AVGO Options History — November 2024 In November 2024, AVGO traded between $159.18 and $183.72. ATM implied volatility averaged 44.4%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 9.6% (HV 20d: 34.8%). Max pain ranged from $150.00 to $166.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.60.
Notable Days 2024-11-15 : Highest Volume — 200,878 contracts2024-11-11 : Largest IV spike — 14.0% change2024-11-20 : Highest IV Rank — 61.1%2024-11-20 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $169.69 $159.18 $183.72 $169.19 $162.23 Max Pain $155.90 $150.00 $166.00 $166.00 $158.00 ATM IV 44.4% 37.6% 50.4% 43.4% 46.2% Expected Move 13.3% 12.0% 14.5% 13.6% 14.3% HV 20d 34.8% 29.6% 37.1% 36.6% 29.6% HV 60d 44.3% 42.6% 45.5% 45.4% 43.0% IV Rank 46.7% 30.5% 61.1% 44.2% 51.0% IV Percentile 80.2% 44.8% 92.5% 85.3% 85.3% Term Structure 0.5% -3.0% 7.3% -0.2% -1.4% VWIV 46.8% 42.6% 50.3% 47.6% 49.9% Skew 25d 1.8% 1.1% 3.3% 3.0% 1.4% Skew 10d 3.9% 2.5% 6.7% 6.2% 3.5% Call IV 25d 43.7% 34.8% 49.5% 42.2% 45.9% Put IV 25d 45.5% 36.1% 51.5% 45.3% 47.3% Bid-Ask Spread % 3.09 2.39 3.76 2.53 2.93 Gamma HHI 0.04 0.03 0.06 0.03 0.04 Net GEX 71.4M -3.2M 206.4M 36.1M 72.0M Net DEX -6.95B -11.04B -4.25B -6.62B -5.28B Net VEX -42.7M -45.3M -41.2M -45.1M -42.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.40 0.77 0.61 0.40 Total Volume 128,258.65 77,422 200,878 139,371 80,943 Total OI 2,115,930.45 2,002,642 2,203,580 2,142,946 2,187,462
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 2024-11-01 $169.19 $166.00 43.4% 13.6% 36.6% 44.2% 47.6% 3.0% -0.2% 36.1M -6.62B -45.1M 0.61 2.53 86,791 52,580 1,092,129 1,050,817 2024-11-04 $169.46 $150.00 43.6% 13.8% 36.4% 44.7% 48.3% 3.2% 4.9% 56.7M -6.82B -45.3M 0.59 3.34 58,510 34,701 1,043,333 1,019,982 2024-11-05 $174.02 $150.00 42.4% 13.6% 34.6% 42.0% 47.7% 3.3% 4.8% 93.9M -8.13B -44.5M 0.65 3.56 47,028 30,394 1,062,035 1,031,242 2024-11-06 $179.96 $150.00 38.7% 12.8% 35.7% 33.1% 45.0% 2.5% 5.9% 156.0M -9.91B -42.2M 0.69 3.37 78,271 53,798 1,071,205 1,039,512 2024-11-07 $183.72 $152.00 37.6% 12.1% 36.5% 30.6% 43.0% 1.4% 6.2% 206.4M -11.04B -41.5M 0.59 3.76 95,416 55,907 1,083,290 1,046,825 2024-11-08 $183.04 $152.00 37.6% 12.0% 36.1% 30.5% 42.6% 1.3% 7.3% 175.5M -10.77B -41.2M 0.57 3.02 82,046 47,014 1,089,263 1,059,647 2024-11-11 $178.70 $154.00 42.8% 12.6% 37.1% 43.0% 44.6% 1.4% -0.3% 114.1M -9.28B -41.4M 0.77 2.95 67,719 52,440 1,051,434 1,025,917 2024-11-12 $176.31 $155.00 43.6% 12.7% 34.8% 44.8% 44.4% 1.8% -0.1% 94.1M -8.60B -42.1M 0.69 3.23 73,354 50,278 1,070,493 1,044,602 2024-11-13 $174.76 $155.00 44.3% 12.7% 34.9% 46.5% 44.9% 1.8% 0.0% 84.3M -8.22B -42.4M 0.72 3.55 64,365 46,242 1,088,965 1,057,941 2024-11-14 $170.19 $156.00 45.4% 12.8% 34.2% 49.1% 45.1% 1.2% -0.8% 35.3M -6.89B -42.5M 0.56 3.03 82,441 46,538 1,108,206 1,073,367 2024-11-15 $164.14 $156.00 47.2% 13.5% 36.0% 53.4% 46.9% 2.2% -0.2% 18.0M -5.10B -43.1M 0.68 2.95 119,925 80,953 1,123,373 1,080,207 2024-11-18 $165.61 $158.00 47.5% 13.5% 36.3% 54.0% 47.4% 1.6% -2.3% 41.9M -5.73B -42.8M 0.44 3.53 87,153 38,720 1,014,271 988,371 2024-11-19 $165.13 $158.00 48.2% 13.8% 36.2% 55.6% 48.1% 1.3% -2.5% 48.2M -5.72B -42.6M 0.50 2.39 59,114 29,614 1,040,099 1,003,958 2024-11-20 $162.69 $158.00 50.4% 14.5% 35.2% 61.1% 50.3% 2.0% -3.0% 36.1M -5.06B -43.2M 0.54 3.15 93,465 50,219 1,059,214 1,017,301 2024-11-21 $164.25 $158.00 47.4% 13.7% 35.2% 53.8% 47.8% 1.7% -2.6% 51.1M -5.51B -42.9M 0.50 2.88 108,084 53,584 1,083,963 1,035,739 2024-11-22 $163.68 $158.00 45.8% 13.4% 34.8% 49.9% 46.8% 1.7% -2.7% 34.1M -5.28B -42.7M 0.67 2.95 61,206 40,987 1,096,013 1,042,659 2024-11-25 $163.79 $158.00 45.5% 13.7% 34.8% 49.4% 47.8% 1.1% -1.6% 36.9M -5.40B -41.9M 0.66 2.95 86,604 56,982 1,047,329 1,028,508 2024-11-26 $163.76 $158.00 44.9% 13.7% 30.4% 47.8% 48.0% 1.1% -1.0% 41.5M -5.45B -41.7M 0.53 2.66 79,355 41,722 1,068,321 1,039,180 2024-11-27 $159.18 $158.00 45.7% 14.0% 31.3% 49.8% 49.0% 1.4% -1.0% -3.2M -4.25B -42.1M 0.71 3.06 111,397 79,313 1,101,591 1,050,845 2024-11-29 $162.23 $158.00 46.2% 14.3% 29.6% 51.0% 49.9% 1.4% -1.4% 72.0M -5.28B -42.7M 0.40 2.93 57,679 23,264 1,125,699 1,061,763
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