AVGO Options History — August 2024

In August 2024, AVGO traded between $137.90 and $166.25. ATM implied volatility averaged 52.1%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 16.0% (HV 20d: 68.1%). Max pain ranged from $147.00 to $157.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.58.

Notable Days

2024-08-02: Highest Volume — 282,680 contracts
2024-08-05: Largest IV spike — 20.8% change
2024-08-05: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$155.62	$137.90	$166.25	$147.16	$160.44
Max Pain	$149.86	$147.00	$157.00	$157.00	$150.00
ATM IV	52.1%	47.0%	66.8%	51.3%	47.4%
Expected Move	14.8%	13.2%	18.0%	14.7%	14.5%
HV 20d	68.1%	44.6%	75.9%	67.2%	44.6%
HV 60d	57.6%	54.7%	59.0%	54.7%	57.6%
IV Rank	66.6%	53.0%	100.0%	79.9%	53.8%
IV Percentile	95.8%	90.5%	100.0%	98.8%	90.5%
Term Structure	-1.6%	-2.5%	2.6%	2.5%	-1.5%
VWIV	51.5%	46.5%	61.8%	51.0%	50.8%
Skew 25d	4.6%	1.7%	13.2%	4.7%	2.3%
Skew 10d	9.7%	4.2%	26.8%	8.1%	4.7%
Call IV 25d	50.0%	46.2%	60.6%	48.5%	46.8%
Put IV 25d	54.6%	47.9%	73.9%	53.3%	49.0%
Bid-Ask Spread %	9.22	5.93	13.30	10.07	5.93
Gamma HHI	0.04	0.02	0.11	0.02	0.06
Net GEX	101.6M	-65.8M	273.4M	-25.1M	151.4M
Net DEX	-5.96B	-11.37B	229.0M	-1.87B	-7.36B
Net VEX	-52.4M	-54.6M	-50.3M	-50.3M	-50.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.30	0.87	0.77	0.48
Total Volume	173,012.364	90,880	282,680	259,817	170,605
Total OI	2,576,011.636	2,333,380	2,776,222	2,725,459	2,506,155

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
2024-08-01	$147.16	$157.00	51.3%	14.7%	67.2%	79.9%	51.0%	4.7%	2.5%	-25.1M	-1.87B	-50.3M	0.77	10.07	146,403	113,414	1,468,230	1,257,229
2024-08-02	$142.94	$156.00	55.4%	15.8%	67.7%	92.0%	54.2%	8.2%	2.6%	-65.8M	-783.1M	-53.9M	0.87	8.44	150,960	131,720	1,482,252	1,264,532
2024-08-05	$141.29	$148.00	66.8%	18.0%	66.7%	100.0%	61.8%	13.2%	-2.4%	-8.8M	-886.2M	-54.6M	0.78	11.84	123,889	96,117	1,381,895	1,227,588
2024-08-06	$145.80	$148.00	57.5%	15.5%	68.3%	77.7%	53.9%	9.1%	-2.3%	3.7M	-2.19B	-54.1M	0.77	11.87	84,789	65,363	1,414,560	1,243,977
2024-08-07	$137.90	$148.00	59.7%	16.1%	69.4%	83.0%	54.2%	8.8%	-2.5%	-23.7M	229.0M	-51.8M	0.77	11.73	98,470	76,134	1,433,448	1,258,236
2024-08-08	$145.47	$147.00	56.5%	15.1%	72.7%	75.3%	51.3%	8.0%	-2.4%	7.5M	-2.51B	-53.8M	0.69	13.30	117,436	80,806	1,453,407	1,250,340
2024-08-09	$148.75	$148.00	52.7%	14.4%	73.5%	66.4%	50.7%	7.0%	-1.9%	37.0M	-3.80B	-53.5M	0.72	11.83	83,273	60,196	1,483,281	1,266,695
2024-08-12	$148.05	$148.00	53.9%	14.6%	73.3%	69.2%	50.2%	6.2%	-2.1%	-1.6M	-3.42B	-52.5M	0.59	10.78	79,392	47,153	1,419,961	1,238,975
2024-08-13	$155.53	$149.00	51.8%	14.1%	75.9%	64.3%	49.6%	5.0%	-2.1%	98.4M	-6.70B	-53.2M	0.47	9.88	114,043	53,041	1,452,726	1,234,633
2024-08-14	$157.25	$149.00	50.2%	13.7%	72.2%	60.6%	48.0%	4.8%	-2.5%	138.5M	-7.55B	-52.9M	0.68	9.11	82,584	55,803	1,483,826	1,244,679
2024-08-15	$166.25	$149.00	47.9%	13.4%	74.7%	55.1%	47.2%	2.5%	-1.7%	259.3M	-11.37B	-52.4M	0.43	8.24	185,566	80,134	1,492,296	1,253,641
2024-08-16	$165.06	$150.00	47.0%	13.2%	74.4%	53.0%	46.5%	1.7%	-1.5%	273.4M	-10.81B	-52.5M	0.40	9.69	109,779	43,923	1,506,325	1,269,897
2024-08-19	$166.06	$150.00	47.3%	13.4%	74.1%	53.5%	47.3%	1.7%	-1.7%	173.3M	-9.29B	-51.2M	0.42	8.31	101,714	42,608	1,254,897	1,078,483
2024-08-20	$166.00	$150.00	48.3%	13.8%	73.7%	55.9%	48.5%	1.8%	-1.8%	177.9M	-9.29B	-51.7M	0.59	8.29	74,981	44,072	1,270,189	1,091,373
2024-08-21	$165.34	$150.00	48.2%	13.8%	69.2%	55.8%	49.6%	2.1%	-1.9%	174.8M	-9.02B	-52.2M	0.56	8.83	68,833	38,347	1,282,374	1,107,705
2024-08-22	$162.41	$150.00	50.8%	14.6%	69.1%	61.8%	51.2%	2.4%	-1.7%	144.3M	-8.08B	-52.7M	0.30	7.25	202,778	61,446	1,301,169	1,116,721
2024-08-23	$165.05	$150.00	49.5%	14.4%	69.3%	58.8%	50.7%	2.0%	-2.1%	233.1M	-8.97B	-52.6M	0.39	6.96	125,829	49,382	1,346,250	1,133,754
2024-08-26	$159.17	$150.00	51.8%	15.5%	70.7%	64.3%	54.6%	2.3%	-1.7%	121.0M	-6.92B	-51.9M	0.49	7.48	84,911	41,267	1,277,268	1,095,293
2024-08-27	$160.59	$150.00	51.1%	15.4%	68.5%	62.7%	54.5%	2.8%	-2.0%	135.6M	-7.38B	-51.6M	0.50	7.04	60,468	30,412	1,306,370	1,112,161
2024-08-28	$158.81	$150.00	52.2%	16.0%	56.8%	65.2%	55.8%	2.7%	-1.9%	122.1M	-6.76B	-51.6M	0.68	7.72	70,432	47,995	1,318,728	1,121,457
2024-08-29	$158.26	$150.00	48.5%	14.9%	46.1%	56.4%	51.6%	2.4%	-1.9%	109.0M	-6.49B	-50.3M	0.40	8.35	149,850	59,954	1,331,453	1,137,827
2024-08-30	$160.44	$150.00	47.4%	14.5%	44.6%	53.8%	50.8%	2.3%	-1.5%	151.4M	-7.36B	-50.9M	0.48	5.93	115,411	55,194	1,360,508	1,145,647