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Avient Corp AVNT

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T22:57:07.507Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.00107006Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:57:06.944032+00:00

Share price$40.58
1D+0.8%
AH$39.89$40.10$40.30$40.50$40.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVNT
Sold putSold callAH

Avient Corp options

Live interpolated AVNT call and put midpoint premiums by absolute delta.Avient Corp$0.44$3.16$5.88$8.60$11.32$33.60$37.04$40.48$43.92$47.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVNT spot · $40.58AVNT PRICE$0.80$0.87$1.02$1.21$1.41$1.60$1.80$1.99$2.34$3.07$3.80$4.53$5.26$0.74$0.97$1.20$1.42$1.65$2.03$2.52$3.00$3.48$3.97$4.45$4.93$10.54
PutsExpensive1.08×
CallsExpensive1.13×
SkewBearish+1.71 pp
Implied moveBearish±$4.31
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.1569.5%23.1%36.1051.2%12.9%
25Δ46.1456.5%15.9%36.9850.1%11.2%
30Δ44.5150.3%12.2%37.8748.9%9.6%
35Δ43.7248.2%10.7%38.7547.7%8.0%
40Δ42.9346.2%9.3%39.6346.6%6.4%
45Δ42.1444.2%7.8%40.4346.1%5.4%
50Δ41.3542.2%6.3%41.1846.2%4.7%
55Δ40.5640.1%4.8%41.9246.3%4.1%
60Δ39.7339.5%3.7%42.6746.4%3.4%
65Δ38.8242.1%3.2%43.4146.5%2.8%
70Δ37.9244.7%2.8%44.1546.6%2.2%
75Δ37.0147.3%2.4%44.9046.7%1.5%
80Δ36.1050.0%1.9%50.4873.7%1.6%

20Δ

Calls
Pseudo strike
49.15
IV
69.5%
B/E move
23.1%
Puts
Pseudo strike
36.10
IV
51.2%
B/E move
12.9%

25Δ

Calls
Pseudo strike
46.14
IV
56.5%
B/E move
15.9%
Puts
Pseudo strike
36.98
IV
50.1%
B/E move
11.2%

30Δ

Calls
Pseudo strike
44.51
IV
50.3%
B/E move
12.2%
Puts
Pseudo strike
37.87
IV
48.9%
B/E move
9.6%

35Δ

Calls
Pseudo strike
43.72
IV
48.2%
B/E move
10.7%
Puts
Pseudo strike
38.75
IV
47.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
42.93
IV
46.2%
B/E move
9.3%
Puts
Pseudo strike
39.63
IV
46.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
42.14
IV
44.2%
B/E move
7.8%
Puts
Pseudo strike
40.43
IV
46.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
41.35
IV
42.2%
B/E move
6.3%
Puts
Pseudo strike
41.18
IV
46.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
40.56
IV
40.1%
B/E move
4.8%
Puts
Pseudo strike
41.92
IV
46.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
39.73
IV
39.5%
B/E move
3.7%
Puts
Pseudo strike
42.67
IV
46.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
38.82
IV
42.1%
B/E move
3.2%
Puts
Pseudo strike
43.41
IV
46.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
37.92
IV
44.7%
B/E move
2.8%
Puts
Pseudo strike
44.15
IV
46.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
37.01
IV
47.3%
B/E move
2.4%
Puts
Pseudo strike
44.90
IV
46.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
36.10
IV
50.0%
B/E move
1.9%
Puts
Pseudo strike
50.48
IV
73.7%
B/E move
1.6%

Options history

AVNT35.1740.4745.782026-10-20: 35.90%2026-10-21: 45.04%Oct 20Oct 21
Table
DateIV
35.90%
45.04%