AVGO Options History — June 2024

In June 2024, AVGO traded between $131.86 and $183.15. ATM implied volatility averaged 40.8%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 5.5% (HV 20d: 46.4%). Max pain ranged from $119.00 to $155.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.56.

Notable Days

  • 2024-06-13: Highest Volume — 2,457,770 contracts
  • 2024-06-17: Largest IV spike — 15.4% change
  • 2024-06-17: Highest IV Rank — 68.1%
  • 2024-06-05: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$156.13$131.86$183.15$131.86$159.91
Max Pain$140.53$119.00$155.00$119.00$152.00
ATM IV40.8%37.1%47.4%40.0%40.8%
Expected Move12.0%10.9%13.8%13.1%11.7%
HV 20d46.4%26.7%61.2%27.8%60.1%
HV 60d41.1%34.9%45.6%37.1%45.4%
IV Rank48.4%37.3%68.1%45.8%48.2%
IV Percentile89.1%72.6%98.0%89.3%90.9%
Term Structure-0.4%-1.6%1.4%-1.2%-0.3%
VWIV42.9%38.5%49.4%45.9%43.8%
Skew 25d-1.9%-4.7%0.7%0.7%-4.0%
Skew 10d-4.8%-11.5%1.7%1.6%-9.0%
Call IV 25d42.3%38.6%51.0%39.2%44.2%
Put IV 25d40.4%36.6%46.7%39.9%40.2%
Bid-Ask Spread %37.9930.2848.0648.0638.53
Gamma HHI0.050.020.150.030.05
Net GEX159.8M-471.1M469.2M-17.2M258.5M
Net DEX-11.87B-25.93B-3.33B-3.33B-8.30B
Net VEX-47.8M-59.2M-39.6M-40.1M-59.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.350.860.720.39
Total Volume1,123,305.789228,1702,457,770289,8001,732,240
Total OI3,499,531.0532,810,3904,551,4902,810,3904,140,000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$131.86$119.0040.0%13.1%27.8%45.8%45.9%0.7%-1.2%-17.2M-3.33B-40.1M0.7248.06168,700121,1001,426,6701,383,720
2024-06-04$132.36$120.0040.4%13.3%26.7%47.0%46.7%0.5%-1.6%-12.4M-3.60B-40.6M0.4943.98153,14075,0301,489,9001,444,900
2024-06-05$140.45$120.0040.6%13.8%33.8%47.7%48.2%0.1%-1.3%246.0M-8.20B-42.2M0.4642.46526,740241,0401,535,9901,456,960
2024-06-06$139.78$136.0040.1%11.0%33.8%46.0%38.6%0.0%-1.1%248.8M-7.75B-41.8M0.4130.93253,400103,2801,572,3201,469,840
2024-06-07$140.46$136.0039.8%11.0%33.3%45.3%38.6%-0.1%-1.4%168.0M-8.16B-41.1M0.3530.28393,160137,2601,593,3201,490,460
2024-06-10$143.67$136.0040.6%11.3%33.5%47.6%39.4%-0.3%-0.7%190.0M-8.93B-41.0M0.5133.84370,120187,6301,477,7201,354,290
2024-06-11$145.63$136.0039.3%11.0%33.7%43.9%38.5%0.3%-0.8%244.9M-10.28B-43.2M0.7533.01227,020170,9801,605,3901,431,990
2024-06-12$149.02$136.0041.0%11.6%33.0%48.9%40.3%-1.0%-0.5%262.1M-11.98B-43.6M0.5937.11583,110346,1601,650,0801,487,900
2024-06-13$167.57$137.0037.1%10.9%51.0%37.3%39.2%-2.0%1.1%443.8M-22.30B-39.6M0.5539.421,588,340869,4301,848,1901,645,020
2024-06-14$173.90$140.0041.1%12.1%51.1%49.1%42.9%-3.0%1.4%469.2M-24.69B-44.3M0.4840.141,541,330737,3502,085,6801,848,410
2024-06-17$183.15$144.0047.4%13.7%52.4%68.1%49.4%-4.3%-0.2%394.6M-25.93B-45.9M0.4640.561,230,870568,0701,953,3701,618,790
2024-06-18$180.16$146.0047.2%13.5%53.5%67.5%48.2%-4.7%-0.3%309.3M-23.96B-51.2M0.5839.10931,880544,4402,156,2001,857,830
2024-06-20$174.42$150.0041.4%11.9%55.4%50.2%43.1%-2.9%0.1%34.0M-19.80B-53.3M0.5739.11959,740550,1902,328,2402,035,660
2024-06-21$168.52$150.0039.6%11.3%57.4%44.6%41.4%-2.6%0.3%-471.1M-13.98B-53.7M0.7537.57890,430664,7002,413,7202,137,770
2024-06-24$160.75$150.0040.8%11.8%60.8%48.1%44.3%-4.2%-0.6%29.9M-6.57B-55.5M0.7136.22631,020449,5501,754,2001,425,380
2024-06-25$158.51$153.0038.6%11.1%61.2%41.8%41.0%-2.3%0.4%36.4M-5.61B-55.8M0.5035.11977,640490,1701,975,7301,527,430
2024-06-26$158.59$154.0041.0%11.9%61.2%49.0%43.9%-3.0%-0.3%118.6M-6.30B-58.2M0.4837.03589,920283,7402,202,9301,641,120
2024-06-27$157.79$155.0039.4%11.2%61.1%44.0%42.7%-3.1%-0.4%83.4M-5.82B-58.4M0.8639.37566,820487,0702,335,0101,688,960
2024-06-28$159.91$152.0040.8%11.7%60.1%48.2%43.8%-4.0%-0.3%258.5M-8.30B-59.2M0.3938.531,250,150482,0902,428,9001,711,100