AVGO Options History — April 2021

In April 2021, AVGO traded between $45.44 and $48.73. ATM implied volatility averaged 26.4%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 4.9% (HV 20d: 31.3%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.98.

Notable Days

  • 2021-04-19: Highest Volume — 196,090 contracts
  • 2021-04-05: Largest IV spike — 16.9% change
  • 2021-04-30: Highest IV Rank — 18.4%
  • 2021-04-05: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.22$45.44$48.73$47.50$45.44
Max Pain$46.76$45.00$47.00$45.00$47.00
ATM IV26.4%24.0%32.0%27.4%28.9%
Expected Move7.5%7.0%8.3%7.7%7.5%
HV 20d31.3%23.3%44.0%43.3%23.6%
HV 60d35.9%34.6%36.8%36.5%34.7%
IV Rank5.3%0.0%18.4%0.0%18.4%
IV Percentile3.4%0.0%22.2%0.0%15.1%
Term Structure1.5%-0.9%7.2%-0.4%6.0%
VWIV26.8%25.4%29.9%27.5%26.0%
Skew 25d2.0%-0.8%6.2%1.9%6.2%
Skew 10d5.1%0.8%12.9%3.1%7.8%
Call IV 25d25.8%22.8%30.7%26.9%26.3%
Put IV 25d27.8%22.1%36.0%28.8%32.4%
Bid-Ask Spread %43.1830.3954.7754.7739.48
Gamma HHI0.070.040.150.150.11
Net GEX13.4M-48.1M55.3M55.3M-48.1M
Net DEX-641.0M-1.16B-33.7M-925.5M-33.7M
Net VEX-8.1M-9.1M-7.3M-8.0M-9.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.621.750.681.19
Total Volume99,638.09544,830196,09087,89089,950
Total OI1,566,646.191,387,5801,666,9201,507,1401,666,920

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$47.50$45.0027.4%7.7%43.3%0.0%27.5%1.9%-0.4%55.3M-925.5M-8.0M0.6854.7752,17035,720617,600889,540
2021-04-05$48.73$46.0032.0%8.3%44.0%12.3%29.9%5.2%0.2%39.2M-1.16B-7.8M0.6242.6174,03045,900591,380870,830
2021-04-06$48.20$46.0028.3%8.0%39.3%2.5%28.3%2.2%-0.0%39.5M-943.7M-7.7M0.7542.7654,45041,070644,490907,800
2021-04-07$48.26$46.0027.5%7.6%37.3%0.2%26.3%0.8%-0.6%41.2M-942.6M-7.5M0.8150.6035,20028,500653,550920,110
2021-04-08$48.47$47.0026.3%7.6%36.7%0.0%26.4%2.9%0.6%46.8M-995.2M-7.4M0.7745.3944,40033,980665,840933,840
2021-04-09$48.27$47.0024.4%7.2%34.9%0.0%26.3%-0.4%-0.5%44.2M-949.1M-7.4M0.9744.2150,50048,770672,190933,640
2021-04-12$48.49$47.0025.5%7.4%34.6%3.2%27.3%1.1%0.8%40.6M-1.07B-7.3M1.0148.3736,53036,990618,200894,680
2021-04-13$48.45$47.0025.0%7.3%31.5%1.7%25.7%1.4%0.6%40.2M-1.05B-7.3M0.7448.9382,47061,020634,230915,480
2021-04-14$47.74$47.0025.5%7.4%31.4%3.3%26.8%0.9%1.0%25.5M-817.2M-7.7M0.9047.4064,63057,930642,220933,610
2021-04-15$48.14$47.0025.0%7.2%31.4%1.9%25.9%-0.8%-0.9%36.8M-964.4M-7.6M0.6450.3233,96021,820677,480965,680
2021-04-16$47.69$47.0024.0%7.0%28.7%0.0%26.5%-0.7%0.7%10.7M-826.8M-7.6M1.1251.6547,33053,000685,790974,860
2021-04-19$46.20$47.0026.5%7.7%30.5%7.3%27.1%3.8%0.1%-11.6M-311.9M-8.0M1.5438.8577,090119,000534,830852,750
2021-04-20$45.65$47.0027.4%7.9%28.1%10.0%28.2%3.5%-0.5%-23.7M-112.6M-8.2M1.0936.3249,92054,260560,510911,560
2021-04-21$45.79$47.0025.3%7.3%26.9%3.9%26.4%3.1%-0.0%-23.3M-169.1M-8.2M1.2738.3540,96051,820585,610936,290
2021-04-22$45.51$47.0027.0%7.7%26.9%10.3%27.0%3.2%0.3%-29.1M-81.7M-8.5M0.9241.2076,52070,540608,440963,270
2021-04-23$46.65$47.0026.9%7.6%28.2%10.9%26.6%2.7%0.6%19.0M-482.9M-8.8M0.7436.8564,71048,040637,0501,001,960
2021-04-26$47.16$47.0025.4%7.4%26.6%5.3%27.2%0.6%6.3%3.5M-568.1M-8.8M1.0134.0146,53047,200586,180972,860
2021-04-27$46.59$47.0025.6%7.5%26.8%6.0%26.2%1.2%7.2%-4.2M-399.4M-9.0M0.9730.3922,75022,080602,870990,340
2021-04-28$45.98$47.0025.0%7.2%23.9%3.8%25.4%0.4%5.9%-18.2M-224.6M-8.8M1.1444.8432,63037,320607,4001,001,590
2021-04-29$46.62$47.0026.5%7.2%23.3%9.4%25.7%2.6%4.4%-3.4M-427.5M-8.8M1.7539.4936,59064,120617,1601,018,940
2021-04-30$45.44$47.0028.9%7.5%23.6%18.4%26.0%6.2%6.0%-48.1M-33.7M-9.1M1.1939.4841,00048,950628,7201,038,200