AVGO Options History — October 2023

In October 2023, AVGO traded between $81.20 and $90.51. ATM implied volatility averaged 33.6%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 5.3% (HV 20d: 28.3%). Max pain ranged from $84.00 to $88.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.87.

Notable Days

2023-10-12: Highest Volume — 1,655,250 contracts
2023-10-03: Largest IV spike — 8.5% change
2023-10-26: Highest IV Rank — 49.3%
2023-10-26: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$85.66	$81.20	$90.51	$83.08	$84.15
Max Pain	$86.48	$84.00	$88.00	$84.00	$85.50
ATM IV	33.6%	28.9%	40.0%	30.8%	35.4%
Expected Move	9.7%	8.4%	11.5%	9.0%	10.2%
HV 20d	28.3%	22.5%	33.5%	22.5%	32.3%
HV 60d	30.7%	29.2%	32.0%	29.5%	31.8%
IV Rank	30.8%	17.1%	49.3%	22.6%	35.9%
IV Percentile	68.3%	33.7%	94.4%	52.8%	80.6%
Term Structure	0.0%	-1.2%	3.3%	0.2%	3.3%
VWIV	34.0%	29.5%	40.5%	31.6%	36.2%
Skew 25d	4.0%	2.7%	4.9%	3.6%	4.6%
Skew 10d	7.9%	5.5%	9.6%	7.3%	9.2%
Call IV 25d	31.8%	27.5%	37.8%	29.6%	33.2%
Put IV 25d	35.8%	30.8%	42.8%	33.2%	37.7%
Bid-Ask Spread %	47.17	37.99	55.54	46.79	45.92
Gamma HHI	0.04	0.02	0.15	0.03	0.03
Net GEX	35.1M	-63.9M	250.1M	-15.7M	9.7M
Net DEX	-2.23B	-5.08B	-635.3M	-1.42B	-1.56B
Net VEX	-20.1M	-20.9M	-19.4M	-19.4M	-20.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.59	1.33	1.33	1.04
Total Volume	366,634.545	149,970	1,655,250	164,600	149,970
Total OI	2,431,538.182	2,093,210	2,923,810	2,273,830	2,287,370

Daily Data (22 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
2023-10-02	$83.08	$84.00	30.8%	9.0%	22.5%	22.6%	31.6%	3.6%	0.2%	-15.7M	-1.42B	-19.4M	1.33	46.79	70,740	93,860	995,840	1,277,990
2023-10-03	$81.20	$84.00	33.4%	9.8%	23.6%	30.2%	33.8%	4.0%	0.0%	-61.3M	-635.3M	-20.0M	0.85	46.40	131,480	111,550	1,028,460	1,304,740
2023-10-04	$82.31	$84.00	31.6%	9.1%	24.4%	24.9%	32.1%	3.7%	0.2%	-22.7M	-1.16B	-19.9M	1.08	46.51	125,340	135,470	1,073,400	1,328,660
2023-10-05	$82.56	$86.00	31.1%	8.9%	24.1%	23.4%	31.5%	3.8%	0.0%	-4.8M	-1.23B	-19.8M	0.65	51.76	168,930	110,480	1,122,330	1,348,220
2023-10-06	$84.67	$86.00	29.4%	8.5%	26.0%	18.6%	30.1%	3.6%	0.2%	198.8M	-2.46B	-19.9M	0.59	51.69	273,160	162,080	1,167,720	1,375,900
2023-10-09	$85.21	$86.00	30.7%	8.9%	26.0%	22.4%	31.7%	3.9%	0.2%	38.7M	-2.31B	-19.6M	0.80	55.54	119,210	95,610	1,034,620	1,257,830
2023-10-10	$86.06	$86.00	30.1%	8.7%	25.6%	20.7%	31.4%	3.9%	0.1%	64.4M	-2.69B	-19.7M	0.69	54.35	205,720	141,210	1,068,190	1,288,870
2023-10-11	$87.05	$86.00	28.9%	8.4%	25.7%	17.1%	29.5%	3.3%	0.3%	116.0M	-3.18B	-19.5M	0.73	51.76	133,910	97,280	1,140,420	1,331,220
2023-10-12	$90.51	$86.00	30.4%	8.7%	28.1%	21.4%	31.3%	2.7%	-0.0%	250.1M	-5.08B	-19.4M	0.88	44.07	880,560	774,690	1,175,220	1,368,030
2023-10-13	$88.39	$88.00	32.3%	9.3%	27.9%	27.1%	32.5%	3.0%	-0.1%	81.2M	-3.45B	-20.3M	0.94	51.35	426,790	402,780	1,315,780	1,608,030
2023-10-16	$90.42	$88.00	31.1%	8.9%	28.7%	23.4%	32.2%	3.2%	-0.9%	121.4M	-4.15B	-19.7M	0.72	48.94	170,310	123,010	1,137,270	1,352,060
2023-10-17	$88.06	$88.00	31.8%	9.1%	30.6%	25.6%	32.4%	3.7%	-0.5%	49.2M	-2.98B	-19.8M	0.73	47.77	241,360	176,610	1,178,440	1,375,040
2023-10-18	$88.47	$88.00	34.1%	9.8%	29.4%	32.2%	34.4%	3.5%	-1.2%	68.7M	-3.20B	-20.5M	0.67	49.09	157,110	104,720	1,213,820	1,412,050
2023-10-19	$86.64	$88.00	34.8%	10.0%	29.0%	34.4%	35.5%	4.1%	-0.8%	-27.8M	-2.16B	-20.3M	0.93	49.02	184,700	172,380	1,241,470	1,428,590
2023-10-20	$85.45	$88.00	36.2%	10.3%	28.9%	38.4%	35.7%	4.6%	0.8%	-37.4M	-1.53B	-20.2M	0.97	50.63	189,280	183,480	1,248,640	1,442,960
2023-10-23	$86.68	$88.00	36.6%	10.3%	29.3%	39.6%	36.9%	4.8%	-0.9%	14.3M	-2.18B	-20.2M	1.12	37.99	133,570	149,420	952,590	1,140,620
2023-10-24	$88.25	$87.00	35.9%	10.1%	28.7%	37.5%	36.0%	4.6%	-0.6%	58.3M	-2.81B	-20.2M	0.76	38.75	97,200	74,040	1,010,040	1,214,080
2023-10-25	$85.10	$87.00	38.3%	11.0%	32.1%	44.5%	38.1%	4.7%	-0.7%	-9.8M	-1.60B	-20.6M	0.82	42.83	120,820	99,170	1,038,140	1,238,300
2023-10-26	$82.65	$87.00	40.0%	11.5%	33.1%	49.3%	40.5%	4.9%	-1.1%	-63.9M	-640.2M	-20.5M	1.02	40.03	196,110	200,070	1,053,610	1,270,890
2023-10-27	$83.33	$86.00	39.3%	11.2%	33.2%	47.3%	38.7%	4.6%	-0.8%	-56.6M	-1.00B	-20.9M	1.02	41.94	133,840	135,970	1,123,260	1,321,360
2023-10-30	$84.31	$86.00	36.9%	10.7%	33.5%	40.4%	36.8%	4.6%	3.1%	911.9K	-1.55B	-20.4M	0.83	44.68	115,830	96,140	1,002,530	1,199,240
2023-10-31	$84.15	$85.50	35.4%	10.2%	32.3%	35.9%	36.2%	4.6%	3.3%	9.7M	-1.56B	-20.2M	1.04	45.92	73,440	76,530	1,046,330	1,241,040