AVGO Options History — June 2022

In June 2022, AVGO traded between $48.54 and $57.85. ATM implied volatility averaged 35.1%, placing in the 55.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 8.8% (HV 20d: 43.9%). Max pain ranged from $53.00 to $56.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.94.

Notable Days

2022-06-17: Highest Volume — 330,460 contracts
2022-06-13: Largest IV spike — 16.5% change
2022-06-13: Highest IV Rank — 76.1%
2022-06-13: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.65	$48.54	$57.85	$57.85	$48.54
Max Pain	$55.29	$53.00	$56.00	$56.00	$53.00
ATM IV	35.1%	31.7%	40.8%	34.4%	36.5%
Expected Move	10.0%	9.1%	11.7%	10.1%	10.3%
HV 20d	43.9%	32.7%	50.8%	50.8%	33.1%
HV 60d	39.8%	38.3%	40.9%	39.7%	40.0%
IV Rank	55.8%	43.4%	76.1%	53.3%	60.7%
IV Percentile	74.2%	66.3%	88.1%	74.2%	75.4%
Term Structure	0.2%	-0.9%	0.7%	-0.6%	0.1%
VWIV	35.1%	31.9%	43.4%	36.4%	37.9%
Skew 25d	6.5%	5.0%	8.2%	5.8%	7.5%
Skew 10d	12.9%	9.8%	16.1%	10.9%	15.2%
Call IV 25d	32.6%	29.7%	37.7%	32.5%	33.3%
Put IV 25d	39.1%	35.0%	45.9%	38.3%	40.7%
Bid-Ask Spread %	37.59	19.87	54.73	20.38	25.30
Gamma HHI	0.06	0.04	0.09	0.04	0.05
Net GEX	-24.8M	-62.9M	2.6M	2.6M	-29.4M
Net DEX	537.7M	-411.8M	1.39B	-411.8M	1.02B
Net VEX	-10.0M	-11.2M	-9.3M	-11.2M	-9.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.42	2.31	1.12	0.84
Total Volume	204,875.238	134,010	330,460	160,040	150,860
Total OI	1,596,273.333	1,228,870	1,883,090	1,737,770	1,417,310

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
2022-06-01	$57.85	$56.00	34.4%	10.1%	50.8%	53.3%	36.4%	5.8%	-0.6%	2.6M	-411.8M	-11.2M	1.12	20.38	75,410	84,630	671,900	1,065,870
2022-06-02	$57.25	$56.00	33.4%	9.4%	49.0%	49.7%	32.3%	5.3%	-0.6%	-5.7M	-255.4M	-10.8M	0.90	39.81	113,400	102,320	683,030	1,073,120
2022-06-03	$56.22	$56.00	33.7%	9.5%	47.6%	50.6%	33.0%	5.3%	-0.9%	-39.6M	122.1M	-10.8M	1.09	45.29	115,930	126,470	706,890	1,088,120
2022-06-06	$56.07	$56.00	32.8%	9.4%	47.6%	47.3%	33.0%	6.1%	0.1%	-25.8M	84.6M	-10.4M	1.03	49.02	90,430	93,220	638,470	1,035,330
2022-06-07	$57.28	$56.00	31.7%	9.2%	47.6%	43.4%	31.9%	5.5%	0.5%	-4.1M	-308.7M	-10.4M	0.83	48.90	91,200	75,600	660,900	1,046,120
2022-06-08	$56.53	$56.00	31.9%	9.1%	46.4%	44.3%	32.2%	5.0%	-0.1%	-13.0M	-102.7M	-10.4M	0.87	50.66	87,350	75,890	681,260	1,058,070
2022-06-09	$56.04	$56.00	33.0%	9.5%	45.8%	48.1%	32.8%	5.4%	0.3%	-26.7M	49.7M	-10.4M	0.68	51.55	109,910	74,840	689,620	1,069,100
2022-06-10	$54.39	$56.00	35.0%	10.1%	46.9%	55.4%	34.7%	5.9%	0.6%	-62.9M	622.5M	-10.3M	1.08	50.27	106,900	115,580	709,460	1,078,970
2022-06-13	$51.81	$56.00	40.8%	11.7%	47.3%	76.1%	43.4%	8.2%	-0.5%	-40.8M	1.04B	-10.0M	0.72	49.91	116,990	84,690	659,420	1,025,570
2022-06-14	$52.00	$56.00	38.4%	11.0%	47.4%	67.6%	41.4%	7.1%	0.0%	-30.4M	848.8M	-10.0M	0.80	52.36	136,520	108,830	707,620	1,020,340
2022-06-15	$52.70	$56.00	34.9%	10.0%	45.0%	55.1%	35.0%	6.6%	0.6%	-13.0M	620.4M	-10.0M	0.42	54.73	166,690	70,710	762,890	1,041,370
2022-06-16	$49.55	$56.00	39.9%	11.4%	45.0%	72.8%	40.2%	8.1%	0.3%	-48.5M	1.39B	-9.4M	0.74	41.71	142,270	104,980	792,890	1,050,830
2022-06-17	$49.74	$56.00	36.8%	10.5%	43.8%	61.7%	36.6%	6.6%	0.6%	-29.8M	1.37B	-9.3M	2.31	45.44	99,690	230,770	823,470	1,059,620
2022-06-21	$50.42	$55.00	35.7%	10.2%	43.8%	57.8%	34.2%	7.2%	0.3%	-25.9M	716.3M	-9.6M	1.71	20.38	112,570	192,580	488,620	740,250
2022-06-22	$49.68	$55.00	35.8%	10.3%	42.9%	58.2%	36.2%	6.7%	0.7%	-25.3M	796.4M	-9.5M	0.54	22.20	134,930	73,010	532,610	755,900
2022-06-23	$49.59	$54.00	34.9%	9.9%	42.5%	54.9%	33.2%	7.0%	0.5%	-23.3M	800.7M	-9.5M	0.90	23.51	74,500	67,070	568,610	768,960
2022-06-24	$50.43	$54.00	32.7%	9.2%	43.0%	47.3%	32.2%	6.2%	0.7%	-12.0M	634.6M	-9.7M	0.66	19.87	111,230	72,990	581,820	779,190
2022-06-27	$50.63	$54.00	33.7%	9.6%	40.9%	50.9%	32.6%	6.6%	0.5%	-19.5M	602.9M	-9.6M	1.10	22.51	63,680	70,330	523,140	763,030
2022-06-28	$50.03	$54.00	35.2%	10.0%	32.7%	56.1%	33.4%	6.7%	0.2%	-19.5M	720.9M	-9.6M	0.50	31.55	132,300	65,530	547,720	777,990
2022-06-29	$48.94	$54.00	36.2%	10.2%	33.1%	59.7%	34.3%	7.4%	0.1%	-27.5M	938.3M	-9.3M	0.93	24.13	93,150	86,430	588,580	787,760
2022-06-30	$48.54	$53.00	36.5%	10.3%	33.1%	60.7%	37.9%	7.5%	0.1%	-29.4M	1.02B	-9.3M	0.84	25.30	82,190	68,670	608,850	808,460