AVGO Options History — April 2024 In April 2024, AVGO traded between $120.31 and $138.50. ATM implied volatility averaged 35.7%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 2.4% (HV 20d: 38.1%). Max pain ranged from $125.00 to $129.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2024-04-19 : Highest Volume — 675,990 contracts2024-04-19 : Largest IV spike — 6.6% change2024-04-19 : Highest IV Rank — 43.6%2024-04-19 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $131.12 $120.31 $138.50 $135.00 $130.94 Max Pain $127.27 $125.00 $129.00 $125.00 $127.00 ATM IV 35.7% 33.5% 38.4% 33.7% 36.9% Expected Move 10.2% 9.5% 10.9% 9.5% 10.9% HV 20d 38.1% 32.5% 44.8% 44.8% 40.4% HV 60d 40.4% 39.2% 41.7% 39.5% 41.7% IV Rank 35.5% 29.9% 43.6% 30.6% 36.6% IV Percentile 74.1% 65.9% 83.3% 67.5% 77.0% Term Structure -0.2% -1.2% 1.2% -0.5% -0.8% VWIV 35.7% 33.6% 38.2% 33.8% 38.2% Skew 25d 0.9% -0.9% 2.7% -0.9% 1.3% Skew 10d 1.5% -2.5% 5.7% -2.2% 1.7% Call IV 25d 35.5% 33.5% 37.0% 34.9% 36.3% Put IV 25d 36.4% 33.5% 39.8% 33.9% 37.6% Bid-Ask Spread % 43.65 32.67 52.74 42.47 52.74 Gamma HHI 0.04 0.02 0.16 0.03 0.02 Net GEX 91.0M -156.0M 350.2M 154.6M 74.3M Net DEX -5.24B -8.99B 165.9M -7.12B -4.82B Net VEX -40.4M -41.9M -37.2M -40.5M -40.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.51 1.62 0.72 0.68 Total Volume 372,634.545 167,370 675,990 260,620 262,500 Total OI 2,831,601.818 2,501,210 3,119,260 2,745,240 2,623,750
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 2024-04-01 $135.00 $125.00 33.7% 9.5% 44.8% 30.6% 33.8% -0.9% -0.5% 154.6M -7.12B -40.5M 0.72 42.47 151,260 109,360 1,457,290 1,287,950 2024-04-02 $133.39 $125.00 33.8% 9.6% 44.8% 30.7% 33.8% -0.2% -0.1% 124.9M -6.32B -41.1M 0.51 40.53 136,450 69,440 1,503,900 1,326,430 2024-04-03 $135.36 $125.00 33.5% 9.6% 41.2% 29.9% 33.7% -0.7% 0.1% 190.7M -7.37B -41.3M 0.61 44.67 235,450 142,850 1,526,330 1,348,480 2024-04-04 $132.40 $128.00 35.5% 10.1% 41.7% 35.8% 35.6% 0.9% 0.0% 82.9M -5.75B -41.8M 0.74 33.14 310,060 229,380 1,556,240 1,368,180 2024-04-05 $134.13 $128.00 35.2% 9.8% 40.0% 34.7% 34.4% 0.4% -0.9% 98.9M -6.55B -41.9M 0.70 32.67 294,740 206,090 1,590,590 1,401,760 2024-04-08 $133.65 $128.00 34.0% 9.7% 33.3% 31.3% 34.2% 0.3% -0.2% 112.0M -6.24B -41.4M 0.63 35.23 108,500 67,870 1,479,130 1,317,990 2024-04-09 $132.84 $128.00 33.7% 9.6% 32.6% 30.6% 33.6% 0.2% -0.3% 98.0M -5.96B -40.2M 0.88 39.98 129,510 114,100 1,496,230 1,343,740 2024-04-10 $132.79 $128.00 33.9% 9.6% 32.5% 31.0% 33.9% 0.7% -0.3% 86.8M -5.91B -40.6M 0.77 42.38 136,680 105,840 1,522,120 1,386,990 2024-04-11 $138.50 $128.00 34.8% 9.9% 34.3% 33.8% 35.0% -0.1% -0.3% 294.0M -8.99B -41.0M 0.53 36.63 406,380 216,100 1,564,100 1,415,610 2024-04-12 $135.07 $128.00 36.2% 10.3% 35.9% 37.6% 36.1% 0.6% -0.5% 103.8M -6.93B -41.2M 0.90 38.65 265,600 239,040 1,608,270 1,450,810 2024-04-15 $130.96 $129.00 37.2% 10.6% 37.2% 40.5% 37.2% 1.1% 0.6% 65.2M -5.09B -40.5M 0.69 45.46 197,780 137,140 1,504,270 1,331,130 2024-04-16 $133.43 $129.00 36.5% 10.5% 37.6% 38.5% 36.7% 1.0% 1.2% 98.8M -6.17B -40.7M 0.57 44.54 147,740 83,760 1,546,050 1,373,890 2024-04-17 $128.76 $129.00 36.6% 10.5% 40.0% 38.9% 36.8% 1.0% 0.6% -4.8M -3.94B -40.1M 0.88 48.06 178,180 157,290 1,582,640 1,396,950 2024-04-18 $126.33 $128.00 36.0% 10.3% 39.3% 37.1% 35.8% 1.3% 0.9% -77.2M -2.81B -39.2M 0.85 50.79 233,020 197,440 1,616,300 1,411,130 2024-04-19 $120.31 $128.00 38.4% 10.9% 34.6% 43.6% 38.1% 2.7% 0.7% -156.0M 165.9M -37.2M 1.62 52.11 257,690 418,300 1,676,160 1,443,100 2024-04-22 $122.19 $127.00 36.7% 10.5% 35.4% 37.9% 36.8% 1.8% -0.9% -25.3M -1.69B -38.0M 0.79 47.44 141,520 111,870 1,297,140 1,204,070 2024-04-23 $125.41 $126.00 35.9% 10.2% 37.0% 35.4% 35.7% 1.7% -1.0% 26.2M -2.94B -38.5M 0.56 50.05 223,190 124,820 1,336,420 1,224,680 2024-04-24 $125.77 $126.00 36.4% 10.2% 36.9% 36.9% 35.9% 1.8% -1.1% 54.8M -3.14B -39.7M 0.55 43.63 221,910 122,820 1,404,070 1,269,520 2024-04-25 $129.40 $126.00 37.3% 10.6% 38.1% 37.9% 37.0% 1.6% -1.2% 135.3M -4.73B -40.5M 0.54 43.99 361,440 194,490 1,431,560 1,294,260 2024-04-26 $134.55 $127.00 37.0% 10.2% 40.6% 37.0% 36.0% 1.3% -0.5% 350.2M -7.25B -41.4M 0.55 47.63 376,120 206,870 1,477,270 1,330,550 2024-04-29 $133.40 $127.00 36.6% 10.5% 40.1% 35.7% 36.9% 1.0% -0.4% 114.8M -5.81B -41.0M 0.95 47.61 85,940 81,430 1,347,690 1,220,500 2024-04-30 $130.94 $127.00 36.9% 10.9% 40.4% 36.6% 38.2% 1.3% -0.8% 74.3M -4.82B -40.6M 0.68 52.74 156,240 106,260 1,369,690 1,254,060
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