AVGO Options History — November 2022

In November 2022, AVGO traded between $44.55 and $54.38. ATM implied volatility averaged 36.7%, placing in the 54.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 1.3% (HV 20d: 38.0%). Max pain ranged from $46.00 to $50.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.95.

Notable Days

2022-11-10: Highest Volume — 333,330 contracts
2022-11-10: Largest IV drop — 7.9% change
2022-11-09: Highest IV Rank — 71.7%
2022-11-09: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.28	$44.55	$54.38	$46.89	$54.38
Max Pain	$48.43	$46.00	$50.00	$46.00	$50.00
ATM IV	36.7%	33.8%	40.8%	34.5%	33.8%
Expected Move	10.9%	10.1%	11.8%	10.6%	11.1%
HV 20d	38.0%	32.0%	41.2%	35.2%	40.8%
HV 60d	37.5%	35.4%	39.7%	35.5%	37.7%
IV Rank	54.6%	41.7%	71.7%	48.2%	41.7%
IV Percentile	61.8%	38.1%	85.7%	50.0%	38.1%
Term Structure	0.2%	-1.7%	3.3%	2.9%	-0.9%
VWIV	38.1%	35.0%	41.3%	38.8%	39.9%
Skew 25d	6.0%	5.2%	7.1%	5.3%	6.6%
Skew 10d	11.9%	10.3%	13.6%	11.4%	12.5%
Call IV 25d	34.0%	31.2%	38.1%	32.4%	31.2%
Put IV 25d	39.9%	36.9%	43.8%	37.7%	37.8%
Bid-Ask Spread %	12.71	7.74	35.72	8.46	9.80
Gamma HHI	0.05	0.04	0.14	0.04	0.06
Net GEX	12.2M	-44.0M	90.1M	-2.4M	90.1M
Net DEX	-528.9M	-1.57B	1.21B	291.1M	-1.57B
Net VEX	-11.1M	-11.8M	-9.6M	-10.4M	-11.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.54	1.29	1.26	1.29
Total Volume	211,286.19	42,100	333,330	130,760	179,790
Total OI	1,926,049.524	1,670,220	2,183,430	1,825,430	1,914,540

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
2022-11-01	$46.89	$46.00	34.5%	10.6%	35.2%	48.2%	38.8%	5.3%	2.9%	-2.4M	291.1M	-10.4M	1.26	8.46	57,730	73,030	830,750	994,680
2022-11-02	$45.76	$46.00	34.7%	10.6%	35.5%	47.0%	36.2%	5.4%	2.8%	-22.4M	686.9M	-10.1M	0.86	9.83	107,150	92,680	842,380	1,016,350
2022-11-03	$44.55	$48.00	36.9%	11.3%	36.3%	56.3%	39.0%	5.8%	2.8%	-44.0M	1.21B	-9.6M	0.66	13.29	144,800	95,650	875,210	1,048,870
2022-11-04	$46.47	$48.00	35.5%	11.2%	37.0%	49.3%	37.8%	5.3%	3.3%	-4.2M	237.3M	-10.2M	0.92	14.90	137,680	127,010	935,110	1,060,990
2022-11-07	$47.63	$47.00	37.9%	11.2%	33.7%	59.3%	39.9%	5.3%	0.4%	10.0M	32.7M	-10.4M	1.08	14.19	97,980	105,780	825,120	972,490
2022-11-08	$48.28	$47.00	38.9%	11.5%	32.0%	63.8%	38.7%	5.8%	0.8%	13.1M	-191.5M	-10.6M	0.98	14.09	114,680	112,000	857,450	1,019,450
2022-11-09	$47.07	$47.00	40.8%	11.8%	33.9%	71.7%	41.0%	5.7%	0.4%	-8.6M	274.3M	-10.6M	0.94	13.30	108,130	102,110	887,300	1,058,340
2022-11-10	$50.39	$48.00	37.5%	11.0%	40.7%	57.9%	38.8%	5.3%	1.0%	39.9M	-1.02B	-11.1M	1.29	12.95	145,490	187,840	907,960	1,093,560
2022-11-11	$51.71	$48.00	36.4%	10.4%	40.0%	53.2%	36.6%	5.2%	-0.0%	43.4M	-1.46B	-11.2M	0.88	13.35	173,710	153,640	931,340	1,165,080
2022-11-14	$51.57	$48.00	37.4%	10.7%	40.1%	57.2%	37.8%	6.2%	0.4%	25.5M	-1.08B	-11.2M	1.01	12.29	121,500	123,100	886,330	1,053,870
2022-11-15	$52.37	$49.00	38.7%	11.1%	40.0%	63.0%	38.8%	6.2%	-0.6%	20.3M	-1.30B	-11.5M	1.19	13.50	96,070	114,760	905,390	1,094,900
2022-11-16	$51.27	$49.00	39.0%	11.2%	41.2%	64.2%	38.3%	6.4%	-1.0%	-3.5M	-791.0M	-11.6M	1.04	13.44	112,130	116,720	920,810	1,125,220
2022-11-17	$50.94	$49.00	38.9%	11.2%	41.0%	63.4%	39.0%	5.5%	-0.6%	-16.4M	-678.0M	-11.5M	1.07	11.45	101,950	109,280	956,040	1,176,910
2022-11-18	$51.65	$49.00	37.3%	10.7%	38.8%	56.6%	37.2%	5.8%	0.1%	6.7M	-1.09B	-11.5M	0.66	11.81	114,830	75,580	976,660	1,206,770
2022-11-21	$51.84	$49.00	36.9%	10.7%	38.6%	55.2%	35.2%	7.1%	-1.5%	15.7M	-591.1M	-11.2M	0.81	9.93	104,270	84,870	736,480	933,740
2022-11-22	$52.62	$49.00	34.8%	10.1%	38.7%	46.3%	35.0%	6.6%	-1.7%	31.8M	-830.0M	-11.4M	0.66	9.68	144,980	96,060	786,670	971,560
2022-11-23	$53.18	$50.00	34.5%	10.1%	38.7%	45.0%	35.2%	5.9%	-1.6%	42.6M	-1.10B	-11.8M	1.29	35.72	136,740	177,070	849,050	1,002,790
2022-11-25	$53.30	$50.00	34.1%	10.2%	38.2%	43.2%	36.3%	6.5%	-1.5%	-27.0M	-1.01B	-11.8M	0.62	8.91	26,010	16,090	884,470	1,051,160
2022-11-28	$51.99	$50.00	36.1%	11.5%	38.7%	51.8%	39.7%	7.0%	-1.3%	14.2M	-537.9M	-11.6M	0.54	7.74	114,980	62,460	843,660	960,480
2022-11-29	$52.08	$50.00	36.4%	11.7%	38.6%	52.9%	41.3%	6.5%	-0.8%	31.0M	-582.2M	-11.8M	0.90	8.25	37,170	33,510	897,470	989,640
2022-11-30	$54.38	$50.00	33.8%	11.1%	40.8%	41.7%	39.9%	6.6%	-0.9%	90.1M	-1.57B	-11.7M	1.29	9.80	78,410	101,380	909,940	1,004,600