AVNT Options History — July 2024

In July 2024, AVNT traded between $41.49 and $46.84. ATM implied volatility averaged 49.8%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 19.7% (HV 20d: 30.2%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2024-07-29: Highest Volume — 51 contracts
  • 2024-07-02: Largest IV spike — 51.1% change
  • 2024-07-02: Highest IV Rank — 73.4%
  • 2024-07-02: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.20$41.49$46.84$42.16$45.48
Max Pain$44.06$40.00$45.00$40.00$45.00
ATM IV49.8%26.8%67.5%44.7%63.8%
Expected Move13.8%7.7%19.4%12.8%18.3%
HV 20d30.2%22.0%36.7%23.8%34.8%
HV 60d26.4%23.1%29.0%24.3%28.6%
IV Rank47.4%13.6%73.4%39.9%67.9%
IV Percentile83.4%11.1%98.0%80.6%98.0%
Term Structure-10.0%-25.0%19.4%-12.2%-25.0%
VWIV45.2%29.3%69.7%29.3%47.0%
Skew 25d10.3%-18.7%42.1%14.8%15.2%
Skew 10d5.9%-41.1%33.2%18.6%6.0%
Call IV 25d47.4%22.2%69.0%22.9%67.4%
Put IV 25d57.7%20.0%82.6%37.7%82.6%
Bid-Ask Spread %124.19113.16134.93133.87124.36
Gamma HHI0.440.300.630.300.41
Net GEX1.6K-7.4K5.2K3.1K-1.5K
Net DEX-156.3K-289.0K15.6K-118.7K-80.9K
Net VEX-1.2K-2.3K-725-780-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.003.671.000.00
Total Volume6.591051210
Total OI194.864125339125339

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$42.16$40.0044.7%12.8%23.8%39.9%0.0%14.8%-12.2%3.1K-118.7K-7801.00133.87N/AN/A117352
2024-07-02$42.18$40.0067.5%19.4%22.9%73.4%0.0%42.1%-17.7%3.9K-146.8K-7250.00134.93N/AN/A1007453
2024-07-03$42.56$40.0036.2%10.4%23.1%27.5%0.0%-2.2%19.4%4.0K-167.3K-8810.00133.68N/AN/A008453
2024-07-05$41.89$0.0050.5%12.0%22.0%48.5%0.0%1.4%-5.6%3.7K-142.3K-9060.00124.62N/AN/A0108453
2024-07-08$42.29$0.0060.6%13.0%22.4%63.2%0.0%4.3%-17.2%4.1K-157.8K-7720.09124.67N/AN/A1118463
2024-07-09$41.49$0.0060.7%13.0%22.4%63.4%0.0%-0.8%-11.9%3.7K-142.4K-1.0K0.00122.06N/AN/A009563
2024-07-10$41.92$0.0049.0%14.1%22.9%46.3%0.0%34.7%-8.2%5.2K-167.2K-8703.67120.11N/AN/A3119563
2024-07-11$43.87$0.0048.1%13.8%28.5%45.0%0.0%28.2%-8.7%3.2K-167.6K-1.0K0.00124.20N/AN/A009374
2024-07-12$43.89$0.0026.8%7.7%27.9%13.6%29.3%13.7%-8.0%3.3K-191.7K-9480.00114.13N/AN/A609374
2024-07-15$44.26$45.0038.4%11.0%27.5%30.7%34.8%-18.7%-0.9%4.2K-212.2K-9370.00120.63N/AN/A209774
2024-07-16$46.84$45.0043.7%12.5%31.9%38.4%0.0%12.5%-19.0%3.5K-284.1K-9201.63113.16N/AN/A8139974
2024-07-17$46.72$45.0045.3%13.0%31.9%40.8%0.0%2.8%-7.9%2.8K-289.0K-9360.00128.27N/AN/A109983
2024-07-18$45.64$45.0049.6%14.2%33.2%47.1%0.0%2.1%-15.9%3.3K-245.7K-1.0K0.00116.34N/AN/A009983
2024-07-19$44.36$45.0045.9%13.2%35.0%41.7%0.0%-0.4%-7.9%2.2K-195.0K-1.0K0.00121.92N/AN/A009983
2024-07-22$45.52$45.0055.9%16.0%36.1%56.4%0.0%13.5%-6.4%2.5K-212.5K-9840.00118.50N/AN/A309282
2024-07-23$45.94$45.0051.5%14.8%36.1%49.9%0.0%13.0%-1.4%2.6K-234.3K-9820.00121.16N/AN/A019582
2024-07-24$44.65$45.0053.6%15.4%36.5%53.0%0.0%16.4%-20.0%2.4K-210.6K-9710.00128.81N/AN/A009583
2024-07-25$45.03$45.0054.6%15.7%36.5%54.5%0.0%15.8%-16.3%-6.2K15.6K-2.2K0.00129.15N/AN/A0095194
2024-07-26$45.45$45.0051.7%14.8%36.6%50.2%0.0%8.7%-11.8%-7.4K-34.5K-2.1K0.00127.17N/AN/A0095194
2024-07-29$45.13$45.0048.6%13.9%36.7%45.7%69.7%0.8%-8.9%-6.8K-23.4K-2.1K0.02125.80N/AN/A50195194
2024-07-30$45.20$45.0049.2%14.1%34.8%46.5%47.0%8.8%-7.6%-867-31.1K-2.3K0.00124.59N/AN/A20144195
2024-07-31$45.48$45.0063.8%18.3%34.8%67.9%0.0%15.2%-25.0%-1.5K-80.9K-2.3K0.00124.36N/AN/A010144195