AVGO Options History — July 2024 In July 2024, AVGO traded between $144.49 and $176.04. ATM implied volatility averaged 39.6%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded below realized volatility by 10.2% (HV 20d: 49.8%). Max pain ranged from $152.00 to $160.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2024-07-05 : Highest Volume — 1,821,950 contracts2024-07-17 : Largest IV spike — 10.1% change2024-07-30 : Highest IV Rank — 60.4%2024-07-30 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $163.05 $144.49 $176.04 $163.49 $160.97 Max Pain $158.19 $152.00 $160.00 $152.00 $157.00 ATM IV 39.6% 35.1% 44.8% 41.2% 43.0% Expected Move 11.3% 10.0% 13.0% 12.0% 12.1% HV 20d 49.8% 37.8% 61.6% 58.7% 61.6% HV 60d 45.8% 44.1% 51.4% 45.2% 51.4% IV Rank 44.8% 31.2% 60.4% 49.6% 54.8% IV Percentile 79.6% 48.8% 97.2% 93.7% 95.6% Term Structure 0.4% -1.0% 2.8% -0.4% 2.7% VWIV 40.1% 35.5% 45.1% 45.1% 42.7% Skew 25d -0.2% -4.3% 6.7% -4.3% 1.5% Skew 10d -1.3% -11.5% 11.3% -11.5% 3.2% Call IV 25d 40.0% 35.5% 44.4% 44.4% 42.4% Put IV 25d 39.8% 35.3% 46.9% 40.0% 43.9% Bid-Ask Spread % 19.96 7.53 38.32 38.32 7.74 Gamma HHI 0.07 0.02 0.53 0.06 0.03 Net GEX 247.0M -69.2M 941.3M 347.8M 141.3M Net DEX -9.11B -19.56B 10.1M -11.32B -7.43B Net VEX -51.4M -59.7M -24.1K -59.7M -51.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.34 1.18 0.35 0.42 Total Volume 664,909.682 133,366 1,821,950 1,132,280 301,041 Total OI 3,255,457.409 740 4,174,970 3,659,870 2,693,577
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 2024-07-01 $163.49 $152.00 41.2% 12.0% 58.7% 49.6% 45.1% -4.3% -0.4% 347.8M -11.32B -59.7M 0.35 38.32 836,540 295,740 2,135,250 1,524,620 2024-07-02 $165.02 $153.00 38.6% 10.8% 58.5% 41.6% 40.2% -3.3% -0.7% 492.2M -12.58B -59.3M 0.38 36.30 650,340 244,990 2,317,670 1,608,620 2024-07-03 $171.34 $154.00 39.0% 11.3% 59.2% 42.9% 41.0% -3.6% -0.5% 941.3M -18.49B -59.2M 0.34 32.64 1,120,570 379,650 2,437,010 1,641,630 2024-07-05 $170.36 $156.00 40.8% 11.3% 56.9% 48.2% 40.0% -3.7% -0.6% 796.7M -16.70B -58.5M 0.42 30.33 1,286,770 535,180 2,476,740 1,694,340 2024-07-08 $174.11 $158.00 40.8% 11.3% 56.8% 48.3% 40.0% -3.6% -1.0% 571.2M -18.01B -58.3M 0.41 34.19 746,260 302,950 2,197,650 1,544,510 2024-07-09 $172.37 $158.00 40.3% 11.3% 57.2% 46.9% 40.0% -3.3% -0.9% 539.3M -16.58B -58.0M 0.47 35.72 703,460 329,100 2,275,580 1,621,240 2024-07-10 $176.04 $160.00 39.7% 11.2% 57.2% 45.0% 39.6% -2.9% -0.7% 692.3M -19.56B -57.4M 0.41 32.30 665,250 273,810 2,365,490 1,703,070 2024-07-11 $170.51 $160.00 39.8% 11.2% 59.1% 45.2% 39.8% -2.0% -0.8% 326.0M -13.66B -57.3M 0.40 34.29 998,110 403,840 2,319,690 1,733,010 2024-07-12 $170.12 $160.00 36.2% 10.3% 58.9% 34.6% 36.6% -1.3% -0.5% 400.8M -13.37B -55.9M 0.48 34.55 799,760 379,950 2,381,770 1,793,200 2024-07-15 $171.25 $0.00 35.9% 10.3% 42.0% 33.7% 36.2% -0.8% 0.1% -113.0K 10.1M -24.1K 0.44 20.28 210,313 92,049 12 728 2024-07-16 $168.51 $160.00 35.1% 10.0% 40.1% 31.2% 35.5% -0.2% 0.2% 199.1M -10.78B -50.9M 0.48 7.53 201,583 96,284 1,903,994 1,529,586 2024-07-17 $157.57 $160.00 38.7% 11.1% 41.3% 41.9% 39.3% 0.7% -0.6% -18.6M -4.52B -51.3M 0.63 7.73 291,236 182,602 1,902,050 1,545,136 2024-07-18 $160.40 $160.00 38.9% 11.2% 42.1% 42.6% 39.3% 0.8% -0.5% 34.1M -6.38B -52.4M 1.18 11.70 237,929 280,048 1,969,819 1,549,367 2024-07-19 $157.68 $160.00 39.3% 11.3% 41.2% 43.8% 39.5% 1.6% -0.4% -26.7M -5.19B -52.0M 0.58 8.41 201,450 116,499 1,985,749 1,545,404 2024-07-22 $161.12 $160.00 37.6% 10.9% 40.7% 38.6% 38.4% 1.5% 2.8% 58.2M -6.35B -51.2M 0.65 7.82 137,019 89,291 1,455,839 1,249,133 2024-07-23 $164.62 $160.00 37.0% 10.7% 37.8% 36.9% 37.5% 1.7% 2.7% 126.5M -7.96B -50.8M 0.54 7.78 112,340 61,076 1,487,593 1,279,865 2024-07-24 $153.75 $160.00 40.7% 12.1% 45.0% 47.8% 41.6% 3.1% 2.1% -50.5M -3.08B -50.8M 0.65 10.56 177,245 114,643 1,506,000 1,287,538 2024-07-25 $150.84 $160.00 40.9% 12.0% 45.4% 48.6% 41.6% 2.9% 1.9% -69.2M -1.96B -50.5M 0.84 10.79 139,670 117,696 1,538,412 1,308,982 2024-07-26 $151.33 $158.00 41.1% 11.8% 45.4% 49.1% 40.5% 3.2% 1.6% -34.1M -2.57B -50.3M 0.85 13.20 98,795 83,514 1,556,903 1,289,110 2024-07-29 $151.19 $158.00 42.4% 12.1% 45.1% 53.2% 42.1% 1.1% 2.1% 2.0M -3.08B -49.4M 0.51 8.33 88,355 45,011 1,396,497 1,217,110 2024-07-30 $144.49 $158.00 44.8% 13.0% 46.4% 60.4% 44.9% 6.7% 0.1% -34.9M -862.1M -47.4M 0.76 8.65 113,554 86,500 1,424,421 1,226,148 2024-07-31 $160.97 $157.00 43.0% 12.1% 61.6% 54.8% 42.7% 1.5% 2.7% 141.3M -7.43B -51.2M 0.42 7.74 211,392 89,649 1,451,324 1,242,253
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