AVNT Options History — September 2024

In September 2024, AVNT traded between $44.80 and $50.74. ATM implied volatility averaged 36.9%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 8.7% (HV 20d: 28.2%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 8.78.

Notable Days

  • 2024-09-17: Highest Volume — 124 contracts
  • 2024-09-27: Largest IV spike — 84.6% change
  • 2024-09-04: Highest IV Rank — 53.1%
  • 2024-09-04: Largest Expected Move — 16.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.62$44.80$50.74$47.09$50.27
Max Pain$47.25$45.00$50.00$45.00$50.00
ATM IV36.9%22.5%57.1%46.6%42.1%
Expected Move10.7%6.5%16.4%13.3%12.1%
HV 20d28.2%24.8%45.5%45.5%28.4%
HV 60d38.1%37.6%38.5%38.1%38.2%
IV Rank26.0%6.8%53.1%38.9%33.0%
IV Percentile47.6%1.2%92.1%78.6%67.5%
Term Structure-0.6%-28.9%22.2%-17.7%-2.0%
VWIV26.3%19.0%33.4%29.5%24.5%
Skew 25d9.4%-5.2%40.9%23.8%40.9%
Skew 10d8.2%-12.7%53.6%6.9%53.6%
Call IV 25d29.7%18.8%41.0%18.8%27.7%
Put IV 25d39.1%26.5%68.5%42.5%68.5%
Bid-Ask Spread %104.5487.13121.5597.7199.44
Gamma HHI0.570.310.870.310.40
Net GEX-40.7K-84.2K-15.2K-15.2K-21.7K
Net DEX357.1K-208.2K1.0M-152.2K-120.4K
Net VEX-3.1K-3.8K-2.6K-2.8K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.780.0060.5060.501.67
Total Volume27.301241230
Total OI667.65456796601586

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$47.09$45.0046.6%13.3%45.5%38.9%0.0%23.8%-17.7%-15.2K-152.2K-2.8K60.5097.71N/AN/A2121269332
2024-09-04$46.84$45.0057.1%16.4%30.3%53.1%29.5%18.1%-28.9%-33.9K105.8K-3.5K0.0098.04N/AN/A20270453
2024-09-05$46.16$45.0033.5%9.1%28.1%21.4%0.0%-2.6%0.8%-41.9K237.3K-3.1K0.00103.54N/AN/A110272453
2024-09-06$45.27$45.0024.8%9.1%26.9%9.8%0.0%5.7%-3.4%-38.7K387.6K-3.0K0.0093.47N/AN/A00282453
2024-09-09$44.80$45.0031.9%9.9%27.1%19.3%0.0%1.3%1.7%-33.7K419.0K-2.9K0.0099.17N/AN/A05282453
2024-09-10$44.96$45.0032.9%8.8%27.1%20.7%0.0%16.1%2.3%-39.7K418.6K-2.9K0.0099.12N/AN/A00282457
2024-09-11$45.61$45.0035.3%10.1%27.1%23.9%0.0%24.4%0.6%-39.2K325.0K-2.9K1.00103.28N/AN/A22282457
2024-09-12$45.84$45.0026.4%7.6%26.9%11.9%0.0%-5.1%5.7%-48.9K300.6K-2.9K0.00109.96N/AN/A00282459
2024-09-13$47.08$45.0029.4%8.4%26.6%16.0%31.5%-0.1%8.2%-46.6K671.8K-3.0K22.20120.23N/AN/A5111153459
2024-09-16$47.22$45.0044.7%12.8%26.6%36.4%0.0%6.6%-14.1%-57.0K764.5K-3.1K0.00113.23N/AN/A00150535
2024-09-17$47.49$45.0043.8%12.6%26.7%35.3%27.3%13.4%-6.7%-60.1K683.9K-2.9K10.27112.64N/AN/A11113150535
2024-09-18$47.50$50.0043.0%12.3%26.2%34.1%0.0%-4.2%-16.5%-78.4K969.0K-3.4K0.00117.69N/AN/A00150646
2024-09-19$49.02$50.0032.1%9.2%27.7%19.7%0.0%-0.3%-5.4%-84.2K844.2K-3.2K0.00121.55N/AN/A00150646
2024-09-20$48.37$50.0036.2%10.4%28.2%25.1%0.0%5.6%8.7%-34.9K1.0M-3.1K0.86118.54N/AN/A76150646
2024-09-23$48.68$50.0043.7%12.5%24.8%35.1%19.2%38.0%3.1%-32.1K366.5K-3.0K0.0093.06N/AN/A5091365
2024-09-24$49.91$50.0033.4%9.6%26.3%21.4%33.4%3.7%5.0%-39.5K186.5K-2.6K0.0987.13N/AN/A1121091365
2024-09-25$49.35$50.0036.4%10.4%26.7%25.4%19.0%9.1%22.2%-19.1K73.0K-3.8K0.00110.60N/AN/A50203375
2024-09-26$50.74$50.0022.5%6.5%28.2%6.8%24.5%-1.6%21.9%-29.8K-208.2K-3.3K1.6792.30N/AN/A610208375
2024-09-27$50.27$50.0041.6%11.9%28.4%32.3%0.0%-5.2%3.2%-19.5K-147.1K-3.4K0.00100.01N/AN/A00211375
2024-09-30$50.27$50.0042.1%12.1%28.4%33.0%0.0%40.9%-2.0%-21.7K-120.4K-3.2K0.0099.44N/AN/A00211375