AVGO Options History — February 2024 In February 2024, AVGO traded between $120.09 and $130.97. ATM implied volatility averaged 38.4%, placing in the 44.7% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 5.1% (HV 20d: 33.3%). Max pain ranged from $111.00 to $120.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.58.
Notable Days 2024-02-08 : Highest Volume — 878,920 contracts2024-02-05 : Largest IV spike — 11.9% change2024-02-29 : Highest IV Rank — 56.0%2024-02-29 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $126.14 $120.09 $130.97 $120.09 $129.98 Max Pain $114.80 $111.00 $120.00 $111.00 $120.00 ATM IV 38.4% 29.8% 42.3% 29.8% 42.3% Expected Move 11.3% 9.4% 13.7% 9.4% 13.7% HV 20d 33.3% 27.4% 36.2% 32.8% 32.5% HV 60d 34.1% 33.2% 35.6% 34.1% 35.1% IV Rank 44.7% 19.6% 56.0% 19.6% 56.0% IV Percentile 88.9% 49.6% 97.2% 49.6% 97.2% Term Structure -0.7% -2.6% 4.5% 4.3% -2.6% VWIV 40.0% 33.1% 49.4% 33.1% 49.4% Skew 25d -0.4% -1.2% 0.9% 0.2% -0.6% Skew 10d -0.8% -2.3% 1.8% 1.0% -2.1% Call IV 25d 39.2% 29.5% 44.1% 29.5% 44.1% Put IV 25d 38.8% 29.7% 43.5% 29.7% 43.5% Bid-Ask Spread % 31.37 24.73 35.85 35.85 32.40 Gamma HHI 0.05 0.03 0.17 0.03 0.04 Net GEX 133.6M -12.5M 337.9M 51.7M 173.2M Net DEX -6.38B -8.59B -3.83B -4.67B -7.01B Net VEX -27.6M -29.3M -25.5M -25.5M -29.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.35 0.98 0.69 0.42 Total Volume 440,171 157,660 878,920 364,530 233,320 Total OI 2,582,355 2,226,920 2,915,180 2,558,030 2,514,720
Daily Data (20 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 2024-02-01 $120.09 $111.00 29.8% 9.4% 32.8% 19.6% 33.1% 0.2% 4.3% 51.7M -4.67B -25.5M 0.69 35.85 216,120 148,410 1,182,890 1,375,140 2024-02-02 $122.22 $111.00 30.8% 9.6% 32.6% 22.6% 34.0% -0.5% 4.5% 145.9M -5.82B -26.2M 0.39 34.41 528,250 203,860 1,239,070 1,400,240 2024-02-05 $124.22 $111.00 34.4% 9.9% 32.5% 33.2% 35.1% -0.1% -0.9% 115.3M -6.24B -25.9M 0.45 32.87 295,100 132,280 1,097,050 1,321,490 2024-02-06 $121.79 $111.00 35.7% 10.1% 33.5% 36.8% 35.9% -0.2% -0.9% 77.9M -5.19B -27.0M 0.44 33.39 423,830 186,720 1,174,450 1,360,830 2024-02-07 $125.52 $111.00 35.8% 10.0% 34.5% 37.3% 35.0% -0.4% -1.1% 242.0M -7.29B -26.7M 0.35 33.00 422,610 146,290 1,267,470 1,437,990 2024-02-08 $127.80 $111.00 37.4% 10.4% 34.6% 41.9% 36.9% -1.2% -1.2% 337.9M -8.51B -26.3M 0.40 30.19 626,760 252,160 1,283,910 1,462,210 2024-02-09 $128.43 $111.00 37.5% 10.5% 34.5% 42.1% 37.2% -1.2% -1.2% 267.6M -8.59B -27.1M 0.46 30.25 526,980 244,200 1,344,610 1,526,810 2024-02-12 $126.41 $112.00 39.1% 11.1% 35.5% 46.8% 39.1% -0.6% -0.6% 121.3M -6.78B -28.2M 0.66 30.17 222,780 147,470 1,212,450 1,427,020 2024-02-13 $124.66 $113.00 39.4% 11.2% 36.2% 47.5% 39.5% -0.2% 0.0% 38.7M -5.83B -28.4M 0.89 32.88 228,870 203,660 1,243,980 1,482,670 2024-02-14 $126.04 $114.00 39.4% 11.3% 35.7% 47.5% 39.7% -0.5% -0.2% 91.7M -6.62B -28.5M 0.53 31.86 197,770 105,440 1,285,880 1,546,740 2024-02-15 $126.10 $115.00 40.7% 11.7% 33.8% 51.3% 41.3% -0.9% -0.5% 104.7M -6.74B -28.2M 0.51 30.81 208,730 106,100 1,315,950 1,569,620 2024-02-16 $124.70 $115.00 40.0% 11.5% 27.4% 49.5% 40.6% -0.6% -0.4% -12.5M -5.94B -27.9M 0.62 33.93 270,630 168,590 1,330,900 1,584,280 2024-02-20 $122.69 $116.00 40.3% 11.6% 28.1% 50.2% 40.9% 0.9% -1.7% 40.1M -4.00B -27.8M 0.78 32.22 157,250 122,610 1,052,700 1,174,220 2024-02-21 $122.07 $118.00 40.4% 11.6% 28.1% 50.4% 41.0% 0.5% -1.8% 24.6M -3.83B -28.1M 0.98 33.14 138,550 135,450 1,081,090 1,218,710 2024-02-22 $130.61 $118.00 41.6% 12.2% 35.9% 54.0% 43.5% -0.5% -1.9% 190.1M -7.45B -27.5M 0.57 26.89 410,840 234,680 1,117,800 1,269,500 2024-02-23 $129.86 $118.00 40.0% 11.8% 34.9% 49.3% 41.8% -0.7% -1.7% 248.3M -7.20B -28.2M 0.68 24.73 301,190 205,550 1,218,280 1,317,150 2024-02-26 $130.97 $120.00 41.0% 12.7% 33.9% 52.4% 45.1% -0.7% -2.0% 143.3M -6.86B -28.2M 0.61 27.76 159,250 97,910 1,112,160 1,205,890 2024-02-27 $129.71 $120.00 41.0% 12.8% 34.2% 52.2% 45.1% -0.5% -2.2% 138.2M -6.44B -28.6M 0.46 30.19 161,540 74,010 1,161,290 1,239,870 2024-02-28 $128.86 $120.00 41.6% 13.1% 34.1% 54.1% 46.2% -0.5% -2.5% 131.9M -6.52B -29.3M 0.65 30.39 95,700 61,960 1,222,170 1,267,900 2024-02-29 $129.98 $120.00 42.3% 13.7% 32.5% 56.0% 49.4% -0.6% -2.6% 173.2M -7.01B -29.3M 0.42 32.40 163,820 69,500 1,231,160 1,283,560
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