AVNT Options History — April 2024 In April 2024, AVNT traded between $41.27 and $43.36. ATM implied volatility averaged 39.1%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 13.8% (HV 20d: 25.3%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2024-04-04 : Highest Volume — 26 contracts2024-04-05 : Largest IV drop — 27.7% change2024-04-30 : Highest IV Rank — 39.2%2024-04-30 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.62 $41.27 $43.36 $42.98 $42.66 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 39.1% 29.9% 44.2% 37.2% 44.2% Expected Move 11.2% 10.0% 12.7% 10.7% 12.7% HV 20d 25.3% 22.5% 29.0% 25.7% 23.0% HV 60d 29.5% 28.8% 30.3% 29.3% 29.4% IV Rank 31.7% 18.2% 39.2% 28.9% 39.2% IV Percentile 59.5% 19.0% 79.0% 51.6% 79.0% Term Structure -4.6% -9.6% 5.0% 5.0% -7.9% VWIV 52.5% 41.8% 90.2% 90.2% 44.1% Skew 25d 8.0% 0.6% 35.5% 24.2% 1.0% Skew 10d 5.0% -21.3% 19.9% -9.8% 7.0% Call IV 25d 37.9% 28.7% 56.1% 28.7% 42.8% Put IV 25d 45.9% 35.4% 83.7% 53.0% 43.8% Bid-Ask Spread % 91.73 72.08 118.36 109.59 91.44 Gamma HHI 0.46 0.25 0.67 0.55 0.30 Net GEX -6.8K -18.4K 3.1K -10.1K 3.1K Net DEX -63.3K -113.7K 2.1K -42.5K -107.0K Net VEX -706 -904 -549 -845 -559 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 2.00 0.00 2.00 Total Volume 3.545 0 26 1 3 Total OI 311.818 271 344 307 281
Daily Data (22 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 2024-04-01 $42.98 $40.00 37.2% 10.7% 25.7% 28.9% 0.0% 24.2% 5.0% -10.1K -42.5K -845 0.00 109.59 N/A N/A 1 0 52 255 2024-04-02 $42.64 $40.00 39.1% 11.2% 26.0% 31.8% 0.0% 4.1% 2.1% -9.3K -36.4K -668 0.00 96.48 N/A N/A 0 0 53 255 2024-04-03 $43.27 $40.00 41.9% 12.0% 25.5% 35.8% 90.2% 27.7% -9.3% -14.1K -44.5K -740 0.00 118.36 N/A N/A 0 20 53 255 2024-04-04 $42.56 $40.00 41.3% 10.0% 26.4% 35.0% 0.0% 2.9% -1.9% -10.3K -20.3K -833 0.00 74.20 N/A N/A 26 0 53 255 2024-04-05 $42.62 $40.00 29.9% 10.0% 25.5% 18.2% 0.0% 3.9% -3.9% -8.4K -54.1K -904 0.00 81.25 N/A N/A 0 0 79 255 2024-04-08 $42.91 $40.00 36.1% 10.2% 25.5% 27.3% 0.0% 2.4% -4.2% -15.3K -82.2K -789 0.00 72.08 N/A N/A 0 0 79 255 2024-04-09 $43.26 $40.00 32.8% 10.4% 25.5% 22.5% 0.0% 4.8% -4.9% -4.4K -90.9K -684 0.00 97.08 N/A N/A 0 0 79 255 2024-04-10 $41.58 $40.00 37.3% 10.7% 29.0% 29.1% 0.0% 8.0% -3.0% -14.1K -17.5K -806 0.00 95.29 N/A N/A 1 0 79 255 2024-04-11 $42.05 $40.00 38.0% 10.9% 28.9% 30.1% 0.0% 3.5% -4.5% -11.7K -39.1K -811 1.00 75.07 N/A N/A 3 3 78 255 2024-04-12 $41.27 $40.00 38.8% 11.1% 27.2% 31.3% 0.0% 3.9% -3.4% -18.4K 2.1K -827 0.00 75.49 N/A N/A 0 0 81 258 2024-04-15 $41.87 $40.00 40.9% 11.7% 27.1% 34.4% 44.5% 4.7% -5.9% -13.6K -38.9K -718 0.00 90.59 N/A N/A 0 4 81 258 2024-04-16 $41.77 $40.00 39.7% 11.4% 26.4% 32.6% 0.0% 5.3% -1.7% -14.7K -33.0K -741 0.00 97.39 N/A N/A 0 0 81 262 2024-04-17 $42.34 $40.00 42.7% 12.2% 26.6% 37.0% 0.0% 7.1% -7.1% -9.6K -21.5K -756 0.00 92.93 N/A N/A 0 0 81 262 2024-04-18 $42.55 $40.00 36.8% 10.6% 24.6% 28.4% 43.2% 4.6% -4.1% -9.0K -41.0K -678 0.00 92.57 N/A N/A 4 0 81 262 2024-04-19 $42.26 $40.00 42.6% 12.2% 24.1% 36.9% 0.0% 3.1% -8.0% 675 -84.5K -663 0.00 97.45 N/A N/A 0 0 82 262 2024-04-22 $43.09 $40.00 38.8% 11.1% 24.1% 31.3% 0.0% 5.4% -5.8% 1.6K -107.6K -647 0.00 84.64 N/A N/A 0 1 78 193 2024-04-23 $43.33 $40.00 39.7% 11.4% 23.7% 32.6% 0.0% 7.4% -1.1% 1.9K -113.7K -580 0.00 102.45 N/A N/A 0 0 78 194 2024-04-24 $43.06 $40.00 38.7% 11.1% 23.8% 31.1% 51.1% 35.5% -7.4% 1.9K -108.9K -577 0.00 100.66 N/A N/A 1 0 78 194 2024-04-25 $42.83 $40.00 41.0% 11.8% 22.8% 34.5% 0.0% 6.6% -7.0% 1.2K -94.1K -605 0.00 87.64 N/A N/A 0 0 77 194 2024-04-26 $43.36 $40.00 38.6% 11.1% 22.7% 31.0% 0.0% 0.6% -7.5% 2.0K -109.6K -549 0.00 90.94 N/A N/A 1 0 77 194 2024-04-29 $43.34 $40.00 43.1% 12.3% 22.5% 37.5% 41.8% 8.3% -9.6% 1.9K -107.6K -558 0.00 94.57 N/A N/A 10 0 77 194 2024-04-30 $42.66 $40.00 44.2% 12.7% 23.0% 39.2% 44.1% 1.0% -7.9% 3.1K -107.0K -559 2.00 91.44 N/A N/A 1 2 87 194
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