AVGO Options History — April 2022

In April 2022, AVGO traded between $55.77 and $63.36. ATM implied volatility averaged 32.8%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 1.8% (HV 20d: 31.0%). Max pain ranged from $59.00 to $60.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.71.

Notable Days

  • 2022-04-14: Highest Volume — 327,220 contracts
  • 2022-04-26: Largest IV spike — 10.3% change
  • 2022-04-29: Highest IV Rank — 79.3%
  • 2022-04-26: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.11$55.77$63.36$62.21$55.77
Max Pain$59.16$59.00$60.00$59.00$59.00
ATM IV32.8%26.0%40.5%28.4%40.5%
Expected Move9.5%7.8%11.8%8.4%11.6%
HV 20d31.0%27.3%33.9%33.8%33.7%
HV 60d35.0%33.5%36.1%35.5%34.9%
IV Rank50.0%24.4%79.3%33.4%79.3%
IV Percentile75.6%40.5%93.3%63.9%93.3%
Term Structure0.6%-0.3%2.5%0.6%2.3%
VWIV34.0%27.8%41.7%30.6%40.4%
Skew 25d6.2%4.2%8.6%5.0%8.6%
Skew 10d12.8%9.4%17.9%9.4%17.9%
Call IV 25d30.3%24.8%36.5%26.1%36.5%
Put IV 25d36.4%29.0%45.0%31.1%45.0%
Bid-Ask Spread %34.2826.9139.4334.5536.24
Gamma HHI0.040.030.080.040.06
Net GEX-10.2M-54.6M33.0M16.2M-44.8M
Net DEX-368.8M-1.48B425.6M-1.17B425.6M
Net VEX-12.2M-12.8M-11.3M-12.0M-12.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.321.260.531.10
Total Volume214,372.583,740327,220283,590154,790
Total OI1,704,4321,545,9901,863,3901,835,7701,715,640

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$62.21$59.0028.4%8.4%33.8%33.4%30.6%5.0%0.6%16.2M-1.17B-12.0M0.5334.55185,14098,450712,5101,123,260
2022-04-04$63.36$59.0026.0%7.8%31.4%24.4%27.8%4.2%0.3%33.0M-1.48B-11.3M0.3836.53170,59064,930640,5701,048,000
2022-04-05$61.42$59.0028.7%8.4%33.9%34.5%29.6%5.7%0.0%5.6M-898.2M-12.0M0.3234.64210,70066,570655,3101,056,370
2022-04-06$60.44$59.0030.8%9.0%32.5%42.6%32.0%5.7%0.0%-3.3M-613.5M-12.1M0.4937.99191,85093,130683,1101,068,710
2022-04-07$60.61$59.0030.6%8.7%31.6%41.5%31.7%5.6%-0.2%-2.5M-670.5M-12.1M0.3638.07200,88071,840691,5401,095,420
2022-04-08$58.99$59.0031.1%9.0%32.9%43.6%32.4%5.5%0.1%-19.5M-179.5M-12.2M0.4339.43207,06088,490702,1501,103,560
2022-04-11$58.21$60.0033.0%9.5%32.5%50.7%34.1%5.9%0.1%-19.9M-71.6M-12.3M0.4139.26182,40074,490665,1801,080,400
2022-04-12$58.41$60.0032.4%9.4%29.2%48.7%32.4%6.0%0.3%-18.7M-142.3M-12.3M0.3838.68167,41064,290687,5201,102,960
2022-04-13$59.50$60.0029.6%8.7%29.5%37.9%30.5%5.1%0.7%-2.8M-524.1M-11.8M0.4737.81176,98082,770699,7201,131,000
2022-04-14$57.57$59.0030.9%8.8%31.6%42.8%32.9%5.7%-0.3%-54.6M155.6M-12.1M0.5333.50214,100113,120718,3201,145,070
2022-04-18$58.33$59.0031.7%9.1%31.5%45.9%32.6%6.2%-0.3%-24.7M-223.8M-12.0M0.8728.3291,92079,520571,600974,390
2022-04-19$59.59$59.0029.9%8.6%31.5%39.2%31.9%5.5%0.1%2.5M-565.2M-12.1M0.8326.9185,49071,210599,180987,660
2022-04-20$60.00$59.0030.3%8.7%30.2%40.6%31.9%5.3%0.1%14.3M-689.1M-12.1M0.8629.7979,12068,360610,690989,780
2022-04-21$59.23$59.0033.0%9.5%30.2%50.8%34.9%5.8%-0.1%3.8M-465.0M-12.3M1.0230.3789,32090,890617,660999,750
2022-04-22$59.17$59.0035.2%10.1%27.3%59.0%36.4%6.5%-0.1%-7.5M-401.3M-12.6M1.2633.4583,680105,450631,9501,017,330
2022-04-25$58.48$59.2536.4%10.6%27.4%63.8%38.4%7.1%2.3%-12.0M-239.9M-12.4M1.0333.7575,38077,330599,120988,430
2022-04-26$56.60$59.0040.2%11.8%28.9%77.9%41.7%8.4%1.9%-25.3M217.3M-12.6M1.0729.2970,93075,900616,8301,013,280
2022-04-27$56.15$59.0039.4%11.5%27.9%75.2%40.1%8.3%2.1%-32.1M330.8M-12.6M0.8133.6646,22037,520627,4101,033,110
2022-04-28$58.14$59.0037.4%10.7%31.3%67.5%38.4%7.4%2.5%-11.3M-172.4M-12.8M0.9733.4390,76088,470650,2101,033,940
2022-04-29$55.77$59.0040.5%11.6%33.7%79.3%40.4%8.6%2.3%-44.8M425.6M-12.8M1.1036.2473,58081,210663,2701,052,370