AVGO Options History — July 2018

In July 2018, AVGO traded between $20.26 and $25.07. ATM implied volatility averaged 27.3%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 19.4% (HV 20d: 46.7%). Max pain ranged from $21.00 to $26.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2018-07-12: Highest Volume — 1,736,180 contracts
  • 2018-07-12: Largest IV spike — 34.6% change
  • 2018-07-12: Highest IV Rank — 58.3%
  • 2018-07-13: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.51$20.26$25.07$24.09$22.25
Max Pain$22.95$21.00$26.00$25.00$21.75
ATM IV27.3%22.1%32.4%25.2%31.6%
Expected Move7.7%6.3%9.3%7.0%8.4%
HV 20d46.7%21.4%61.7%21.6%61.7%
HV 60d33.5%22.2%39.3%23.7%39.1%
IV Rank32.2%5.4%58.3%21.5%54.5%
IV Percentile39.5%2.0%71.8%25.8%66.7%
Term Structure0.6%-0.6%2.4%-0.1%0.6%
VWIV26.9%21.9%32.4%24.4%29.4%
Skew 25d2.6%1.1%4.6%3.5%2.5%
Skew 10d4.8%2.2%7.0%7.0%3.5%
Call IV 25d26.4%21.0%31.8%23.9%31.7%
Put IV 25d29.1%24.0%35.4%27.4%34.2%
Bid-Ask Spread %16.257.7742.8011.0514.73
Gamma HHI0.110.070.280.130.08
Net GEX17.6M-18.3M57.7M-13.7M30.6M
Net DEX58.7M-685.4M958.0M237.5M-288.3M
Net VEX-7.5M-9.2M-4.6M-6.3M-8.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.321.071.070.51
Total Volume387,990.476103,2601,736,180150,040254,730
Total OI2,551,778.5711,773,8203,352,7101,773,8202,829,780

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-07-02$24.09$25.0025.2%7.0%21.6%21.5%24.4%3.5%-0.1%-13.7M237.5M-6.3M1.0711.0572,60077,440951,410822,410
2018-07-03$23.93$25.0025.5%7.1%21.5%23.1%24.0%3.6%-0.1%-13.1M277.0M-6.3M0.7542.8058,92044,340970,250831,500
2018-07-05$24.46$26.0024.5%7.2%22.3%17.9%24.0%3.5%-0.3%-4.3M73.5M-6.4M0.3719.21154,29057,440971,590834,500
2018-07-06$24.77$26.0023.1%6.5%22.8%10.8%23.3%3.1%0.0%2.1M-74.0M-6.5M0.6430.9873,94047,440982,030845,200
2018-07-09$24.67$26.0022.5%6.3%21.4%7.7%21.9%3.1%-0.6%-9.6M2.5M-6.4M0.7215.6963,59045,750958,320831,940
2018-07-10$25.07$26.0022.1%6.3%21.8%5.4%22.6%3.0%-0.0%2.9M-170.3M-6.5M0.6214.8167,19041,890974,310842,970
2018-07-11$24.33$26.0024.1%7.0%23.9%15.6%23.9%3.5%0.2%-18.3M129.7M-6.2M0.8316.0985,56071,240980,400844,920
2018-07-12$20.97$25.0032.4%9.1%56.3%58.3%32.4%4.6%-0.4%-12.9M958.0M-4.6M0.5631.581,109,500626,680996,220867,740
2018-07-13$20.26$22.0032.4%9.3%55.9%58.3%32.1%2.8%0.3%-3.1M888.8M-6.2M0.487.77599,120289,5001,607,8601,198,410
2018-07-16$20.32$21.0031.3%8.9%55.7%52.9%31.7%2.4%-0.4%6.8M725.7M-7.2M0.5510.14330,860182,0901,776,4601,233,200
2018-07-17$20.88$21.0029.3%8.4%57.5%42.3%29.7%2.1%-0.1%30.1M378.1M-8.0M0.449.35267,620118,8901,894,9701,298,830
2018-07-18$20.95$21.0027.7%7.9%57.7%34.1%28.2%1.8%0.8%39.2M295.8M-8.3M0.519.99237,630120,3401,945,9101,315,330
2018-07-19$21.14$21.0027.2%7.8%57.9%31.7%27.7%2.0%0.4%47.6M145.0M-8.6M0.7613.16231,130176,6702,004,9701,335,960
2018-07-20$21.06$21.0025.7%7.2%58.0%24.0%26.0%2.1%1.3%57.7M208.7M-8.4M0.559.46178,14097,1702,002,3201,350,390
2018-07-23$21.77$21.0025.6%7.0%59.8%23.5%25.3%1.4%2.3%31.3M-209.9M-8.7M0.4314.82299,320128,6401,663,4901,144,470
2018-07-24$21.75$21.0026.4%7.4%59.3%27.5%26.3%1.1%1.6%33.8M-175.2M-8.8M0.399.92273,740107,0401,697,6501,176,640
2018-07-25$22.60$21.0027.0%7.5%61.5%30.7%26.7%1.1%2.3%46.9M-685.4M-9.2M0.3222.88463,140146,6301,735,9601,198,420
2018-07-26$22.47$21.7528.4%7.7%61.4%37.7%27.3%1.6%1.6%41.8M-524.2M-9.1M0.388.14246,13093,6601,704,5001,213,870
2018-07-27$22.37$21.7530.1%8.1%61.3%46.6%28.3%4.3%2.4%37.4M-448.2M-9.0M0.4012.53256,100102,0601,724,2901,212,380
2018-07-30$22.63$21.7531.0%8.6%61.5%51.5%29.9%2.2%-0.1%36.7M-512.2M-9.1M0.4216.22175,61074,0301,642,9401,172,640
2018-07-31$22.25$21.7531.6%8.4%61.7%54.5%29.4%2.5%0.6%30.6M-288.3M-8.7M0.5114.73168,39086,3401,649,6701,180,110