thetaOwl

AVGO

Broadcom Inc.Close $399.63EOD only
Max Pain
$375.00
Next expiry Apr 22, 2026
Expected Move
±$10.65
2.7% from close
Price Gap
-24.63
Distance to max pain
IV Rank
20
Low premium
P/C OI
1.17
Slightly put-heavy
Consensus
6.0/10
Consensus signal
Published snapshot: Apr 20, 2026 close
End-of-day snapshot

This page reflects AVGO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Apr 20, 2026 close
AVGO Earnings Report
Analysis based on market close April 21, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

Earnings Verdict

High-confidence pinning setup into earnings with elevated IV and concentrated option interest near $385–$415.

Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -0.5 spot 4.5% from MP; +0.5 VIX 20; override: flow/GEX alignment and historical beat rate
Most important: GEX and unusual flow concentrated around $385–$415 supporting pinning and elevated post-event IV crush risk.
📌GEX/flow concentrated 385–415 — supports pinning into earnings
⚠️Front-week IV elevated (38–52%) — significant post-event crush risk, expect ~20–40% front-week IV drop after after-hours release
📈Historical beat rate 100% (4/4) — directional confidence but limited by positioning

Regime Classification

Vol Regime
High
Gamma Regime
Pinning
Flow Regime
Mixed
Spot vs MP
Above
Gamma flip: ~$300.00Approx — based on put OI concentration of 12,938 (25.4% below spot)

Earnings Overview

Next earnings: 2026-06-03 (43 days)explicit

Expected moves:

  • 2026-04-22 (1d): ±$8.82 (2.2%)
  • 2026-04-24 (3d): ±$14.50 (3.6%)
  • 2026-04-27 (6d): ±$17.88 (4.4%)

IV Setup

Term structure: Front-week IV elevated (~37–56%), richer than 1M; tails (3M+) also skewed higher.

Crush estimate: Moderate-to-high crush (front-week IV ~38–52% likely to compress post-release).

Skew: Put skew steep near 347–395 for short-dated; call demand into 405–420 on front expiries. Release timing: earnings due after-market—front-week expiries will price next-session open; expect immediate front-week IV drop ~20–40% and tail IV reversion smaller (~10–15%). Gamma/tail exposure: concentrated front-week gamma around $385–$415 (estimated >40% of short-dated gamma), increasing dealer hedging sensitivity post-release.

Historical Context

Beat rate: 100% (4/4 quarters)

Avg move vs expected: Avg moves modest; expected moves 2.2–4.4% next 1–6 days.

Directional bias: Historically bullish (100% beat rate 4/4) but current spot above MP favors pinning rather than runaway upside.

Key Levels

1$300.00 gamma flip
2EM guardrails: 2d $393.35/$411.00; 1w $384.30/$420.05
3Max pain pins: $385 (2026-04-22); $370 (2026-04-24); $395 (2026-04-27)

Flow Highlights

Large put prints at $370–$395 on 4/22 and heavy call prints $402.5–$420 across front expiries.

Concentrated options flow/oi supports near-term pin between $385–$415 and asymmetric positioning.

Net premium large and put_call_oi_ratio >1.

Dealer hedging likely to amplify pinning and reduce realized move magnitude.

Strategies

Bull call spread 450/490 (2026-06-18)
Buy 2026-06-18 $450.00/$490.00 call spread
Debit: $7.09-$8.66
Max loss: $8.66
Max gain: $31.34
BE: $458.66
Trigger: Entry: open within 2 trading days post-release if underlying ≥+1% vs close and IV30‑day ≥45%. Take profits at +50% of debit or if underlying ≥470. Stop-loss: close at −30% of debit or if underlying ≤440. Roll/close by 10 trading days post-earnings or sooner if IV30‑day falls below 35%.
Defined-cost upside with limited drawdown if stock grinds higher post-earnings
Outperforms: Buy nearer‑ATM call, sell higher call to cut premium and keep upside while capping max loss.
Underperforms: Loss of support weakens upside continuation thesis.
Bear put spread 380/340 (2026-06-18)
Buy 2026-06-18 $380.00/$340.00 put spread
Debit: $10.37-$12.68
Max loss: $12.68
Max gain: $27.32
BE: $367.32
Trigger: Entry: initiate on daily close ≤385 within 3 sessions post-earnings. Add one equal lot only if price breaches ≤380 on a 30‑min close. Take profit at +60% of debit or if underlying ≤360. Stop-loss: exit if debit increases to +30% (worse) or if IV30‑day drops below 40%. Close/roll by 12 trading days post-earnings.
Cheap, capped downside exposure that profits if earnings or post-earnings weakness continues
Outperforms: Buy 380 put, sell 340 put to limit cost while preserving downside capture to the lower strike.
Underperforms: Trade above resistance weakens downside thesis.
Long strangle 350/490 (2026-06-18)
Buy 2026-06-18 $350.00 put + buy $490.00 call
Debit: $16.38-$20.02
Max loss: $20.02
Max gain: Unlimited
BE: 329.98 / 510.02
Trigger: Entry: buy within 1 trading day post-release if expected move ≥8% and IV30‑day ≥55%. Take profits: close one wing at +70% or entire position at +100% of paid premium. Stop-loss: reduce size at −40% of premium or if underlying move <3% and IV30‑day falls to ≤45%. Close by 5 trading days post-earnings if no directional trigger.
Two-way large-move play when direction is uncertain but a multi‑percent move is plausible
Outperforms: Buy OTM put and call wide to lower premium while retaining asymmetric two-way payoff for big moves.
Underperforms: Insufficient realized move reduces long-strangle edge.

Risk Assessment

!Event IV crush risk for front-week expiries (after-market release amplifies immediate compressions)
!Pinning risk limits directional breakout despite positive historical beats
!Spot 4.5% above MP increases chance of downside pin pressure
!High front-week gamma concentration (>40% of short-dated gamma) can force sharp intraday hedging moves

What to Watch

?Exact release timestamp and conference call timing (after-market release increases next-session repricing)
?Unusual prints around $395 and $402.5 strikes and front-week IV shifts in 24h before earnings
?Price reaction relative to $385 support and $411 short-term guardrail
How to Use These Reports
This earnings reflects the market close on April 21, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.