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AVGO

Broadcom Inc.Close $382.07EOD only

Max Pain

$395.00

Next expiry Jun 15, 2026

Expected Move

±$10.12

2.6% from close

Price Gap

+12.93

Distance to max pain

IV Rank

Middle-high premium

P/C OI

1.08

Balanced positioning

Consensus

5.0/10

Bullish tilt

Published snapshot: Jun 12, 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 12, 2026 close

AVGO Theta Report

Analysis based on market close June 15, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

9 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +1 spot 0.4% from MP; +1 VIX 16

IV Environment

IV Regime

High

IV vs VIX

IV at 56.6% vs VIX 16.2, high relative to market.

Favorable?

Yes

Term structure: Short-term extreme: 0 DTE call IV 74%, put 57%; 3 DTE put IV 138%. Flattens to ~46% by 10 DTE. Likely event-driven.

📈IV elevated vs VIX, favorable for premium sellers.

⚠️Short-dated IV extreme (0 DTE call 74%, 3 DTE put 138%) – high risk.

📊Term structure normalizes after 10 DTE around 46%.

Pin Risk Assessment

Spot vs MP: At

GEX regime: Pinning ($+44.8M)

Gamma flip: ~$330.00 — Approx — based on put OI concentration of 16,504 (16.2% below spot)

OI concentrations: Max pain pins: $392 (0 DTE), $400 (2 DTE), $370 (3 DTE). Put OI concentration at $330 (16.2% below spot). Call walls $430-$500.

Verdict: Pin risk moderate: spot at max pain today; gamma flip at $330 provides downside cushion.

Premium Opportunities

Risk Alerts

!Extreme short-dated IV suggests event risk; monitor for gamma flip below $330.

!Rapid time decay may increase pin uncertainty near expiration.

How to Use These Reports

This theta reflects the market close on June 15, 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.