AVGO Options History — August 2023 In August 2023, AVGO traded between $82.71 and $92.07. ATM implied volatility averaged 38.8%, placing in the 45.8% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 10.0% (HV 20d: 28.7%). Max pain ranged from $76.00 to $84.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.84.
Notable Days 2023-08-31 : Highest Volume — 928,660 contracts2023-08-29 : Largest IV drop — 9.6% change2023-08-25 : Highest IV Rank — 60.3%2023-08-25 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $86.66 $82.71 $92.07 $91.78 $92.07 Max Pain $79.00 $76.00 $84.00 $84.00 $80.00 ATM IV 38.8% 34.1% 43.7% 34.1% 34.3% Expected Move 11.2% 8.1% 13.5% 8.1% 10.9% HV 20d 28.7% 23.4% 34.5% 23.4% 34.5% HV 60d 34.2% 28.5% 37.8% 35.6% 29.6% IV Rank 45.8% 32.3% 60.3% 32.3% 32.8% IV Percentile 87.2% 64.7% 98.4% 70.6% 65.1% Term Structure -1.2% -2.5% -0.4% -1.0% -1.0% VWIV 39.2% 29.1% 47.2% 29.1% 38.0% Skew 25d 2.6% 1.3% 3.3% 1.3% 1.5% Skew 10d 5.0% 1.9% 7.0% 1.9% 2.7% Call IV 25d 37.8% 33.2% 43.3% 34.6% 33.5% Put IV 25d 40.4% 35.0% 46.6% 35.8% 35.0% Bid-Ask Spread % 40.95 32.62 48.39 41.84 43.94 Gamma HHI 0.05 0.03 0.19 0.05 0.05 Net GEX 23.0M -82.4M 156.6M 156.6M 142.1M Net DEX -3.34B -5.80B -1.52B -5.65B -5.80B Net VEX -19.9M -20.8M -18.9M -18.9M -19.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.41 1.25 0.57 0.72 Total Volume 309,176.957 97,890 928,660 498,420 928,660 Total OI 2,575,493.478 2,252,320 2,729,140 2,472,950 2,721,100
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 2023-08-01 $91.78 $84.00 34.1% 8.1% 23.4% 32.3% 29.1% 1.3% -1.0% 156.6M -5.65B -18.9M 0.57 41.84 317,770 180,650 1,175,810 1,297,140 2023-08-02 $89.46 $84.00 36.0% 8.5% 25.2% 37.7% 30.1% 1.4% -1.5% 23.8M -4.34B -19.8M 0.98 48.39 138,110 134,760 1,244,620 1,372,740 2023-08-03 $88.54 $76.00 35.9% 9.8% 24.9% 37.6% 34.2% 1.8% -1.7% -58.7M -3.74B -19.9M 0.60 40.53 121,820 73,150 1,276,250 1,417,650 2023-08-04 $87.93 $77.00 35.8% 9.9% 25.1% 37.1% 34.5% 2.0% -1.4% -82.4M -3.39B -20.4M 0.99 40.26 163,340 162,400 1,295,300 1,433,840 2023-08-07 $89.48 $78.00 35.9% 10.0% 23.5% 37.4% 35.6% 2.1% -0.7% 69.2M -4.42B -19.1M 1.00 38.16 74,430 74,320 1,159,590 1,306,980 2023-08-08 $88.39 $78.00 37.0% 10.3% 23.9% 40.7% 36.6% 2.7% -0.7% 30.2M -3.86B -19.6M 0.49 41.95 137,750 66,890 1,181,960 1,333,480 2023-08-09 $85.21 $78.00 39.2% 10.9% 26.8% 47.2% 38.1% 3.1% -1.1% -37.7M -2.40B -20.1M 1.13 43.10 157,420 178,410 1,202,630 1,354,520 2023-08-10 $84.19 $78.00 39.9% 11.1% 27.0% 49.1% 38.6% 3.1% -1.4% -52.2M -1.95B -20.3M 0.80 39.99 183,050 146,090 1,244,060 1,394,890 2023-08-11 $83.13 $78.00 38.7% 10.9% 27.2% 45.7% 38.0% 2.8% -1.2% -58.9M -1.52B -20.3M 1.09 45.41 168,140 182,830 1,285,600 1,420,210 2023-08-14 $85.08 $78.00 38.7% 11.0% 27.1% 45.6% 38.5% 2.7% -0.5% -11.3M -2.75B -19.5M 0.58 43.05 150,960 88,280 1,174,350 1,363,110 2023-08-15 $84.11 $78.00 39.8% 11.3% 27.2% 48.7% 39.9% 2.9% -0.4% -12.9M -2.39B -20.3M 0.70 45.96 57,680 40,210 1,229,330 1,384,590 2023-08-16 $83.51 $78.00 40.3% 11.6% 27.2% 50.3% 40.5% 3.0% -0.5% -27.0M -2.25B -19.9M 0.41 45.12 132,250 54,890 1,243,460 1,386,330 2023-08-17 $82.87 $78.00 40.6% 11.7% 27.2% 51.2% 40.9% 2.8% -0.6% -54.1M -1.97B -20.0M 0.61 43.95 127,770 77,900 1,275,000 1,392,780 2023-08-18 $82.71 $78.00 40.3% 11.6% 26.9% 50.4% 40.9% 2.9% -0.6% -65.0M -2.00B -19.5M 1.25 47.31 134,060 167,710 1,318,340 1,398,940 2023-08-21 $86.57 $78.00 41.1% 12.1% 32.2% 52.6% 42.2% 2.9% -2.0% 39.6M -3.36B -19.2M 0.50 32.62 210,670 104,330 1,031,570 1,220,750 2023-08-22 $85.14 $79.00 42.3% 12.5% 31.6% 56.0% 43.9% 3.0% -2.2% 48.7M -3.00B -20.0M 1.24 33.70 102,910 127,340 1,114,620 1,250,490 2023-08-23 $87.68 $79.00 43.2% 12.9% 32.5% 58.6% 46.2% 3.0% -2.5% 77.9M -4.01B -20.6M 1.05 33.13 148,630 155,410 1,148,460 1,315,400 2023-08-24 $85.41 $80.00 43.4% 13.2% 33.6% 59.4% 46.0% 3.0% -2.3% 49.0M -3.01B -20.6M 0.95 35.33 196,280 186,780 1,195,580 1,393,260 2023-08-25 $85.49 $80.00 43.7% 13.5% 33.0% 60.3% 47.2% 3.3% -2.4% 133.9M -3.05B -20.7M 0.79 36.28 222,000 174,630 1,244,180 1,433,660 2023-08-28 $85.87 $80.00 40.3% 12.7% 33.0% 50.2% 44.3% 3.2% -1.0% 31.5M -3.02B -20.8M 0.96 36.15 124,830 119,470 1,116,030 1,305,930 2023-08-29 $89.06 $80.00 36.4% 11.4% 34.4% 38.9% 40.3% 2.5% -1.2% 88.8M -4.40B -19.5M 1.19 40.84 165,220 196,810 1,173,840 1,349,770 2023-08-30 $89.42 $80.00 34.3% 10.8% 33.2% 32.7% 37.7% 2.4% -0.9% 98.3M -4.58B -19.4M 0.81 44.94 140,560 113,500 1,220,940 1,437,270 2023-08-31 $92.07 $80.00 34.3% 10.9% 34.5% 32.8% 38.0% 1.5% -1.0% 142.1M -5.80B -19.0M 0.72 43.94 540,920 387,740 1,250,250 1,470,850
« Jul 2023 | All History | Sep 2023 » Home AVGO History August 2023