AVGO option chain Broadcom Inc.
Cboe delayed options data · as of 03:33 UTC
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 ±12.8% (317.78–410.68) · ATM IV 45.6% · P/C open interest 0.80
| 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 | |
| 181.05 | 184.90 | 18 | 84.9% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 0.3700 | 20 | 231 | 82.5% | -0.00 | 0.0001 | -0.005 | |
| 176.10 | 180.05 | 6 | 85.1% | 1.00 | 0.0001 | 0.000 | 190 | 0.0100 | 0.5200 | 88 | 2,439 | 82.9% | -0.00 | 0.0001 | -0.005 | |
| 170.90 | 175.00 | 29 | 76.1% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.5100 | 3 | 231 | 79.5% | -0.00 | 0.0001 | -0.006 | |
| 166.00 | 169.95 | 5 | 70 | 73.5% | 1.00 | 0.0001 | 0.000 | 200 | 0.0100 | 0.4000 | 16 | 640 | 74.6% | -0.00 | 0.0001 | -0.006 |
| 156.20 | 160.25 | 28 | 76.2% | 1.00 | 0.0001 | 0.000 | 210 | 0.0400 | 0.1700 | 118 | 242 | 63.9% | -0.00 | 0.0001 | -0.008 | |
| 146.15 | 150.10 | 59 | 64.6% | 1.00 | 0.0002 | 0.000 | 220 | 0.0100 | 0.3000 | 11 | 1,486 | 61.7% | -0.00 | 0.0002 | -0.010 | |
| 136.25 | 140.40 | 38 | 63.7% | 0.99 | 0.0002 | 0.000 | 230 | 0.0500 | 0.1500 | 26 | 2,147 | 54.9% | -0.01 | 0.0002 | -0.012 | |
| 126.40 | 130.35 | 57 | 58.4% | 0.99 | 0.0003 | 0.000 | 240 | 0.1300 | 0.1900 | 12 | 2,206 | 52.4% | -0.01 | 0.0003 | -0.016 | |
| 116.65 | 120.50 | 40 | 56.3% | 0.99 | 0.0004 | -0.001 | 250 | 0.1400 | 0.2600 | 29 | 2,528 | 49.3% | -0.01 | 0.0004 | -0.021 | |
| 106.70 | 110.65 | 109 | 52.0% | 0.98 | 0.0007 | -0.010 | 260 | 0.3000 | 0.4000 | 117 | 983 | 48.4% | -0.02 | 0.0007 | -0.029 | |
| 96.90 | 100.50 | 72 | 51.6% | 0.97 | 0.0010 | -0.022 | 270 | 0.4700 | 0.6400 | 40 | 2,717 | 47.1% | -0.03 | 0.0010 | -0.039 | |
| 87.70 | 91.40 | 1 | 55 | 49.9% | 0.96 | 0.0014 | -0.039 | 280 | 0.8600 | 1.00 | 247 | 3,582 | 46.5% | -0.04 | 0.0014 | -0.054 |
| 78.05 | 81.95 | 1 | 100 | 47.4% | 0.94 | 0.0019 | -0.060 | 290 | 1.37 | 1.49 | 189 | 2,730 | 45.5% | -0.06 | 0.0019 | -0.073 |
| 69.55 | 72.10 | 15 | 295 | 46.2% | 0.92 | 0.0026 | -0.086 | 300 | 2.00 | 2.53 | 908 | 6,767 | 44.5% | -0.08 | 0.0026 | -0.098 |
| 60.80 | 63.55 | 4 | 294 | 46.0% | 0.88 | 0.0034 | -0.116 | 310 | 3.40 | 3.55 | 754 | 4,995 | 44.8% | -0.12 | 0.0035 | -0.126 |
| 52.35 | 55.65 | 10 | 182 | 45.9% | 0.84 | 0.0043 | -0.148 | 320 | 5.10 | 5.30 | 439 | 8,108 | 44.7% | -0.16 | 0.0043 | -0.158 |
| 45.00 | 47.50 | 25 | 633 | 45.4% | 0.79 | 0.0051 | -0.181 | 330 | 7.40 | 7.80 | 869 | 5,427 | 44.7% | -0.22 | 0.0052 | -0.189 |
| 38.00 | 40.50 | 28 | 272 | 45.3% | 0.72 | 0.0058 | -0.210 | 340 | 10.45 | 10.65 | 1,413 | 5,515 | 44.9% | -0.28 | 0.0059 | -0.217 |
| 32.65 | 33.40 | 145 | 862 | 45.3% | 0.66 | 0.0064 | -0.235 | 350 | 14.10 | 14.50 | 325 | 4,889 | 45.1% | -0.34 | 0.0064 | -0.240 |
| 27.40 | 27.80 | 878 | 1,554 | 45.8% | 0.59 | 0.0067 | -0.252 | 360 | 18.60 | 19.10 | 272 | 3,089 | 45.4% | -0.41 | 0.0068 | -0.256 |
| 22.00 | 22.95 | 4,409 | 2,102 | 46.0% | 0.52 | 0.0068 | -0.261 | 370 | 23.80 | 24.30 | 1,228 | 3,993 | 45.7% | -0.48 | 0.0069 | -0.264 |
| 18.35 | 18.80 | 2,629 | 2,510 | 46.1% | 0.46 | 0.0067 | -0.262 | 380 | 29.25 | 30.35 | 108 | 6,191 | 45.7% | -0.55 | 0.0068 | -0.264 |
| 14.95 | 15.40 | 832 | 1,472 | 46.4% | 0.40 | 0.0065 | -0.256 | 390 | 36.10 | 36.85 | 83 | 2,561 | 46.3% | -0.61 | 0.0066 | -0.256 |
| 12.10 | 12.45 | 2,050 | 5,890 | 46.7% | 0.34 | 0.0061 | -0.244 | 400 | 42.25 | 45.55 | 130 | 3,061 | 45.5% | -0.67 | 0.0062 | -0.243 |
| 9.55 | 9.85 | 3,831 | 17.4K | 46.8% | 0.29 | 0.0057 | -0.228 | 410 | 50.15 | 52.25 | 9 | 3,127 | 46.8% | -0.72 | 0.0058 | -0.225 |
| 7.60 | 7.85 | 621 | 2,942 | 47.1% | 0.24 | 0.0052 | -0.209 | 420 | 57.75 | 59.90 | 50 | 1,171 | 46.0% | -0.77 | 0.0052 | -0.204 |
| 5.85 | 6.25 | 2,494 | 4,694 | 47.2% | 0.20 | 0.0046 | -0.189 | 430 | 66.00 | 69.00 | 13 | 343 | 46.9% | -0.81 | 0.0047 | -0.181 |
| 4.70 | 4.95 | 1,680 | 31.3K | 47.7% | 0.16 | 0.0041 | -0.168 | 440 | 74.75 | 78.00 | 1 | 683 | 47.5% | -0.85 | 0.0041 | -0.158 |
| 3.80 | 3.90 | 2,309 | 3,868 | 48.1% | 0.14 | 0.0035 | -0.149 | 450 | 84.05 | 86.70 | 12 | 598 | 47.8% | -0.88 | 0.0036 | -0.136 |
| 2.90 | 3.10 | 2,666 | 1,726 | 48.3% | 0.11 | 0.0031 | -0.130 | 460 | 93.10 | 96.50 | 149 | 47.7% | -0.90 | 0.0031 | -0.115 | |
| 2.30 | 2.53 | 340 | 4,583 | 49.0% | 0.09 | 0.0026 | -0.114 | 470 | 102.55 | 105.55 | 62 | 48.6% | -0.92 | 0.0026 | -0.096 | |
| 1.85 | 2.03 | 349 | 2,281 | 49.5% | 0.07 | 0.0022 | -0.099 | 480 | 112.15 | 115.05 | 280 | 49.0% | -0.94 | 0.0022 | -0.080 | |
| 1.47 | 1.67 | 42 | 2,878 | 50.1% | 0.06 | 0.0019 | -0.086 | 490 | 121.85 | 124.85 | 78 | 50.2% | -0.95 | 0.0020 | -0.065 | |
| 1.25 | 1.31 | 1,534 | 5,175 | 50.8% | 0.05 | 0.0016 | -0.075 | 500 | 131.60 | 134.50 | 4 | 31 | 49.2% | -0.96 | 0.0018 | -0.058 |
| 0.8600 | 1.13 | 43 | 110 | 51.0% | 0.04 | 0.0014 | -0.066 | 510 | 141.45 | 144.40 | 51.8% | -0.97 | 0.0018 | -0.061 | ||
| 0.6000 | 1.35 | 97 | 1,350 | 53.1% | 0.04 | 0.0012 | -0.058 | 520 | 151.30 | 154.40 | 3 | 42 | 54.7% | -0.98 | 0.0017 | -0.057 |
| 0.6000 | 1.40 | 13 | 65 | 54.8% | 0.03 | 0.0010 | -0.051 | 530 | 160.90 | 164.80 | 56.0% | -0.99 | 0.0013 | -0.065 | ||
| 0.5000 | 1.01 | 193 | 2,252 | 55.3% | 0.03 | 0.0009 | -0.046 | 540 | 170.50 | 174.85 | 2 | 54.6% | -0.99 | 0.0010 | -0.070 | |
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs