AVGO Options History — January 2025

In January 2025, AVGO traded between $202.94 and $243.49. ATM implied volatility averaged 41.2%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 30.4% (HV 20d: 71.6%). Max pain ranged from $160.00 to $200.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.55.

Notable Days

2025-01-27: Highest Volume — 896,319 contracts
2025-01-27: Largest IV spike — 51.5% change
2025-01-27: Highest IV Rank — 68.7%
2025-01-27: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$227.20	$202.94	$243.49	$231.83	$221.06
Max Pain	$195.10	$160.00	$200.00	$160.00	$200.00
ATM IV	41.2%	35.0%	55.1%	41.0%	49.8%
Expected Move	11.6%	9.9%	16.1%	11.4%	13.1%
HV 20d	71.6%	29.4%	102.3%	102.1%	73.4%
HV 60d	67.4%	64.4%	75.2%	65.5%	74.9%
IV Rank	34.4%	15.2%	68.7%	36.5%	54.5%
IV Percentile	49.9%	11.5%	97.6%	59.1%	91.3%
Term Structure	2.0%	-1.1%	8.8%	0.5%	8.6%
VWIV	40.9%	35.2%	55.9%	39.9%	45.7%
Skew 25d	1.6%	0.2%	5.1%	1.6%	2.7%
Skew 10d	3.1%	0.5%	9.8%	2.5%	5.8%
Call IV 25d	40.5%	35.0%	52.5%	40.4%	45.5%
Put IV 25d	42.1%	35.2%	57.6%	41.9%	48.2%
Bid-Ask Spread %	3.52	1.78	5.82	1.78	4.00
Gamma HHI	0.06	0.03	0.15	0.07	0.06
Net GEX	137.3M	13.5M	259.7M	152.9M	153.4M
Net DEX	-12.41B	-17.77B	-4.11B	-15.87B	-9.42B
Net VEX	-50.1M	-57.6M	-46.3M	-48.6M	-57.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.36	0.98	0.45	0.66
Total Volume	316,965.95	120,281	896,319	351,149	529,329
Total OI	2,199,914.9	1,700,644	2,493,059	2,432,778	2,164,746

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
2025-01-02	$231.83	$160.00	41.0%	11.4%	102.1%	36.5%	39.9%	1.6%	0.5%	152.9M	-15.87B	-48.6M	0.45	1.78	241,517	109,632	1,233,854	1,198,924
2025-01-03	$231.82	$162.00	39.3%	11.0%	102.3%	32.1%	39.3%	1.2%	0.8%	145.0M	-15.93B	-48.7M	0.49	1.88	191,912	94,773	1,263,651	1,224,329
2025-01-06	$235.59	$196.00	41.3%	11.7%	102.1%	37.0%	41.3%	0.6%	-0.1%	187.3M	-16.74B	-49.2M	0.41	3.70	199,745	82,426	1,190,425	1,169,989
2025-01-07	$228.60	$196.00	41.2%	11.7%	102.2%	36.8%	41.7%	0.6%	0.3%	128.3M	-14.75B	-49.3M	0.54	3.07	125,825	68,510	1,220,001	1,192,064
2025-01-08	$229.00	$198.00	40.3%	11.4%	101.9%	34.5%	40.2%	0.9%	0.1%	116.5M	-14.81B	-49.9M	0.63	3.18	89,982	56,888	1,231,304	1,212,802
2025-01-10	$223.78	$198.00	39.9%	11.2%	101.1%	33.7%	39.7%	2.1%	0.1%	51.2M	-13.26B	-49.1M	0.98	3.74	120,467	117,593	1,236,799	1,223,436
2025-01-13	$224.63	$198.00	40.7%	11.4%	98.5%	35.6%	40.4%	2.1%	-1.0%	93.8M	-13.66B	-49.0M	0.61	3.51	109,622	66,525	1,169,681	1,204,446
2025-01-14	$223.49	$198.00	40.3%	11.2%	97.9%	34.5%	39.4%	2.0%	-1.1%	87.1M	-13.38B	-49.2M	0.59	4.07	86,582	51,321	1,190,659	1,219,848
2025-01-15	$227.69	$198.00	36.9%	10.3%	57.9%	26.0%	36.3%	1.7%	-1.0%	128.2M	-14.55B	-48.1M	0.51	4.03	109,449	56,248	1,199,276	1,231,403
2025-01-16	$231.59	$198.00	35.8%	10.1%	44.1%	19.6%	35.4%	1.4%	-1.0%	192.9M	-15.71B	-47.6M	0.45	3.88	196,723	89,244	1,217,430	1,241,498
2025-01-17	$237.78	$200.00	35.6%	10.1%	42.5%	18.1%	35.7%	1.0%	-0.7%	259.7M	-17.77B	-47.6M	0.45	3.24	192,898	86,294	1,236,469	1,256,590
2025-01-21	$240.59	$200.00	36.2%	10.3%	31.3%	18.3%	36.4%	0.5%	0.9%	193.0M	-12.28B	-46.3M	0.36	3.40	222,101	79,574	897,051	803,593
2025-01-22	$242.94	$200.00	36.0%	10.3%	30.9%	17.8%	36.5%	0.2%	1.3%	249.0M	-12.93B	-47.0M	0.39	3.41	199,005	77,801	942,781	828,487
2025-01-23	$238.13	$200.00	35.0%	9.9%	30.0%	15.2%	35.2%	0.2%	1.5%	162.2M	-11.54B	-47.6M	0.59	3.03	75,546	44,735	947,190	845,685
2025-01-24	$243.49	$200.00	36.4%	10.3%	29.4%	18.8%	36.3%	0.7%	1.3%	204.9M	-12.94B	-47.9M	0.47	3.71	270,030	125,823	960,414	859,105
2025-01-27	$202.94	$200.00	55.1%	16.1%	71.0%	68.7%	55.9%	5.1%	4.2%	13.5M	-4.11B	-50.8M	0.80	2.96	499,337	396,982	911,568	828,820
2025-01-28	$208.71	$200.00	46.9%	13.5%	70.9%	46.9%	47.5%	2.2%	7.2%	54.4M	-5.74B	-55.0M	0.50	3.70	310,561	155,615	1,051,744	945,351
2025-01-29	$206.24	$200.00	49.0%	14.1%	70.7%	52.5%	49.1%	2.8%	8.4%	51.5M	-5.32B	-56.6M	0.59	4.34	178,039	104,562	1,110,308	992,467
2025-01-30	$214.02	$200.00	48.5%	13.0%	72.2%	51.2%	45.9%	2.4%	8.8%	122.0M	-7.56B	-56.7M	0.59	5.82	331,559	194,544	1,131,464	1,012,646
2025-01-31	$221.06	$200.00	49.8%	13.1%	73.4%	54.5%	45.7%	2.7%	8.6%	153.4M	-9.42B	-57.6M	0.66	4.00	319,467	209,862	1,131,890	1,032,856