AVGO Options History — November 2021

In November 2021, AVGO traded between $52.65 and $57.42. ATM implied volatility averaged 27.3%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 8.7% (HV 20d: 18.6%). Max pain ranged from $49.00 to $51.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.20.

Notable Days

2021-11-05: Highest Volume — 228,260 contracts
2021-11-23: Largest IV spike — 13.4% change
2021-11-30: Highest IV Rank — 58.4%
2021-11-30: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.61	$52.65	$57.42	$52.65	$55.82
Max Pain	$50.38	$49.00	$51.00	$50.00	$51.00
ATM IV	27.3%	22.6%	32.3%	22.6%	32.3%
Expected Move	8.0%	6.6%	10.0%	6.6%	10.0%
HV 20d	18.6%	16.8%	21.4%	19.2%	21.4%
HV 60d	19.0%	18.1%	20.1%	18.1%	20.1%
IV Rank	35.2%	13.8%	58.4%	13.8%	58.4%
IV Percentile	45.7%	9.1%	81.3%	9.1%	81.3%
Term Structure	1.0%	-1.0%	4.5%	3.0%	-0.7%
VWIV	29.2%	24.7%	35.7%	27.4%	35.7%
Skew 25d	2.9%	0.6%	5.9%	3.6%	5.9%
Skew 10d	7.7%	4.6%	10.9%	8.5%	10.9%
Call IV 25d	26.5%	22.0%	31.1%	22.4%	29.6%
Put IV 25d	29.4%	25.9%	35.4%	26.0%	35.4%
Bid-Ask Spread %	56.08	41.94	68.70	43.24	58.45
Gamma HHI	0.06	0.04	0.08	0.05	0.05
Net GEX	41.3M	-7.5M	67.3M	31.3M	30.5M
Net DEX	-1.95B	-2.73B	-1.14B	-1.26B	-1.52B
Net VEX	-11.4M	-12.2M	-10.7M	-11.8M	-11.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.20	0.87	2.02	1.98	0.98
Total Volume	176,903.333	119,300	228,260	172,640	119,300
Total OI	2,028,613.333	1,888,550	2,230,930	1,917,050	1,915,220

Daily Data (21 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
2021-11-01	$52.65	$50.00	22.6%	6.6%	19.2%	13.8%	27.4%	3.6%	3.0%	31.3M	-1.26B	-11.8M	1.98	43.24	57,960	114,680	730,570	1,186,480
2021-11-02	$53.74	$50.00	23.6%	6.7%	19.0%	18.4%	24.7%	4.3%	2.2%	41.1M	-1.65B	-11.4M	1.30	41.94	76,430	99,250	737,600	1,212,390
2021-11-03	$54.24	$50.00	23.4%	6.6%	18.9%	17.7%	27.1%	3.9%	2.1%	55.6M	-1.83B	-11.2M	2.02	47.05	51,160	103,120	750,990	1,229,730
2021-11-04	$54.58	$49.00	24.8%	7.7%	18.5%	24.0%	28.8%	3.2%	4.5%	58.3M	-1.94B	-11.3M	1.14	68.70	87,070	99,000	755,230	1,240,160
2021-11-05	$55.82	$50.00	24.9%	7.9%	19.3%	24.3%	28.5%	1.9%	3.9%	51.4M	-2.32B	-11.3M	1.04	54.74	111,750	116,510	771,280	1,250,850
2021-11-08	$55.90	$50.00	27.4%	8.2%	19.3%	36.1%	30.5%	2.6%	0.4%	47.3M	-2.17B	-11.2M	0.98	56.83	107,720	105,180	756,070	1,221,690
2021-11-09	$55.86	$50.00	27.8%	8.2%	16.8%	37.5%	29.4%	0.9%	0.9%	49.2M	-2.17B	-11.5M	0.91	60.31	111,560	101,020	797,070	1,256,900
2021-11-10	$54.84	$50.00	26.0%	8.0%	18.9%	29.4%	28.8%	0.6%	2.8%	39.9M	-1.78B	-11.9M	1.41	60.50	85,780	121,320	813,620	1,270,770
2021-11-11	$55.43	$50.00	26.6%	7.7%	17.5%	32.0%	27.5%	1.7%	0.3%	33.6M	-2.00B	-11.4M	1.37	62.24	80,570	110,400	822,340	1,296,580
2021-11-12	$56.26	$50.00	26.1%	7.5%	17.6%	29.9%	26.8%	2.4%	0.4%	67.3M	-2.42B	-11.0M	1.43	63.60	88,350	126,430	836,170	1,306,430
2021-11-15	$56.42	$50.00	27.0%	7.7%	17.6%	33.8%	26.9%	2.9%	-0.0%	49.8M	-2.32B	-10.8M	1.34	62.06	79,330	106,000	807,170	1,287,570
2021-11-16	$56.79	$50.00	27.0%	7.7%	17.4%	34.1%	28.1%	2.7%	0.0%	49.6M	-2.44B	-10.8M	0.87	58.24	120,150	104,520	817,190	1,305,370
2021-11-17	$57.00	$51.00	27.3%	7.8%	17.3%	35.2%	27.6%	2.5%	1.7%	60.6M	-2.60B	-11.0M	1.33	57.20	80,330	106,970	855,680	1,322,880
2021-11-18	$57.42	$51.00	27.3%	7.8%	17.3%	35.4%	28.9%	3.0%	-0.1%	67.0M	-2.73B	-10.7M	1.16	62.00	83,160	96,640	858,430	1,333,180
2021-11-19	$56.88	$51.00	27.4%	7.9%	18.1%	35.9%	28.5%	2.7%	0.1%	39.7M	-2.50B	-11.1M	1.04	60.61	89,080	92,430	872,020	1,358,910
2021-11-22	$55.84	$51.00	27.7%	8.2%	19.6%	37.4%	29.7%	2.5%	-0.5%	24.5M	-1.58B	-11.5M	0.94	49.70	70,800	66,360	744,260	1,144,290
2021-11-23	$55.47	$51.00	31.4%	8.6%	18.7%	54.4%	30.3%	3.6%	-0.5%	16.0M	-1.41B	-11.9M	1.00	51.02	68,660	68,790	759,700	1,165,830
2021-11-24	$55.65	$51.00	30.2%	8.5%	17.6%	48.8%	30.2%	4.7%	-1.0%	24.4M	-1.49B	-11.7M	1.01	55.81	63,330	64,210	772,420	1,175,250
2021-11-26	$54.75	$51.00	31.9%	9.7%	18.8%	56.3%	34.7%	1.6%	2.8%	-7.5M	-1.14B	-12.2M	1.05	51.63	67,220	70,450	781,640	1,185,150
2021-11-29	$56.44	$51.00	29.6%	9.0%	21.3%	46.2%	32.2%	4.5%	-0.9%	37.5M	-1.75B	-11.6M	0.90	51.76	74,840	67,140	749,310	1,146,490
2021-11-30	$55.82	$51.00	32.3%	10.0%	21.4%	58.4%	35.7%	5.9%	-0.7%	30.5M	-1.52B	-11.9M	0.98	58.45	60,320	58,980	760,390	1,154,830