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AVGO

Broadcom Inc.Close $321.68EOD only
Max Pain
$332.50
Next expiry Oct 26, 2026
Expected Move
±$7.43
2.3% from close
Price Gap
+10.82
Distance to max pain
IV Rank
12
Low premium
P/C OI
1.02
Balanced positioning
Consensus
6.0/10
Consensus signal
Published snapshot: Oct 23, 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
Oct 23, 2026 close
AVGO Theta Report
Analysis based on market close June 10, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 10, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness6 / 10
Sizing: Moderate
Primary: Sell put spreads at support 359.78
Invalidation: Break below 359.78 or IV drop below 50%
Confidence:
6 / 10
base 5; +2 GEX/flow strongly aligned; -1 spot 6.4% from MP

IV Environment

IV Regime
High
IV vs VIX
IV avg 64.8% vs VIX 22.2, elevated
Favorable?
No

Term structure: Front-end skewed; 0DTE call IV 104.5%; term flat after 2DTE at ~52%

⚠️0DTE call IV 104.5% signals binary event; crush risk if resolved

Pin Risk Assessment

Spot vs MP: Below

GEX regime: Trending ($-44.6M)

Gamma flip: ~$330.00 — Approx — based on put OI concentration of 15,419 (11.3% below spot)

OI concentrations: Put OI at 330 (11.3% below spot); call wall 410-500; max pain 398-415

Verdict: Spot 6.4% below MP, negative GEX and gamma flip at 330 favor downside, not drift to MP

Premium Opportunities

#1
Put diagonal
Sell 2026-07-10 $350.00 put / buy 2026-09-18 $340.00 put
Short-dated IV above back-month; negative GEX supports downside
Debit: $11.05-$13.50
Max loss: $13.50
BE: Path-dependent
Mgmt: Monitor support at 359.78; close if trend reverses or IV collapses

Risk Alerts

!Negative GEX -$44.6M amplifies moves, downside bias
!High short-dated IV carries crush risk post-event
How to Use These Reports
This theta reflects the market close on June 10, 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.