AVGO Options History — October 2018

In October 2018, AVGO traded between $20.92 and $25.03. ATM implied volatility averaged 30.6%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 2.6% (HV 20d: 27.9%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.81.

Notable Days

2018-10-05: Highest Volume — 238,250 contracts
2018-10-10: Largest IV spike — 15.8% change
2018-10-29: Highest IV Rank — 96.0%
2018-10-29: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.31	$20.92	$25.03	$25.03	$22.46
Max Pain	$24.12	$23.00	$25.00	$23.00	$23.00
ATM IV	30.6%	24.1%	39.7%	24.1%	33.7%
Expected Move	9.0%	6.6%	12.5%	6.6%	10.3%
HV 20d	27.9%	18.5%	37.5%	35.6%	37.5%
HV 60d	31.6%	27.6%	42.6%	42.6%	32.3%
IV Rank	49.1%	15.8%	96.0%	15.8%	65.2%
IV Percentile	57.4%	9.1%	99.2%	9.1%	79.8%
Term Structure	0.2%	-1.8%	3.4%	0.2%	2.6%
VWIV	31.7%	23.3%	42.5%	23.3%	37.0%
Skew 25d	4.2%	2.2%	6.8%	2.5%	5.5%
Skew 10d	8.9%	4.9%	14.0%	5.2%	13.7%
Call IV 25d	29.2%	23.5%	38.6%	23.5%	32.1%
Put IV 25d	33.4%	25.9%	45.4%	26.0%	37.6%
Bid-Ask Spread %	17.98	9.92	45.61	11.83	15.27
Gamma HHI	0.10	0.07	0.38	0.12	0.08
Net GEX	17.1M	-6.7M	52.7M	47.7M	5.8M
Net DEX	-267.6M	-1.13B	442.6M	-1.13B	43.4M
Net VEX	-8.2M	-8.8M	-7.3M	-8.6M	-7.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.44	1.78	0.72	0.82
Total Volume	153,616.522	95,020	238,250	228,920	95,020
Total OI	2,289,273.043	1,906,540	2,518,040	2,315,280	2,096,400

Daily Data (23 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
2018-10-01	$25.03	$23.00	24.1%	6.6%	35.6%	15.8%	23.3%	2.5%	0.2%	47.7M	-1.13B	-8.6M	0.72	11.83	133,070	95,850	1,321,860	993,420
2018-10-02	$24.87	$23.00	24.7%	6.9%	35.9%	19.0%	24.4%	2.6%	0.2%	40.4M	-1.01B	-8.6M	0.58	11.56	87,430	50,310	1,352,260	1,036,890
2018-10-03	$24.93	$23.00	24.2%	6.6%	35.9%	16.3%	23.5%	2.2%	0.4%	41.4M	-1.03B	-8.6M	0.85	13.73	67,810	57,470	1,361,490	1,044,480
2018-10-04	$24.81	$25.00	26.6%	7.6%	34.1%	28.7%	26.9%	2.6%	-0.2%	34.1M	-944.6M	-8.8M	1.01	14.23	70,040	70,790	1,367,060	1,059,610
2018-10-05	$24.43	$25.00	27.2%	8.0%	24.4%	31.9%	28.3%	3.0%	0.0%	15.8M	-696.3M	-8.8M	0.85	17.46	128,920	109,330	1,376,270	1,070,450
2018-10-08	$24.22	$25.00	28.1%	8.2%	21.9%	36.2%	28.8%	3.6%	0.4%	22.5M	-639.8M	-8.6M	1.12	17.22	78,150	87,380	1,338,470	1,027,340
2018-10-09	$24.50	$25.00	27.7%	8.2%	18.5%	34.2%	28.1%	3.7%	0.8%	25.9M	-771.7M	-8.7M	0.86	15.85	65,810	56,640	1,350,450	1,045,760
2018-10-10	$23.37	$25.00	32.0%	9.6%	25.1%	56.6%	33.0%	2.7%	1.1%	12.0M	-215.7M	-8.7M	0.58	45.61	120,710	70,190	1,364,310	1,049,290
2018-10-11	$23.08	$25.00	33.8%	9.9%	23.1%	65.5%	35.4%	4.1%	1.4%	10.7M	-88.7M	-8.5M	0.65	24.64	97,840	63,610	1,380,710	1,054,620
2018-10-12	$23.26	$24.00	31.6%	9.1%	23.3%	54.5%	32.9%	4.4%	0.2%	12.1M	-138.2M	-8.4M	0.61	18.59	104,330	64,120	1,398,370	1,053,250
2018-10-15	$23.32	$24.00	31.3%	9.0%	23.3%	52.9%	31.1%	4.6%	-1.8%	15.2M	-167.5M	-8.1M	0.87	17.94	72,660	63,510	1,381,600	1,034,520
2018-10-16	$23.84	$24.00	27.1%	7.7%	23.6%	31.0%	28.3%	4.0%	-0.5%	20.7M	-436.9M	-8.2M	0.44	21.21	105,220	46,240	1,389,860	1,048,430
2018-10-17	$23.73	$24.00	27.2%	7.8%	23.4%	31.9%	27.7%	4.1%	-0.6%	29.1M	-374.1M	-8.2M	0.66	13.46	68,990	45,550	1,423,850	1,056,880
2018-10-18	$22.80	$25.00	30.5%	8.8%	26.4%	48.6%	31.1%	4.7%	-0.6%	11.0M	96.1M	-7.9M	0.85	31.27	81,250	68,750	1,427,580	1,062,820
2018-10-19	$22.98	$25.00	29.9%	8.7%	26.2%	45.8%	30.8%	4.5%	-0.6%	52.7M	23.1M	-8.0M	0.67	13.70	107,060	71,800	1,443,420	1,074,620
2018-10-22	$22.95	$24.00	30.1%	8.8%	26.1%	46.7%	30.2%	4.2%	0.3%	5.4M	-32.3M	-7.8M	1.10	11.42	64,510	70,670	1,044,090	862,450
2018-10-23	$22.94	$24.00	31.2%	9.3%	26.1%	52.3%	32.3%	4.5%	0.8%	4.7M	-32.4M	-8.0M	0.57	12.59	128,150	72,440	1,059,220	887,910
2018-10-24	$22.20	$24.00	34.1%	10.4%	28.0%	67.0%	36.4%	5.2%	-1.1%	852.8K	161.0M	-7.8M	1.78	9.92	59,100	105,000	1,117,560	900,840
2018-10-25	$22.17	$24.00	33.7%	10.2%	28.0%	64.9%	36.5%	5.2%	0.1%	-1.6M	196.1M	-7.8M	0.72	10.05	68,770	49,310	1,125,460	952,350
2018-10-26	$21.32	$24.00	37.5%	11.5%	30.3%	84.7%	39.5%	5.9%	-1.1%	-6.7M	420.3M	-7.5M	0.94	14.62	77,290	72,930	1,141,070	960,010
2018-10-29	$20.92	$23.75	39.7%	12.5%	29.4%	96.0%	42.5%	6.8%	-0.0%	-6.5M	442.6M	-7.3M	0.79	37.54	65,450	51,740	1,109,720	941,950
2018-10-30	$22.03	$23.00	37.1%	12.0%	36.5%	82.8%	41.2%	5.6%	3.4%	652.4K	175.7M	-7.8M	0.52	13.75	93,230	48,740	1,120,450	943,860
2018-10-31	$22.46	$23.00	33.7%	10.3%	37.5%	65.2%	37.0%	5.5%	2.6%	5.8M	43.4M	-7.9M	0.82	15.27	52,260	42,760	1,146,140	950,260