AVGO Options History — August 2021

In August 2021, AVGO traded between $47.23 and $49.94. ATM implied volatility averaged 27.5%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 12.2% (HV 20d: 15.3%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.05.

Notable Days

2021-08-30: Highest Volume — 218,840 contracts
2021-08-27: Largest IV spike — 9.2% change
2021-08-19: Highest IV Rank — 30.7%
2021-08-19: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.47	$47.23	$49.94	$48.45	$49.80
Max Pain	$47.23	$47.00	$48.00	$47.00	$48.00
ATM IV	27.5%	25.9%	30.5%	26.1%	26.5%
Expected Move	7.8%	6.5%	8.8%	6.6%	7.9%
HV 20d	15.3%	11.6%	19.5%	19.5%	13.9%
HV 60d	18.2%	15.8%	22.6%	22.6%	15.8%
IV Rank	20.2%	14.7%	30.7%	15.6%	16.9%
IV Percentile	26.5%	19.0%	45.2%	19.0%	22.2%
Term Structure	-0.5%	-2.4%	2.9%	0.8%	-0.7%
VWIV	28.2%	23.2%	31.6%	23.5%	28.9%
Skew 25d	3.8%	1.4%	5.7%	3.0%	2.5%
Skew 10d	8.7%	1.3%	23.0%	9.6%	1.3%
Call IV 25d	26.4%	22.8%	28.4%	27.4%	26.3%
Put IV 25d	30.1%	26.9%	33.7%	30.5%	28.8%
Bid-Ask Spread %	49.87	34.79	59.99	51.06	45.95
Gamma HHI	0.09	0.06	0.12	0.10	0.07
Net GEX	4.9M	-39.5M	43.9M	24.2M	16.9M
Net DEX	-411.1M	-740.3M	14.6M	-494.3M	-740.3M
Net VEX	-9.4M	-9.9M	-9.1M	-9.9M	-9.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.51	1.68	0.79	0.88
Total Volume	93,457.273	39,960	218,840	189,820	101,870
Total OI	1,753,795.909	1,545,250	1,877,920	1,816,970	1,700,210

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
2021-08-02	$48.45	$47.00	26.1%	6.6%	19.5%	15.6%	23.5%	3.0%	0.8%	24.2M	-494.3M	-9.9M	0.79	51.06	106,220	83,600	677,830	1,139,140
2021-08-03	$48.59	$47.00	27.5%	6.5%	19.1%	20.2%	23.8%	3.3%	-1.1%	32.8M	-563.5M	-9.8M	0.91	49.25	33,300	30,150	683,400	1,139,470
2021-08-04	$48.81	$47.00	27.9%	6.6%	18.8%	21.6%	23.2%	4.0%	-0.6%	43.9M	-633.7M	-9.8M	0.57	50.28	41,940	23,800	701,900	1,145,350
2021-08-05	$48.63	$47.00	27.7%	7.7%	18.9%	20.9%	29.7%	3.6%	-0.7%	26.9M	-519.8M	-9.7M	0.86	46.74	32,670	27,960	707,060	1,162,330
2021-08-06	$48.50	$47.00	27.1%	7.8%	17.3%	18.8%	27.5%	3.8%	-1.0%	8.8M	-450.6M	-9.6M	0.58	49.48	51,400	29,770	710,880	1,167,040
2021-08-09	$48.53	$47.00	27.1%	7.7%	16.8%	18.9%	28.3%	1.4%	-0.0%	15.0M	-475.0M	-9.3M	1.42	49.49	23,120	32,940	649,630	1,102,970
2021-08-10	$48.24	$47.00	26.5%	7.9%	16.9%	16.9%	27.8%	4.1%	1.1%	5.3M	-331.3M	-9.4M	0.83	52.08	41,790	34,650	657,790	1,107,440
2021-08-11	$48.33	$47.00	26.9%	7.9%	16.8%	18.1%	27.9%	4.2%	0.5%	7.2M	-382.9M	-9.3M	1.55	52.93	22,430	34,760	666,860	1,118,510
2021-08-12	$48.49	$47.00	26.0%	7.9%	16.3%	15.1%	28.6%	3.6%	2.9%	9.5M	-425.4M	-9.3M	1.01	52.96	29,130	29,420	664,860	1,129,240
2021-08-13	$48.51	$47.00	27.0%	7.7%	14.3%	18.6%	28.1%	5.7%	-1.0%	26.0M	-453.5M	-9.1M	0.69	58.19	60,990	42,140	671,710	1,136,240
2021-08-16	$48.68	$47.00	28.0%	8.0%	13.6%	22.1%	28.0%	3.8%	-0.5%	15.6M	-479.7M	-9.1M	1.32	52.76	30,230	40,040	650,780	1,116,710
2021-08-17	$47.80	$47.00	29.2%	8.3%	14.5%	26.0%	29.8%	4.5%	-1.5%	-17.5M	-195.1M	-9.5M	0.98	54.31	48,580	47,850	677,940	1,123,840
2021-08-18	$47.23	$47.00	29.6%	8.5%	14.0%	27.5%	29.8%	4.5%	-0.4%	-39.5M	14.6M	-9.5M	1.28	59.99	35,440	45,300	691,160	1,129,700
2021-08-19	$47.45	$47.00	30.5%	8.8%	14.0%	30.7%	31.6%	5.3%	-2.4%	-38.6M	-48.1M	-9.5M	0.76	59.10	60,020	45,770	698,280	1,142,130
2021-08-20	$47.49	$47.00	28.4%	8.4%	12.6%	23.4%	29.6%	5.2%	-2.1%	-30.0M	-102.3M	-9.4M	1.15	50.66	28,500	32,670	706,630	1,152,100
2021-08-23	$48.36	$47.00	26.9%	8.0%	14.3%	18.3%	30.1%	2.4%	-1.2%	-11.5M	-303.3M	-9.4M	1.44	34.79	48,920	70,590	523,120	1,022,130
2021-08-24	$48.11	$47.00	27.4%	8.1%	12.8%	19.9%	29.0%	3.5%	-0.1%	-13.5M	-270.3M	-9.3M	1.53	39.39	15,770	24,190	530,890	1,031,970
2021-08-25	$48.40	$48.00	25.9%	8.0%	12.3%	14.7%	28.6%	3.3%	-0.0%	-4.0M	-353.0M	-9.3M	1.52	48.69	22,810	34,590	552,300	1,060,430
2021-08-26	$48.54	$48.00	26.1%	8.1%	11.6%	15.5%	29.3%	3.9%	-0.4%	-347.7K	-385.9M	-9.4M	1.68	45.01	40,730	68,470	559,420	1,072,240
2021-08-27	$49.53	$48.00	28.5%	8.0%	13.6%	23.8%	28.7%	4.5%	0.0%	24.7M	-735.4M	-9.1M	0.78	49.83	102,920	79,780	569,760	1,087,810
2021-08-30	$49.94	$48.00	27.6%	8.3%	13.8%	20.6%	29.4%	2.9%	-2.1%	6.0M	-715.6M	-9.3M	0.51	44.25	145,020	73,820	549,900	1,094,410
2021-08-31	$49.80	$48.00	26.5%	7.9%	13.9%	16.9%	28.9%	2.5%	-0.7%	16.9M	-740.3M	-9.4M	0.88	45.95	54,200	47,670	589,430	1,110,780