Option Focus | Broadcom’s $4.61 Million Net-Credit Bear Put Spread Dominates as Bearish Flow Reaches $47.66 Million, Overwhelming a Modest $2.60 Million Synthetic Long

Option Witch08-21 07:01

Broadcom closed at USD 364.03, up 0.43 percent.

AVGO’s options tape was dominated by a $4.61 million net-credit bear put spread, pushing total bearish flow to $47.66 million against only $18.21 million in bullish activity. The resulting $29.44 million net bearish imbalance overwhelmed a modest $2.60 million synthetic long, signaling that institutional-sized flow was decisively negative despite the stock’s slight gain.

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Options Indicators

AVGO’s implied volatility is 52.56%, and with an IV percentile of 58.96%, current option pricing sits in a neutral volatility regime rather than an extreme low or high. At the same time, the IV/HV ratio of 1.17 shows implied volatility is running modestly above historical volatility, suggesting the market is assigning a somewhat higher premium to forward uncertainty, but not to a degree that makes options look unusually rich.

The Call/Put volume ratio is 1.26.

Large Trades

A bullish synthetic long worth a net debit of $2.60 million stood out as one of the day’s key combination trades. This structure paired the purchase of 2,000 Sep. 17, 2027 $460.00 calls with the sale of 2,000 Sep. 17, 2027 $300.00 puts, with both legs out of the money versus the $364.03 reference stock price. As a synthetic long, it is effectively a leveraged upside expression that mimics long stock exposure while requiring a defined net cash outlay of $2.60 million, signaling a directional bullish bet on AVGO over the long term rather than a simple premium-collection strategy.

A bearish bear put spread with a net credit of $4.61 million was the other featured large trade. The position sold 2,075 Aug. 21, 2026 $420.00 puts and bought 1,050 Aug. 21, 2026 $430.00 puts, with both strikes in the money relative to the $364.03 stock reference. Despite the unusual net-credit profile, the structure was identified as a bear put spread and reflects a downside-oriented positioning or hedge, with the trader using the spread to express a bearish view while taking in $4.61 million upfront. Overall, the bulk-order flow leaned clearly bearish, with total bearish activity at $47.66 million versus bullish activity at $18.21 million, leaving a net bearish imbalance of $29.44 million. The conclusion is that institutional-sized options flow in AVGO was decisively negative, with downside structures dominating the tape and the bullish synthetic long appearing more like a selective counterbalance than a shift in broader sentiment.

Strategy Reference

For sellers seeking a low assignment probability, the Sep. 17, 2027 $300.00 put that was already sold in the synthetic long remains a key OTM reference, while traders preferring limited margin exposure could consider a defined-risk put credit spread below $330.00 to align with the prevailing bearish flow without posting the full cash-secured put requirement.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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