AVGO Options History — October 2019

In October 2019, AVGO traded between $26.98 and $29.30. ATM implied volatility averaged 27.0%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 1.4% (HV 20d: 25.6%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.10.

Notable Days

2019-10-11: Highest Volume — 222,680 contracts
2019-10-15: Largest IV drop — 8.6% change
2019-10-08: Highest IV Rank — 48.3%
2019-10-08: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.29	$26.98	$29.30	$27.53	$29.30
Max Pain	$28.00	$28.00	$28.00	$28.00	$28.00
ATM IV	27.0%	22.2%	32.9%	30.7%	22.2%
Expected Move	7.8%	6.4%	9.4%	8.8%	6.4%
HV 20d	25.6%	23.2%	27.6%	27.6%	25.2%
HV 60d	31.5%	30.4%	32.2%	31.0%	30.4%
IV Rank	26.4%	8.5%	48.3%	40.0%	8.5%
IV Percentile	24.9%	4.0%	54.8%	42.9%	4.0%
Term Structure	0.3%	-1.1%	2.8%	-0.0%	2.8%
VWIV	27.3%	22.0%	32.7%	30.9%	22.0%
Skew 25d	4.8%	3.8%	6.3%	5.6%	3.9%
Skew 10d	9.7%	7.3%	12.6%	11.7%	7.8%
Call IV 25d	24.9%	19.9%	30.3%	28.4%	19.9%
Put IV 25d	29.7%	23.8%	36.4%	34.0%	23.8%
Bid-Ask Spread %	13.68	4.37	28.44	7.05	13.66
Gamma HHI	0.09	0.07	0.18	0.07	0.08
Net GEX	4.9M	-24.7M	37.7M	-13.2M	37.7M
Net DEX	-220.1M	-627.2M	332.2M	127.6M	-608.8M
Net VEX	-6.8M	-7.6M	-6.3M	-7.5M	-6.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.59	1.73	1.45	0.76
Total Volume	131,014.348	64,280	222,680	108,070	131,790
Total OI	2,229,888.696	1,960,980	2,417,610	2,227,280	2,207,480

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
2019-10-01	$27.53	$28.00	30.7%	8.8%	27.6%	40.0%	30.9%	5.6%	-0.0%	-13.2M	127.6M	-7.5M	1.45	7.05	44,180	63,890	911,170	1,316,110
2019-10-02	$26.98	$28.00	32.6%	9.4%	25.6%	47.2%	32.7%	5.5%	-0.2%	-24.7M	332.2M	-7.6M	1.60	8.26	55,490	88,980	920,390	1,337,970
2019-10-03	$27.36	$28.00	31.6%	9.1%	23.2%	43.6%	31.8%	5.6%	-0.1%	-19.1M	187.6M	-7.5M	0.99	21.86	55,440	54,920	928,850	1,358,370
2019-10-04	$28.09	$28.00	29.7%	8.5%	25.4%	36.5%	30.2%	5.5%	-0.4%	1.1M	-161.9M	-7.4M	0.82	17.78	90,000	73,760	943,310	1,370,910
2019-10-07	$27.61	$28.00	30.7%	8.5%	25.9%	40.1%	30.9%	5.5%	-1.1%	-10.9M	69.0M	-7.3M	0.75	13.14	68,840	51,550	922,460	1,324,010
2019-10-08	$27.14	$28.00	32.9%	9.4%	26.3%	48.3%	32.5%	6.3%	-0.0%	-20.3M	258.8M	-7.4M	1.23	19.18	98,020	120,650	950,240	1,346,920
2019-10-09	$27.37	$28.00	31.6%	9.1%	25.7%	43.6%	30.5%	5.6%	0.0%	-17.4M	156.7M	-7.4M	1.71	26.47	38,450	65,890	967,940	1,393,560
2019-10-10	$27.43	$28.00	31.5%	9.1%	25.2%	43.0%	30.2%	5.4%	0.3%	-17.9M	124.2M	-7.4M	1.26	28.44	68,470	86,480	976,750	1,405,040
2019-10-11	$28.26	$28.00	29.4%	8.5%	24.9%	35.3%	29.8%	5.8%	0.5%	11.7M	-296.4M	-7.2M	1.01	12.29	110,640	112,040	994,930	1,422,680
2019-10-14	$28.18	$28.00	27.7%	8.0%	24.9%	28.9%	27.7%	4.6%	-0.3%	4.4M	-226.1M	-6.9M	0.83	10.67	46,270	38,510	947,750	1,333,050
2019-10-15	$29.02	$28.00	25.3%	7.2%	27.1%	20.0%	27.7%	4.8%	0.2%	27.4M	-627.2M	-6.7M	1.34	9.83	83,570	112,340	952,610	1,339,650
2019-10-16	$28.82	$28.00	25.2%	7.2%	27.2%	19.8%	26.2%	4.6%	0.2%	25.0M	-534.4M	-6.7M	1.23	8.66	36,280	44,530	967,440	1,359,590
2019-10-17	$28.89	$28.00	24.3%	7.0%	26.5%	16.5%	25.7%	4.5%	0.2%	35.8M	-572.8M	-6.5M	1.24	9.60	28,680	35,600	963,180	1,372,580
2019-10-18	$28.67	$28.00	25.4%	7.3%	24.7%	20.6%	25.4%	4.8%	0.0%	3.2M	-414.3M	-6.5M	0.83	6.39	62,770	52,250	963,700	1,381,890
2019-10-21	$28.93	$28.00	25.0%	7.2%	24.7%	18.9%	25.2%	4.6%	-0.5%	6.9M	-408.4M	-6.3M	0.77	4.37	60,660	46,880	793,320	1,167,660
2019-10-22	$28.75	$28.00	25.4%	7.3%	24.2%	20.4%	24.7%	4.1%	-1.0%	6.7M	-348.7M	-6.4M	1.18	7.34	49,990	58,770	828,410	1,181,910
2019-10-23	$28.06	$28.00	25.0%	7.1%	25.0%	19.0%	24.6%	4.5%	-0.5%	-10.9M	-58.7M	-6.4M	1.12	7.59	71,230	79,430	852,620	1,214,040
2019-10-24	$28.16	$28.00	23.9%	6.9%	25.0%	14.9%	24.2%	4.2%	-0.7%	-7.3M	-111.7M	-6.4M	0.81	9.45	74,350	60,500	870,250	1,232,910
2019-10-25	$29.02	$28.00	22.9%	6.6%	26.5%	11.1%	23.3%	4.0%	-0.6%	37.3M	-530.4M	-6.4M	0.59	15.77	103,550	61,510	894,030	1,255,370
2019-10-28	$29.12	$28.00	22.8%	6.8%	26.5%	10.9%	23.1%	3.8%	2.2%	19.0M	-519.0M	-6.3M	0.88	16.51	75,360	66,580	872,520	1,212,940
2019-10-29	$28.86	$28.00	23.0%	6.9%	26.8%	11.5%	24.7%	3.8%	2.6%	15.9M	-406.3M	-6.4M	1.73	17.83	36,950	63,980	902,510	1,249,700
2019-10-30	$29.07	$28.00	22.4%	6.7%	25.5%	9.3%	24.2%	4.0%	2.6%	22.2M	-494.0M	-6.4M	1.15	22.40	38,790	44,520	908,800	1,269,920
2019-10-31	$29.30	$28.00	22.2%	6.4%	25.2%	8.5%	22.0%	3.9%	2.8%	37.7M	-608.8M	-6.4M	0.76	13.66	74,950	56,840	928,950	1,278,530