AVGO Options History — January 2022

In January 2022, AVGO traded between $53.58 and $67.02. ATM implied volatility averaged 30.9%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 1.2% (HV 20d: 29.7%). Max pain ranged from $58.50 to $63.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.59.

Notable Days

2022-01-07: Highest Volume — 426,500 contracts
2022-01-18: Largest IV spike — 12.6% change
2022-01-27: Highest IV Rank — 90.2%
2022-01-25: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.21	$53.58	$67.02	$66.32	$58.00
Max Pain	$60.88	$58.50	$63.00	$60.00	$58.50
ATM IV	30.9%	24.1%	39.3%	24.1%	37.5%
Expected Move	8.9%	6.5%	11.6%	6.5%	10.1%
HV 20d	29.7%	25.0%	36.7%	33.7%	35.6%
HV 60d	28.6%	25.4%	32.0%	25.4%	32.0%
IV Rank	51.7%	20.7%	90.2%	20.7%	82.3%
IV Percentile	66.5%	21.4%	98.8%	21.4%	95.2%
Term Structure	0.9%	-1.3%	3.5%	0.9%	-0.6%
VWIV	32.0%	24.5%	41.8%	24.5%	35.4%
Skew 25d	5.6%	3.2%	8.5%	4.5%	7.3%
Skew 10d	12.0%	4.5%	19.0%	7.0%	15.4%
Call IV 25d	29.2%	24.0%	36.4%	25.3%	35.6%
Put IV 25d	34.8%	28.2%	44.6%	29.8%	43.0%
Bid-Ask Spread %	44.27	33.56	52.35	45.51	42.24
Gamma HHI	0.05	0.03	0.08	0.06	0.03
Net GEX	-5.2M	-38.9M	59.1M	49.2M	-7.2M
Net DEX	-474.7M	-2.59B	1.17B	-2.42B	-422.2M
Net VEX	-12.4M	-13.6M	-10.7M	-10.8M	-13.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.24	1.23	0.24	0.93
Total Volume	315,978.5	190,730	426,500	391,220	197,090
Total OI	2,040,582	1,514,860	2,322,780	2,095,720	1,616,680

Daily Data (20 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
2022-01-03	$66.32	$60.00	24.1%	6.5%	33.7%	20.7%	24.5%	4.5%	0.9%	49.2M	-2.42B	-10.8M	0.24	45.51	316,540	74,680	707,880	1,387,840
2022-01-04	$67.02	$60.50	25.1%	6.6%	33.3%	25.4%	26.1%	4.2%	0.7%	59.1M	-2.59B	-10.7M	0.33	51.31	270,990	89,670	719,360	1,408,230
2022-01-05	$64.73	$60.50	27.4%	7.5%	34.3%	35.6%	26.6%	6.0%	-0.1%	16.2M	-1.79B	-11.8M	0.39	52.21	273,650	107,830	731,920	1,436,290
2022-01-06	$63.75	$63.00	26.2%	7.8%	35.0%	30.2%	28.9%	4.6%	1.5%	-266.5K	-1.43B	-12.3M	0.36	43.21	262,230	93,900	743,020	1,459,630
2022-01-07	$62.05	$63.00	27.3%	7.9%	36.7%	35.5%	28.3%	3.8%	0.8%	-14.7M	-903.2M	-12.5M	0.53	41.21	279,290	147,210	756,540	1,467,020
2022-01-10	$61.54	$62.00	27.2%	7.9%	27.6%	35.0%	29.4%	4.8%	0.7%	2.9M	-918.1M	-12.3M	0.45	48.66	266,520	120,480	723,130	1,434,500
2022-01-11	$62.24	$62.00	25.9%	7.5%	27.9%	28.8%	27.2%	4.2%	0.8%	15.0M	-1.18B	-11.8M	0.36	49.35	254,190	91,680	731,720	1,454,810
2022-01-12	$62.30	$62.00	26.0%	7.4%	27.3%	29.3%	27.7%	3.2%	-0.3%	18.6M	-1.20B	-11.5M	0.35	52.35	246,200	86,220	744,570	1,462,520
2022-01-13	$59.90	$62.00	27.9%	8.0%	28.0%	38.0%	28.8%	4.9%	0.2%	-18.4M	-418.7M	-12.2M	0.43	48.18	293,180	126,770	751,440	1,475,850
2022-01-14	$59.60	$62.00	27.1%	7.8%	27.3%	34.3%	28.5%	3.6%	0.5%	-21.7M	-311.1M	-12.5M	0.41	44.79	266,980	108,890	779,270	1,502,120
2022-01-18	$57.82	$62.00	30.4%	8.7%	26.8%	49.9%	32.6%	5.0%	-0.9%	-18.4M	77.0M	-12.2M	0.50	40.13	228,570	113,480	745,860	1,462,880
2022-01-19	$56.83	$62.00	30.2%	8.7%	26.7%	48.8%	30.4%	4.9%	-0.8%	-22.1M	387.0M	-12.6M	0.36	39.92	230,820	83,350	765,260	1,489,780
2022-01-20	$55.07	$62.00	31.3%	9.0%	28.1%	53.6%	31.5%	5.7%	-1.3%	-36.2M	825.7M	-12.5M	0.56	46.78	161,280	90,160	777,760	1,506,540
2022-01-21	$53.58	$61.00	34.0%	9.8%	27.7%	66.2%	34.3%	6.5%	-0.1%	-38.9M	1.17B	-12.7M	0.81	45.83	132,710	107,510	793,770	1,529,010
2022-01-24	$53.90	$60.00	37.8%	10.8%	25.7%	83.6%	41.8%	8.5%	2.2%	-24.6M	543.3M	-12.8M	1.23	36.39	103,260	126,920	603,820	911,040
2022-01-25	$53.88	$59.00	38.2%	11.6%	25.0%	85.4%	41.3%	8.5%	3.5%	-18.2M	494.7M	-13.2M	0.59	33.56	166,410	98,180	655,040	958,730
2022-01-26	$55.57	$59.00	36.6%	11.1%	29.0%	78.2%	38.3%	6.0%	3.0%	-3.6M	80.9M	-13.4M	0.68	44.52	186,800	127,310	695,070	996,490
2022-01-27	$54.80	$58.50	39.3%	11.5%	28.7%	90.2%	40.6%	8.2%	2.9%	-19.7M	335.1M	-13.6M	1.06	38.40	95,900	101,990	692,300	1,026,820
2022-01-28	$55.36	$58.50	37.8%	10.8%	29.6%	83.7%	38.9%	8.0%	3.4%	-21.6M	179.5M	-13.5M	1.15	40.85	88,620	102,110	687,190	1,019,940
2022-01-31	$58.00	$58.50	37.5%	10.1%	35.6%	82.3%	35.4%	7.3%	-0.6%	-7.2M	-422.2M	-13.2M	0.93	42.24	102,340	94,750	638,600	978,080