AVNT Options History — November 2024

In November 2024, AVNT traded between $45.94 and $53.25. ATM implied volatility averaged 49.6%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 16.3% (HV 20d: 33.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 9.22.

Notable Days

  • 2024-11-26: Highest Volume — 133 contracts
  • 2024-11-08: Largest IV spike — 80.5% change
  • 2024-11-12: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.60$45.94$53.25$45.94$51.59
Max Pain$47.25$45.00$50.00$50.00$50.00
ATM IV49.6%30.5%111.0%54.5%49.6%
Expected Move11.2%6.1%15.6%15.6%14.2%
HV 20d33.3%26.7%35.9%26.7%32.5%
HV 60d28.1%26.0%29.1%26.0%28.0%
IV Rank38.2%14.0%100.0%49.6%34.3%
IV Percentile67.3%25.4%100.0%91.7%83.7%
Term Structure-5.7%-26.5%8.4%-26.5%-14.6%
VWIV31.2%20.3%38.0%38.0%23.7%
Skew 25d3.1%-8.4%14.1%-5.3%2.3%
Skew 10d1.2%-13.6%20.2%0.4%-0.7%
Call IV 25d34.7%23.9%56.8%56.8%49.3%
Put IV 25d37.8%23.8%51.6%51.6%51.6%
Bid-Ask Spread %103.6489.95116.81116.81108.37
Gamma HHI0.410.320.550.420.54
Net GEX-11.9K-31.6K7.7K-9.8K-25.3K
Net DEX-119.2K-603.7K341.8K341.8K52.1K
Net VEX-2.7K-3.3K-1.9K-2.4K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.220.0065.500.060.00
Total Volume20.55013301
Total OI524372641533458

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$45.94$50.0054.5%15.6%26.7%49.6%0.0%-5.3%-26.5%-9.8K341.8K-2.4K0.00116.81N/AN/A00240293
2024-11-04$46.30$45.0061.8%9.7%27.0%59.3%0.0%7.9%7.0%-9.2K296.8K-2.3K0.00102.05N/AN/A00240293
2024-11-05$48.05$45.0056.0%10.5%30.2%51.6%0.0%-0.1%-3.4%-7.1K141.9K-2.4K0.00100.05N/AN/A00240293
2024-11-06$50.76$45.0058.2%11.2%35.9%54.6%38.0%5.2%-10.3%1.8K-347.7K-2.4K0.06102.66N/AN/A171240293
2024-11-07$51.22$45.0033.2%6.1%35.4%21.0%20.3%5.2%8.4%7.7K-562.3K-1.9K0.00111.52N/AN/A20246292
2024-11-08$51.52$45.0059.9%10.6%35.2%56.7%0.0%3.4%-1.7%3.6K-442.3K-2.3K0.00102.22N/AN/A00247292
2024-11-11$51.94$45.0080.7%11.3%34.7%84.6%36.5%5.6%-7.3%3.9K-542.3K-2.0K16.67113.67N/AN/A6100248292
2024-11-12$51.20$45.00111.0%11.3%35.2%100.0%0.0%-6.5%-3.9%-5.6K-243.4K-3.0K0.0099.87N/AN/A00248382
2024-11-13$51.45$45.0036.3%10.4%34.2%20.2%0.0%7.6%3.1%-4.2K-293.0K-2.9K10.0096.24N/AN/A110248382
2024-11-14$51.02$45.0039.9%11.4%34.3%24.0%0.0%0.7%-6.4%-5.5K-279.2K-2.8K0.0098.80N/AN/A100249382
2024-11-15$50.38$45.0048.9%14.0%34.2%33.7%0.0%7.0%-16.3%-7.3K-603.7K-2.9K0.00106.77N/AN/A00259382
2024-11-18$50.71$45.0037.8%10.8%31.8%21.8%37.7%3.3%3.4%-5.8K-114.5K-2.6K0.0094.46N/AN/A0121138234
2024-11-19$49.73$50.0037.3%10.7%32.7%21.2%0.0%5.3%-4.0%-28.8K245.0K-3.3K0.0097.09N/AN/A00138345
2024-11-20$49.70$50.0030.5%8.8%32.3%14.0%0.0%-8.4%1.6%-31.6K223.0K-3.1K0.0098.37N/AN/A00138345
2024-11-21$51.32$50.0036.4%10.4%34.0%20.3%0.0%14.1%-8.5%-24.0K35.9K-3.0K0.0089.95N/AN/A20138345
2024-11-22$52.00$50.0031.5%9.0%34.1%15.1%0.0%-1.7%0.5%-25.7K3.0K-3.1K0.00109.58N/AN/A40140345
2024-11-25$53.25$50.0040.6%11.6%34.4%24.7%0.0%-4.6%-11.2%-18.8K-160.3K-2.9K0.00100.89N/AN/A30144345
2024-11-26$52.42$50.0041.5%11.9%35.0%25.7%23.7%10.1%-11.5%-24.1K-158.3K-2.6K65.50108.70N/AN/A2131143345
2024-11-27$51.51$50.0046.7%13.4%35.8%31.3%0.0%12.0%-12.3%-21.8K22.8K-3.0K0.00114.64N/AN/A00145313
2024-11-29$51.59$50.0049.6%14.2%32.5%34.3%0.0%2.3%-14.6%-25.3K52.1K-2.9K0.00108.37N/AN/A10145313