AVGO Options History — August 2009

Name: AVGO Options Analytics - August 2009
Creator: Options Analysis Suite

In August 2009, AVGO traded between $1.75 and $1.85. ATM implied volatility averaged 45.8%. The 30-day expected move averaged 13.1%. Max pain ranged from $1.75 to $1.75. Net GEX was positive for 3 of 6 trading days. Term structure was in contango for 6 of 6 days. Put/call ratio averaged 1.54.

Notable Days

2009-08-27: Highest Volume — 760 contracts
2009-08-28: Largest IV drop — 8.4% change
2009-08-24: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.80	$1.75	$1.85	$1.75	$1.82
Max Pain	$1.75	$1.75	$1.75	$1.75	$1.75
ATM IV	45.8%	41.7%	48.6%	48.6%	43.5%
Expected Move	13.1%	11.9%	13.9%	13.9%	12.5%
Term Structure	3.2%	0.8%	5.5%	5.0%	4.5%
VWIV	44.4%	41.8%	48.0%	48.0%	41.8%
Bid-Ask Spread %	88.42	72.56	116.01	116.01	72.56
Gamma HHI	0.62	0.45	0.85	0.85	0.72
Net GEX	505	-359	2.0K	0	2.0K
Net DEX	-20.0K	-41.2K	2.3K	0	-41.2K
Net VEX	-424	-827	0	0	-827
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.54	0.00	5.00	1.67	0.53
Total Volume	393.333	0	760	160	0
Total OI	1,018.333	0	2,060	0	2,060

Daily Data (6 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2009-08-24	$1.75	$0.00	48.6%	13.9%	0.0%	0.0%	48.0%	0.0%	5.0%	0	0	0	1.67	116.01	60	100	0	0
2009-08-25	$1.78	$1.75	48.3%	13.9%	0.0%	0.0%	0.0%	0.0%	1.8%	-359	2.3K	-32	0.00	84.14	550	0	60	100
2009-08-26	$1.78	$1.75	47.2%	13.5%	0.0%	0.0%	0.0%	0.0%	0.8%	470	-37.7K	-272	5.00	95.38	100	500	610	100
2009-08-27	$1.82	$1.75	45.5%	13.0%	0.0%	0.0%	43.5%	0.0%	1.8%	-79	-10.2K	-600	0.49	80.26	510	250	710	600
2009-08-28	$1.85	$1.75	41.7%	11.9%	0.0%	0.0%	41.8%	0.0%	5.5%	1.0K	-33.0K	-815	0.53	82.17	190	100	1,020	850
2009-08-31	$1.82	$1.75	43.5%	12.5%	0.0%	0.0%	0.0%	0.0%	4.5%	2.0K	-41.2K	-827	0.00	72.56	0	0	1,210	850