AVNT Options History — January 2024 In January 2024, AVNT traded between $36.27 and $40.95. ATM implied volatility averaged 39.7%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 11.5% (HV 20d: 28.2%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 5.25.
Notable Days 2024-01-04 : Highest Volume — 146 contracts2024-01-08 : Largest IV spike — 73.5% change2024-01-22 : Highest IV Rank — 39.7%2024-01-05 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $37.55 $36.27 $40.95 $40.95 $36.31 Max Pain $40.24 $35.00 $45.00 $35.00 $35.00 ATM IV 39.7% 26.6% 51.5% 30.8% 49.3% Expected Move 11.8% 8.4% 16.6% 8.8% 14.1% HV 20d 28.2% 22.9% 34.4% 28.8% 22.9% HV 60d 31.9% 30.7% 33.2% 32.2% 31.6% IV Rank 26.0% 10.6% 39.7% 15.5% 37.1% IV Percentile 49.3% 6.0% 82.9% 15.1% 77.8% Term Structure -7.2% -26.8% 26.5% 7.9% -19.7% VWIV 38.5% 28.2% 45.9% 28.2% 45.3% Skew 25d 4.5% -9.5% 27.0% 6.2% 22.1% Skew 10d 5.5% -28.1% 30.6% 6.7% 29.6% Call IV 25d 37.7% 23.4% 53.2% 23.4% 44.2% Put IV 25d 42.2% 25.3% 66.3% 29.6% 66.3% Bid-Ask Spread % 92.58 67.56 109.02 67.56 81.20 Gamma HHI 0.44 0.29 0.73 0.37 0.69 Net GEX 710 -14.5K 20.8K 20.8K -14.5K Net DEX -18.8K -376.6K 188.3K -376.6K 188.3K Net VEX -1.2K -1.9K -729 -1.9K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.25 0.00 20.00 0.00 12.83 Total Volume 23.857 0 146 0 83 Total OI 599.476 492 656 492 656
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 2024-01-02 $40.95 $35.00 30.8% 8.8% 28.8% 15.5% 0.0% 6.2% 7.9% 20.8K -376.6K -1.9K 0.00 67.56 N/A N/A 0 0 400 92 2024-01-03 $39.50 $35.00 29.2% 8.4% 32.5% 13.7% 0.0% -1.4% 26.5% 13.8K -251.4K -1.5K 0.00 98.42 N/A N/A 1 0 400 92 2024-01-04 $38.93 $45.00 28.1% 14.7% 33.0% 12.3% 28.2% 8.7% -23.8% 10.0K -144.3K -1.2K 0.01 98.37 N/A N/A 144 2 401 92 2024-01-05 $38.31 $45.00 26.6% 16.6% 33.8% 10.6% 34.3% -9.0% -25.2% 13.5K -165.6K -1.5K 0.00 109.02 N/A N/A 78 0 542 94 2024-01-08 $38.55 $45.00 46.1% 10.0% 33.5% 33.4% 0.0% 27.0% -3.7% 6.8K -108.4K -1.1K 0.00 103.52 N/A N/A 0 1 526 94 2024-01-09 $37.73 $45.00 46.6% 10.3% 34.4% 33.9% 0.0% 6.8% 2.2% 6.5K -86.5K -995 0.00 101.12 N/A N/A 0 0 526 95 2024-01-10 $38.00 $45.00 34.7% 9.9% 34.4% 20.0% 0.0% 8.5% -0.7% 6.0K -80.3K -953 0.00 99.42 N/A N/A 0 0 526 95 2024-01-11 $37.69 $45.00 35.7% 10.2% 34.4% 21.3% 0.0% 1.1% -3.3% 5.2K -58.3K -896 0.00 99.86 N/A N/A 0 0 526 95 2024-01-12 $37.41 $45.00 37.7% 10.8% 30.8% 23.6% 0.0% -1.7% 6.6% 3.6K -46.5K -853 0.00 101.87 N/A N/A 0 0 526 95 2024-01-16 $36.99 $45.00 39.0% 11.2% 27.2% 25.1% 0.0% 4.9% -18.4% 1.9K -29.7K -729 0.00 101.83 N/A N/A 0 2 526 94 2024-01-17 $36.71 $45.00 39.2% 11.2% 27.2% 25.3% 0.0% 10.3% -4.8% 2.3K -29.3K -794 0.00 101.28 N/A N/A 2 0 526 94 2024-01-18 $36.50 $45.00 39.2% 11.2% 27.2% 25.4% 0.0% 10.8% -5.2% 1.9K -13.3K -737 0.00 100.43 N/A N/A 0 57 525 94 2024-01-19 $36.61 $45.00 39.6% 11.3% 24.2% 25.7% 39.0% 6.9% -3.7% -2.7K 19.9K -908 0.00 94.11 N/A N/A 0 2 525 128 2024-01-22 $37.28 $35.00 51.5% 14.8% 24.9% 39.7% 0.0% 3.4% -26.8% -2.2K 35.3K -933 20.00 84.36 N/A N/A 1 20 412 112 2024-01-23 $37.55 $35.00 42.9% 12.3% 24.7% 29.7% 0.0% -9.5% -13.2% -3.6K 43.0K -1.0K 0.00 95.68 N/A N/A 0 0 413 132 2024-01-24 $36.27 $35.00 41.3% 11.8% 25.1% 27.8% 0.0% -3.8% -3.3% -5.1K 87.8K -1.0K 7.90 99.14 N/A N/A 10 79 413 135 2024-01-25 $36.70 $35.00 42.7% 12.2% 23.3% 29.4% 0.0% 0.9% -13.2% -13.9K 166.5K -1.4K 5.50 88.81 N/A N/A 2 11 423 214 2024-01-26 $36.81 $35.00 40.9% 11.7% 23.3% 27.3% 0.0% 0.2% -6.8% -11.5K 140.4K -1.5K 0.00 70.52 N/A N/A 0 0 425 225 2024-01-29 $37.09 $35.00 45.2% 12.9% 23.7% 32.3% 0.0% 3.5% -13.0% -11.9K 144.6K -1.4K 0.00 71.09 N/A N/A 0 0 425 225 2024-01-30 $36.66 $35.00 48.4% 13.9% 23.6% 36.0% 45.9% -1.5% -10.5% -11.9K 169.8K -1.5K 1.00 76.51 N/A N/A 3 3 425 225 2024-01-31 $36.31 $35.00 49.3% 14.1% 22.9% 37.1% 45.3% 22.1% -19.7% -14.5K 188.3K -1.4K 12.83 81.20 N/A N/A 6 77 428 228
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