AVGO option chain Broadcom Inc.

Expiration Cboe delayed options data · as of 19:03 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 ±6.5% (313.05–356.70) · ATM IV 40.1% · P/C open interest —

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
68.85	72.60			59.6%	0.98	0.0013	-0.056	265	0	2.38			75.0%	-0.02	0.0013	-0.065
63.70	67.50			51.5%	0.97	0.0016	-0.063	270	0	2.43			70.5%	-0.03	0.0016	-0.072
59.00	62.70			53.9%	0.97	0.0019	-0.072	275	0	2.48			66.0%	-0.03	0.0019	-0.080
53.95	57.75	3		49.6%	0.96	0.0023	-0.083	280	0	2.55			61.7%	-0.04	0.0023	-0.090
49.10	52.75			46.7%	0.95	0.0029	-0.098	285	0.0100	2.64			57.4%	-0.05	0.0029	-0.104
44.45	47.95			46.4%	0.94	0.0037	-0.116	290	0.0100	2.80			53.4%	-0.06	0.0037	-0.122
40.10	43.30	4		47.3%	0.92	0.0046	-0.140	295	0.0200	1.49			41.8%	-0.08	0.0046	-0.145
35.45	38.75			45.9%	0.90	0.0058	-0.169	300	1.15	1.82			44.5%	-0.10	0.0058	-0.173
30.95	33.35			41.2%	0.87	0.0072	-0.202	305	1.63	2.40			43.5%	-0.13	0.0072	-0.206
26.85	29.10			41.3%	0.83	0.0087	-0.239	310	2.38	3.10			42.6%	-0.17	0.0087	-0.243
22.60	25.10			40.3%	0.78	0.0103	-0.276	315	3.40	4.15			42.3%	-0.22	0.0103	-0.279
19.30	21.55			41.4%	0.73	0.0118	-0.310	320	4.65	5.40			41.8%	-0.27	0.0118	-0.313
15.60	17.45			39.1%	0.66	0.0131	-0.337	325	6.15	6.95			41.1%	-0.34	0.0132	-0.340
12.60	14.75			38.7%	0.60	0.0141	-0.355	330	8.05	8.90			40.7%	-0.41	0.0142	-0.358
10.90	11.50			40.3%	0.52	0.0146	-0.362	335	10.10	11.15	5		39.9%	-0.48	0.0147	-0.366
7.80	9.10	1		38.5%	0.45	0.0146	-0.357	340	12.85	13.85			39.9%	-0.55	0.0148	-0.361
6.60	7.15			39.8%	0.38	0.0142	-0.341	345	15.25	16.90			38.5%	-0.62	0.0144	-0.345
4.45	5.50	2		38.5%	0.31	0.0132	-0.315	350	18.10	20.25			37.0%	-0.69	0.0134	-0.319
3.35	4.25			38.8%	0.25	0.0120	-0.283	355	22.50	25.15			40.9%	-0.75	0.0122	-0.286
2.52	3.15	5		39.0%	0.20	0.0105	-0.248	360	25.90	29.15	1		39.5%	-0.81	0.0107	-0.250
1.79	2.43	8		39.3%	0.16	0.0090	-0.213	365	30.20	33.30			39.5%	-0.85	0.0092	-0.216
1.22	1.85			39.5%	0.12	0.0075	-0.182	370	34.65	37.80	5		39.8%	-0.89	0.0078	-0.185
0.0600	2.39	1		40.8%	0.10	0.0062	-0.157	375	39.25	42.25	1		39.2%	-0.91	0.0066	-0.160
0	2.48			44.4%	0.08	0.0052	-0.137	380	44.00	47.50			42.6%	-0.93	0.0055	-0.140
0.0100	2.39			47.5%	0.07	0.0043	-0.122	385	48.80	52.20			42.6%	-0.95	0.0047	-0.126
0	2.34			50.4%	0.06	0.0037	-0.110	390	53.70	57.10			44.0%	-0.96	0.0040	-0.114
0	2.29			53.4%	0.05	0.0032	-0.102	395	58.65	62.05			45.9%	-0.96	0.0035	-0.104
0	2.10			55.4%	0.04	0.0027	-0.095	400	63.65	67.00			48.1%	-0.97	0.0031	-0.097
0	2.24			59.2%	0.04	0.0024	-0.089	405	68.65	72.20			53.0%	-0.97	0.0027	-0.091
0	2.22			62.0%	0.03	0.0021	-0.084	410	73.65	77.25			56.3%	-0.98	0.0024	-0.085

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 — Nov 04, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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AVGO option chain Broadcom Inc.

Volatility smile — Nov 04, 2026

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