AVGO Options History — May 2021

In May 2021, AVGO traded between $42.23 and $47.41. ATM implied volatility averaged 33.4%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 5.7% (HV 20d: 27.7%). Max pain ranged from $44.00 to $47.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.26.

Notable Days

  • 2021-05-12: Highest Volume — 138,210 contracts
  • 2021-05-04: Largest IV spike — 12.4% change
  • 2021-05-19: Highest IV Rank — 53.0%
  • 2021-05-12: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.76$42.23$47.41$45.11$47.41
Max Pain$44.44$44.00$47.00$47.00$44.00
ATM IV33.4%29.4%38.1%29.4%31.2%
Expected Move9.5%7.3%11.4%7.3%9.0%
HV 20d27.7%21.2%31.9%21.2%30.2%
HV 60d35.4%33.0%36.9%34.8%33.0%
IV Rank35.2%20.3%53.0%20.3%27.1%
IV Percentile42.6%18.7%82.5%18.7%27.8%
Term Structure-0.2%-3.0%4.3%-0.1%-1.4%
VWIV33.5%25.4%39.7%25.4%29.0%
Skew 25d5.0%-1.1%7.0%7.0%4.9%
Skew 10d11.5%3.1%22.0%8.5%3.1%
Call IV 25d30.9%27.0%36.2%28.4%27.0%
Put IV 25d35.9%31.1%43.2%35.4%31.9%
Bid-Ask Spread %55.0532.1065.1043.8552.86
Gamma HHI0.060.040.070.040.07
Net GEX-20.3M-41.4M37.1M-29.7M37.1M
Net DEX23.9M-993.0M821.3M32.3M-993.0M
Net VEX-9.1M-9.6M-8.7M-8.9M-8.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.552.541.280.56
Total Volume92,75346,460138,21088,410113,160
Total OI1,747,1041,615,9301,842,3301,615,9301,824,510

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$45.11$47.0029.4%7.3%21.2%20.3%25.4%7.0%-0.1%-29.7M32.3M-8.9M1.2843.8538,77049,640611,8201,004,110
2021-05-04$44.20$47.0033.1%8.1%21.9%34.0%28.7%3.1%-0.7%-37.7M300.2M-9.0M0.8547.8555,71047,130626,6701,030,610
2021-05-05$44.45$46.7531.2%7.8%22.1%27.1%26.8%5.5%0.8%-37.7M228.2M-9.1M1.6744.6427,65046,120634,6301,045,500
2021-05-06$44.63$44.0033.1%9.5%22.1%34.4%35.2%6.6%0.4%-37.5M170.9M-9.1M1.9354.7524,69047,630643,9001,064,340
2021-05-07$45.26$44.0031.2%9.1%23.0%27.1%31.3%-1.1%-0.5%-20.5M-54.0M-9.0M0.6560.7346,92030,630648,7801,084,390
2021-05-10$43.85$44.0033.6%9.8%24.9%36.0%35.4%4.4%2.2%-38.3M352.8M-8.9M1.8161.9737,62067,920619,1801,043,040
2021-05-11$43.92$44.0033.6%9.9%25.0%35.9%35.0%5.3%1.8%-41.1M382.7M-9.1M1.7460.1034,78060,450629,5301,080,120
2021-05-12$42.23$44.0036.0%11.4%27.6%45.1%39.7%7.0%4.3%-41.4M821.3M-9.3M1.6556.0852,16086,050640,7401,099,430
2021-05-13$43.36$44.0035.0%10.5%29.6%41.5%34.6%5.1%1.4%-39.2M505.7M-9.3M1.2960.4355,67071,550653,1301,107,960
2021-05-14$44.18$44.0035.6%9.7%30.7%43.4%35.3%4.4%-1.9%-28.7M215.2M-9.3M1.9662.1940,39079,050677,3301,146,220
2021-05-17$43.87$44.0035.3%10.1%28.9%42.3%35.8%5.9%-0.5%-34.9M309.0M-9.3M2.5465.1025,78065,450652,8601,128,920
2021-05-18$43.66$44.0035.1%10.1%28.7%41.6%35.9%5.6%-0.1%-35.0M384.7M-9.3M0.9859.1723,47022,990662,6801,134,750
2021-05-19$43.89$44.0038.1%10.9%28.8%53.0%38.2%6.1%-0.1%-33.2M302.4M-9.6M0.7963.0336,13028,390671,5601,138,040
2021-05-20$45.56$44.0035.2%10.2%31.9%42.2%36.1%5.2%-3.0%-15.0M-307.6M-9.4M0.8762.9968,14059,030683,2801,142,840
2021-05-21$45.05$44.0034.6%9.9%30.8%39.7%34.4%4.6%-0.0%-22.2M-87.8M-9.4M0.9158.5240,65036,830690,0401,152,290
2021-05-24$46.10$44.0032.0%9.4%31.8%30.1%33.2%4.6%-1.4%1.3M-481.6M-8.7M0.5553.5975,61041,640608,5001,056,180
2021-05-25$45.89$44.0031.4%9.3%31.5%27.8%32.9%6.3%-1.2%7.3M-448.1M-9.1M1.3632.1026,41035,960663,8001,073,910
2021-05-26$45.96$44.0031.7%9.3%31.2%29.1%32.5%3.6%-1.1%10.4M-466.8M-9.1M0.6650.2640,93026,980675,2301,092,630
2021-05-27$46.59$44.0031.1%9.2%31.2%26.6%33.6%5.5%-2.3%30.1M-687.6M-9.0M1.1350.7740,83046,150691,7401,106,890
2021-05-28$47.41$44.0031.2%9.0%30.2%27.1%29.0%4.9%-1.4%37.1M-993.0M-8.9M0.5652.8672,58040,580699,2901,125,220