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Avient Corporation AVNT

i

Market dataready · fetched 2026-11-13T00:48:22.036Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.001601397Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:21.310443+00:00

Share price$44.92
1D-3.4%
AH$44.79$45.26$45.73$46.19$46.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVNT
Sold putSold callAH

Avient Corporation options

Live interpolated AVNT call and put midpoint premiums by absolute delta.Avient Corporation$0.89$2.08$3.27$4.46$5.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAVNT PRICE$1.02$1.17$1.33$1.49$1.65$2.23$3.00$3.77$4.54$5.31$2.45$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.64296.6%30.6%
25Δ37.44228.3%22.1%
30Δ50.7094.5%15.1%40.42174.6%15.5%
35Δ49.3887.6%12.5%41.73151.2%12.6%
40Δ48.0580.7%9.9%43.03127.8%9.7%
45Δ46.7373.8%7.4%44.34104.4%6.7%
50Δ45.4166.9%4.8%
55Δ44.3770.5%3.7%
60Δ43.4578.7%3.4%
65Δ42.5486.8%3.1%
70Δ41.6295.0%2.8%
75Δ40.71103.2%2.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.64
IV
296.6%
B/E move
30.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.44
IV
228.3%
B/E move
22.1%

30Δ

Calls
Pseudo strike
50.70
IV
94.5%
B/E move
15.1%
Puts
Pseudo strike
40.42
IV
174.6%
B/E move
15.5%

35Δ

Calls
Pseudo strike
49.38
IV
87.6%
B/E move
12.5%
Puts
Pseudo strike
41.73
IV
151.2%
B/E move
12.6%

40Δ

Calls
Pseudo strike
48.05
IV
80.7%
B/E move
9.9%
Puts
Pseudo strike
43.03
IV
127.8%
B/E move
9.7%

45Δ

Calls
Pseudo strike
46.73
IV
73.8%
B/E move
7.4%
Puts
Pseudo strike
44.34
IV
104.4%
B/E move
6.7%

50Δ

Calls
Pseudo strike
45.41
IV
66.9%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.37
IV
70.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.45
IV
78.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.54
IV
86.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.62
IV
95.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.71
IV
103.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.13%
Daily close
AVNT29.7%59.6%89.6%2026-08-24: 38.29%2026-08-25: 33.92%2026-08-26: 33.81%2026-08-27: 35.64%2026-08-28: 36.11%2026-09-15: 85.46%2026-09-18: 39.06%2026-09-21: 40.21%2026-09-23: 40.52%2026-09-25: 37.49%2026-09-28: 38.11%2026-09-29: 53.20%2026-10-01: 42.43%2026-10-09: 58.44%2026-10-16: 36.66%2026-10-19: 36.43%2026-10-20: 35.91%2026-10-21: 45.05%2026-10-22: 36.99%2026-10-23: 43.39%2026-10-26: 37.46%2026-10-27: 39.36%2026-10-28: 46.23%2026-10-29: 37.78%2026-10-30: 37.13%Aug 24Oct 1Oct 30
25 observations2026-08-24 — 2026-10-30
Table
DateIV (%)
38.29%
33.92%
33.81%
35.64%
36.11%
85.46%
39.06%
40.21%
40.52%
37.49%
38.11%
53.20%
42.43%
58.44%
36.66%
36.43%
35.91%
45.05%
36.99%
43.39%
37.46%
39.36%
46.23%
37.78%
37.13%