AVGO option chain Broadcom Inc.
Cboe delayed options data · as of 00:33 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 ±16.4% (304.38–424.08) · ATM IV 44.0% · P/C open interest 1.39
| 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 | |
| 182.00 | 185.95 | 14 | 66.7% | 1.00 | 0.0001 | 0.000 | 185 | 0 | 0.2900 | 8 | 267 | 60.5% | -0.00 | 0.0001 | -0.005 | |
| 177.15 | 181.00 | 24 | 65.5% | 1.00 | 0.0001 | 0.000 | 190 | 0.0200 | 0.2600 | 15 | 157 | 57.6% | -0.00 | 0.0001 | -0.006 | |
| 172.05 | 176.05 | 2 | 61.4% | 1.00 | 0.0001 | 0.000 | 195 | 0.0400 | 0.3400 | 8 | 386 | 57.6% | -0.00 | 0.0001 | -0.006 | |
| 167.10 | 171.30 | 52 | 61.5% | 1.00 | 0.0001 | 0.000 | 200 | 0.0400 | 0.3600 | 2 | 339 | 55.8% | -0.00 | 0.0001 | -0.007 | |
| 157.30 | 161.30 | 3 | 27 | 57.1% | 0.99 | 0.0002 | 0.000 | 210 | 0.0600 | 0.3800 | 7 | 845 | 52.4% | -0.01 | 0.0002 | -0.009 |
| 147.50 | 152.00 | 104 | 57.1% | 0.99 | 0.0003 | 0.000 | 220 | 0.0800 | 0.4600 | 2 | 435 | 49.8% | -0.01 | 0.0003 | -0.012 | |
| 137.70 | 141.60 | 55 | 51.1% | 0.99 | 0.0004 | -0.003 | 230 | 0.3000 | 0.5600 | 11 | 2,580 | 49.0% | -0.01 | 0.0004 | -0.016 | |
| 128.00 | 132.50 | 126 | 51.5% | 0.98 | 0.0006 | -0.009 | 240 | 0.4300 | 0.5900 | 59 | 1,650 | 46.3% | -0.02 | 0.0006 | -0.021 | |
| 118.85 | 121.85 | 115 | 48.2% | 0.97 | 0.0008 | -0.017 | 250 | 0.4400 | 1.25 | 108 | 1,677 | 46.1% | -0.03 | 0.0008 | -0.029 | |
| 109.00 | 112.30 | 52 | 45.6% | 0.96 | 0.0010 | -0.027 | 260 | 1.00 | 1.26 | 1,070 | 3,081 | 44.5% | -0.04 | 0.0010 | -0.038 | |
| 99.70 | 102.95 | 1 | 251 | 44.9% | 0.95 | 0.0014 | -0.039 | 270 | 1.53 | 1.80 | 179 | 1,875 | 43.9% | -0.05 | 0.0014 | -0.049 |
| 90.85 | 93.85 | 116 | 44.9% | 0.93 | 0.0018 | -0.054 | 280 | 2.45 | 2.59 | 265 | 2,860 | 43.8% | -0.07 | 0.0018 | -0.063 | |
| 82.20 | 84.45 | 154 | 43.7% | 0.91 | 0.0023 | -0.070 | 290 | 3.40 | 3.70 | 599 | 2,536 | 43.3% | -0.10 | 0.0023 | -0.079 | |
| 73.30 | 76.60 | 24 | 245 | 43.6% | 0.87 | 0.0028 | -0.088 | 300 | 4.85 | 5.20 | 305 | 6,149 | 43.1% | -0.13 | 0.0028 | -0.096 |
| 65.70 | 68.45 | 5 | 631 | 43.8% | 0.84 | 0.0033 | -0.107 | 310 | 5.95 | 7.10 | 235 | 4,595 | 43.2% | -0.16 | 0.0034 | -0.115 |
| 58.05 | 61.05 | 19 | 1,017 | 43.8% | 0.80 | 0.0038 | -0.126 | 320 | 9.20 | 9.95 | 185 | 5,615 | 43.6% | -0.21 | 0.0039 | -0.133 |
| 50.65 | 54.45 | 7 | 818 | 42.6% | 0.75 | 0.0043 | -0.143 | 330 | 12.05 | 12.50 | 645 | 4,440 | 43.1% | -0.25 | 0.0044 | -0.149 |
| 44.85 | 47.50 | 10 | 632 | 43.8% | 0.70 | 0.0047 | -0.159 | 340 | 15.55 | 16.15 | 92 | 3,185 | 43.4% | -0.30 | 0.0048 | -0.164 |
| 39.60 | 40.55 | 46 | 1,076 | 43.5% | 0.65 | 0.0050 | -0.171 | 350 | 19.65 | 20.20 | 598 | 6,381 | 43.5% | -0.36 | 0.0051 | -0.176 |
| 34.75 | 35.40 | 137 | 1,483 | 44.1% | 0.60 | 0.0052 | -0.180 | 360 | 24.50 | 25.05 | 559 | 3,692 | 43.9% | -0.41 | 0.0053 | -0.185 |
| 29.75 | 30.35 | 359 | 1,620 | 44.0% | 0.54 | 0.0053 | -0.185 | 370 | 29.35 | 30.10 | 125 | 2,969 | 43.6% | -0.46 | 0.0054 | -0.190 |
| 25.20 | 26.80 | 701 | 2,537 | 44.2% | 0.49 | 0.0053 | -0.188 | 380 | 35.30 | 36.25 | 61 | 2,848 | 44.2% | -0.52 | 0.0054 | -0.192 |
| 21.60 | 22.40 | 312 | 2,116 | 44.0% | 0.44 | 0.0052 | -0.187 | 390 | 40.45 | 43.25 | 36 | 1,782 | 44.0% | -0.57 | 0.0054 | -0.191 |
| 18.65 | 19.20 | 1,075 | 3,965 | 44.4% | 0.40 | 0.0051 | -0.183 | 400 | 47.35 | 49.25 | 15 | 3,192 | 43.7% | -0.62 | 0.0053 | -0.187 |
| 15.70 | 16.80 | 126 | 1,029 | 44.8% | 0.35 | 0.0049 | -0.177 | 410 | 54.40 | 57.10 | 8 | 915 | 44.3% | -0.66 | 0.0051 | -0.180 |
| 13.40 | 14.30 | 340 | 2,001 | 45.1% | 0.31 | 0.0046 | -0.169 | 420 | 62.15 | 64.45 | 202 | 1,095 | 44.4% | -0.70 | 0.0048 | -0.172 |
| 11.25 | 11.80 | 60 | 1,934 | 44.9% | 0.27 | 0.0043 | -0.160 | 430 | 70.30 | 72.70 | 3 | 598 | 45.0% | -0.74 | 0.0045 | -0.162 |
| 9.35 | 11.00 | 2,835 | 3,859 | 44.8% | 0.24 | 0.0040 | -0.150 | 440 | 78.35 | 81.25 | 1 | 427 | 45.2% | -0.78 | 0.0042 | -0.151 |
| 7.40 | 8.90 | 163 | 1,375 | 45.9% | 0.21 | 0.0037 | -0.139 | 450 | 86.65 | 89.75 | 426 | 45.1% | -0.81 | 0.0039 | -0.139 | |
| 6.20 | 7.05 | 33 | 1,449 | 44.9% | 0.18 | 0.0034 | -0.128 | 460 | 95.50 | 98.80 | 251 | 270 | 45.6% | -0.84 | 0.0036 | -0.127 |
| 5.30 | 6.50 | 145 | 1,240 | 46.0% | 0.16 | 0.0031 | -0.118 | 470 | 104.60 | 107.75 | 77 | 45.9% | -0.86 | 0.0032 | -0.114 | |
| 4.65 | 5.05 | 69 | 962 | 45.9% | 0.14 | 0.0028 | -0.107 | 480 | 113.95 | 116.60 | 70 | 45.9% | -0.89 | 0.0029 | -0.102 | |
| 3.50 | 4.60 | 16 | 1,294 | 46.0% | 0.12 | 0.0025 | -0.098 | 490 | 123.15 | 126.30 | 102 | 46.6% | -0.90 | 0.0026 | -0.090 | |
| 3.35 | 4.00 | 2,847 | 5,240 | 47.2% | 0.10 | 0.0022 | -0.089 | 500 | 132.70 | 135.75 | 1 | 178 | 47.1% | -0.92 | 0.0023 | -0.078 |
| 2.39 | 2.75 | 57 | 1,448 | 47.4% | 0.08 | 0.0018 | -0.073 | 520 | 151.95 | 155.70 | 7 | 47.8% | -0.95 | 0.0019 | -0.058 | |
| 1.70 | 1.97 | 152 | 748 | 47.9% | 0.06 | 0.0014 | -0.060 | 540 | 171.55 | 174.40 | 23 | 48.9% | -0.97 | 0.0017 | -0.060 | |
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs