AVGO Options History — February 2022

In February 2022, AVGO traded between $56.73 and $60.95. ATM implied volatility averaged 41.1%, placing in the 91.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 3.6% (HV 20d: 37.5%). Max pain ranged from $56.00 to $59.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.89.

Notable Days

2022-02-09: Highest Volume — 307,440 contracts
2022-02-10: Largest IV spike — 12.8% change
2022-02-11: Highest IV Rank — 100.0%
2022-02-28: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.78	$56.73	$60.95	$59.09	$58.34
Max Pain	$57.61	$56.00	$59.00	$58.50	$58.50
ATM IV	41.1%	35.6%	45.0%	37.0%	42.7%
Expected Move	11.8%	9.4%	13.7%	9.4%	13.7%
HV 20d	37.5%	36.2%	39.5%	36.7%	36.9%
HV 60d	34.0%	32.0%	35.5%	32.1%	35.2%
IV Rank	91.3%	73.3%	100.0%	79.7%	91.0%
IV Percentile	97.4%	87.3%	100.0%	92.9%	97.2%
Term Structure	-1.2%	-2.7%	-0.2%	-1.6%	-2.2%
VWIV	42.6%	32.7%	49.8%	34.7%	47.4%
Skew 25d	7.6%	5.4%	10.0%	7.0%	8.0%
Skew 10d	15.7%	11.8%	20.5%	15.8%	16.2%
Call IV 25d	38.4%	33.2%	43.0%	34.6%	39.1%
Put IV 25d	46.0%	39.6%	51.0%	41.6%	47.1%
Bid-Ask Spread %	42.07	26.20	48.63	39.67	45.71
Gamma HHI	0.05	0.03	0.26	0.04	0.03
Net GEX	-3.5M	-37.6M	62.1M	6.1M	-9.0M
Net DEX	-557.3M	-1.15B	-3.7M	-677.9M	-480.5M
Net VEX	-12.9M	-13.5M	-12.3M	-13.0M	-12.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.89	0.22	1.48	1.00	0.79
Total Volume	181,852.105	129,290	307,440	158,960	187,730
Total OI	1,729,120	1,549,670	1,870,820	1,687,000	1,625,920

Daily Data (19 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
2022-02-01	$59.09	$58.50	37.0%	9.4%	36.7%	79.7%	34.7%	7.0%	-1.6%	6.1M	-677.9M	-13.0M	1.00	39.67	79,450	79,510	670,780	1,016,220
2022-02-02	$60.19	$58.50	36.6%	9.4%	37.3%	78.3%	32.7%	7.7%	-0.3%	16.9M	-983.6M	-12.7M	0.70	39.77	116,500	81,250	677,100	1,032,940
2022-02-03	$58.40	$56.00	40.8%	11.1%	36.9%	97.3%	42.9%	7.5%	-1.6%	-6.2M	-470.5M	-13.5M	0.90	45.55	89,140	80,590	683,680	1,050,370
2022-02-04	$59.16	$56.00	39.4%	11.0%	37.2%	91.1%	41.1%	7.8%	-1.3%	-311.6K	-657.1M	-13.4M	0.94	41.79	83,680	78,510	689,050	1,061,320
2022-02-07	$58.81	$56.00	40.0%	11.2%	36.2%	93.7%	40.4%	7.2%	-0.9%	-5.2M	-555.9M	-13.2M	0.84	45.52	75,460	63,140	663,810	1,018,000
2022-02-08	$59.84	$56.00	37.8%	10.6%	36.8%	83.7%	37.6%	6.8%	-0.4%	3.9M	-835.2M	-12.6M	0.80	45.52	71,840	57,450	678,720	1,033,540
2022-02-09	$60.95	$57.00	35.6%	10.1%	37.2%	73.3%	37.0%	5.4%	-0.2%	18.4M	-1.15B	-12.3M	0.22	48.63	251,560	55,880	691,260	1,045,190
2022-02-10	$59.04	$57.00	40.1%	11.2%	38.7%	94.2%	39.7%	6.3%	-1.5%	-7.4M	-605.1M	-12.9M	0.52	46.08	136,290	70,300	733,490	1,052,210
2022-02-11	$57.18	$57.00	43.8%	12.4%	37.9%	100.0%	42.5%	10.0%	-0.3%	-23.9M	-3.7M	-13.2M	1.10	47.91	97,950	107,870	744,530	1,068,770
2022-02-14	$57.76	$58.00	43.5%	12.5%	38.2%	98.7%	44.9%	8.7%	-1.5%	-21.9M	-243.1M	-13.0M	0.93	41.09	87,790	81,830	679,300	1,041,700
2022-02-15	$60.20	$58.00	41.3%	11.8%	39.5%	89.6%	43.0%	7.5%	-0.9%	15.3M	-912.3M	-13.0M	0.91	42.85	106,380	96,430	705,060	1,077,250
2022-02-16	$59.71	$58.00	40.7%	11.7%	39.0%	87.0%	42.0%	7.4%	-0.2%	658.9K	-809.4M	-12.5M	0.84	47.76	79,520	66,960	705,500	1,101,580
2022-02-17	$58.24	$58.00	43.6%	12.6%	38.3%	99.2%	46.6%	8.0%	-1.8%	-34.9M	-338.7M	-12.8M	1.12	46.96	76,220	85,050	715,890	1,110,200
2022-02-18	$58.31	$58.00	44.3%	13.0%	36.6%	100.0%	49.8%	9.4%	-2.7%	-37.6M	-360.4M	-13.1M	1.05	45.80	88,620	92,890	730,390	1,140,430
2022-02-22	$58.06	$58.00	44.9%	13.4%	36.7%	100.0%	47.6%	8.0%	-1.1%	-10.6M	-391.0M	-12.9M	1.14	26.20	77,580	88,680	597,500	952,170
2022-02-23	$56.73	$59.00	45.0%	13.6%	37.9%	100.0%	47.7%	7.1%	-1.6%	-26.4M	-73.6M	-13.0M	1.48	29.37	92,490	136,780	620,130	987,510
2022-02-24	$58.17	$58.50	43.6%	13.5%	37.4%	94.8%	47.6%	6.9%	-0.7%	-6.2M	-393.2M	-13.4M	0.84	35.58	99,740	84,260	647,880	1,053,390
2022-02-25	$58.55	$58.50	40.8%	12.3%	36.9%	83.7%	43.7%	8.0%	-1.6%	62.1M	-648.8M	-12.8M	0.84	37.55	81,610	68,260	675,360	1,075,140
2022-02-28	$58.34	$58.50	42.7%	13.7%	36.9%	91.0%	47.4%	8.0%	-2.2%	-9.0M	-480.5M	-12.6M	0.79	45.71	105,140	82,590	623,980	1,001,940