AVNT Options History — October 2024

In October 2024, AVNT traded between $47.03 and $51.24. ATM implied volatility averaged 44.0%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 19.5% (HV 20d: 24.5%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.27.

Notable Days

  • 2024-10-03: Highest Volume — 111 contracts
  • 2024-10-09: Largest IV spike — 51.8% change
  • 2024-10-28: Highest IV Rank — 49.1%
  • 2024-10-28: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.94$47.03$51.24$49.82$47.03
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV44.0%28.6%54.1%48.3%47.5%
Expected Move12.5%9.2%15.5%13.8%13.6%
HV 20d24.5%22.8%26.8%24.3%26.4%
HV 60d35.0%26.0%38.3%38.3%26.3%
IV Rank35.5%14.9%49.1%41.2%40.2%
IV Percentile67.8%17.1%90.9%82.5%79.4%
Term Structure-8.7%-21.5%2.0%-12.4%-11.3%
VWIV42.1%34.3%54.4%35.9%44.4%
Skew 25d9.1%-2.0%20.5%-2.0%4.6%
Skew 10d21.1%-24.1%49.3%-12.5%49.3%
Call IV 25d37.9%28.2%51.9%33.3%36.8%
Put IV 25d46.9%26.9%68.2%31.4%41.4%
Bid-Ask Spread %100.7286.08117.19112.41112.67
Gamma HHI0.470.340.690.650.42
Net GEX-28.3K-70.3K-2.2K-26.7K-6.6K
Net DEX121.6K-229.6K595.7K-4.0K217.0K
Net VEX-3.2K-3.9K-2.6K-3.4K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.001.000.000.33
Total Volume10.174011100
Total OI629.913509756586533

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$49.82$50.0048.3%13.8%24.3%41.2%0.0%-2.0%-12.4%-26.7K-4.0K-3.4K0.00112.41N/AN/A00211375
2024-10-02$49.22$50.0049.8%14.3%24.8%43.3%0.0%-1.3%-21.5%-17.9K36.4K-3.5K0.00102.64N/AN/A00211375
2024-10-03$48.30$50.0052.4%10.3%25.2%46.7%35.9%5.7%2.0%-21.5K132.1K-3.5K0.00106.80N/AN/A0111211375
2024-10-04$49.05$50.0034.9%12.9%24.2%23.4%54.4%15.3%-10.8%-39.8K349.7K-3.8K0.0089.56N/AN/A020211486
2024-10-07$48.84$50.0047.4%9.2%23.8%40.1%0.0%4.5%1.9%-44.7K305.7K-3.9K0.00117.19N/AN/A10211506
2024-10-08$48.28$50.0028.6%11.6%24.5%14.9%50.8%2.9%-8.3%-54.6K459.4K-3.6K0.0097.51N/AN/A08212506
2024-10-09$48.69$50.0043.4%12.4%24.2%34.7%0.0%-1.6%-6.6%-51.5K337.4K-3.7K0.00102.22N/AN/A00212514
2024-10-10$47.94$50.0039.2%11.2%25.1%29.0%37.7%7.3%1.4%-56.3K595.7K-3.7K0.0092.97N/AN/A140212514
2024-10-11$48.51$50.0037.9%10.9%23.7%27.4%0.0%3.4%-1.3%-45.7K462.4K-3.7K0.00100.65N/AN/A00216514
2024-10-14$49.50$50.0037.9%10.9%24.6%27.4%35.2%0.4%-14.7%-37.6K223.1K-3.2K0.5099.29N/AN/A21216514
2024-10-15$49.87$50.0037.5%10.8%24.7%26.9%0.0%7.0%-5.6%-50.5K156.5K-3.2K0.0090.12N/AN/A10216515
2024-10-16$51.06$50.0036.9%10.6%25.8%26.0%34.3%10.8%-1.2%-51.8K-159.1K-3.0K0.0086.08N/AN/A120216515
2024-10-17$51.24$50.0044.6%12.8%23.6%36.3%0.0%8.8%-15.2%-43.7K-229.6K-2.8K0.00101.91N/AN/A190226515
2024-10-18$50.48$50.0044.8%12.8%23.7%36.6%0.0%12.6%-6.4%-70.3K-46.4K-3.2K0.00113.44N/AN/A00241515
2024-10-21$48.80$50.0049.1%14.1%26.8%42.3%0.0%18.2%-18.1%-3.4K-50.9K-3.0K0.00103.78N/AN/A00226283
2024-10-22$48.55$50.0040.2%11.5%25.2%30.4%43.7%18.3%-2.7%-3.0K-1.2K-3.0K0.9099.51N/AN/A109226283
2024-10-23$47.96$50.0048.1%13.8%25.3%41.0%44.4%14.0%-9.4%-6.5K83.7K-3.0K0.0094.90N/AN/A200227292
2024-10-24$47.84$50.0042.2%12.1%22.8%33.1%0.0%15.6%-6.7%-4.5K65.1K-3.1K1.00104.58N/AN/A11237292
2024-10-25$47.98$50.0045.1%12.9%22.8%37.0%0.0%20.5%-7.7%-4.7K53.9K-3.0K0.0094.73N/AN/A00238293
2024-10-28$48.96$50.0054.1%15.5%24.1%49.1%0.0%20.3%-18.3%-4.0K-20.7K-2.9K0.33103.87N/AN/A31238293
2024-10-29$48.81$50.0049.5%14.2%24.0%42.9%0.0%2.6%-15.2%-3.4K-68.3K-2.9K0.0086.95N/AN/A00240293
2024-10-30$48.84$50.0052.2%15.0%23.6%46.5%0.0%20.2%-11.2%-2.2K-100.3K-2.9K0.00102.80N/AN/A00240293
2024-10-31$47.03$50.0047.5%13.6%26.4%40.2%0.0%4.6%-11.3%-6.6K217.0K-2.6K0.00112.67N/AN/A00240293