AVNT Options History — December 2023

In December 2023, AVNT traded between $35.18 and $42.46. ATM implied volatility averaged 30.6%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 3.3% (HV 20d: 27.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.26.

Notable Days

2023-12-22: Highest Volume — 218 contracts
2023-12-29: Largest IV spike — 59.6% change
2023-12-12: Highest IV Rank — 39.6%
2023-12-01: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.72	$35.18	$42.46	$35.49	$41.84
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	30.6%	17.5%	51.8%	37.6%	27.9%
Expected Move	7.7%	5.0%	10.8%	10.8%	8.0%
HV 20d	27.3%	23.7%	38.4%	38.4%	28.0%
HV 60d	31.4%	30.1%	32.4%	30.6%	32.4%
IV Rank	14.9%	0.0%	39.6%	23.0%	12.1%
IV Percentile	18.6%	0.0%	81.7%	34.1%	7.9%
Term Structure	6.1%	-9.1%	23.2%	-9.1%	-7.5%
VWIV	25.7%	23.0%	29.1%	29.1%	26.1%
Skew 25d	2.0%	-8.6%	17.6%	17.6%	2.5%
Skew 10d	7.0%	-10.9%	49.8%	33.6%	-6.0%
Call IV 25d	28.2%	21.1%	39.4%	39.4%	27.0%
Put IV 25d	30.2%	19.3%	57.0%	57.0%	29.5%
Bid-Ask Spread %	92.77	67.17	114.61	93.18	75.45
Gamma HHI	0.52	0.26	0.94	0.48	0.46
Net GEX	15.7K	2.8K	59.5K	18.0K	23.9K
Net DEX	-240.9K	-452.5K	-133.9K	-201.7K	-374.3K
Net VEX	-838	-1.9K	-416	-611	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	0.00	11.33	0.00	0.00
Total Volume	26.95	0	218	0	0
Total OI	295.35	172	492	283	492

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
2023-12-01	$35.49	$35.00	37.6%	10.8%	38.4%	23.0%	0.0%	17.6%	-9.1%	18.0K	-201.7K	-611	0.00	93.18	N/A	N/A	0	0	239	44
2023-12-04	$35.39	$35.00	49.6%	8.8%	32.4%	37.1%	0.0%	-3.3%	-2.6%	17.0K	-201.7K	-603	0.00	112.19	N/A	N/A	0	1	239	44
2023-12-05	$35.18	$35.00	34.3%	8.6%	27.6%	19.1%	0.0%	1.1%	2.1%	19.0K	-158.6K	-515	0.00	114.61	N/A	N/A	1	0	239	45
2023-12-06	$35.47	$35.00	35.8%	9.1%	27.5%	20.9%	0.0%	3.9%	-3.9%	17.5K	-210.9K	-588	0.00	114.30	N/A	N/A	0	1	240	45
2023-12-07	$36.05	$35.00	33.8%	8.7%	27.4%	18.5%	0.0%	6.9%	12.3%	18.4K	-228.8K	-538	0.00	106.04	N/A	N/A	16	0	240	46
2023-12-08	$36.55	$35.00	37.7%	8.5%	25.9%	23.0%	29.1%	0.9%	15.3%	16.3K	-251.6K	-486	0.00	99.03	N/A	N/A	0	3	230	46
2023-12-11	$36.63	$35.00	38.4%	8.2%	25.0%	23.9%	0.0%	11.0%	9.8%	15.9K	-264.9K	-416	0.00	103.38	N/A	N/A	0	12	230	46
2023-12-12	$36.31	$35.00	51.8%	7.6%	24.6%	39.6%	0.0%	-8.6%	8.3%	15.9K	-221.7K	-503	0.00	111.37	N/A	N/A	0	0	230	58
2023-12-13	$37.93	$35.00	29.8%	8.6%	23.7%	13.9%	25.3%	-3.0%	8.7%	22.5K	-354.6K	-603	0.00	103.35	N/A	N/A	22	0	230	58
2023-12-14	$39.42	$35.00	26.8%	7.7%	26.2%	10.3%	26.8%	1.7%	3.4%	59.5K	-325.0K	-610	11.33	103.47	N/A	N/A	3	34	208	58
2023-12-15	$39.50	$35.00	24.6%	7.1%	26.0%	7.8%	24.7%	2.5%	8.4%	2.8K	-135.4K	-855	1.25	103.65	N/A	N/A	4	5	208	106
2023-12-18	$39.45	$35.00	24.4%	7.0%	26.0%	7.5%	25.9%	-2.5%	6.8%	3.1K	-135.9K	-847	0.73	100.69	N/A	N/A	11	8	89	83
2023-12-19	$40.67	$35.00	23.9%	6.8%	27.2%	6.9%	0.0%	0.6%	11.7%	3.7K	-179.4K	-946	0.00	80.00	N/A	N/A	0	0	100	91
2023-12-20	$39.89	$35.00	25.8%	7.4%	27.0%	9.1%	26.0%	8.2%	4.7%	3.9K	-133.9K	-1.0K	0.50	67.17	N/A	N/A	2	1	100	91
2023-12-21	$40.29	$35.00	24.3%	7.0%	26.6%	7.4%	0.0%	4.3%	7.1%	3.8K	-165.3K	-931	0.00	76.35	N/A	N/A	0	0	102	92
2023-12-22	$41.20	$35.00	24.3%	7.0%	27.0%	7.4%	24.3%	-0.3%	8.3%	3.6K	-206.1K	-910	0.00	67.94	N/A	N/A	217	1	102	92
2023-12-26	$42.24	$35.00	26.5%	7.6%	26.9%	9.9%	23.0%	5.1%	4.2%	5.8K	-259.8K	-922	0.00	68.15	N/A	N/A	144	0	318	92
2023-12-27	$42.37	$35.00	17.5%	5.0%	26.9%	0.0%	26.1%	-6.3%	23.2%	16.0K	-355.9K	-1.4K	0.00	83.03	N/A	N/A	52	0	350	92
2023-12-28	$42.46	$35.00	17.5%	5.0%	26.6%	0.0%	0.0%	-2.6%	11.2%	28.2K	-452.5K	-1.9K	0.00	72.12	N/A	N/A	1	0	400	92
2023-12-29	$41.84	$35.00	27.9%	8.0%	28.0%	12.1%	0.0%	2.5%	-7.5%	23.9K	-374.3K	-1.5K	0.00	75.45	N/A	N/A	0	0	400	92