AVGO Options History — September 2024 In September 2024, AVGO traded between $138.07 and $178.58. ATM implied volatility averaged 41.8%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded below realized volatility by 15.5% (HV 20d: 57.2%). Max pain ranged from $148.00 to $155.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.66.
Notable Days 2024-09-06 : Highest Volume — 741,036 contracts2024-09-06 : Largest IV drop — 10.3% change2024-09-03 : Highest IV Rank — 64.1%2024-09-04 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $162.66 $138.07 $178.58 $151.86 $171.47 Max Pain $150.75 $148.00 $155.00 $150.00 $155.00 ATM IV 41.8% 37.1% 51.7% 51.7% 39.2% Expected Move 12.1% 10.6% 16.8% 16.7% 11.2% HV 20d 57.2% 43.7% 61.9% 49.2% 60.3% HV 60d 58.9% 57.8% 62.5% 58.8% 58.2% IV Rank 40.4% 29.4% 64.1% 64.1% 34.3% IV Percentile 74.7% 51.6% 94.8% 94.8% 64.3% Term Structure -0.2% -2.0% 2.8% -1.7% 2.8% VWIV 42.9% 37.4% 58.3% 58.1% 39.4% Skew 25d 3.0% 2.2% 5.0% 3.3% 3.0% Skew 10d 6.3% 4.2% 9.7% 7.2% 6.3% Call IV 25d 40.5% 36.1% 49.5% 49.5% 37.9% Put IV 25d 43.5% 38.6% 53.3% 52.8% 40.9% Bid-Ask Spread % 3.78 2.78 5.53 4.29 3.12 Gamma HHI 0.05 0.03 0.20 0.03 0.04 Net GEX 137.5M -66.7M 259.5M 73.9M 141.9M Net DEX -7.76B -11.62B 324.5M -4.56B -9.11B Net VEX -48.5M -50.6M -45.4M -49.7M -47.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.16 0.95 0.67 0.84 Total Volume 273,921.75 94,712 741,036 233,972 94,712 Total OI 2,475,587.15 2,157,933 2,741,669 2,382,979 2,202,918
Daily Data (20 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 2024-09-03 $151.86 $150.00 51.7% 16.7% 49.2% 64.1% 58.1% 3.3% -1.7% 73.9M -4.56B -49.7M 0.67 4.29 139,996 93,976 1,276,094 1,106,885 2024-09-04 $154.89 $150.00 51.2% 16.8% 48.5% 63.0% 58.3% 4.1% -1.6% 97.9M -5.54B -50.5M 0.76 3.69 85,475 65,047 1,311,079 1,146,131 2024-09-05 $153.23 $150.00 49.7% 13.5% 43.7% 59.2% 47.3% 3.8% -2.0% 88.7M -4.99B -49.9M 0.87 5.30 184,166 161,116 1,333,700 1,164,681 2024-09-06 $138.07 $150.00 44.5% 12.6% 55.0% 47.0% 44.2% 5.0% -0.6% -66.7M 324.5M -45.4M 0.95 4.88 379,286 361,750 1,392,716 1,230,223 2024-09-09 $140.99 $150.00 42.1% 12.0% 54.9% 41.4% 42.2% 4.4% -0.2% -19.3M -1.13B -45.7M 0.68 3.65 157,002 107,395 1,316,046 1,200,049 2024-09-10 $148.80 $148.00 41.8% 12.0% 58.5% 40.6% 42.1% 3.6% 0.1% 69.8M -3.88B -48.2M 0.60 4.41 189,448 113,072 1,348,734 1,225,383 2024-09-11 $157.44 $150.00 42.3% 12.0% 59.3% 41.7% 42.8% 2.7% -0.5% 153.3M -7.11B -50.6M 0.60 3.81 198,038 119,426 1,375,034 1,244,675 2024-09-12 $165.71 $150.00 42.2% 12.1% 61.9% 41.5% 44.2% 2.2% -0.0% 213.1M -10.23B -50.3M 0.72 4.23 347,982 250,497 1,385,926 1,264,280 2024-09-13 $167.04 $150.00 41.0% 11.7% 58.7% 38.7% 42.0% 2.2% -0.2% 222.3M -10.81B -50.5M 0.66 3.24 175,806 115,192 1,426,221 1,315,448 2024-09-16 $164.13 $150.00 41.6% 11.9% 59.0% 40.1% 42.3% 3.0% -0.6% 168.3M -8.98B -49.6M 0.74 3.42 96,879 71,384 1,356,083 1,248,316 2024-09-17 $162.05 $150.00 41.2% 11.8% 59.1% 39.2% 41.8% 2.7% -0.1% 153.4M -8.18B -49.1M 0.78 3.27 75,712 58,846 1,367,280 1,256,986 2024-09-18 $163.34 $150.00 40.9% 11.7% 59.2% 38.5% 41.6% 2.7% -0.6% 159.8M -8.68B -49.2M 0.16 5.53 360,705 56,335 1,380,439 1,278,571 2024-09-19 $169.47 $150.00 39.0% 11.2% 60.7% 34.0% 40.3% 2.5% -0.2% 230.9M -9.92B -48.1M 0.59 4.10 146,555 86,910 1,312,752 1,286,569 2024-09-20 $170.96 $152.00 39.2% 11.3% 60.3% 34.4% 41.3% 2.3% -0.3% 259.5M -10.45B -48.6M 0.60 3.80 140,351 84,279 1,325,463 1,290,919 2024-09-23 $172.59 $150.00 37.9% 11.0% 60.1% 31.4% 38.9% 2.8% 0.3% 168.9M -9.69B -47.8M 0.64 3.21 90,810 58,217 1,130,615 1,027,318 2024-09-24 $175.32 $150.00 37.2% 10.7% 58.5% 29.7% 37.8% 2.5% 0.4% 202.1M -10.62B -47.1M 0.46 2.95 147,480 67,752 1,155,154 1,046,552 2024-09-25 $174.53 $152.00 37.1% 10.6% 58.6% 29.4% 37.9% 2.5% 0.4% 196.2M -10.37B -47.1M 0.62 2.82 77,929 47,972 1,177,050 1,058,276 2024-09-26 $178.58 $154.00 37.4% 10.8% 58.7% 30.2% 38.0% 2.2% 0.6% 241.6M -11.62B -47.0M 0.62 2.78 144,959 89,331 1,184,954 1,068,662 2024-09-27 $172.70 $154.00 37.5% 10.7% 60.3% 30.3% 37.4% 2.6% 0.6% -5.1M -9.57B -47.7M 0.64 3.16 144,614 92,033 1,201,538 1,092,023 2024-09-30 $171.47 $155.00 39.2% 11.2% 60.3% 34.3% 39.4% 3.0% 2.8% 141.9M -9.11B -47.0M 0.84 3.12 51,523 43,189 1,159,232 1,043,686
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