AVGO Options History — December 2024

In December 2024, AVGO traded between $167.06 and $249.49. ATM implied volatility averaged 43.6%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 28.2% (HV 20d: 71.9%). Max pain ranged from $136.00 to $160.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.47.

Notable Days

2024-12-13: Highest Volume — 1,780,464 contracts
2024-12-13: Largest IV drop — 17.0% change
2024-12-12: Highest IV Rank — 57.9%
2024-12-04: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$208.11	$167.06	$249.49	$167.37	$233.72
Max Pain	$147.67	$136.00	$160.00	$160.00	$160.00
ATM IV	43.6%	38.6%	49.1%	44.2%	39.9%
Expected Move	12.7%	11.1%	15.1%	14.4%	11.4%
HV 20d	71.9%	27.9%	102.0%	31.9%	102.0%
HV 60d	52.4%	34.0%	65.7%	37.4%	65.5%
IV Rank	44.9%	32.9%	57.9%	46.2%	35.9%
IV Percentile	71.8%	38.9%	90.9%	80.6%	47.2%
Term Structure	-0.5%	-1.8%	1.4%	-0.1%	0.3%
VWIV	45.1%	39.6%	53.0%	50.6%	39.6%
Skew 25d	-0.5%	-3.9%	2.0%	-0.2%	1.6%
Skew 10d	-0.9%	-10.5%	5.1%	1.0%	2.6%
Call IV 25d	44.3%	39.3%	50.1%	44.0%	39.6%
Put IV 25d	43.8%	38.9%	48.5%	43.8%	41.2%
Bid-Ask Spread %	3.38	1.83	6.13	2.28	1.97
Gamma HHI	0.08	0.03	0.28	0.03	0.08
Net GEX	175.9M	55.9M	405.0M	86.0M	185.5M
Net DEX	-14.95B	-26.02B	-6.80B	-6.91B	-16.46B
Net VEX	-42.4M	-48.2M	-31.4M	-40.6M	-48.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.28	0.92	0.31	0.47
Total Volume	482,274.143	94,992	1,780,464	152,357	198,600
Total OI	2,406,499.571	2,112,908	2,892,436	2,112,908	2,407,620

Daily Data (21 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
2024-12-02	$167.37	$160.00	44.2%	14.4%	31.9%	46.2%	50.6%	-0.2%	-0.1%	86.0M	-6.91B	-40.6M	0.31	2.28	116,068	36,289	1,086,377	1,026,531
2024-12-03	$167.06	$158.00	44.0%	14.7%	31.9%	45.9%	51.3%	0.3%	-0.9%	99.8M	-6.80B	-41.2M	0.50	2.34	63,448	31,544	1,117,809	1,034,581
2024-12-04	$169.52	$160.00	44.5%	15.1%	30.8%	47.0%	53.0%	-0.1%	-1.0%	130.2M	-7.60B	-41.6M	0.41	2.15	163,316	67,470	1,132,649	1,044,966
2024-12-05	$169.56	$136.00	44.5%	12.4%	27.9%	46.9%	43.3%	-0.1%	-0.9%	120.6M	-7.55B	-41.5M	0.47	2.76	100,895	46,920	1,151,853	1,067,405
2024-12-06	$179.67	$136.00	44.8%	12.4%	34.5%	47.6%	43.6%	-0.9%	-1.1%	291.6M	-11.02B	-41.2M	0.29	4.43	311,487	89,747	1,164,015	1,088,016
2024-12-09	$177.70	$136.00	46.0%	12.7%	34.6%	50.5%	45.2%	-1.0%	-1.2%	122.9M	-9.67B	-40.5M	0.49	3.20	105,950	51,861	1,123,139	1,057,829
2024-12-10	$171.17	$136.00	47.0%	12.9%	36.1%	53.0%	45.7%	-0.9%	-1.6%	89.2M	-7.72B	-41.3M	0.49	2.89	148,941	73,332	1,146,868	1,071,585
2024-12-11	$184.36	$136.00	46.8%	13.0%	44.8%	52.4%	45.8%	-1.2%	-1.3%	176.7M	-12.26B	-39.8M	0.50	3.42	256,192	128,049	1,195,424	1,096,996
2024-12-12	$180.10	$138.00	49.1%	13.6%	45.6%	57.9%	47.8%	-1.7%	-1.8%	142.1M	-10.60B	-41.1M	0.53	4.99	340,030	179,503	1,213,231	1,124,482
2024-12-13	$225.05	$139.00	40.8%	11.7%	89.8%	38.1%	41.4%	-2.7%	-0.1%	196.2M	-24.63B	-31.7M	0.53	5.95	1,161,274	619,190	1,312,401	1,193,892
2024-12-16	$249.49	$140.00	46.8%	13.4%	93.0%	52.4%	48.0%	-3.9%	-1.1%	189.6M	-26.02B	-31.4M	0.58	2.82	743,986	432,549	1,226,138	1,181,996
2024-12-17	$238.44	$144.00	44.8%	12.8%	95.9%	47.6%	46.4%	-3.1%	-1.1%	150.8M	-22.51B	-38.4M	0.60	2.95	400,126	240,079	1,333,645	1,316,384
2024-12-18	$220.68	$142.00	45.8%	13.1%	101.5%	50.0%	47.6%	-0.8%	-1.4%	77.3M	-17.34B	-44.4M	0.55	5.50	347,074	189,353	1,404,582	1,341,434
2024-12-19	$218.45	$144.00	44.2%	12.7%	101.4%	46.2%	46.6%	2.0%	-1.1%	55.9M	-16.53B	-45.9M	0.92	4.04	267,760	245,274	1,450,687	1,362,425
2024-12-20	$226.26	$146.00	41.1%	11.8%	101.6%	38.9%	42.3%	1.5%	-0.4%	133.3M	-19.41B	-46.2M	0.28	6.13	627,350	175,532	1,486,405	1,406,031
2024-12-23	$232.61	$156.00	41.6%	12.1%	101.4%	40.0%	43.3%	-0.0%	0.9%	183.7M	-16.27B	-46.5M	0.32	3.59	384,319	122,209	1,159,853	1,157,761
2024-12-24	$238.19	$158.00	38.6%	11.1%	101.2%	32.9%	39.6%	-0.4%	1.4%	306.9M	-18.38B	-47.0M	0.34	3.22	228,233	77,395	1,257,844	1,189,292
2024-12-26	$245.39	$158.00	40.6%	11.7%	101.0%	37.6%	42.2%	-1.0%	1.4%	405.0M	-20.71B	-45.7M	0.37	2.43	422,465	154,435	1,280,060	1,204,343
2024-12-27	$240.24	$158.00	41.1%	11.9%	100.6%	39.0%	42.4%	1.1%	1.3%	349.7M	-18.59B	-48.2M	0.42	2.12	371,786	157,818	1,313,586	1,241,895
2024-12-30	$235.35	$160.00	40.1%	11.6%	101.7%	36.5%	41.6%	1.4%	0.3%	201.6M	-16.91B	-47.4M	0.42	1.83	176,118	73,790	1,202,034	1,162,427
2024-12-31	$233.72	$160.00	39.9%	11.4%	102.0%	35.9%	39.6%	1.6%	0.3%	185.5M	-16.46B	-48.0M	0.47	1.97	134,769	63,831	1,224,878	1,182,742