AVGO Options History — October 2009

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

In October 2009, AVGO traded between $1.49 and $1.72. ATM implied volatility averaged 39.3%. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 1.6% (HV 20d: 37.7%). Max pain ranged from $1.50 to $1.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.11.

Notable Days

2009-10-15: Highest Volume — 3,380 contracts
2009-10-15: Largest IV spike — 69.9% change
2009-10-28: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.61	$1.49	$1.72	$1.63	$1.50
Max Pain	$1.50	$1.50	$1.50	$1.50	$1.50
ATM IV	39.3%	26.2%	48.9%	41.1%	48.5%
Expected Move	12.5%	10.1%	14.0%	11.8%	13.9%
HV 20d	37.7%	29.8%	42.6%	42.0%	29.8%
HV 60d	34.6%	34.3%	35.0%	34.6%	34.3%
Term Structure	0.9%	-3.9%	14.1%	4.0%	-2.7%
VWIV	40.9%	25.2%	48.9%	45.2%	48.9%
Bid-Ask Spread %	63.56	32.66	97.87	93.11	73.93
Gamma HHI	0.43	0.33	0.64	0.42	0.33
Net GEX	13.6K	3.9K	31.8K	14.0K	4.2K
Net DEX	-126.7K	-315.4K	118.0K	-164.1K	98.5K
Net VEX	-2.6K	-3.2K	-2.2K	-2.5K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	0.87	0.00	0.00
Total Volume	391.364	0	3,380	10	100
Total OI	10,343.636	8,720	12,860	8,760	12,860

Daily Data (22 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
2009-10-01	$1.63	$1.50	41.1%	11.8%	42.0%	0.0%	0.0%	0.0%	4.0%	14.0K	-164.1K	-2.5K	0.00	93.11	10	0	6,410	2,350
2009-10-02	$1.61	$1.50	39.3%	11.3%	42.1%	0.0%	0.0%	0.0%	14.1%	12.9K	-124.7K	-2.4K	0.00	86.59	0	0	6,400	2,350
2009-10-05	$1.65	$1.50	37.0%	12.9%	42.6%	0.0%	45.2%	0.0%	-2.4%	14.8K	-172.2K	-2.5K	0.00	61.76	150	0	6,400	2,350
2009-10-06	$1.65	$1.50	28.8%	13.2%	42.6%	0.0%	45.4%	0.0%	-0.8%	14.5K	-161.2K	-2.4K	0.00	51.35	30	0	6,390	2,350
2009-10-07	$1.61	$1.50	36.1%	13.9%	42.4%	0.0%	0.0%	0.0%	-1.8%	12.0K	-102.1K	-2.3K	0.00	75.49	0	0	6,420	2,350
2009-10-08	$1.60	$1.50	35.3%	13.8%	42.3%	0.0%	45.7%	0.0%	-1.9%	10.7K	-80.2K	-2.2K	0.00	63.69	100	0	6,420	2,350
2009-10-09	$1.63	$1.50	38.3%	13.4%	42.6%	0.0%	0.0%	0.0%	0.1%	12.0K	-113.5K	-2.2K	0.00	68.87	0	0	6,370	2,350
2009-10-12	$1.63	$1.50	40.5%	12.1%	42.5%	0.0%	0.0%	0.0%	3.3%	12.2K	-112.2K	-2.2K	0.00	62.27	0	0	6,370	2,350
2009-10-13	$1.65	$1.50	30.3%	12.5%	41.0%	0.0%	43.7%	0.0%	0.2%	11.8K	-133.7K	-2.3K	0.00	53.48	470	0	6,370	2,350
2009-10-14	$1.69	$1.50	26.2%	12.5%	40.8%	0.0%	0.0%	0.0%	0.2%	17.6K	-228.2K	-2.4K	0.00	55.75	50	0	6,820	2,350
2009-10-15	$1.72	$1.50	44.5%	12.7%	36.2%	0.0%	45.8%	0.0%	0.7%	31.8K	-315.4K	-2.6K	0.15	32.66	2,930	450	6,870	2,350
2009-10-16	$1.64	$1.50	42.5%	12.2%	38.3%	0.0%	37.2%	0.0%	-0.2%	13.6K	-254.3K	-2.9K	0.23	61.86	1,500	350	9,470	2,610
2009-10-19	$1.62	$1.50	43.2%	12.4%	37.5%	0.0%	40.8%	0.0%	3.5%	13.4K	-173.8K	-3.0K	0.00	59.43	450	0	8,290	2,700
2009-10-20	$1.65	$1.50	40.0%	11.5%	35.3%	0.0%	40.0%	0.0%	1.8%	16.7K	-244.4K	-3.2K	0.40	58.91	100	40	8,700	2,700
2009-10-21	$1.65	$1.50	40.4%	11.6%	35.1%	0.0%	40.7%	0.0%	1.6%	16.7K	-246.8K	-3.2K	0.00	61.20	90	0	8,750	2,700
2009-10-22	$1.63	$1.50	35.2%	10.1%	35.1%	0.0%	36.3%	0.0%	3.0%	16.2K	-175.1K	-3.0K	0.87	65.09	230	200	8,830	2,700
2009-10-23	$1.60	$1.50	40.1%	11.5%	34.8%	0.0%	0.0%	0.0%	2.0%	15.4K	-132.9K	-2.9K	0.00	49.29	0	0	9,050	2,800
2009-10-26	$1.58	$1.50	42.1%	12.1%	32.6%	0.0%	37.0%	0.0%	-0.1%	14.3K	-99.1K	-2.8K	0.00	54.25	120	0	9,050	2,800
2009-10-27	$1.54	$1.50	40.8%	11.7%	31.5%	0.0%	25.2%	0.0%	0.3%	11.6K	-20.2K	-2.5K	0.00	57.01	0	100	8,960	2,800
2009-10-28	$1.49	$1.50	48.9%	14.0%	33.0%	0.0%	48.9%	0.0%	-3.9%	9.3K	50.5K	-2.2K	0.00	54.52	0	1,130	8,960	2,880
2009-10-29	$1.50	$1.50	45.7%	13.1%	30.0%	0.0%	0.0%	0.0%	-0.3%	3.9K	118.0K	-2.4K	0.00	97.87	10	0	8,960	3,900
2009-10-30	$1.50	$1.50	48.5%	13.9%	29.8%	0.0%	0.0%	0.0%	-2.7%	4.2K	98.5K	-2.5K	0.00	73.93	100	0	8,960	3,900