AVNT Options History — February 2024

In February 2024, AVNT traded between $35.89 and $40.63. ATM implied volatility averaged 37.4%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 6.3% (HV 20d: 31.1%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.22.

Notable Days

  • 2024-02-14: Highest Volume — 253 contracts
  • 2024-02-07: Largest IV drop — 31.5% change
  • 2024-02-06: Highest IV Rank — 48.7%
  • 2024-02-08: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.14$35.89$40.63$36.77$40.63
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV37.4%28.3%59.3%48.3%29.1%
Expected Move9.9%8.1%11.9%11.5%8.4%
HV 20d31.1%19.8%40.1%20.9%38.1%
HV 60d29.9%25.8%31.9%29.2%31.5%
IV Rank23.2%12.7%48.7%35.9%13.6%
IV Percentile39.1%9.9%91.7%77.0%12.3%
Term Structure-1.8%-9.5%4.6%-4.5%0.5%
VWIV36.2%30.5%42.4%38.5%30.5%
Skew 25d5.6%-1.6%21.5%5.7%11.5%
Skew 10d12.0%-3.8%48.6%8.4%20.1%
Call IV 25d32.1%22.8%40.4%36.5%22.8%
Put IV 25d37.7%25.2%45.0%42.2%34.3%
Bid-Ask Spread %89.9357.46108.1885.5898.65
Gamma HHI0.670.470.800.700.79
Net GEX11.0K-28.4K64.1K-19.3K64.1K
Net DEX-87.9K-647.5K347.7K241.0K-647.5K
Net VEX-1.7K-2.2K-1.3K-1.8K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.007.000.181.67
Total Volume24.10253528
Total OI759.156791,045737698

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$36.77$35.0048.3%11.5%20.9%35.9%0.0%5.7%-4.5%-19.3K241.0K-1.8K0.0085.58N/AN/A05432305
2024-02-02$36.62$35.0058.5%11.4%20.5%47.8%0.0%5.3%-9.5%-20.5K271.1K-1.7K0.1885.75N/AN/A6011432309
2024-02-05$35.89$35.0048.1%11.0%20.9%35.7%38.5%4.3%-2.0%-26.3K347.7K-1.7K0.0077.52N/AN/A40432320
2024-02-06$36.05$35.0059.3%11.9%20.8%48.7%0.0%6.7%-5.3%-24.2K324.2K-1.7K0.0088.14N/AN/A00432321
2024-02-07$36.20$35.0040.6%11.6%19.8%27.0%0.0%5.4%-5.6%-25.0K306.9K-1.7K7.0082.22N/AN/A17432321
2024-02-08$36.88$35.0041.6%11.9%20.9%28.1%0.0%6.8%-6.1%-23.5K264.0K-1.6K0.0092.54N/AN/A100432327
2024-02-09$36.99$35.0041.1%11.8%20.8%27.6%37.8%4.5%-4.4%-23.0K238.9K-1.6K0.0089.80N/AN/A100441327
2024-02-12$37.85$35.0036.6%10.5%22.3%22.4%36.8%5.8%-4.7%-19.9K164.2K-1.5K0.0992.58N/AN/A343431327
2024-02-13$36.04$35.0041.6%11.9%28.2%28.1%42.4%4.5%-3.5%-28.4K316.7K-1.6K3.2568.16N/AN/A413464330
2024-02-14$38.95$35.0031.3%9.0%39.6%16.1%31.3%2.6%2.1%-8.3K30.1K-1.3K0.0275.70N/AN/A2494467336
2024-02-15$39.52$35.0030.0%8.6%39.6%14.6%30.5%3.5%4.6%42.1K-449.3K-2.2K0.0079.68N/AN/A130707336
2024-02-16$38.99$35.0032.9%9.4%40.1%18.0%0.0%-1.6%-1.1%23.5K-308.9K-2.1K0.0057.46N/AN/A00709336
2024-02-20$38.52$35.0031.2%8.9%40.1%16.0%0.0%4.7%1.0%26.8K-262.2K-2.0K0.00103.64N/AN/A02380299
2024-02-21$38.71$35.0033.1%9.5%40.0%18.2%0.0%1.9%-0.1%23.6K-258.1K-1.9K0.00106.51N/AN/A00380300
2024-02-22$39.29$35.0029.5%8.5%37.9%14.1%0.0%8.5%0.2%40.8K-396.1K-1.8K0.00105.99N/AN/A00380300
2024-02-23$39.20$35.0028.3%8.1%37.8%12.7%0.0%7.6%1.2%43.9K-383.2K-1.7K0.00104.42N/AN/A00380300
2024-02-26$39.77$35.0028.9%8.3%38.1%13.3%0.0%1.0%0.4%54.9K-504.6K-1.6K0.00103.41N/AN/A00380300
2024-02-27$40.11$35.0029.2%8.4%38.1%13.6%0.0%21.5%0.1%61.0K-584.0K-1.5K0.00108.18N/AN/A016382300
2024-02-28$39.73$35.0028.8%8.2%38.0%13.2%0.0%1.6%0.3%57.8K-468.1K-1.6K1.6792.74N/AN/A35382316
2024-02-29$40.63$35.0029.1%8.4%38.1%13.6%0.0%11.5%0.5%64.1K-647.5K-1.5K0.0098.65N/AN/A028382316