AVNT Options History — August 2024

In August 2024, AVNT traded between $40.69 and $48.98. ATM implied volatility averaged 50.1%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 0.5% (HV 20d: 49.6%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 10.20.

Notable Days

  • 2024-08-07: Highest Volume — 126 contracts
  • 2024-08-08: Largest IV spike — 49.8% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.94$40.69$48.98$44.36$48.98
Max Pain$44.32$40.00$45.00$45.00$45.00
ATM IV50.1%23.1%92.2%54.8%23.1%
Expected Move11.4%6.6%23.4%15.7%6.6%
HV 20d49.6%36.2%56.0%36.2%47.1%
HV 60d36.0%28.3%37.7%29.1%37.2%
IV Rank45.0%7.6%100.0%54.8%7.6%
IV Percentile63.0%1.6%100.0%94.4%1.6%
Term Structure-4.7%-33.0%5.8%-1.6%3.4%
VWIV34.9%23.7%69.7%69.7%25.2%
Skew 25d10.2%-7.8%28.1%27.3%-1.0%
Skew 10d10.5%-38.6%64.8%31.1%-0.2%
Call IV 25d34.9%22.1%74.0%58.8%22.1%
Put IV 25d45.1%21.2%86.1%86.1%21.2%
Bid-Ask Spread %106.9992.06126.43126.4396.27
Gamma HHI0.420.330.560.440.48
Net GEX-18.2K-42.3K4.4K-3.7K-34.6K
Net DEX-67.6K-358.9K182.1K24.7K-358.9K
Net VEX-2.7K-3.5K-2.3K-2.4K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.200.00125.000.000.00
Total Volume18.50126101
Total OI521.045349602349602

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$44.36$45.0054.8%15.7%36.2%54.8%0.0%27.3%-1.6%-3.7K24.7K-2.4K0.00126.43N/AN/A100144205
2024-08-02$42.78$45.0081.6%23.4%38.2%94.0%69.7%-4.4%-33.0%-2.9K85.1K-2.4K0.30124.16N/AN/A103154205
2024-08-05$40.69$40.0087.8%14.2%42.1%100.0%55.3%17.8%-20.6%-2.3K182.1K-2.3K0.00120.97N/AN/A1150163208
2024-08-06$44.90$40.0069.4%14.1%54.6%73.9%0.0%-7.8%-11.2%4.4K-307.4K-2.8K0.00109.90N/AN/A00239208
2024-08-07$43.46$40.0061.5%12.1%56.0%62.7%28.3%8.9%-7.1%4.4K-207.4K-2.7K125.0099.41N/AN/A1125239208
2024-08-08$44.91$45.0092.2%12.6%54.9%100.0%0.0%28.1%-11.0%-9.0K138.8K-3.5K0.00111.03N/AN/A00239330
2024-08-09$44.69$45.0063.6%10.5%54.9%61.7%0.0%4.4%-1.1%-6.1K131.5K-3.2K0.00115.27N/AN/A00239330
2024-08-12$44.62$45.0082.4%10.3%54.9%87.0%0.0%9.9%2.1%-6.4K164.7K-3.0K0.00101.13N/AN/A20239330
2024-08-13$45.30$45.0063.3%9.3%51.1%61.3%0.0%12.9%2.1%-8.6K93.8K-2.9K0.00100.29N/AN/A00241330
2024-08-14$44.89$45.0038.2%11.0%51.1%27.8%0.0%10.3%-7.7%-2.4K84.4K-2.8K0.00109.98N/AN/A00241330
2024-08-15$46.19$45.0039.8%11.4%51.6%29.9%0.0%13.0%-5.7%-11.2K-54.6K-3.0K0.00110.53N/AN/A00241330
2024-08-16$46.39$45.0042.1%12.1%50.4%32.9%0.0%17.8%3.9%-24.7K-15.6K-2.6K1.25116.69N/AN/A45241330
2024-08-19$46.48$45.0044.4%12.7%49.6%36.0%0.0%17.3%-5.1%-25.9K-38.3K-2.4K1.67114.61N/AN/A35195327
2024-08-20$45.89$45.0045.6%13.1%49.8%37.6%23.7%9.8%-8.0%-22.2K32.1K-2.4K0.00109.64N/AN/A60198327
2024-08-21$46.71$45.0040.7%11.7%49.0%31.1%0.0%26.2%1.3%-33.0K-22.3K-2.4K0.00108.25N/AN/A00204327
2024-08-22$46.76$45.0046.8%13.4%48.9%39.3%24.4%13.7%-3.0%-19.9K-71.9K-2.8K0.00100.53N/AN/A10205327
2024-08-23$48.59$45.0023.9%6.9%50.6%8.7%24.0%19.7%-7.1%-40.8K-245.7K-2.4K0.00104.34N/AN/A310206327
2024-08-26$48.46$45.0025.6%7.3%50.5%10.8%28.3%8.7%5.8%-35.9K-283.6K-2.8K4.4092.06N/AN/A522234327
2024-08-27$48.55$45.0024.0%6.9%50.5%8.8%0.0%-3.5%1.9%-39.5K-269.3K-2.8K0.0093.47N/AN/A100238333
2024-08-28$48.31$45.0026.9%7.7%50.5%12.6%0.0%-3.9%3.1%-38.5K-241.6K-2.6K0.0095.55N/AN/A00228333
2024-08-29$48.80$45.0025.2%7.2%49.5%10.4%25.2%-1.1%-5.7%-42.3K-308.6K-2.6K0.0093.36N/AN/A480228333
2024-08-30$48.98$45.0023.1%6.6%47.1%7.6%0.0%-1.0%3.4%-34.6K-358.9K-2.8K0.0096.27N/AN/A01269333