AVGO Options History — October 2024 In October 2024, AVGO traded between $167.11 and $185.64. ATM implied volatility averaged 42.4%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 3.6% (HV 20d: 38.8%). Max pain ranged from $155.00 to $165.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.59.
Notable Days 2024-10-09 : Highest Volume — 334,857 contracts2024-10-07 : Largest IV spike — 9.0% change2024-10-31 : Highest IV Rank — 47.1%2024-10-31 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $176.83 $167.11 $185.64 $167.11 $170.11 Max Pain $161.65 $155.00 $165.00 $155.00 $165.00 ATM IV 42.4% 39.0% 44.6% 41.1% 44.6% Expected Move 12.4% 11.3% 14.2% 11.7% 14.2% HV 20d 38.8% 32.8% 57.6% 57.4% 38.4% HV 60d 54.8% 46.6% 59.0% 58.3% 46.6% IV Rank 41.9% 33.8% 47.1% 38.9% 47.1% IV Percentile 82.3% 60.7% 86.9% 81.0% 86.9% Term Structure -0.0% -1.9% 2.9% 2.0% -0.3% VWIV 43.7% 39.3% 49.2% 40.9% 49.2% Skew 25d 3.1% 2.0% 4.0% 4.0% 3.1% Skew 10d 6.4% 4.9% 8.0% 8.0% 6.1% Call IV 25d 40.9% 36.1% 43.1% 38.7% 43.0% Put IV 25d 44.0% 39.5% 46.2% 42.7% 46.1% Bid-Ask Spread % 2.84 2.14 3.85 3.11 3.03 Gamma HHI 0.05 0.03 0.18 0.03 0.03 Net GEX 155.8M 38.3M 273.1M 99.4M 42.9M Net DEX -9.86B -13.59B -6.83B -7.72B -6.83B Net VEX -45.5M -47.8M -43.6M -47.3M -45.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.39 1.11 1.11 0.68 Total Volume 163,050.783 82,509 334,857 155,342 172,675 Total OI 2,217,882.522 1,995,218 2,414,274 2,226,555 2,119,667
Daily Data (23 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 2024-10-01 $167.11 $155.00 41.1% 11.7% 57.4% 38.9% 40.9% 4.0% 2.0% 99.4M -7.72B -47.3M 1.11 3.11 73,535 81,807 1,168,131 1,058,424 2024-10-02 $171.56 $155.00 40.2% 11.3% 57.6% 36.7% 39.3% 3.6% 2.4% 141.8M -9.08B -47.4M 0.63 2.83 70,823 44,406 1,176,445 1,085,873 2024-10-03 $171.09 $156.00 41.2% 12.3% 57.4% 39.0% 43.7% 3.6% 2.3% 140.5M -8.90B -47.8M 0.58 3.34 63,106 36,372 1,187,929 1,090,975 2024-10-04 $176.42 $158.00 39.0% 11.7% 40.8% 33.8% 42.2% 3.5% 2.9% 222.8M -10.85B -45.7M 0.58 3.32 98,578 57,156 1,199,061 1,097,359 2024-10-07 $174.10 $158.00 42.5% 12.4% 41.6% 42.2% 43.7% 3.9% -0.0% 161.3M -9.72B -46.0M 0.74 3.85 73,157 54,474 1,161,052 1,062,990 2024-10-08 $181.27 $158.00 42.7% 12.2% 40.0% 42.7% 43.4% 3.0% -0.4% 224.9M -12.06B -44.6M 0.47 3.55 119,872 56,325 1,175,905 1,078,865 2024-10-09 $185.64 $158.00 42.5% 12.1% 36.5% 42.3% 42.9% 2.8% -0.5% 270.1M -13.59B -43.6M 0.48 3.31 226,554 108,303 1,202,269 1,093,029 2024-10-10 $184.92 $160.00 42.1% 12.0% 32.9% 41.4% 42.8% 3.0% -0.3% 273.1M -13.22B -44.3M 0.58 2.81 101,739 59,512 1,227,982 1,121,203 2024-10-11 $182.00 $160.00 41.3% 11.8% 33.8% 39.4% 41.4% 3.5% -0.5% 226.6M -12.11B -45.2M 0.50 2.75 200,749 100,581 1,247,746 1,132,906 2024-10-14 $182.50 $162.00 41.0% 11.7% 32.8% 38.7% 41.4% 2.9% 0.1% 230.0M -12.14B -44.3M 0.48 2.60 99,960 47,971 1,197,025 1,098,539 2024-10-15 $175.70 $162.00 43.3% 12.4% 35.7% 44.0% 43.7% 3.5% -0.4% 156.7M -9.76B -45.6M 0.63 2.87 118,298 74,797 1,209,679 1,116,743 2024-10-16 $176.44 $162.00 42.8% 12.3% 35.7% 43.0% 42.4% 3.6% -0.0% 171.5M -10.02B -45.8M 0.51 2.72 85,100 43,198 1,226,538 1,134,467 2024-10-17 $181.73 $164.00 43.1% 12.4% 34.9% 43.6% 44.0% 2.5% -0.2% 267.2M -11.99B -45.0M 0.39 3.04 223,393 87,757 1,243,270 1,144,920 2024-10-18 $179.36 $165.00 41.9% 12.0% 35.3% 40.8% 42.3% 2.5% -0.2% 237.2M -10.89B -45.3M 0.54 2.76 102,458 55,232 1,253,909 1,160,365 2024-10-21 $179.07 $165.00 42.8% 12.4% 35.2% 43.0% 43.6% 2.6% -1.2% 109.2M -9.26B -44.7M 0.56 2.14 69,566 39,159 1,016,837 978,381 2024-10-22 $179.35 $165.00 43.0% 12.5% 34.8% 43.4% 44.0% 2.8% -1.3% 114.4M -9.41B -44.9M 0.69 2.26 53,012 36,745 1,041,526 996,577 2024-10-23 $173.99 $165.00 44.4% 13.0% 36.6% 46.6% 45.0% 3.1% -1.6% 67.8M -7.87B -45.7M 0.78 2.73 78,702 61,051 1,051,284 1,008,418 2024-10-24 $171.55 $165.00 44.2% 12.9% 35.8% 46.3% 45.1% 3.2% -1.9% 38.3M -7.13B -46.2M 0.56 2.65 83,658 46,738 1,066,121 1,030,175 2024-10-25 $173.64 $165.00 43.1% 12.8% 34.1% 43.7% 44.6% 3.1% -1.9% 77.4M -7.98B -45.5M 0.39 2.36 137,301 53,914 1,087,356 1,036,394 2024-10-28 $172.53 $165.00 42.3% 13.1% 34.1% 41.8% 45.3% 2.6% 0.1% 69.5M -7.59B -45.3M 0.65 2.53 49,932 32,577 1,032,889 1,004,933 2024-10-29 $180.06 $165.00 42.7% 13.2% 35.8% 42.8% 46.6% 2.1% -0.1% 129.3M -9.73B -44.8M 0.42 2.15 128,827 53,554 1,051,973 1,021,622 2024-10-30 $177.00 $165.00 43.0% 13.4% 35.5% 43.3% 46.8% 2.0% -0.1% 111.9M -8.89B -45.0M 0.69 2.55 51,693 35,851 1,073,728 1,039,818 2024-10-31 $170.11 $165.00 44.6% 14.2% 38.4% 47.1% 49.2% 3.1% -0.3% 42.9M -6.83B -45.7M 0.68 3.03 102,930 69,745 1,079,422 1,040,245
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