AVGO Options History — June 2021 In June 2021, AVGO traded between $46.38 and $47.68. ATM implied volatility averaged 24.5%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 1.6% (HV 20d: 22.9%). Max pain ranged from $44.00 to $46.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.81.
Notable Days 2021-06-18 : Highest Volume — 414,450 contracts2021-06-04 : Largest IV drop — 11.4% change2021-06-01 : Highest IV Rank — 24.5%2021-06-01 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $46.90 $46.38 $47.68 $46.96 $47.68 Max Pain $45.50 $44.00 $46.00 $44.00 $46.00 ATM IV 24.5% 21.6% 30.5% 30.5% 22.8% Expected Move 7.0% 6.1% 9.7% 9.7% 6.1% HV 20d 22.9% 17.1% 31.2% 30.3% 17.3% HV 60d 27.3% 23.5% 33.0% 33.0% 23.5% IV Rank 7.4% 0.0% 24.5% 24.5% 4.1% IV Percentile 4.4% 0.0% 23.4% 23.4% 1.2% Term Structure 0.6% -1.4% 2.8% 2.3% 0.1% VWIV 24.4% 21.1% 33.3% 33.3% 21.3% Skew 25d 3.4% 0.9% 5.2% 4.0% 3.4% Skew 10d 6.4% 2.8% 10.8% 4.3% 10.0% Call IV 25d 23.3% 20.5% 29.0% 28.8% 21.3% Put IV 25d 26.7% 23.2% 32.8% 32.8% 24.7% Bid-Ask Spread % 52.35 18.08 65.51 51.64 18.08 Gamma HHI 0.07 0.05 0.11 0.06 0.08 Net GEX 24.5M 902.2K 73.2M 12.8M 44.8M Net DEX -547.7M -1.04B -93.6M -706.0M -496.3M Net VEX -8.5M -9.1M -7.9M -8.7M -9.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.17 1.29 0.60 0.82 Total Volume 132,712.273 55,310 414,450 142,030 82,670 Total OI 1,794,710.455 1,490,610 2,035,260 1,770,260 1,649,090
Daily Data (22 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 2021-06-01 $46.96 $44.00 30.5% 9.7% 30.3% 24.5% 33.3% 4.0% 2.3% 12.8M -706.0M -8.7M 0.60 51.64 88,570 53,460 664,400 1,105,860 2021-06-02 $47.28 $44.00 29.7% 9.4% 29.2% 21.3% 32.7% 3.0% -1.4% 24.9M -864.5M -8.8M 0.88 47.43 56,400 49,480 723,310 1,139,220 2021-06-03 $46.65 $45.00 28.8% 8.0% 29.7% 18.2% 28.4% 4.0% 0.4% 13.7M -649.1M -9.0M 1.15 60.18 119,900 137,330 736,930 1,155,950 2021-06-04 $47.50 $45.00 25.6% 7.2% 30.3% 5.8% 25.6% 4.4% -0.0% 73.2M -1.04B -8.5M 0.92 54.64 122,160 111,960 802,260 1,233,000 2021-06-07 $46.45 $45.00 26.2% 7.5% 31.2% 8.3% 26.3% 4.6% -0.4% 10.5M -547.2M -8.3M 1.16 55.22 59,730 69,060 714,380 1,128,570 2021-06-08 $46.40 $45.00 25.5% 7.3% 28.8% 5.6% 25.6% 5.2% 0.2% 10.9M -536.4M -8.4M 0.74 57.86 33,640 24,880 739,280 1,163,430 2021-06-09 $46.43 $45.00 25.1% 7.2% 28.8% 4.0% 25.0% 4.0% -0.2% 13.7M -545.2M -8.3M 0.65 61.42 33,520 21,790 749,730 1,170,160 2021-06-10 $46.87 $45.00 22.9% 6.7% 24.1% 0.0% 24.1% 1.9% 0.5% 32.5M -712.1M -8.1M 0.94 60.45 46,500 43,510 758,580 1,174,650 2021-06-11 $46.97 $45.00 21.6% 6.3% 22.8% 0.0% 22.5% 2.6% 0.9% 42.8M -771.6M -7.9M 1.12 62.08 51,340 57,400 767,300 1,182,570 2021-06-14 $47.31 $46.00 23.2% 6.7% 22.2% 5.4% 23.2% 2.8% 2.8% 35.8M -837.9M -7.9M 0.93 61.82 43,960 41,040 732,100 1,155,310 2021-06-15 $47.05 $46.00 23.0% 6.6% 22.1% 4.7% 23.1% 3.0% 1.1% 27.8M -734.5M -7.9M 1.23 59.76 32,350 39,650 742,590 1,172,590 2021-06-16 $46.67 $46.00 23.3% 6.7% 22.3% 5.8% 22.9% 2.9% 0.3% 14.8M -561.1M -7.9M 0.94 65.51 49,520 46,710 751,990 1,189,030 2021-06-17 $47.16 $46.00 23.1% 6.6% 22.5% 5.1% 23.4% 2.5% 0.5% 43.9M -790.5M -8.0M 0.55 62.23 67,980 37,280 762,390 1,205,740 2021-06-18 $46.49 $46.00 24.9% 7.1% 19.4% 11.3% 24.0% 3.3% -0.4% 902.2K -454.5M -8.1M 0.17 61.62 354,600 59,850 770,640 1,219,100 2021-06-21 $46.40 $46.00 23.4% 6.6% 18.9% 6.3% 24.0% 3.0% 0.4% 6.1M -140.3M -8.7M 1.29 42.53 45,690 59,030 576,610 914,000 2021-06-22 $46.38 $46.00 23.1% 6.4% 17.1% 5.2% 21.3% 4.0% 0.7% 6.4M -134.4M -8.7M 0.30 42.61 72,320 21,560 595,000 948,640 2021-06-23 $46.69 $46.00 24.3% 6.3% 17.1% 9.1% 22.3% 3.6% -0.3% 19.6M -211.4M -8.8M 0.61 44.20 135,690 82,850 611,520 959,800 2021-06-24 $47.02 $46.00 22.7% 6.1% 17.3% 3.7% 21.1% 3.7% 2.6% 37.5M -340.1M -8.9M 0.58 44.97 60,250 35,130 629,400 973,810 2021-06-25 $46.40 $46.00 22.1% 6.2% 17.4% 1.7% 21.2% 0.9% 0.5% 1.3M -93.6M -8.8M 0.94 47.32 34,150 31,960 634,860 988,160 2021-06-28 $47.29 $46.00 23.2% 6.4% 17.6% 5.5% 22.4% 4.3% 1.7% 24.0M -376.5M -8.7M 0.64 41.75 58,980 37,570 610,890 966,170 2021-06-29 $47.66 $46.00 23.8% 6.3% 17.4% 7.4% 22.3% 3.7% 0.2% 40.7M -507.8M -8.9M 0.75 48.43 119,030 89,220 631,940 982,680 2021-06-30 $47.68 $46.00 22.8% 6.1% 17.3% 4.1% 21.3% 3.4% 0.1% 44.8M -496.3M -9.1M 0.82 18.08 45,310 37,360 647,210 1,001,880
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