AVGO Options History — October 2022

In October 2022, AVGO traded between $42.82 and $48.64. ATM implied volatility averaged 38.5%, placing in the 66.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 0.6% (HV 20d: 37.9%). Max pain ranged from $46.00 to $50.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.30.

Notable Days

  • 2022-10-10: Highest Volume — 475,590 contracts
  • 2022-10-10: Largest IV spike — 7.5% change
  • 2022-10-11: Highest IV Rank — 84.8%
  • 2022-10-11: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.17$42.82$48.64$45.76$46.98
Max Pain$47.52$46.00$50.00$50.00$46.00
ATM IV38.5%35.0%43.2%37.0%35.3%
Expected Move11.1%10.0%12.2%10.7%10.6%
HV 20d37.9%32.7%40.6%32.7%38.6%
HV 60d34.2%31.7%35.5%31.7%35.5%
IV Rank66.7%50.6%84.8%62.6%51.5%
IV Percentile75.1%55.2%91.7%71.8%57.1%
Term Structure-0.3%-1.9%1.9%0.3%1.9%
VWIV38.4%31.6%42.0%38.1%37.5%
Skew 25d7.3%5.7%8.8%7.8%5.8%
Skew 10d14.8%11.2%17.5%15.6%11.2%
Call IV 25d35.0%31.5%39.3%33.6%32.3%
Put IV 25d42.4%37.6%48.0%41.4%38.1%
Bid-Ask Spread %10.557.9113.2111.208.60
Gamma HHI0.050.030.090.050.04
Net GEX-20.3M-48.9M8.9M-36.9M7.6M
Net DEX940.3M-62.5M1.68B1.17B210.2M
Net VEX-10.0M-11.3M-9.1M-10.3M-10.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.632.671.231.10
Total Volume237,878.095144,170475,590219,050144,170
Total OI1,874,2501,683,1302,036,9301,765,8501,764,820

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$45.76$50.0037.0%10.7%32.7%62.6%38.1%7.8%0.3%-36.9M1.17B-10.3M1.2311.2098,420120,630788,220977,630
2022-10-04$47.81$50.0035.4%10.1%36.9%56.7%35.0%7.9%0.1%-10.3M582.1M-11.0M0.7511.49123,98093,210818,0701,002,940
2022-10-05$48.64$50.0035.0%10.0%37.2%55.5%31.6%6.9%0.1%8.9M307.1M-11.3M0.969.75128,630124,120841,0901,017,590
2022-10-06$47.96$50.0036.6%10.4%37.4%61.3%36.4%7.2%-0.1%5.5M512.6M-11.2M1.0513.17113,030118,760874,1101,039,280
2022-10-07$46.04$50.0038.9%11.0%37.9%69.2%37.3%7.3%-0.3%-46.4M1.17B-10.5M1.5413.02113,450175,280884,8701,049,120
2022-10-10$44.01$50.0041.8%11.8%39.8%79.6%39.5%8.8%-0.5%-46.0M1.64B-9.6M1.9310.97162,480313,110821,1101,005,450
2022-10-11$42.90$47.0043.2%12.2%37.3%84.8%39.8%8.7%-0.5%-41.7M1.68B-9.2M1.589.36101,850161,030863,6401,001,310
2022-10-12$43.23$47.0042.9%12.1%36.5%83.6%42.0%8.1%-0.5%-40.0M1.56B-9.4M2.678.4457,930154,710888,4001,014,770
2022-10-13$43.65$47.0041.5%11.6%36.7%78.6%41.9%8.1%-1.1%-41.3M1.48B-9.5M1.3810.20131,030180,490902,9101,054,580
2022-10-14$42.82$47.0041.4%11.8%36.9%78.5%40.8%7.5%-0.6%-48.9M1.62B-9.3M1.6110.5084,030135,160943,8101,071,820
2022-10-17$43.58$47.0039.8%11.3%37.7%72.6%39.9%8.2%-0.6%-32.5M1.33B-9.3M1.5811.6384,740134,280877,9201,011,870
2022-10-18$43.47$47.0040.8%11.7%37.7%76.2%40.1%7.7%-1.9%-31.1M1.32B-9.3M1.8513.1779,780147,970906,0601,022,440
2022-10-19$43.35$47.0040.6%11.6%37.1%75.4%40.2%7.7%-1.7%-33.2M1.33B-9.3M1.6411.9074,250121,810925,1501,049,340
2022-10-20$42.92$47.0039.3%11.3%37.1%70.8%38.2%7.3%-1.1%-41.6M1.42B-9.1M1.0213.21126,030128,460939,4001,052,370
2022-10-21$44.88$46.0037.6%10.9%40.0%64.7%37.4%7.1%-1.3%-8.6M828.7M-9.8M0.9413.00125,220117,970969,2301,067,700
2022-10-24$45.71$46.0037.9%11.1%40.6%62.1%39.3%7.2%-0.0%1.2M439.3M-10.1M0.858.55117,970100,230772,060911,070
2022-10-25$45.86$46.0036.1%10.8%40.6%54.6%37.4%6.7%0.8%3.0M397.2M-10.2M1.127.9669,45077,650803,040945,130
2022-10-26$46.20$46.0036.1%10.8%40.5%54.9%37.9%6.3%0.4%2.5M316.4M-10.2M1.208.95102,800122,940813,010961,490
2022-10-27$45.70$46.0036.6%11.0%38.1%56.9%38.7%6.3%0.1%-1.3M500.0M-10.3M0.637.9195,20059,790842,340991,840
2022-10-28$47.20$46.0035.1%10.4%39.5%50.6%37.1%5.7%0.3%5.6M-62.5M-10.6M0.688.52162,990110,410866,5801,005,670
2022-10-31$46.98$46.0035.3%10.6%38.6%51.5%37.5%5.8%1.9%7.6M210.2M-10.4M1.108.6068,51075,660814,280950,540