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 ±21.7% (285.03–443.43) · ATM IV 44.8% · P/C open interest 0.90
| 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 | |
| 183.05 | 186.85 | 14 | 209 | 53.9% | 0.99 | 0.0002 | 0.000 | 185 | 0.0200 | 0.5100 | 1,095 | 49.7% | -0.01 | 0.0002 | -0.009 | |
| 178.15 | 182.35 | 1 | 772 | 55.0% | 0.99 | 0.0002 | 0.000 | 190 | 0.2400 | 0.4200 | 2 | 1,142 | 49.4% | -0.01 | 0.0002 | -0.010 |
| 173.35 | 177.20 | 1,053 | 52.3% | 0.99 | 0.0003 | 0.000 | 195 | 0.0200 | 0.6800 | 2,233 | 48.0% | -0.01 | 0.0003 | -0.012 | ||
| 168.70 | 172.25 | 14 | 1,809 | 51.8% | 0.99 | 0.0003 | 0.000 | 200 | 0.2500 | 0.5500 | 19 | 4,241 | 47.1% | -0.01 | 0.0003 | -0.013 |
| 158.85 | 162.65 | 927 | 49.2% | 0.98 | 0.0004 | 0.000 | 210 | 0.3200 | 0.9000 | 2 | 1,664 | 46.6% | -0.02 | 0.0004 | -0.017 | |
| 149.85 | 153.10 | 2 | 1,223 | 48.0% | 0.98 | 0.0005 | 0.000 | 220 | 0.9000 | 1.02 | 541 | 3,464 | 46.5% | -0.02 | 0.0005 | -0.021 |
| 140.40 | 143.70 | 1 | 630 | 48.7% | 0.97 | 0.0007 | 0.000 | 230 | 1.31 | 1.84 | 23 | 4,072 | 47.3% | -0.03 | 0.0007 | -0.027 |
| 131.20 | 134.35 | 2 | 1,859 | 47.7% | 0.96 | 0.0009 | 0.000 | 240 | 1.34 | 2.15 | 37 | 4,612 | 44.6% | -0.04 | 0.0009 | -0.033 |
| 121.65 | 125.00 | 22 | 2,402 | 45.5% | 0.94 | 0.0011 | -0.007 | 250 | 2.28 | 2.80 | 190 | 5,042 | 44.6% | -0.06 | 0.0011 | -0.041 |
| 112.80 | 116.10 | 867 | 45.1% | 0.93 | 0.0014 | -0.019 | 260 | 3.30 | 4.00 | 24 | 4,932 | 44.9% | -0.07 | 0.0014 | -0.050 | |
| 104.50 | 106.75 | 4 | 1,444 | 44.3% | 0.91 | 0.0017 | -0.031 | 270 | 4.20 | 4.95 | 209 | 5,909 | 43.8% | -0.09 | 0.0017 | -0.059 |
| 96.10 | 98.45 | 6 | 776 | 44.1% | 0.89 | 0.0020 | -0.044 | 280 | 6.10 | 6.55 | 142 | 7,978 | 44.3% | -0.12 | 0.0020 | -0.070 |
| 88.10 | 91.25 | 7 | 624 | 44.7% | 0.86 | 0.0023 | -0.057 | 290 | 7.90 | 9.10 | 130 | 5,272 | 44.7% | -0.14 | 0.0023 | -0.080 |
| 81.10 | 83.95 | 52 | 3,681 | 45.3% | 0.83 | 0.0026 | -0.070 | 300 | 9.95 | 10.60 | 1,066 | 10.1K | 43.6% | -0.17 | 0.0026 | -0.091 |
| 73.40 | 76.35 | 26 | 2,698 | 44.4% | 0.80 | 0.0029 | -0.083 | 310 | 12.65 | 13.40 | 198 | 6,115 | 43.9% | -0.21 | 0.0030 | -0.101 |
| 66.60 | 69.50 | 46 | 1,737 | 44.3% | 0.76 | 0.0032 | -0.094 | 320 | 15.80 | 17.10 | 210 | 5,935 | 44.3% | -0.24 | 0.0032 | -0.111 |
| 60.25 | 63.15 | 24 | 2,707 | 44.3% | 0.72 | 0.0034 | -0.105 | 330 | 19.05 | 20.05 | 472 | 4,827 | 43.8% | -0.28 | 0.0035 | -0.119 |
| 54.90 | 57.70 | 40 | 3,026 | 45.0% | 0.68 | 0.0036 | -0.115 | 340 | 23.20 | 24.35 | 360 | 4,181 | 44.1% | -0.32 | 0.0037 | -0.126 |
| 48.60 | 51.90 | 400 | 4,356 | 45.2% | 0.64 | 0.0038 | -0.123 | 350 | 27.80 | 28.55 | 828 | 7,397 | 44.1% | -0.36 | 0.0039 | -0.132 |
| 45.30 | 46.15 | 195 | 3,833 | 45.0% | 0.60 | 0.0039 | -0.129 | 360 | 32.80 | 34.15 | 117 | 3,709 | 44.7% | -0.40 | 0.0040 | -0.136 |
| 40.60 | 41.70 | 324 | 6,607 | 45.0% | 0.57 | 0.0040 | -0.134 | 370 | 37.50 | 38.90 | 230 | 2,447 | 44.1% | -0.44 | 0.0041 | -0.138 |
| 36.30 | 37.20 | 1,234 | 2,168 | 45.0% | 0.53 | 0.0040 | -0.137 | 380 | 42.90 | 45.05 | 56 | 5,910 | 44.3% | -0.48 | 0.0041 | -0.140 |
| 32.65 | 33.05 | 101 | 6,459 | 44.8% | 0.49 | 0.0040 | -0.139 | 390 | 48.85 | 51.15 | 66 | 2,031 | 44.3% | -0.52 | 0.0042 | -0.139 |
| 29.00 | 30.00 | 514 | 7,914 | 45.2% | 0.45 | 0.0040 | -0.139 | 400 | 55.65 | 57.50 | 50 | 3,287 | 44.5% | -0.56 | 0.0041 | -0.138 |
| 25.75 | 26.50 | 1,246 | 7,171 | 45.1% | 0.42 | 0.0039 | -0.138 | 410 | 62.40 | 65.15 | 6 | 1,173 | 45.1% | -0.60 | 0.0041 | -0.135 |
| 22.50 | 23.80 | 127 | 4,565 | 45.0% | 0.38 | 0.0038 | -0.136 | 420 | 69.40 | 72.25 | 15 | 2,495 | 45.1% | -0.63 | 0.0040 | -0.131 |
| 20.00 | 21.60 | 81 | 3,380 | 45.7% | 0.35 | 0.0037 | -0.133 | 430 | 76.80 | 79.85 | 7 | 798 | 45.3% | -0.66 | 0.0039 | -0.126 |
| 17.95 | 18.90 | 29 | 2,324 | 45.4% | 0.32 | 0.0035 | -0.129 | 440 | 84.55 | 87.45 | 29 | 819 | 45.3% | -0.70 | 0.0038 | -0.120 |
| 16.20 | 16.60 | 351 | 5,714 | 45.6% | 0.30 | 0.0034 | -0.125 | 450 | 92.55 | 95.35 | 25 | 1,147 | 45.4% | -0.73 | 0.0037 | -0.114 |
| 14.10 | 15.45 | 451 | 2,523 | 46.0% | 0.27 | 0.0032 | -0.120 | 460 | 101.00 | 103.70 | 18 | 610 | 45.7% | -0.75 | 0.0035 | -0.107 |
| 12.15 | 13.75 | 52 | 2,607 | 45.8% | 0.25 | 0.0031 | -0.115 | 470 | 109.15 | 111.70 | 2 | 209 | 45.3% | -0.78 | 0.0034 | -0.100 |
| 10.80 | 11.70 | 42 | 5,011 | 45.6% | 0.22 | 0.0029 | -0.110 | 480 | 117.80 | 120.70 | 3 | 631 | 45.7% | -0.81 | 0.0032 | -0.092 |
| 9.55 | 10.60 | 150 | 2,117 | 45.9% | 0.20 | 0.0028 | -0.104 | 490 | 126.60 | 129.60 | 20 | 109 | 45.9% | -0.83 | 0.0031 | -0.084 |
| 8.90 | 9.20 | 1,478 | 13.3K | 46.2% | 0.19 | 0.0026 | -0.099 | 500 | 135.75 | 138.60 | 10 | 1,599 | 46.2% | -0.85 | 0.0029 | -0.075 |
| 7.60 | 8.30 | 110 | 9,223 | 46.2% | 0.17 | 0.0024 | -0.093 | 510 | 144.70 | 148.00 | 122 | 46.5% | -0.87 | 0.0027 | -0.066 | |
| 6.90 | 7.40 | 162 | 1,904 | 46.5% | 0.15 | 0.0023 | -0.088 | 520 | 154.15 | 157.05 | 503 | 46.6% | -0.88 | 0.0025 | -0.057 | |
| 5.80 | 6.55 | 17 | 2,342 | 46.3% | 0.14 | 0.0021 | -0.082 | 530 | 163.80 | 166.60 | 156 | 47.4% | -0.90 | 0.0023 | -0.047 | |
| 5.45 | 5.80 | 3 | 1,836 | 46.8% | 0.13 | 0.0020 | -0.077 | 540 | 172.95 | 176.05 | 2 | 53 | 47.2% | -0.91 | 0.0021 | -0.038 |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs