AVGO Options History — September 2022

In September 2022, AVGO traded between $44.61 and $52.80. ATM implied volatility averaged 35.5%, placing in the 57.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 0.1% (HV 20d: 35.4%). Max pain ranged from $50.00 to $53.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.10.

Notable Days

2022-09-02: Highest Volume — 527,510 contracts
2022-09-13: Largest IV spike — 17.0% change
2022-09-29: Highest IV Rank — 75.7%
2022-09-01: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.00	$44.61	$52.80	$48.88	$44.61
Max Pain	$52.30	$50.00	$53.00	$52.00	$50.00
ATM IV	35.5%	29.4%	40.6%	39.4%	38.9%
Expected Move	10.3%	8.6%	12.4%	12.4%	11.3%
HV 20d	35.4%	30.8%	40.1%	34.5%	32.3%
HV 60d	31.3%	30.4%	32.8%	32.5%	31.2%
IV Rank	57.2%	35.4%	75.7%	71.3%	69.5%
IV Percentile	66.1%	35.7%	86.9%	83.7%	80.6%
Term Structure	-0.2%	-1.5%	0.5%	-1.5%	-0.0%
VWIV	35.8%	30.7%	43.8%	43.8%	37.1%
Skew 25d	6.6%	4.7%	9.1%	7.7%	8.2%
Skew 10d	12.9%	9.2%	18.1%	14.2%	16.2%
Call IV 25d	32.8%	27.9%	36.9%	36.6%	34.8%
Put IV 25d	39.4%	32.6%	45.6%	44.3%	43.0%
Bid-Ask Spread %	14.90	10.78	23.05	11.38	14.03
Gamma HHI	0.05	0.04	0.11	0.04	0.09
Net GEX	-22.3M	-62.0M	29.1M	-32.3M	-62.0M
Net DEX	755.2M	-160.7M	1.49B	960.1M	1.49B
Net VEX	-10.7M	-11.2M	-10.0M	-10.5M	-10.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.69	1.96	1.34	1.11
Total Volume	193,875.714	83,010	527,510	439,190	203,680
Total OI	1,716,510.952	1,528,710	1,896,640	1,659,050	1,826,010

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
2022-09-01	$48.88	$52.00	39.4%	12.4%	34.5%	71.3%	43.8%	7.7%	-1.5%	-32.3M	960.1M	-10.5M	1.34	11.38	187,700	251,490	668,810	990,240
2022-09-02	$49.95	$52.00	35.4%	10.3%	35.9%	57.0%	35.4%	6.5%	-0.7%	5.3M	551.1M	-10.7M	0.84	10.78	286,520	240,990	763,730	1,132,910
2022-09-06	$50.03	$53.00	35.3%	10.0%	35.9%	56.3%	33.8%	6.2%	-0.6%	-21.0M	626.9M	-10.7M	1.15	17.59	105,920	121,750	665,230	1,010,870
2022-09-07	$50.59	$53.00	32.5%	9.2%	35.8%	46.4%	32.5%	5.5%	0.1%	-6.3M	446.5M	-10.6M	1.46	17.81	79,350	116,240	690,990	1,029,280
2022-09-08	$50.89	$53.00	31.9%	9.1%	34.2%	44.3%	32.6%	5.6%	-0.1%	1.8M	348.0M	-10.7M	0.71	19.39	69,830	49,880	707,480	1,047,990
2022-09-09	$52.30	$53.00	29.4%	8.7%	35.9%	35.4%	31.2%	4.7%	0.2%	29.1M	-151.3M	-10.9M	0.92	16.32	82,660	75,810	732,630	1,064,450
2022-09-12	$52.80	$53.00	29.8%	8.6%	35.4%	36.7%	30.7%	5.3%	0.2%	17.8M	-160.7M	-10.9M	0.92	15.27	49,870	46,040	695,470	1,012,080
2022-09-13	$50.23	$53.00	34.9%	10.0%	39.0%	54.9%	34.1%	6.0%	-0.1%	-17.3M	610.4M	-10.6M	1.96	17.87	80,450	157,870	711,770	1,030,240
2022-09-14	$51.15	$53.00	33.3%	9.6%	39.8%	49.4%	34.0%	6.1%	0.1%	-6.4M	401.1M	-11.2M	1.11	18.81	42,800	47,360	732,130	1,095,400
2022-09-15	$50.02	$53.00	34.3%	9.8%	40.1%	53.0%	33.7%	5.8%	-0.0%	-30.4M	745.5M	-11.1M	0.89	23.05	58,800	52,420	742,370	1,108,430
2022-09-16	$49.95	$53.00	34.5%	9.8%	38.2%	53.5%	34.7%	5.9%	-0.2%	-24.8M	762.8M	-11.0M	1.19	15.83	101,380	120,540	754,440	1,116,950
2022-09-19	$50.15	$52.00	33.4%	9.5%	38.1%	49.7%	32.9%	6.3%	0.5%	-22.1M	562.4M	-10.9M	0.88	13.70	50,080	43,960	620,410	908,300
2022-09-20	$49.52	$52.00	34.8%	10.0%	35.7%	54.8%	34.1%	6.5%	-0.1%	-28.3M	721.3M	-10.8M	0.84	12.75	53,120	44,700	647,000	931,730
2022-09-21	$48.33	$52.00	35.6%	10.2%	36.4%	57.7%	36.4%	7.0%	-0.3%	-35.0M	932.3M	-10.9M	1.02	15.71	41,150	41,860	667,770	952,570
2022-09-22	$48.29	$52.00	35.1%	10.1%	36.3%	55.9%	36.3%	6.7%	-0.0%	-37.2M	926.1M	-10.8M	1.19	12.09	59,980	71,380	683,310	955,150
2022-09-23	$46.83	$52.00	38.1%	11.0%	34.3%	66.6%	37.0%	7.2%	-0.4%	-51.6M	1.23B	-10.5M	1.39	12.19	61,410	85,330	696,830	973,610
2022-09-26	$46.47	$52.00	39.8%	11.6%	30.9%	72.5%	39.8%	7.7%	-0.3%	-36.3M	1.15B	-10.3M	0.97	12.00	101,930	99,380	649,110	935,710
2022-09-27	$46.29	$52.00	40.2%	11.8%	30.8%	74.0%	41.3%	7.7%	-0.1%	-35.2M	1.17B	-10.6M	1.48	12.61	70,040	103,340	682,070	973,360
2022-09-28	$46.77	$52.00	38.2%	11.1%	30.8%	66.7%	39.5%	7.6%	0.0%	-31.7M	1.08B	-10.6M	0.69	12.90	149,830	102,750	697,880	978,430
2022-09-29	$44.98	$51.25	40.6%	11.9%	33.2%	75.7%	41.3%	9.1%	-0.1%	-44.9M	1.45B	-10.1M	1.14	10.86	122,500	139,300	780,130	983,460
2022-09-30	$44.61	$50.00	38.9%	11.3%	32.3%	69.5%	37.1%	8.2%	-0.0%	-62.0M	1.49B	-10.0M	1.11	14.03	96,390	107,290	816,950	1,009,060