/A N/A 5 0 174 44 2023-11-24 $34.44 $35.00 29.5% 8.5% 37.8% 13.5% 0.0% -6.9% 3.0% 2.9K -39.8K -415 0.00 110.88 N/A N/A 0 0 174 44 2023-11-27 $34.23 $35.00 32.1% 9.2% 37.5% 16.6% 32.6% 18.6% -1.7% 2.6K -28.5K -392 0.00 89.39 N/A N/A 43 0 174 44 2023-11-28 $34.30 $35.00 28.6% 8.2% 37.3% 12.4% 0.0% 21.4% 0.5% 10.9K -82.4K -443 0.00 94.58 N/A N/A 0 0 216 44 2023-11-29 $34.20 $35.00 32.6% 9.4% 37.4% 17.2% 0.0% 62.6% -2.1% 10.5K -79.0K -470 0.00 106.53 N/A N/A 2 0 216 44 2023-11-30 $34.34 $35.00 32.9% 9.4% 37.2% 17.4% 0.0% 20.6% -4.0% 13.8K -121.6K -586 0.00 91.61 N/A N/A 0 0 239 44
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