AVGO Options History — July 2022

In July 2022, AVGO traded between $47.47 and $53.73. ATM implied volatility averaged 33.0%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 2.8% (HV 20d: 30.2%). Max pain ranged from $50.00 to $53.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.05.

Notable Days

2022-07-07: Highest Volume — 275,690 contracts
2022-07-15: Largest IV drop — 9.9% change
2022-07-05: Highest IV Rank — 62.8%
2022-07-05: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.07	$47.47	$53.73	$47.87	$53.73
Max Pain	$50.35	$50.00	$53.00	$53.00	$50.00
ATM IV	33.0%	28.9%	37.1%	36.0%	28.9%
Expected Move	9.4%	7.6%	10.6%	9.9%	7.6%
HV 20d	30.2%	23.4%	36.3%	33.1%	26.7%
HV 60d	39.8%	38.7%	40.5%	39.7%	38.7%
IV Rank	48.3%	33.5%	62.8%	58.9%	33.5%
IV Percentile	62.4%	44.4%	77.0%	74.2%	44.4%
Term Structure	1.0%	-0.8%	3.9%	-0.1%	3.9%
VWIV	32.8%	26.4%	36.4%	34.7%	26.4%
Skew 25d	6.6%	5.7%	7.6%	7.3%	5.7%
Skew 10d	14.0%	11.6%	16.9%	15.5%	11.6%
Call IV 25d	30.0%	24.8%	33.8%	32.9%	24.8%
Put IV 25d	36.6%	30.5%	41.4%	40.3%	30.5%
Bid-Ask Spread %	29.45	10.15	48.93	26.78	12.73
Gamma HHI	0.06	0.03	0.19	0.06	0.05
Net GEX	2.1M	-31.0M	35.5M	-29.5M	22.3M
Net DEX	386.8M	-639.9M	1.17B	1.14B	-639.9M
Net VEX	-9.6M	-10.3M	-8.8M	-9.1M	-10.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.45	1.79	1.08	1.32
Total Volume	194,827	136,050	275,690	200,890	217,720
Total OI	1,434,193.5	1,183,600	1,567,610	1,447,620	1,541,260

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
2022-07-01	$47.87	$53.00	36.0%	9.9%	33.1%	58.9%	34.7%	7.3%	-0.1%	-29.5M	1.14B	-9.1M	1.08	26.78	96,810	104,080	636,180	811,440
2022-07-05	$47.47	$51.00	37.1%	10.6%	32.9%	62.8%	35.9%	7.6%	0.1%	-31.0M	1.17B	-8.8M	1.52	40.97	101,920	154,800	559,700	802,980
2022-07-06	$48.41	$51.00	34.8%	10.0%	34.3%	54.8%	33.2%	6.9%	0.0%	-10.8M	915.1M	-9.2M	1.14	38.04	88,560	101,240	601,480	851,220
2022-07-07	$49.79	$51.00	32.7%	9.3%	35.2%	47.1%	33.1%	5.8%	-0.2%	10.1M	501.4M	-9.5M	0.66	37.68	166,540	109,150	633,250	874,230
2022-07-08	$49.83	$51.00	31.8%	9.1%	35.2%	44.0%	32.6%	6.2%	0.0%	-15.2M	554.4M	-9.4M	0.86	38.55	89,290	76,560	661,060	906,550
2022-07-11	$48.32	$50.00	34.8%	10.0%	36.3%	54.6%	34.8%	6.9%	0.4%	-27.0M	999.0M	-9.0M	0.94	39.56	92,600	87,250	580,490	821,660
2022-07-12	$48.06	$50.00	35.9%	10.2%	35.3%	58.5%	35.5%	7.2%	-0.2%	-24.0M	1.02B	-9.0M	1.21	41.37	69,050	83,820	618,100	848,670
2022-07-13	$48.31	$50.00	35.4%	10.2%	31.7%	57.0%	36.4%	6.9%	0.3%	-26.1M	995.4M	-9.2M	1.01	40.38	80,480	81,660	632,940	871,520
2022-07-14	$48.51	$50.00	35.5%	10.0%	31.7%	57.3%	35.7%	7.0%	-0.8%	-19.7M	932.9M	-9.2M	0.89	42.13	84,590	75,490	651,000	877,270
2022-07-15	$49.25	$50.00	32.0%	9.3%	31.9%	44.7%	30.7%	6.6%	0.5%	22.7M	765.9M	-9.2M	0.63	48.93	116,150	73,360	667,260	885,430
2022-07-18	$48.92	$50.00	34.7%	9.9%	23.4%	54.3%	33.7%	7.0%	0.1%	-6.1M	428.1M	-9.4M	0.45	32.67	162,590	73,640	500,810	682,790
2022-07-19	$50.93	$50.00	31.9%	9.1%	27.6%	44.1%	31.8%	6.8%	0.7%	18.0M	11.1M	-9.9M	0.58	25.11	146,640	84,430	548,260	705,810
2022-07-20	$51.21	$50.00	31.6%	9.1%	27.2%	43.3%	31.9%	6.7%	1.0%	25.2M	-60.7M	-10.1M	0.93	25.38	121,070	112,330	587,010	737,510
2022-07-21	$51.53	$50.00	30.4%	8.7%	26.6%	38.9%	31.6%	6.2%	0.9%	35.5M	-146.6M	-10.3M	1.02	22.66	82,730	84,290	616,660	800,790
2022-07-22	$51.09	$50.00	30.7%	8.7%	26.9%	40.1%	31.0%	6.3%	0.8%	24.9M	-26.6M	-10.3M	1.02	24.13	87,560	89,050	627,320	814,740
2022-07-25	$50.96	$50.00	32.3%	9.1%	26.3%	45.8%	32.3%	6.7%	3.0%	9.7M	74.4M	-10.2M	1.45	17.90	55,600	80,450	567,520	784,810
2022-07-26	$51.05	$50.00	33.5%	9.5%	26.3%	49.9%	33.1%	7.0%	3.3%	8.9M	62.4M	-10.2M	1.79	10.15	59,320	105,920	577,800	843,630
2022-07-27	$52.91	$50.00	30.5%	8.5%	28.6%	39.1%	31.0%	5.8%	3.4%	23.7M	-433.1M	-10.2M	0.88	12.16	103,870	91,500	592,630	864,790
2022-07-28	$53.34	$50.00	29.9%	8.2%	27.1%	37.2%	30.0%	6.1%	3.6%	30.8M	-522.5M	-10.3M	1.59	11.65	78,920	125,510	622,220	875,080
2022-07-29	$53.73	$50.00	28.9%	7.6%	26.7%	33.5%	26.4%	5.7%	3.9%	22.3M	-639.9M	-10.2M	1.32	12.73	93,780	123,940	631,480	909,780