AVGO Options History — June 2019

In June 2019, AVGO traded between $25.28 and $28.84. ATM implied volatility averaged 33.9%, placing in the 52.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 3.3% (HV 20d: 37.2%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.75.

Notable Days

  • 2019-06-20: Highest Volume — 3,315,190 contracts
  • 2019-06-14: Largest IV drop — 23.8% change
  • 2019-06-12: Highest IV Rank — 77.5%
  • 2019-06-03: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.55$25.28$28.84$25.28$28.84
Max Pain$26.45$25.00$28.00$26.00$28.00
ATM IV33.9%28.1%40.8%40.3%30.8%
Expected Move9.7%7.9%12.5%12.5%8.7%
HV 20d37.2%31.1%40.8%31.1%34.7%
HV 60d29.9%27.8%31.3%29.0%30.5%
IV Rank52.1%30.6%77.5%75.7%40.6%
IV Percentile62.6%32.1%94.4%93.7%44.8%
Term Structure-0.6%-2.3%1.4%-1.8%-0.1%
VWIV35.3%28.7%43.9%43.9%31.5%
Skew 25d5.0%3.7%6.2%6.0%4.7%
Skew 10d10.0%7.7%12.4%12.4%9.0%
Call IV 25d31.9%26.9%38.0%37.2%28.8%
Put IV 25d37.0%31.0%44.1%43.2%33.5%
Bid-Ask Spread %50.0729.0763.1963.1931.43
Gamma HHI0.080.060.190.100.08
Net GEX17.8M-21.8M39.0M97.6K36.4M
Net DEX-447.2M-1.05B554.2M536.4M-749.4M
Net VEX-9.1M-9.8M-8.5M-8.6M-9.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.111.410.550.90
Total Volume393,456.5102,3903,315,190187,450162,130
Total OI2,769,2092,050,6103,309,6902,705,6602,203,780

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$25.28$26.0040.3%12.5%31.1%75.7%43.9%6.0%-1.8%97.6K536.4M-8.6M0.5563.19120,62066,8301,471,9701,233,690
2019-06-04$26.50$26.0038.2%12.3%37.2%68.0%43.2%6.2%-1.5%11.8M-44.3M-9.4M0.7659.0079,17059,8401,558,4801,262,830
2019-06-05$26.56$26.0038.1%12.4%37.2%67.8%43.7%6.0%-1.8%15.9M-84.3M-9.4M0.9560.3062,63059,3901,572,7201,279,500
2019-06-06$27.40$26.0037.2%10.1%39.6%64.4%34.7%5.5%-1.6%19.8M-521.1M-9.6M0.7660.2595,69073,0401,585,3501,295,010
2019-06-07$27.41$26.0039.3%10.6%39.6%72.2%36.3%5.8%-1.9%22.9M-537.2M-9.6M0.7161.73125,66088,7901,602,1301,319,620
2019-06-10$28.02$26.0040.6%11.0%40.8%77.0%38.5%5.8%-1.7%18.5M-785.2M-9.7M0.5962.13104,51061,4401,550,4601,285,870
2019-06-11$28.34$26.0040.0%11.0%39.2%74.9%38.5%5.9%-1.2%22.0M-953.6M-9.8M0.5960.89128,63075,5101,571,9801,310,770
2019-06-12$27.92$26.0040.8%11.2%37.3%77.5%41.9%6.1%-1.6%20.7M-771.3M-9.7M0.9361.4585,09078,9901,617,2501,323,870
2019-06-13$28.01$25.0039.3%10.7%37.0%72.1%37.0%6.0%-2.3%22.4M-835.0M-9.6M0.7058.23334,050232,4601,638,9201,359,270
2019-06-14$26.65$25.0029.9%8.5%39.9%37.3%31.7%4.9%-0.3%1.2M-25.2M-8.5M1.4133.10322,840454,3701,812,4001,486,260
2019-06-17$26.55$25.0029.5%8.4%39.1%35.9%31.5%4.3%1.1%14.5M-183.7M-8.6M0.6752.39208,890139,0401,650,5801,334,520
2019-06-18$27.91$26.0029.3%8.4%38.4%35.1%30.7%4.2%0.5%39.0M-1.05B-9.0M0.6049.63242,700144,6901,728,4701,387,580
2019-06-19$27.86$26.0028.3%8.1%38.4%31.2%30.0%4.5%0.6%25.0M-900.7M-8.8M0.6055.63105,98063,3201,684,7201,400,840
2019-06-20$27.91$26.0028.5%8.2%37.8%32.1%41.5%4.2%0.2%27.1M-877.6M-8.9M0.1149.212,987,590327,6001,691,4501,410,580
2019-06-21$27.55$28.0028.1%7.9%35.9%30.6%28.7%3.7%1.4%-21.8M554.2M-8.7M0.3654.10247,35088,4301,647,8601,661,830
2019-06-24$27.88$28.0029.2%8.5%35.2%34.7%30.2%4.3%0.1%15.2M-337.5M-8.7M0.8830.6355,15048,2601,024,8701,025,740
2019-06-25$27.69$28.0030.8%8.9%35.1%40.7%30.7%4.2%0.1%12.3M-273.6M-8.8M0.9138.7653,54048,8501,050,5501,044,490
2019-06-26$28.15$28.0030.0%8.6%35.4%37.5%30.6%4.1%0.2%21.5M-461.6M-8.8M1.0529.0756,74059,7701,066,2901,059,250
2019-06-27$28.59$28.0029.9%8.4%35.6%37.0%30.3%4.6%0.5%30.8M-641.3M-9.0M0.9730.2860,62058,9301,086,8401,085,590
2019-06-28$28.84$28.0030.8%8.7%34.7%40.6%31.5%4.7%-0.1%36.4M-749.4M-9.0M0.9031.4385,31076,8201,106,3001,097,480