AVNT Options History — December 2024

In December 2024, AVNT traded between $40.34 and $51.59. ATM implied volatility averaged 38.7%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 12.3% (HV 20d: 26.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.35.

Notable Days

  • 2024-12-17: Highest Volume — 171 contracts
  • 2024-12-09: Largest IV drop — 53.5% change
  • 2024-12-06: Highest IV Rank — 49.0%
  • 2024-12-26: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.80$40.34$51.59$51.59$40.85
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV38.7%26.5%63.3%47.7%31.2%
Expected Move10.5%7.6%13.9%13.7%8.9%
HV 20d26.4%21.1%34.0%30.8%28.7%
HV 60d28.8%27.0%31.0%27.6%30.5%
IV Rank22.6%9.6%49.0%32.3%10.9%
IV Percentile47.9%11.1%96.0%77.0%23.0%
Term Structure-2.5%-17.9%9.9%-12.4%9.9%
VWIV33.1%31.2%36.4%36.4%32.6%
Skew 25d-7.3%-34.1%13.4%0.4%-16.8%
Skew 10d-13.5%-52.7%6.1%-12.6%-20.1%
Call IV 25d41.0%29.7%66.2%37.6%47.3%
Put IV 25d33.6%22.4%50.4%37.9%30.5%
Bid-Ask Spread %112.59104.27123.33113.84115.75
Gamma HHI0.450.250.800.560.25
Net GEX-20.8K-40.9K-6.2K-24.9K-9.3K
Net DEX429.6K58.5K940.0K62.9K505.9K
Net VEX-2.6K-3.3K-2.0K-2.9K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.350.0014.000.005.00
Total Volume11.810171012
Total OI449.19367556459389

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$51.59$50.0047.7%13.7%30.8%32.3%0.0%0.4%-12.4%-24.9K62.9K-2.9K0.00113.84N/AN/A00146313
2024-12-03$51.14$50.0042.5%12.2%31.2%26.8%0.0%-13.7%-4.1%-25.9K58.5K-2.8K0.00110.60N/AN/A00146313
2024-12-04$50.45$50.0047.6%13.6%29.5%32.2%0.0%-7.3%-14.4%-25.6K134.0K-2.8K0.00114.92N/AN/A10146313
2024-12-05$49.95$50.0046.6%10.4%22.3%31.2%36.4%-7.0%-1.1%-26.5K182.6K-2.8K0.00110.03N/AN/A20146313
2024-12-06$49.91$50.0063.3%12.0%22.0%49.0%0.0%-12.3%-11.8%-22.8K192.4K-2.8K0.00123.33N/AN/A00146313
2024-12-09$49.71$50.0029.4%8.1%21.8%12.8%0.0%-14.7%4.3%-40.9K184.1K-2.5K0.00110.05N/AN/A00146313
2024-12-10$49.56$50.0041.7%8.7%21.5%25.9%0.0%-9.2%3.5%-35.0K257.9K-2.5K0.00105.86N/AN/A40146313
2024-12-11$49.25$50.0031.6%9.1%21.1%15.1%0.0%-10.4%3.8%-33.0K286.1K-2.3K0.00106.11N/AN/A80146313
2024-12-12$48.56$50.0026.5%7.6%21.3%9.6%0.0%13.4%4.7%-24.2K334.5K-2.2K0.00107.01N/AN/A190165313
2024-12-13$47.62$50.0032.8%9.4%22.1%16.4%0.0%-3.0%-4.4%-35.8K639.1K-2.1K0.00120.86N/AN/A20137313
2024-12-16$46.93$50.0033.7%9.7%22.2%17.3%0.0%-9.1%-0.2%-29.6K593.3K-2.1K0.00121.70N/AN/A00137313
2024-12-17$45.92$50.0031.2%8.9%22.8%14.7%31.2%-7.3%4.9%-23.9K691.1K-2.0K4.70105.56N/AN/A30141134313
2024-12-18$42.52$50.0034.4%9.9%34.0%18.1%0.0%-28.4%2.4%-20.8K827.7K-3.3K0.00104.27N/AN/A00163393
2024-12-19$41.78$50.0037.9%10.9%34.0%21.9%0.0%-1.1%-0.7%-14.9K822.2K-3.0K0.00108.79N/AN/A00163393
2024-12-20$41.60$50.0035.5%10.2%30.5%19.3%0.0%3.8%-6.2%-6.2K940.0K-2.6K0.00120.06N/AN/A00163393
2024-12-23$41.06$50.0031.8%9.1%29.2%15.3%32.1%-2.7%4.9%-6.6K401.9K-3.0K2.50106.76N/AN/A25104263
2024-12-24$41.30$50.0047.2%13.5%26.9%31.8%0.0%-1.9%-17.9%-6.8K492.9K-2.5K0.00116.81N/AN/A40106268
2024-12-26$41.38$50.0048.6%13.9%27.4%33.3%0.0%4.1%-14.1%-7.8K410.3K-2.5K0.00116.18N/AN/A00107268
2024-12-27$40.34$50.0033.0%9.4%27.8%16.6%32.6%-34.1%3.0%-6.4K494.4K-2.5K14.00111.01N/AN/A114107268
2024-12-30$40.38$50.0039.5%11.3%27.7%23.6%0.0%3.4%-5.8%-10.6K508.7K-2.1K2.00114.78N/AN/A12108280
2024-12-31$40.85$50.0031.2%8.9%28.7%10.9%0.0%-16.8%9.9%-9.3K505.9K-2.5K5.00115.75N/AN/A210109280