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AVGO

Broadcom Inc.Close $392.16EOD only

Max Pain

$407.50

Next expiry Jun 10, 2026

Expected Move

±$9.90

2.5% from close

Price Gap

+15.34

Distance to max pain

IV Rank

Middle-high premium

P/C OI

1.13

Slightly put-heavy

Consensus

5.0/10

Range bias

Published snapshot: Jun 9, 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

Jun 9, 2026 close

AVGO Theta Report

Analysis based on market close June 10, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

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?

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

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.