AVGO Options History — June 2023

In June 2023, AVGO traded between $78.86 and $88.22. ATM implied volatility averaged 29.5%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 16.6% (HV 20d: 46.0%). Max pain ranged from $63.00 to $82.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2023-06-02: Highest Volume — 1,275,400 contracts
  • 2023-06-02: Largest IV drop — 38.3% change
  • 2023-06-01: Highest IV Rank — 82.3%
  • 2023-06-01: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.64$78.86$88.22$79.36$86.73
Max Pain$74.50$63.00$82.00$63.00$82.00
ATM IV29.5%26.0%51.3%51.3%26.0%
Expected Move8.6%7.2%18.5%18.5%7.2%
HV 20d46.0%31.0%53.4%47.9%31.0%
HV 60d34.5%32.8%36.0%32.8%35.7%
IV Rank18.8%8.7%82.3%82.3%8.7%
IV Percentile23.9%7.9%99.2%99.2%7.9%
Term Structure0.0%-3.5%1.0%-3.5%0.5%
VWIV31.2%25.9%66.3%66.3%25.9%
Skew 25d-0.2%-2.0%0.9%-2.0%0.3%
Skew 10d-1.2%-6.0%1.3%-6.0%0.2%
Call IV 25d30.4%26.4%53.8%53.8%26.5%
Put IV 25d30.2%26.8%51.8%51.8%26.8%
Bid-Ask Spread %40.2025.2747.0025.2747.00
Gamma HHI0.060.020.170.020.09
Net GEX85.2M-152.5M226.9M41.9M139.1M
Net DEX-5.05B-8.32B-2.15B-4.66B-5.02B
Net VEX-19.6M-21.0M-17.5M-19.4M-19.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.171.200.550.53
Total Volume514,399.524286,2501,275,400881,860370,000
Total OI2,809,021.9052,306,6403,380,8802,821,2902,577,270

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$79.36$63.0051.3%18.5%47.9%82.3%66.3%-2.0%-3.5%41.9M-4.66B-19.4M0.5525.27569,300312,5601,288,0401,533,250
2023-06-02$81.03$63.5031.6%9.6%47.4%25.1%35.4%-0.2%-1.2%104.7M-5.63B-17.5M0.4838.54860,270415,1301,583,5601,724,350
2023-06-05$80.09$70.0028.4%8.1%47.7%15.6%29.2%0.7%0.4%59.8M-4.80B-18.3M0.5839.40245,540143,1201,333,5201,484,370
2023-06-06$78.86$70.0027.3%7.9%48.4%12.4%28.4%0.6%0.5%36.3M-4.34B-19.5M0.5740.90252,920144,3501,413,2601,538,840
2023-06-07$79.34$70.0027.5%8.0%47.0%13.2%29.7%0.1%0.4%61.2M-4.65B-19.7M0.3043.56307,70092,2301,456,7601,575,200
2023-06-08$80.34$70.0028.1%8.1%47.0%14.7%30.7%-0.3%0.1%112.5M-5.18B-19.7M0.4044.47255,990101,9801,522,8301,591,230
2023-06-09$80.53$70.0026.8%7.8%46.8%10.9%28.2%-0.3%0.3%78.9M-5.34B-19.2M0.3344.73257,74084,6401,583,1101,605,570
2023-06-12$85.48$70.0031.6%8.9%49.6%25.0%32.4%-1.9%-0.4%130.7M-6.96B-19.1M0.3937.25590,800228,8801,337,5401,487,930
2023-06-13$85.06$70.0029.1%8.3%50.2%17.6%30.0%-0.4%-0.1%134.2M-6.81B-19.1M0.6136.72326,470199,3401,442,7701,594,240
2023-06-14$87.71$71.0031.3%9.0%50.4%24.0%33.2%-1.6%0.1%183.1M-8.06B-19.6M0.4040.78426,940172,2301,488,2401,678,390
2023-06-15$88.22$72.0030.6%8.8%50.5%22.2%31.6%-1.8%-0.1%226.9M-8.32B-19.8M0.5133.53393,480201,7401,554,5101,717,680
2023-06-16$87.22$74.0029.5%8.5%51.0%19.0%31.4%-1.1%0.4%173.4M-7.61B-20.3M0.5437.25354,040189,7201,601,3401,779,540
2023-06-20$86.87$75.0029.1%8.4%51.3%17.8%28.9%-0.5%0.5%77.5M-4.87B-19.6M0.1735.33807,750139,6601,142,4801,234,420
2023-06-21$85.16$82.0027.4%7.9%52.2%12.8%28.1%0.3%0.5%26.7M-3.47B-20.0M0.8639.03196,150169,2601,102,1001,273,170
2023-06-22$84.13$82.0027.0%7.7%52.9%11.6%27.8%0.6%1.0%-42.7M-3.00B-20.3M0.5041.39243,180122,6201,146,9601,339,390
2023-06-23$82.47$82.0026.5%7.5%53.4%10.2%27.3%0.9%0.9%-152.5M-2.15B-21.0M1.2042.50174,970209,4501,197,4001,369,490
2023-06-26$82.54$82.0027.4%7.7%47.7%12.7%28.4%0.6%0.1%15.4M-2.81B-20.2M0.3542.44212,38073,8701,053,2301,253,410
2023-06-27$84.72$82.0027.6%7.8%31.6%13.3%27.8%0.4%0.0%101.7M-3.86B-20.0M0.3444.06260,07088,3401,110,6001,275,130
2023-06-28$84.63$82.0027.3%7.6%31.4%12.4%27.3%0.7%0.1%118.7M-3.86B-20.5M0.5346.02194,040102,2301,170,7501,301,410
2023-06-29$85.93$82.0027.3%7.7%31.7%12.6%27.3%0.6%0.3%161.1M-4.55B-19.6M0.4744.09212,44098,8701,197,2001,328,980
2023-06-30$86.73$82.0026.0%7.2%31.0%8.7%25.9%0.3%0.5%139.1M-5.02B-19.7M0.5347.00241,530128,4701,223,4601,353,810