AVGO Options History — April 2019

In April 2019, AVGO traded between $30.20 and $32.05. ATM implied volatility averaged 22.1%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 1.0% (HV 20d: 23.1%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2019-04-12: Highest Volume — 297,930 contracts
  • 2019-04-17: Largest IV spike — 10.3% change
  • 2019-04-29: Highest IV Rank — 14.6%
  • 2019-04-29: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.10$30.20$32.05$30.63$31.78
Max Pain$29.52$28.00$31.00$28.00$31.00
ATM IV22.1%19.9%23.8%22.6%22.8%
Expected Move6.4%5.7%6.8%6.6%6.4%
HV 20d23.1%14.8%33.8%33.5%15.8%
HV 60d24.7%23.7%26.6%26.5%23.9%
IV Rank6.2%0.0%14.6%6.1%10.8%
IV Percentile4.9%0.0%15.1%2.8%10.7%
Term Structure0.7%-0.2%4.3%0.4%4.3%
VWIV22.7%20.9%23.9%23.5%22.4%
Skew 25d3.3%2.6%4.1%3.2%2.6%
Skew 10d6.8%5.4%10.5%6.2%10.5%
Call IV 25d20.6%18.5%22.1%21.3%22.1%
Put IV 25d23.9%22.1%25.7%24.5%24.6%
Bid-Ask Spread %10.324.6518.917.5814.76
Gamma HHI0.160.090.630.100.10
Net GEX63.9M20.0M172.7M56.5M50.4M
Net DEX-2.01B-2.58B-1.62B-1.94B-2.09B
Net VEX-9.0M-9.5M-8.6M-8.9M-9.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.441.360.500.78
Total Volume141,571.90570,830297,930181,450114,580
Total OI2,600,797.6192,366,5702,844,0902,474,1702,561,010

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$30.63$28.0022.6%6.6%33.5%6.1%23.5%3.2%0.4%56.5M-1.94B-8.9M0.507.58120,59060,8601,289,3901,184,780
2019-04-02$30.35$28.0022.3%6.7%33.8%5.1%23.3%3.3%0.3%58.8M-1.82B-9.1M0.5812.8185,14049,4601,335,9601,199,800
2019-04-03$30.33$28.0022.8%6.7%32.5%7.0%23.1%3.1%0.0%74.3M-1.85B-9.1M0.6911.4174,76051,3501,381,7201,216,860
2019-04-04$30.20$28.0022.7%6.7%30.5%6.4%22.6%3.1%0.0%71.6M-1.78B-9.2M0.929.6065,33060,1201,397,2501,227,200
2019-04-05$30.39$28.0021.8%6.5%30.3%3.1%23.6%3.1%0.4%76.3M-1.87B-9.0M1.0315.0265,81068,0001,411,8101,243,720
2019-04-08$30.47$29.0021.8%6.5%30.0%3.1%23.3%3.6%0.8%59.1M-1.85B-9.0M1.364.6537,06050,4501,341,0001,204,900
2019-04-09$30.34$29.0022.4%6.5%30.2%5.5%23.3%3.7%0.4%56.4M-1.78B-9.0M0.806.7372,92058,2101,360,4401,235,900
2019-04-10$30.75$29.0021.4%6.1%30.3%1.5%22.6%3.2%-0.2%71.9M-2.02B-9.0M1.107.8360,10066,0901,387,6501,262,640
2019-04-11$30.90$29.0021.3%6.1%30.0%0.9%22.2%3.4%-0.1%80.8M-2.11B-9.0M0.8910.4078,22069,3201,403,2501,279,400
2019-04-12$31.72$29.0020.5%5.8%21.8%0.0%22.3%2.7%-0.0%86.2M-2.58B-8.7M0.947.69153,480144,4501,415,4901,310,300
2019-04-15$31.61$30.0020.9%5.9%21.0%1.6%21.7%3.5%0.6%76.2M-2.37B-8.7M1.1218.9152,14058,5101,391,4101,322,740
2019-04-16$31.75$30.0019.9%5.7%20.4%0.0%21.2%3.6%0.9%82.1M-2.44B-8.6M0.8010.8494,77076,1401,398,2801,344,720
2019-04-17$32.05$30.0021.9%6.3%17.0%7.6%20.9%3.6%-0.2%91.9M-2.56B-8.6M0.448.46131,14057,9501,407,1401,373,430
2019-04-18$31.91$30.0020.9%6.0%15.8%3.6%21.2%3.2%0.4%172.7M-2.45B-8.6M0.609.29138,06083,1701,454,5501,389,540
2019-04-22$31.46$30.0022.6%6.5%14.8%10.1%23.7%3.5%1.4%31.4M-1.82B-8.8M1.1810.8054,26064,1901,268,4001,098,170
2019-04-23$31.52$30.0022.4%6.4%14.8%9.4%22.5%3.5%0.5%31.2M-1.85B-9.1M0.5611.3481,34045,9401,295,3701,129,710
2019-04-24$31.55$31.0022.4%6.4%14.8%9.2%22.5%3.4%0.9%37.0M-1.91B-9.1M0.8310.4738,70032,1301,340,2301,148,460
2019-04-25$31.09$31.0023.0%6.6%16.1%11.6%22.9%3.6%0.0%24.7M-1.66B-9.4M0.948.9868,33063,9101,351,7401,159,870
2019-04-26$31.00$31.0023.4%6.6%15.8%12.9%23.9%3.3%0.5%20.0M-1.62B-9.5M1.1910.4354,31064,7601,389,8101,195,720
2019-04-29$31.28$31.0023.8%6.8%16.0%14.6%23.6%4.1%3.7%32.6M-1.79B-9.3M0.738.6961,99044,9701,358,4201,148,570
2019-04-30$31.78$31.0022.8%6.4%15.8%10.8%22.4%2.6%4.3%50.4M-2.09B-9.1M0.7814.7664,21050,3701,390,2801,170,730