AVGO option chain Broadcom Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.1% (330.95–397.50) · ATM IV 62.5% · P/C open interest 1.07
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 66.75 | 70.00 | 64.8% | 0.97 | 0.0017 | -0.104 | 300 | 0.2000 | 0.7600 | 15 | 6 | 61.3% | -0.03 | 0.0017 | -0.112 | ||
| 62.35 | 65.45 | 68.2% | 0.96 | 0.0022 | -0.136 | 305 | 0.2200 | 1.78 | 3 | 10 | 65.9% | -0.04 | 0.0022 | -0.144 | ||
| 57.65 | 60.40 | 1 | 64.9% | 0.94 | 0.0027 | -0.174 | 310 | 0.6900 | 1.80 | 17 | 8 | 64.4% | -0.06 | 0.0027 | -0.182 | |
| 52.60 | 55.95 | 62.7% | 0.93 | 0.0034 | -0.219 | 315 | 1.11 | 1.46 | 16 | 12 | 60.1% | -0.07 | 0.0034 | -0.226 | ||
| 48.10 | 51.05 | 5 | 60.5% | 0.91 | 0.0041 | -0.270 | 320 | 1.73 | 1.96 | 107 | 20 | 60.7% | -0.09 | 0.0041 | -0.275 | |
| 44.10 | 47.10 | 1 | 63.3% | 0.88 | 0.0049 | -0.325 | 325 | 2.07 | 2.71 | 9 | 3 | 60.0% | -0.12 | 0.0049 | -0.330 | |
| 39.50 | 42.85 | 61.5% | 0.85 | 0.0058 | -0.383 | 330 | 2.58 | 3.55 | 36 | 6 | 59.3% | -0.15 | 0.0058 | -0.388 | ||
| 35.60 | 38.80 | 61.7% | 0.82 | 0.0066 | -0.443 | 335 | 3.85 | 4.50 | 27 | 7 | 60.3% | -0.18 | 0.0066 | -0.448 | ||
| 32.15 | 34.80 | 6 | 1 | 62.1% | 0.78 | 0.0073 | -0.502 | 340 | 5.20 | 5.80 | 51 | 16 | 61.1% | -0.22 | 0.0073 | -0.506 |
| 29.00 | 31.70 | 1 | 22 | 64.1% | 0.74 | 0.0080 | -0.557 | 345 | 6.55 | 7.35 | 13 | 51 | 61.4% | -0.26 | 0.0080 | -0.560 |
| 25.15 | 27.85 | 5 | 7 | 61.9% | 0.69 | 0.0086 | -0.605 | 350 | 8.35 | 8.90 | 93 | 50 | 61.6% | -0.31 | 0.0086 | -0.609 |
| 22.15 | 24.90 | 9 | 1 | 62.5% | 0.64 | 0.0090 | -0.646 | 355 | 10.20 | 11.80 | 208 | 212 | 63.6% | -0.36 | 0.0090 | -0.649 |
| 19.50 | 21.65 | 65 | 32 | 62.3% | 0.60 | 0.0093 | -0.676 | 360 | 12.50 | 14.15 | 217 | 225 | 62.1% | -0.40 | 0.0093 | -0.679 |
| 17.80 | 18.45 | 224 | 1,492 | 62.8% | 0.55 | 0.0095 | -0.697 | 365 | 14.90 | 15.40 | 1,075 | 1,168 | 62.3% | -0.45 | 0.0095 | -0.699 |
| 14.80 | 16.00 | 1,251 | 1,159 | 61.7% | 0.50 | 0.0095 | -0.706 | 370 | 16.10 | 19.60 | 365 | 920 | 62.8% | -0.50 | 0.0095 | -0.708 |
| 13.20 | 14.05 | 55 | 37 | 63.2% | 0.46 | 0.0094 | -0.705 | 375 | 19.80 | 22.10 | 595 | 610 | 63.7% | -0.54 | 0.0094 | -0.707 |
| 11.55 | 12.00 | 99 | 20 | 63.6% | 0.41 | 0.0092 | -0.694 | 380 | 22.65 | 25.20 | 12 | 63.4% | -0.59 | 0.0092 | -0.696 | |
| 9.80 | 10.70 | 44 | 21 | 64.6% | 0.37 | 0.0089 | -0.674 | 385 | 25.80 | 28.45 | 63.1% | -0.63 | 0.0089 | -0.676 | ||
| 8.45 | 8.85 | 126 | 18 | 63.9% | 0.33 | 0.0085 | -0.647 | 390 | 29.35 | 32.05 | 6 | 63.5% | -0.67 | 0.0085 | -0.648 | |
| 7.20 | 7.55 | 51 | 6 | 64.4% | 0.29 | 0.0080 | -0.614 | 395 | 32.95 | 35.80 | 1 | 1 | 63.5% | -0.71 | 0.0080 | -0.615 |
| 6.10 | 7.50 | 88 | 16 | 67.1% | 0.26 | 0.0075 | -0.577 | 400 | 36.90 | 39.60 | 1 | 63.7% | -0.75 | 0.0075 | -0.577 | |
| 5.10 | 5.45 | 13 | 104 | 64.8% | 0.22 | 0.0069 | -0.536 | 405 | 41.95 | 43.70 | 66.6% | -0.78 | 0.0070 | -0.535 | ||
| 4.25 | 4.55 | 41 | 13 | 64.9% | 0.20 | 0.0064 | -0.493 | 410 | 45.40 | 48.45 | 11 | 66.6% | -0.81 | 0.0064 | -0.492 | |
| 2.94 | 4.25 | 17 | 6 | 64.6% | 0.17 | 0.0058 | -0.451 | 415 | 49.25 | 52.70 | 65.6% | -0.83 | 0.0058 | -0.448 | ||
| 2.98 | 3.20 | 40 | 42 | 65.5% | 0.15 | 0.0052 | -0.408 | 420 | 53.65 | 57.05 | 65.7% | -0.86 | 0.0053 | -0.405 | ||
| 2.23 | 2.67 | 3 | 11 | 64.8% | 0.13 | 0.0047 | -0.367 | 425 | 58.35 | 61.60 | 2 | 67.0% | -0.88 | 0.0048 | -0.363 | |
| 1.82 | 2.29 | 43 | 45 | 65.3% | 0.11 | 0.0042 | -0.328 | 430 | 62.75 | 66.25 | 67.0% | -0.90 | 0.0042 | -0.324 | ||
| 1.30 | 2.10 | 11 | 2 | 65.6% | 0.09 | 0.0037 | -0.292 | 435 | 67.60 | 70.80 | 67.9% | -0.91 | 0.0038 | -0.287 | ||
| 1.30 | 1.93 | 39 | 7 | 68.0% | 0.08 | 0.0033 | -0.258 | 440 | 72.30 | 75.60 | 68.9% | -0.93 | 0.0034 | -0.255 | ||
| 1.10 | 1.57 | 104 | 52 | 68.2% | 0.07 | 0.0029 | -0.228 | 445 | 77.05 | 79.80 | 66.1% | -0.94 | 0.0030 | -0.227 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.