AVGO Options History — May 2022

In May 2022, AVGO traded between $52.15 and $60.59. ATM implied volatility averaged 43.1%, placing in the 85.4% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 0.1% (HV 20d: 43.0%). Max pain ranged from $56.00 to $59.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.11.

Notable Days

2022-05-27: Highest Volume — 360,080 contracts
2022-05-18: Largest IV spike — 19.8% change
2022-05-09: Highest IV Rank — 100.0%
2022-05-24: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.81	$52.15	$60.59	$57.26	$58.29
Max Pain	$56.43	$56.00	$59.00	$59.00	$56.00
ATM IV	43.1%	33.7%	47.4%	42.4%	34.6%
Expected Move	12.3%	9.8%	14.1%	11.9%	10.2%
HV 20d	43.0%	34.8%	51.7%	35.1%	50.9%
HV 60d	37.2%	34.8%	40.8%	34.8%	40.3%
IV Rank	85.4%	50.7%	100.0%	86.4%	54.0%
IV Percentile	93.5%	73.4%	100.0%	96.0%	75.0%
Term Structure	-1.1%	-2.3%	0.1%	-1.1%	-0.4%
VWIV	44.0%	35.6%	50.3%	42.6%	37.7%
Skew 25d	8.4%	5.5%	9.9%	8.8%	5.5%
Skew 10d	16.7%	11.4%	20.6%	17.6%	11.4%
Call IV 25d	39.8%	31.6%	43.8%	40.0%	32.8%
Put IV 25d	48.2%	37.6%	52.6%	48.8%	38.3%
Bid-Ask Spread %	42.63	18.23	53.74	37.57	18.23
Gamma HHI	0.04	0.03	0.07	0.03	0.03
Net GEX	-13.2M	-48.0M	16.6M	-16.6M	4.4M
Net DEX	-132.0K	-1.01B	1.01B	-17.3M	-532.1M
Net VEX	-12.0M	-12.8M	-11.0M	-12.8M	-11.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.88	1.95	1.02	1.14
Total Volume	207,336.19	131,850	360,080	149,640	195,940
Total OI	1,733,474.762	1,612,570	1,845,860	1,658,580	1,681,380

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
2022-05-02	$57.26	$59.00	42.4%	11.9%	35.1%	86.4%	42.6%	8.8%	-1.1%	-16.6M	-17.3M	-12.8M	1.02	37.57	74,160	75,480	624,970	1,033,610
2022-05-03	$58.02	$59.00	41.4%	11.3%	34.8%	82.7%	40.5%	8.0%	-1.2%	-10.0M	-198.0M	-12.8M	0.93	34.05	74,980	69,530	643,280	1,058,020
2022-05-04	$60.17	$59.00	39.1%	9.9%	36.1%	73.9%	35.6%	7.3%	-1.0%	11.5M	-766.6M	-12.6M	0.91	33.37	69,060	62,790	650,910	1,072,530
2022-05-05	$57.93	$56.00	44.5%	12.2%	38.1%	94.2%	45.2%	9.3%	-1.4%	-12.2M	-155.8M	-12.8M	1.25	46.48	67,180	84,240	660,170	1,082,500
2022-05-06	$57.86	$56.00	43.7%	12.2%	38.0%	91.5%	45.4%	8.8%	-1.0%	-17.6M	-133.4M	-12.8M	1.18	46.75	76,270	89,810	666,990	1,092,300
2022-05-09	$56.56	$56.00	47.4%	13.2%	37.7%	100.0%	47.5%	9.9%	-0.9%	-22.6M	190.6M	-12.8M	0.96	44.84	70,300	67,390	645,360	1,056,730
2022-05-10	$58.35	$56.00	45.6%	12.8%	39.2%	93.6%	46.5%	9.5%	-0.9%	-5.6M	-302.3M	-12.5M	0.90	45.38	85,480	77,050	657,700	1,062,250
2022-05-11	$57.01	$56.00	46.5%	13.0%	40.1%	96.8%	45.1%	9.3%	-1.3%	-18.6M	61.6M	-12.6M	1.06	45.02	66,440	70,290	676,590	1,071,860
2022-05-12	$56.65	$56.00	46.7%	13.0%	39.4%	97.3%	45.8%	9.6%	-1.5%	-27.6M	181.6M	-12.5M	0.99	47.81	70,770	70,060	677,110	1,080,850
2022-05-13	$58.78	$56.00	42.1%	11.9%	40.0%	81.0%	45.9%	8.0%	-0.8%	7.9M	-452.0M	-12.0M	0.95	48.53	89,780	85,370	680,990	1,088,660
2022-05-16	$58.25	$56.00	42.2%	12.0%	39.9%	81.1%	43.7%	7.5%	-0.8%	-6.4M	-288.0M	-11.8M	1.12	49.63	63,000	70,700	647,860	1,044,180
2022-05-17	$60.59	$56.00	38.9%	11.1%	41.7%	69.5%	40.1%	7.0%	-0.7%	16.6M	-914.7M	-11.6M	0.88	53.74	101,700	89,980	657,810	1,056,280
2022-05-18	$57.00	$56.00	46.6%	13.4%	47.0%	97.2%	47.7%	8.9%	-1.7%	-21.7M	61.3M	-11.8M	1.09	51.71	89,880	98,230	685,110	1,068,930
2022-05-19	$54.98	$56.00	46.4%	13.4%	48.4%	96.3%	46.4%	9.4%	-2.3%	-44.3M	644.8M	-11.6M	1.61	50.89	127,100	204,340	694,410	1,081,030
2022-05-20	$53.74	$56.00	46.2%	13.3%	48.8%	95.6%	45.1%	9.2%	-0.7%	-48.0M	924.4M	-11.7M	1.95	53.57	120,270	234,300	724,170	1,121,690
2022-05-23	$52.15	$56.00	46.9%	14.0%	49.6%	98.2%	48.1%	9.8%	-2.1%	-34.6M	1.01B	-11.0M	1.15	48.48	163,940	189,130	607,470	1,005,100
2022-05-24	$52.74	$56.00	46.4%	14.1%	48.9%	96.2%	50.3%	8.2%	-1.0%	-21.3M	789.9M	-11.5M	1.21	44.11	103,890	125,390	658,760	1,056,830
2022-05-25	$53.18	$56.00	45.9%	13.6%	49.0%	94.4%	48.7%	9.6%	-1.5%	-22.2M	710.2M	-11.5M	0.95	49.42	100,830	95,650	661,900	1,073,140
2022-05-26	$55.00	$56.00	37.2%	10.8%	48.9%	63.3%	38.6%	7.0%	-0.2%	7.3M	198.4M	-11.2M	1.07	23.47	156,300	166,980	689,570	1,078,430
2022-05-27	$58.49	$56.00	33.7%	9.8%	51.7%	50.7%	36.6%	5.9%	0.1%	4.6M	-1.01B	-11.2M	0.93	22.12	186,260	173,820	721,480	1,104,060
2022-05-31	$58.29	$56.00	34.6%	10.2%	50.9%	54.0%	37.7%	5.5%	-0.4%	4.4M	-532.1M	-11.0M	1.14	18.23	91,720	104,220	645,320	1,036,060