AVGO Options History — May 2024 In May 2024, AVGO traded between $123.71 and $143.34. ATM implied volatility averaged 37.5%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 0.5% (HV 20d: 38.0%). Max pain ranged from $110.00 to $128.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2024-05-15 : Highest Volume — 638,020 contracts2024-05-13 : Largest IV spike — 9.4% change2024-05-15 : Highest IV Rank — 48.9%2024-05-31 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $135.27 $123.71 $143.34 $125.75 $132.04 Max Pain $117.86 $110.00 $128.00 $128.00 $119.00 ATM IV 37.5% 34.3% 41.0% 36.1% 39.5% Expected Move 11.0% 10.2% 12.2% 10.6% 12.2% HV 20d 38.0% 28.2% 44.6% 42.2% 29.7% HV 60d 41.5% 37.5% 43.5% 42.4% 37.8% IV Rank 38.3% 28.6% 48.9% 34.2% 44.4% IV Percentile 77.1% 61.9% 92.5% 73.0% 87.3% Term Structure 0.2% -2.8% 6.4% -0.9% -2.8% VWIV 38.6% 36.0% 42.3% 37.6% 42.3% Skew 25d 0.6% 0.3% 1.7% 0.5% 0.9% Skew 10d 1.2% 0.3% 2.6% 1.6% 2.6% Call IV 25d 37.3% 32.7% 41.3% 36.4% 39.9% Put IV 25d 38.0% 33.2% 41.7% 37.0% 40.8% Bid-Ask Spread % 49.05 41.00 57.02 57.02 48.84 Gamma HHI 0.04 0.02 0.24 0.02 0.09 Net GEX 91.6M -332.8M 279.8M -28.3M -332.8M Net DEX -5.81B -10.04B -1.75B -2.61B -2.30B Net VEX -40.9M -42.0M -39.2M -39.6M -40.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.48 1.19 0.93 1.19 Total Volume 365,461.364 169,590 638,020 397,360 465,410 Total OI 2,830,780 2,577,840 3,076,170 2,711,860 3,076,170
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 2024-05-01 $125.75 $128.00 36.1% 10.6% 42.2% 34.2% 37.6% 0.5% -0.9% -28.3M -2.61B -39.6M 0.93 57.02 205,610 191,750 1,418,470 1,293,390 2024-05-02 $123.71 $127.00 36.6% 10.8% 42.0% 35.8% 38.4% 0.7% -0.8% -70.7M -1.75B -39.2M 0.66 55.75 276,120 181,190 1,463,110 1,324,170 2024-05-03 $127.70 $127.00 35.4% 10.2% 43.4% 32.0% 36.0% 0.4% -0.5% 222.1M -3.87B -40.2M 0.52 54.83 333,880 173,730 1,541,890 1,362,960 2024-05-06 $130.54 $110.00 35.3% 11.3% 44.3% 31.8% 39.5% 0.6% 5.6% 83.4M -4.80B -40.5M 0.57 50.92 158,080 90,260 1,375,940 1,292,910 2024-05-07 $130.33 $110.00 34.3% 11.1% 44.3% 28.6% 38.6% 0.6% 5.9% 77.9M -4.69B -40.2M 1.16 48.55 101,940 118,480 1,410,010 1,324,140 2024-05-08 $132.13 $112.00 34.4% 11.2% 44.6% 28.9% 38.6% 0.3% 5.2% 128.4M -5.42B -41.1M 0.59 44.89 229,580 136,260 1,439,460 1,356,500 2024-05-09 $130.53 $113.00 35.2% 11.1% 41.8% 31.5% 38.7% 0.4% 6.0% 59.9M -4.58B -41.0M 0.76 53.55 201,740 153,950 1,482,280 1,396,360 2024-05-10 $133.09 $115.00 35.4% 10.9% 41.7% 32.0% 38.1% 0.5% 6.4% 185.0M -5.92B -41.6M 0.61 51.05 291,460 178,360 1,524,740 1,445,540 2024-05-13 $133.79 $116.00 38.7% 11.1% 40.1% 42.0% 38.8% 0.3% -1.3% 117.4M -5.78B -40.7M 1.01 44.02 133,820 135,180 1,421,820 1,347,800 2024-05-14 $137.92 $116.00 39.4% 11.0% 41.0% 44.1% 38.5% 1.7% -1.9% 188.1M -7.52B -41.4M 0.63 47.98 194,470 122,990 1,446,540 1,393,090 2024-05-15 $143.34 $116.00 41.0% 11.1% 40.5% 48.9% 39.0% 1.4% -2.4% 279.8M -10.04B -42.0M 0.48 47.40 432,360 205,660 1,477,430 1,426,260 2024-05-16 $140.94 $118.00 40.7% 11.2% 40.4% 48.0% 39.7% 0.4% -1.9% 232.6M -8.79B -42.0M 0.48 45.04 328,590 157,930 1,528,480 1,464,440 2024-05-17 $139.27 $118.00 39.5% 10.8% 35.6% 44.3% 37.8% 0.4% -2.5% 180.9M -7.70B -41.5M 0.81 47.75 217,890 177,230 1,564,750 1,496,120 2024-05-20 $140.99 $118.00 38.4% 10.9% 35.6% 41.0% 38.1% 0.7% -1.2% 130.6M -7.33B -41.2M 0.83 41.00 142,130 118,230 1,299,540 1,278,300 2024-05-21 $140.06 $118.00 37.9% 10.8% 35.2% 39.7% 37.9% 0.9% -1.1% 121.6M -6.94B -41.5M 0.86 43.00 91,180 78,410 1,339,320 1,324,710 2024-05-22 $138.91 $118.00 38.4% 11.0% 35.5% 41.0% 38.5% 1.0% -0.8% 88.8M -6.36B -41.5M 0.97 48.57 122,500 119,430 1,360,400 1,362,020 2024-05-23 $139.07 $118.00 36.8% 10.6% 34.4% 36.3% 37.1% 0.8% -0.8% 88.2M -6.45B -41.0M 0.64 48.80 297,500 189,430 1,393,280 1,417,590 2024-05-24 $140.50 $119.00 36.1% 10.4% 31.9% 34.2% 36.3% 0.7% -0.5% 128.2M -7.16B -40.8M 0.65 53.15 209,920 136,820 1,451,650 1,458,980 2024-05-28 $140.34 $119.00 38.0% 11.2% 31.7% 39.7% 39.3% 0.4% -1.3% 122.6M -7.00B -41.0M 0.73 50.88 193,410 140,620 1,360,420 1,322,030 2024-05-29 $139.00 $119.00 38.5% 11.5% 31.0% 41.4% 40.0% 0.3% -1.7% 76.5M -6.31B -40.8M 0.84 47.86 155,320 129,920 1,447,390 1,401,120 2024-05-30 $135.91 $119.00 39.1% 11.9% 28.2% 43.1% 41.1% 0.4% -1.7% -64.6M -4.59B -41.5M 0.54 48.31 208,740 112,670 1,490,540 1,475,100 2024-05-31 $132.04 $119.00 39.5% 12.2% 29.7% 44.4% 42.3% 0.9% -2.8% -332.8M -2.30B -40.3M 1.19 48.84 212,120 253,290 1,562,690 1,513,480
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