AVGO Options History — July 2021

In July 2021, AVGO traded between $46.29 and $48.55. ATM implied volatility averaged 24.1%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 6.1% (HV 20d: 18.0%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.01.

Notable Days

  • 2021-07-12: Highest Volume — 562,990 contracts
  • 2021-07-19: Largest IV spike — 10.1% change
  • 2021-07-19: Highest IV Rank — 17.3%
  • 2021-07-19: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.61$46.29$48.55$46.97$48.46
Max Pain$46.67$46.00$47.00$46.00$47.00
ATM IV24.1%22.4%26.6%22.9%24.3%
Expected Move6.7%5.9%7.6%6.0%6.3%
HV 20d18.0%14.7%20.5%17.5%19.6%
HV 60d23.4%22.6%24.1%23.7%22.6%
IV Rank8.7%2.7%17.3%4.7%9.2%
IV Percentile7.7%0.8%17.1%2.0%11.5%
Term Structure0.9%-0.9%4.2%0.5%3.3%
VWIV23.9%20.9%27.2%20.9%22.5%
Skew 25d2.2%-5.7%4.3%3.0%3.5%
Skew 10d8.0%4.7%15.1%5.0%9.8%
Call IV 25d23.3%21.2%26.3%21.5%21.8%
Put IV 25d25.5%20.7%28.8%24.5%25.3%
Bid-Ask Spread %38.6712.8254.0415.3454.04
Gamma HHI0.080.050.140.060.10
Net GEX15.6M-50.0M73.3M14.6M59.0M
Net DEX-323.1M-842.4M238.3M-213.1M-591.2M
Net VEX-9.8M-10.6M-9.0M-9.4M-10.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.262.000.780.98
Total Volume147,709.52460,270562,99079,10063,470
Total OI1,769,201.4291,619,7101,980,4501,682,0301,895,680

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$46.97$46.0022.9%6.0%17.5%4.7%20.9%3.0%0.5%14.6M-213.1M-9.4M0.7815.3444,49034,610660,2401,021,790
2021-07-02$46.79$46.0022.5%5.9%16.2%3.1%21.4%1.4%-0.4%122.1K-126.2M-9.4M1.6044.64126,780202,650669,0801,034,340
2021-07-06$47.35$46.0024.2%7.0%14.7%9.0%24.0%3.0%-0.4%17.6M-334.9M-9.2M1.0127.4655,61056,100655,8601,027,270
2021-07-07$46.97$46.0024.8%6.9%15.0%10.9%24.5%0.9%0.8%3.5M-198.3M-9.2M1.0622.8031,62033,670673,2801,046,430
2021-07-08$46.90$46.0025.6%7.1%15.0%13.6%24.7%3.4%0.7%-856.4K-167.6M-9.1M0.7423.0340,58030,070684,9801,061,310
2021-07-09$47.98$46.0023.7%6.9%16.7%7.3%24.4%0.9%-0.7%73.2M-641.8M-9.0M0.4239.81151,96064,090695,6201,068,360
2021-07-12$48.55$46.0025.5%7.1%17.1%13.4%25.8%-0.1%-0.3%72.3M-842.4M-9.3M0.2638.06445,850117,140709,1601,039,300
2021-07-13$48.46$47.0024.8%7.0%17.0%11.0%25.3%-5.7%0.1%73.3M-814.0M-9.3M0.5512.82140,18076,880758,7801,075,660
2021-07-14$48.25$47.0023.9%6.9%17.0%8.0%24.4%1.7%0.7%51.0M-670.1M-9.6M0.5839.2094,71054,640795,3501,113,240
2021-07-15$47.70$47.0023.6%6.9%17.3%6.8%24.4%3.4%-0.0%16.7M-405.1M-9.4M1.6313.1859,41096,890799,7401,121,720
2021-07-16$46.76$47.0024.2%6.8%18.4%9.0%24.0%2.6%-0.5%-50.0M142.5M-9.8M1.4243.2463,02089,650805,3901,175,060
2021-07-19$46.29$47.0026.6%7.6%18.1%17.3%27.2%2.8%-0.2%-27.4M238.3M-10.1M1.0543.6055,04057,800585,1301,034,580
2021-07-20$47.04$47.0024.2%7.0%18.9%9.0%25.1%2.7%0.1%-19.5M22.8M-10.3M1.0542.7846,05048,310601,2101,062,510
2021-07-21$47.78$47.0023.2%6.6%19.7%5.3%22.6%2.9%-0.9%-4.7M-237.9M-10.2M0.5250.0186,65045,400622,8301,091,510
2021-07-22$47.53$47.0023.4%6.7%19.7%6.2%23.9%2.7%0.7%-7.1M-161.1M-10.3M2.0045.9920,10040,170644,1101,107,470
2021-07-23$48.31$47.0022.4%6.3%20.3%2.7%22.7%2.7%1.3%23.8M-468.3M-10.6M0.9849.4752,09050,940686,0201,126,840
2021-07-26$48.16$47.0023.9%6.5%19.7%7.8%23.1%4.3%2.1%13.9M-410.0M-10.0M1.5049.4726,58039,990641,2801,082,150
2021-07-27$47.30$47.0025.2%7.0%19.8%12.5%25.1%2.8%3.7%-11.1M-99.6M-10.3M0.9752.6467,04065,150648,0501,078,050
2021-07-28$47.83$47.0024.3%6.5%20.0%9.1%22.7%3.9%3.9%-238.9K-259.0M-10.3M0.9753.2167,06064,950657,1201,098,200
2021-07-29$48.42$47.0023.8%6.2%20.5%7.6%22.1%3.5%4.2%29.4M-547.5M-10.0M1.1351.2144,44050,070676,7701,121,760
2021-07-30$48.46$47.0024.3%6.3%19.6%9.2%22.5%3.5%3.3%59.0M-591.2M-10.1M0.9854.0432,01031,460722,9901,172,690