AVNT Options History — March 2024

In March 2024, AVNT traded between $39.88 and $43.33. ATM implied volatility averaged 31.2%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 0.9% (HV 20d: 30.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 2.79.

Notable Days

  • 2024-03-08: Highest Volume — 112 contracts
  • 2024-03-28: Largest IV spike — 54.3% change
  • 2024-03-28: Highest IV Rank — 33.4%
  • 2024-03-12: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.26$39.88$43.33$40.48$43.33
Max Pain$39.75$35.00$40.00$35.00$40.00
ATM IV31.2%21.4%43.9%29.1%40.2%
Expected Move8.9%6.1%13.7%8.3%11.5%
HV 20d30.3%22.6%38.2%38.2%25.5%
HV 60d30.8%29.7%31.7%31.5%30.2%
IV Rank18.0%5.7%33.4%13.5%33.4%
IV Percentile23.8%1.2%70.2%12.3%63.5%
Term Structure1.7%-10.6%12.9%0.2%-6.4%
VWIV32.4%28.5%38.8%29.1%38.8%
Skew 25d5.9%-11.3%43.8%21.4%-11.3%
Skew 10d7.6%-36.6%54.0%39.9%-4.7%
Call IV 25d29.5%23.6%38.8%23.7%38.8%
Put IV 25d35.4%27.4%73.6%45.1%27.4%
Bid-Ask Spread %89.1677.60108.66108.6699.10
Gamma HHI0.690.430.920.810.67
Net GEX28.5K-17.8K128.4K62.7K-14.8K
Net DEX-374.2K-948.8K85.8K-573.0K-55.4K
Net VEX-1.2K-1.7K-829-1.6K-882
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.790.0010.203.750.00
Total Volume8.550112191
Total OI574.8299870726306

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$40.48$35.0029.1%8.3%38.2%13.5%29.1%21.4%0.2%62.7K-573.0K-1.6K3.75108.66N/AN/A415382344
2024-03-04$40.45$40.0033.4%8.6%38.1%18.5%0.0%2.7%2.1%60.8K-607.9K-1.6K0.0093.99N/AN/A10382359
2024-03-05$39.88$40.0031.7%8.6%37.6%16.6%0.0%3.0%2.3%66.3K-430.4K-1.5K0.0093.94N/AN/A00382359
2024-03-06$40.33$40.0029.9%8.6%37.7%14.5%0.0%8.9%2.1%77.0K-535.4K-1.5K0.00102.97N/AN/A00382359
2024-03-07$41.19$40.0030.6%8.7%38.1%15.4%0.0%3.4%-0.1%66.5K-769.6K-1.3K0.0077.91N/AN/A100382359
2024-03-08$41.38$40.0029.8%8.7%37.8%14.4%0.0%6.1%2.3%66.2K-811.3K-1.2K10.2092.37N/AN/A10102382359
2024-03-11$41.74$40.0043.9%9.0%37.8%30.7%31.1%1.5%-10.6%54.5K-867.6K-1.2K0.0084.26N/AN/A020389461
2024-03-12$41.16$40.0035.4%13.7%37.9%20.9%0.0%43.8%-1.9%81.1K-709.6K-1.7K0.0089.07N/AN/A00389481
2024-03-13$41.71$40.0029.9%8.6%32.3%14.5%0.0%-5.9%3.5%36.8K-739.9K-1.5K0.0084.42N/AN/A00389481
2024-03-14$40.39$40.0029.3%8.4%22.7%15.9%0.0%11.7%4.5%128.4K-555.7K-1.4K0.0081.90N/AN/A00389481
2024-03-15$41.05$40.0021.4%6.1%22.8%5.7%34.6%7.3%12.9%-17.8K-948.8K-1.1K0.0077.60N/AN/A01389481
2024-03-18$40.40$40.0030.0%8.6%23.1%18.4%0.0%3.6%0.7%-14.8K32.5K-8290.0080.81N/AN/A0051248
2024-03-19$40.22$40.0028.2%8.1%22.6%15.7%0.0%3.7%4.8%-14.2K85.8K-1.1K0.0087.57N/AN/A0451250
2024-03-20$41.45$40.0030.7%8.8%24.7%19.4%28.5%2.0%-0.3%-11.6K25.1K-9580.0095.48N/AN/A0251252
2024-03-21$42.09$40.0030.6%8.8%24.7%19.3%0.0%-3.3%3.3%-11.5K1.7K-1.0K0.0083.02N/AN/A0051254
2024-03-22$41.37$40.0029.0%8.3%25.7%16.9%0.0%1.1%5.4%-13.1K25.9K-1.1K0.0088.18N/AN/A0051254
2024-03-25$41.97$40.0036.1%10.3%25.7%27.3%0.0%6.2%-3.5%-10.1K-17.2K-9010.0093.14N/AN/A0051254
2024-03-26$41.85$40.0028.6%8.2%25.7%16.3%0.0%-0.6%3.5%-12.3K-12.8K-9160.0080.73N/AN/A0151254
2024-03-27$42.75$40.0026.1%7.5%26.2%12.6%0.0%12.0%9.2%-9.2K-20.9K-9830.0088.14N/AN/A0051255
2024-03-28$43.33$40.0040.2%11.5%25.5%33.4%38.8%-11.3%-6.4%-14.8K-55.4K-8820.0099.10N/AN/A1051255