AVGO Options History — October 2021

In October 2021, AVGO traded between $47.69 and $53.45. ATM implied volatility averaged 23.2%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 2.0% (HV 20d: 21.2%). Max pain ranged from $49.00 to $50.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.90.

Notable Days

  • 2021-10-22: Highest Volume — 213,430 contracts
  • 2021-10-22: Largest IV spike — 14.5% change
  • 2021-10-04: Highest IV Rank — 29.9%
  • 2021-10-04: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.40$47.69$53.45$48.65$53.15
Max Pain$49.62$49.00$50.00$49.00$50.00
ATM IV23.2%19.6%26.8%24.2%22.4%
Expected Move6.6%5.6%7.7%7.1%6.5%
HV 20d21.2%18.5%23.9%18.5%20.5%
HV 60d17.5%17.0%18.0%17.2%18.0%
IV Rank14.1%0.0%29.9%17.4%13.0%
IV Percentile11.9%0.0%31.7%14.7%8.3%
Term Structure0.2%-3.1%1.5%-0.6%1.2%
VWIV24.5%20.4%30.3%25.9%24.1%
Skew 25d4.6%0.8%8.6%5.6%3.6%
Skew 10d9.1%6.8%12.7%12.1%8.1%
Call IV 25d21.7%18.4%25.0%21.9%21.7%
Put IV 25d26.2%22.5%30.5%27.4%25.2%
Bid-Ask Spread %41.6137.7348.7846.4338.03
Gamma HHI0.060.050.090.050.09
Net GEX26.1M-23.9M66.2M-21.8M66.2M
Net DEX-714.5M-1.61B208.0M-23.9M-1.55B
Net VEX-11.5M-12.0M-11.0M-11.7M-11.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.371.570.371.28
Total Volume132,094.76260,070213,430141,890205,820
Total OI1,894,616.191,722,4701,990,8801,892,9201,937,770

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$48.65$49.0024.2%7.1%18.5%17.4%25.9%5.6%-0.6%-21.8M-23.9M-11.7M0.3746.43103,54038,350713,9901,178,930
2021-10-04$47.69$49.0026.8%7.7%18.9%29.9%26.7%5.5%1.0%-23.9M208.0M-11.6M0.7642.7652,16039,770690,0701,154,610
2021-10-05$48.75$49.0024.5%7.1%20.7%18.9%26.0%5.5%0.0%-1.4M-158.1M-11.8M0.5739.6860,52034,550708,7201,167,220
2021-10-06$48.65$49.0025.7%7.3%20.7%24.7%28.5%5.4%0.1%-3.9M-129.4M-11.9M1.3642.9426,89036,650718,5901,186,080
2021-10-07$49.43$49.0025.2%7.2%21.5%22.3%25.0%5.7%0.2%36.3M-481.6M-12.0M0.6246.0551,32031,670740,8801,200,720
2021-10-08$49.34$49.0024.2%7.0%21.3%17.5%25.6%4.6%0.8%24.6M-443.8M-12.0M0.6643.8736,15023,920754,0601,215,240
2021-10-11$49.46$49.0026.0%7.1%21.3%26.1%25.0%7.1%-2.1%15.4M-452.9M-11.9M1.5745.9235,72056,180712,7801,186,560
2021-10-12$48.47$49.0024.2%7.2%22.3%17.7%25.5%5.1%0.4%-8.2M-72.2M-11.8M0.6438.4147,64030,620725,0901,196,370
2021-10-13$48.37$50.0023.7%6.9%21.2%15.3%24.3%2.0%0.4%-12.5M-34.2M-11.4M0.5445.9042,62022,940738,1001,215,810
2021-10-14$49.63$50.0022.3%6.1%23.4%8.2%22.7%0.8%0.2%35.8M-625.0M-11.3M0.7648.7863,26048,200754,2401,229,780
2021-10-15$50.30$50.0021.9%5.9%23.9%6.4%20.7%8.6%-3.1%28.8M-990.7M-11.1M0.4942.34101,64049,990754,0101,236,870
2021-10-18$50.35$50.0021.2%6.0%21.8%3.4%22.1%4.3%1.5%24.6M-655.7M-11.2M1.5339.3236,31055,550636,5501,085,920
2021-10-19$51.00$50.0020.3%5.8%22.2%0.0%21.3%4.0%-0.5%40.0M-893.3M-11.1M0.5037.7467,80033,840660,6701,100,790
2021-10-20$51.00$50.0020.6%5.9%21.1%1.5%21.3%3.8%0.6%49.9M-943.9M-11.2M0.6140.17123,42075,110702,9301,141,210
2021-10-21$51.30$50.0019.6%5.6%21.1%0.0%20.4%4.2%0.4%58.7M-1.05B-11.4M0.6839.09111,35076,200717,6901,157,520
2021-10-22$51.64$50.0022.4%6.4%21.2%13.0%22.9%3.7%1.1%55.5M-1.18B-11.3M0.9041.87112,470100,960727,0001,172,800
2021-10-25$52.33$50.0022.4%6.1%21.6%12.9%23.7%3.6%1.1%43.8M-1.25B-11.3M1.0339.8497,06099,820702,2101,145,580
2021-10-26$53.45$50.0022.4%6.5%20.0%12.9%24.6%5.1%0.2%50.3M-1.61B-11.0M0.8438.10113,32095,300713,5301,168,780
2021-10-27$52.65$50.0023.7%7.0%21.0%19.1%28.1%4.3%0.9%44.5M-1.34B-11.5M1.5138.9270,960107,430727,7501,185,450
2021-10-28$52.72$50.0023.0%6.8%20.5%15.8%30.3%3.7%0.1%46.2M-1.32B-11.8M1.5737.7361,05095,920737,5501,186,520
2021-10-29$53.15$50.0022.4%6.5%20.5%13.0%24.1%3.6%1.2%66.2M-1.55B-11.1M1.2838.0390,270115,550741,7501,196,020