AVGO live implied move & 10Y history → · AVGO stock after earnings → · Who is on the IV Rush Radar this week → · How the IV rush trade works →
How AVGO's implied volatility ramps into the print
The IV Rush Radar records at-the-money IV twice a day for the last five sessions before every Broadcom report. Its most recent release (Jun 3, 2026) looked like this — IV at each 4pm close, versus the -5d morning reading of 76%:
| Session | ATM IV | vs -5d open |
|---|---|---|
| -5d 4pm | 76% | +1% |
| -4d 4pm | 87% | +15% |
| -3d 4pm | 111% | +47% |
| -2d 4pm | 121% | +60% |
| -1d 4pm | 142% | +88% |
Across all 7 tracked reports the five-session ramp averaged +105% and the last day alone +27%.
| Report | IV at -5d | IV at last close | Ramp |
|---|---|---|---|
| Jun 3, 2026 | 76% | 142% | +88% |
| Mar 4, 2026 | ▮▮% | ▮▮▮% | +▮▮% |
| Dec 11, 2025 | ▮▮% | ▮▮▮% | +▮▮% |
| Sep 4, 2025 | ▮▮% | ▮▮▮% | +▮▮% |
Why "just buy calls before earnings" usually loses even when you're right
Everything the market expects is already in the premium: implied volatility peaks at the last close before the report and collapses the moment the numbers are out. A call bought the night before needs the stock to move more than the implied move in the right direction just to break even — a smaller-than-priced move loses money on both calls and puts. Our IV crush guide walks through the mechanics; the expected-move calculator turns a straddle price into the break-even you'd need.
Buying the AVGO straddle at the last close and holding through: 3 of 8 paid
The backtester replays a long ATM straddle entered at the last close before each of Broadcom's last 8 reports and marked at the reaction-day close — real contract prices, not theory. Long vol won 3 of 8; short vol is the mirror image.
| Report | Straddle at entry | At reaction close | Long-vol P&L |
|---|---|---|---|
| Jun 3, 2026 | $42.90 | $29.02 | -32% |
| Mar 4, 2026 | $21.92 | $14.46 | -34% |
| Dec 11, 2025 | $▮▮.▮▮ | $▮▮.▮▮ | ▮▮% |
| Sep 4, 2025 | $▮▮.▮▮ | $▮▮.▮▮ | ▮▮% |
| Jun 5, 2025 | $▮▮.▮▮ | $▮▮.▮▮ | ▮▮% |
Frequently asked questions
Should I buy AVGO before earnings?
That is a decision only you can make, and this page does not give advice. What the data says: options price a move of ±10.1% for the Sep 2, 2026 report, so a long call or put needs Broadcom to move more than that in the right direction to profit after IV crush. Implied volatility has climbed +105% on average over the final five sessions, which is why some traders trade the ramp itself and exit before the print.
Does AVGO implied volatility go up before earnings?
Usually. Across Broadcom's last 7 reports at-the-money IV rose into the print 7 times, averaging +105% from five sessions out to the last close, with the last day alone averaging +27%. Into its Jun 3, 2026 report IV went from 76% to 142%.
When does AVGO IV peak before earnings?
At the last close before the report — the final session before the print carries the biggest step for most names, which is why an IV-rush trade is exited before that close and never held through the announcement.
What is AVGO's implied move for the next earnings?
Options currently price about ±10.1% for Sep 2, 2026 (after market close); the 10-year average move is about ±7.4%.