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AVGO

Broadcom Inc.Close $416.08EOD only

Max Pain

$417.50

Next expiry Aug 12, 2026

Expected Move

±$7.70

1.9% from close

Price Gap

+1.42

Distance to max pain

IV Rank

Low premium

P/C OI

1.10

Balanced positioning

Consensus

6.0/10

Consensus signal

Published snapshot: Aug 11, 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

Aug 11, 2026 close

AVGO Theta Report

Analysis based on market close May 13, 2026

Directional Theta Gang Flow Earnings Consensus

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

You are viewing an older report from May 13, 2026. A newer theta report is available for June 29, 2026.

View latest report

Theta Verdict

Confidence:

9 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 spot 0.8% from MP; +1 VIX 18

IV Environment

IV Regime

High

IV vs VIX

IV 55.7% vs VIX 17.87; IV elevated

Favorable?

Yes

Term structure: 0DTE put 56.7%, 2d put 116.2% extreme; backwardation from 5d

⚠️2d put IV 116% signals extreme near-term put demand

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+40.5M)

Gamma flip: ~$300.00 — Approx — based on put OI concentration of 14,489 (28.0% below spot)

OI concentrations: Put OI 14.5K (28% below spot); call wall $450-$500

Verdict: Moderate pin risk due to near-term put skew and 0DTE gamma

Premium Opportunities

Put credit spread

Sell 2026-06-05 $385.00/$350.00 put spread

Sell $385/$350 put spread capturing elevated IV and skew.

Credit: $6.05-$7.40

Max loss: $27.60

BE: $377.60

Mgmt: Exit if AVGO breaches $383.59 invalidation.

Put diagonal

Sell 2026-06-05 $385.00 put / buy 2026-06-12 $380.00 put

Sell front put, buy back-week put to capture time decay and skew.

Debit: $0.23-$0.28

Max loss: $0.28

BE: Path-dependent

Mgmt: Manage delta; roll if front leg challenged.

Risk Alerts

!Near-term put skew extreme (2d IV 116%)

!0DTE expiration with high put OI concentration

How to Use These Reports

This theta reflects the market close on May 13, 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.