AVGO Options History — June 2018

In June 2018, AVGO traded between $24.30 and $27.01. ATM implied volatility averaged 24.2%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 5.0% (HV 20d: 19.3%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2018-06-07: Highest Volume — 459,260 contracts
2018-06-08: Largest IV drop — 20.8% change
2018-06-07: Highest IV Rank — 37.5%
2018-06-01: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.86	$24.30	$27.01	$25.56	$24.30
Max Pain	$24.43	$24.00	$25.00	$24.00	$25.00
ATM IV	24.2%	21.0%	28.6%	26.6%	25.1%
Expected Move	6.9%	6.1%	8.8%	8.8%	6.9%
HV 20d	19.3%	16.7%	22.7%	19.0%	22.0%
HV 60d	27.0%	24.1%	30.4%	30.3%	24.2%
IV Rank	15.9%	0.0%	37.5%	26.9%	21.1%
IV Percentile	18.8%	0.0%	52.8%	37.3%	25.0%
Term Structure	0.0%	-1.9%	0.9%	-1.9%	0.5%
VWIV	24.9%	22.2%	30.7%	30.7%	25.0%
Skew 25d	2.4%	1.5%	3.7%	2.4%	3.2%
Skew 10d	4.3%	2.1%	7.0%	3.7%	6.1%
Call IV 25d	23.5%	20.5%	29.2%	26.0%	23.8%
Put IV 25d	25.9%	22.6%	30.9%	28.3%	27.0%
Bid-Ask Spread %	12.63	7.12	25.50	16.24	18.81
Gamma HHI	0.14	0.08	0.78	0.13	0.11
Net GEX	62.4M	-20.4M	370.4M	78.3M	-20.4M
Net DEX	-761.6M	-1.57B	178.2M	-1.00B	178.2M
Net VEX	-6.9M	-7.4M	-6.6M	-7.0M	-6.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.32	0.97	0.42	0.97
Total Volume	224,995.238	141,660	459,260	202,160	142,740
Total OI	2,093,766.19	1,644,440	2,580,670	2,388,660	1,841,090

Daily Data (21 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
2018-06-01	$25.56	$24.00	26.6%	8.8%	19.0%	26.9%	30.7%	2.4%	-1.9%	78.3M	-1.00B	-7.0M	0.42	16.24	142,040	60,120	1,440,680	947,980
2018-06-04	$25.81	$24.00	26.7%	7.1%	17.8%	27.4%	26.0%	2.3%	-0.3%	64.9M	-1.02B	-6.8M	0.66	12.05	126,860	83,400	1,338,430	927,260
2018-06-05	$25.91	$24.00	26.6%	7.2%	16.7%	26.7%	25.6%	2.1%	-0.6%	67.0M	-1.06B	-6.8M	0.49	9.81	163,000	79,090	1,357,700	967,590
2018-06-06	$26.33	$24.00	27.0%	7.3%	17.1%	29.0%	26.1%	1.5%	-0.3%	76.4M	-1.34B	-7.3M	0.53	11.50	238,320	127,450	1,410,100	990,000
2018-06-07	$26.48	$24.00	28.6%	7.5%	16.9%	37.5%	26.6%	1.8%	-1.4%	78.8M	-1.40B	-7.4M	0.50	25.50	305,760	153,500	1,433,690	997,170
2018-06-08	$25.82	$24.00	22.6%	6.5%	18.6%	4.0%	23.4%	2.3%	0.4%	59.4M	-919.1M	-7.0M	0.67	13.01	260,750	174,900	1,507,630	1,073,040
2018-06-11	$26.13	$24.00	21.5%	6.4%	18.9%	0.0%	22.4%	2.1%	0.6%	78.5M	-1.01B	-7.0M	0.40	9.67	181,170	72,570	1,366,480	979,530
2018-06-12	$26.13	$24.00	21.0%	6.2%	18.8%	0.0%	23.0%	1.8%	0.6%	97.1M	-1.06B	-7.0M	0.63	11.22	114,840	71,900	1,414,410	991,000
2018-06-13	$26.38	$24.00	21.1%	6.3%	17.4%	0.7%	23.0%	2.1%	0.9%	102.6M	-1.26B	-6.9M	0.50	12.94	176,400	87,720	1,426,120	1,012,020
2018-06-14	$26.80	$24.00	21.1%	6.1%	17.5%	0.4%	22.9%	2.3%	0.2%	122.4M	-1.43B	-6.9M	0.58	10.92	123,550	71,180	1,402,000	1,014,600
2018-06-15	$27.01	$24.00	21.1%	6.1%	17.5%	0.5%	22.8%	2.2%	0.4%	370.4M	-1.57B	-6.9M	0.53	7.12	134,010	71,460	1,393,800	1,029,180
2018-06-18	$26.47	$24.00	22.6%	6.5%	18.3%	8.2%	26.6%	1.9%	0.3%	34.1M	-710.3M	-6.8M	0.40	8.81	170,450	68,880	919,310	725,130
2018-06-19	$26.07	$25.00	23.2%	6.7%	19.8%	11.4%	25.1%	2.0%	-0.3%	27.1M	-523.6M	-6.8M	0.97	11.27	102,740	99,500	898,630	750,120
2018-06-20	$26.17	$25.00	22.6%	6.5%	19.7%	8.2%	22.2%	2.3%	0.5%	26.7M	-548.7M	-6.9M	0.32	10.07	137,430	44,140	916,210	793,550
2018-06-21	$25.98	$25.00	23.6%	6.8%	20.2%	13.3%	24.3%	2.2%	0.3%	23.8M	-480.8M	-7.0M	0.74	12.26	84,900	62,410	962,460	801,340
2018-06-22	$26.08	$25.00	22.7%	6.4%	19.7%	8.4%	22.5%	2.1%	0.6%	22.0M	-515.1M	-6.9M	0.46	10.87	109,280	50,780	965,300	816,090
2018-06-25	$25.25	$25.00	27.3%	7.6%	21.8%	32.1%	26.8%	3.1%	0.1%	10.3M	-220.4M	-6.9M	0.77	17.42	104,910	81,280	956,410	791,440
2018-06-26	$25.16	$25.00	25.2%	7.0%	21.8%	21.4%	25.3%	3.5%	0.1%	4.5M	-173.5M	-6.9M	0.65	11.05	89,520	58,630	967,900	812,880
2018-06-27	$24.82	$25.00	27.0%	7.5%	22.4%	30.8%	26.1%	3.7%	-0.1%	-3.6M	-47.4M	-6.8M	0.80	12.79	78,720	62,940	981,180	827,030
2018-06-28	$24.46	$25.00	25.9%	7.3%	22.7%	25.0%	25.8%	3.1%	0.4%	-10.6M	103.2M	-6.7M	0.85	11.94	84,240	71,420	987,250	835,360
2018-06-29	$24.30	$25.00	25.1%	6.9%	22.0%	21.1%	25.0%	3.2%	0.5%	-20.4M	178.2M	-6.6M	0.97	18.81	72,470	70,270	992,190	848,900