AVGO Options History — August 2022

In August 2022, AVGO traded between $50.18 and $55.97. ATM implied volatility averaged 34.3%, placing in the 52.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 7.3% (HV 20d: 26.9%). Max pain ranged from $50.00 to $53.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.06.

Notable Days

2022-08-03: Highest Volume — 250,700 contracts
2022-08-22: Largest IV spike — 13.1% change
2022-08-30: Highest IV Rank — 69.5%
2022-08-30: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.90	$50.18	$55.97	$53.58	$50.18
Max Pain	$51.95	$50.00	$53.00	$50.00	$52.00
ATM IV	34.3%	30.9%	38.9%	32.5%	38.0%
Expected Move	9.7%	8.0%	11.9%	8.2%	11.7%
HV 20d	26.9%	21.5%	35.3%	26.0%	33.9%
HV 60d	34.2%	30.0%	37.9%	37.9%	32.5%
IV Rank	52.8%	40.7%	69.5%	46.3%	66.3%
IV Percentile	65.1%	50.4%	82.5%	60.3%	80.6%
Term Structure	-0.9%	-1.6%	0.2%	-1.3%	-0.9%
VWIV	34.1%	28.4%	41.6%	30.7%	40.1%
Skew 25d	5.8%	3.9%	7.0%	6.6%	6.8%
Skew 10d	11.9%	7.2%	14.1%	14.1%	13.3%
Call IV 25d	31.6%	28.5%	35.7%	30.2%	35.1%
Put IV 25d	37.4%	33.2%	42.6%	36.8%	42.0%
Bid-Ask Spread %	15.94	9.32	30.38	12.57	11.70
Gamma HHI	0.06	0.03	0.40	0.04	0.04
Net GEX	20.1M	-22.4M	93.1M	24.5M	-22.4M
Net DEX	-318.1M	-919.0M	670.6M	-417.4M	670.6M
Net VEX	-10.7M	-11.1M	-9.9M	-10.3M	-10.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.06	0.56	1.66	1.55	1.16
Total Volume	121,715.217	67,780	250,700	154,270	199,650
Total OI	1,515,673.043	1,408,920	1,637,900	1,408,920	1,593,610

Daily Data (23 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
2022-08-01	$53.58	$50.00	32.5%	8.2%	26.0%	46.3%	30.7%	6.6%	-1.3%	24.5M	-417.4M	-10.3M	1.55	12.57	60,580	93,690	572,830	836,090
2022-08-02	$53.42	$50.00	34.4%	8.5%	25.7%	53.4%	31.0%	6.6%	-1.5%	22.3M	-384.3M	-10.5M	1.60	12.22	60,590	96,830	583,750	847,640
2022-08-03	$54.72	$50.00	33.9%	8.0%	26.0%	51.5%	28.4%	5.8%	-1.4%	38.7M	-709.0M	-10.6M	0.69	12.81	148,630	102,070	595,230	863,760
2022-08-04	$54.98	$51.00	33.8%	9.3%	24.7%	50.9%	32.3%	6.0%	-1.5%	53.0M	-763.3M	-10.6M	0.91	22.35	94,230	85,520	623,850	882,300
2022-08-05	$54.97	$51.00	32.8%	9.0%	24.7%	47.5%	31.8%	5.9%	-1.4%	27.9M	-707.0M	-10.7M	1.49	21.44	55,780	82,990	628,740	893,930
2022-08-08	$54.49	$52.00	33.3%	9.4%	21.5%	49.3%	33.1%	5.8%	-0.2%	25.3M	-534.9M	-10.6M	1.58	18.89	56,890	89,740	584,200	862,510
2022-08-09	$53.43	$52.00	34.1%	9.7%	23.1%	52.0%	33.4%	6.0%	-0.1%	12.8M	-256.7M	-10.6M	1.13	18.64	37,160	42,140	596,870	884,990
2022-08-10	$54.90	$52.00	31.6%	8.9%	24.3%	43.1%	32.9%	5.8%	-0.5%	34.7M	-656.2M	-10.6M	0.84	18.56	41,110	34,430	609,030	903,340
2022-08-11	$54.64	$52.00	32.4%	9.1%	24.6%	46.0%	31.7%	5.8%	-0.9%	33.1M	-576.1M	-10.7M	0.56	22.33	57,180	31,950	619,940	914,900
2022-08-12	$55.69	$52.00	30.9%	8.7%	24.9%	40.7%	31.3%	4.6%	-0.7%	64.7M	-898.1M	-10.6M	0.91	17.27	51,840	47,080	633,290	928,420
2022-08-15	$55.90	$52.00	31.2%	8.9%	24.4%	41.6%	33.5%	4.9%	0.1%	39.6M	-873.9M	-10.2M	1.48	18.23	39,120	57,910	599,590	912,560
2022-08-16	$55.31	$52.00	31.6%	9.0%	21.7%	43.2%	31.4%	4.9%	-0.5%	33.6M	-682.4M	-10.5M	0.61	17.49	45,490	27,590	620,180	935,070
2022-08-17	$54.39	$52.00	32.7%	9.4%	22.9%	47.2%	32.2%	3.9%	-0.6%	17.1M	-398.8M	-9.9M	0.64	30.38	58,220	37,270	633,580	943,840
2022-08-18	$55.97	$52.00	32.4%	9.3%	24.6%	45.9%	32.8%	4.4%	0.2%	47.1M	-919.0M	-10.6M	0.73	16.40	82,830	60,790	640,430	956,320
2022-08-19	$54.94	$52.00	33.1%	9.5%	25.5%	48.6%	32.7%	4.6%	0.2%	93.1M	-565.6M	-10.9M	1.00	15.06	64,620	64,760	655,880	982,020
2022-08-22	$52.73	$53.00	37.4%	10.7%	30.0%	64.1%	37.9%	5.9%	-1.6%	-13.6M	184.1M	-10.8M	1.66	11.61	32,900	54,620	563,000	873,150
2022-08-23	$52.95	$53.00	36.6%	10.4%	30.0%	61.3%	36.1%	6.3%	-1.2%	-15.0M	159.8M	-11.0M	0.67	11.24	40,550	27,230	576,120	896,080
2022-08-24	$53.05	$53.00	36.6%	10.6%	27.2%	61.0%	36.9%	6.4%	-1.6%	-12.8M	135.5M	-11.0M	0.99	9.32	44,170	43,530	589,740	903,950
2022-08-25	$54.90	$53.00	33.9%	10.0%	29.7%	51.5%	33.9%	6.4%	-1.1%	14.2M	-368.5M	-11.1M	0.62	9.66	57,220	35,400	606,520	916,680
2022-08-26	$52.33	$53.00	37.9%	11.2%	34.4%	65.6%	38.0%	6.5%	-1.4%	-19.7M	295.0M	-11.1M	1.32	11.95	54,000	71,410	624,440	925,710
2022-08-29	$51.67	$53.00	38.4%	11.6%	34.7%	67.5%	40.1%	6.4%	-1.4%	-15.2M	361.5M	-10.9M	1.07	11.90	46,760	50,220	591,070	910,020
2022-08-30	$50.63	$52.75	38.9%	11.9%	35.3%	69.5%	41.6%	7.0%	-1.2%	-21.3M	589.1M	-10.8M	1.14	14.63	61,980	70,780	610,890	934,420
2022-08-31	$50.18	$52.00	38.0%	11.7%	33.9%	66.3%	40.1%	6.8%	-0.9%	-22.4M	670.6M	-10.8M	1.16	11.70	92,450	107,200	634,610	959,000