AVGO option chain Broadcom Inc.
Cboe delayed options data · as of 03:34 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 ±23.4% (257.38–414.54) · ATM IV 42.0% · P/C open interest 2.39
| 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 | |
| 148.65 | 151.25 | 5 | 53.0% | 0.97 | 0.0006 | -0.002 | 190 | 1.37 | 1.53 | 5 | 218 | 48.6% | -0.03 | 0.0006 | -0.021 | |
| 143.95 | 146.60 | 1 | 52.0% | 0.97 | 0.0007 | -0.005 | 195 | 1.41 | 1.94 | 285 | 48.1% | -0.03 | 0.0007 | -0.023 | ||
| 138.90 | 141.95 | 5 | 51.1% | 0.96 | 0.0008 | -0.008 | 200 | 1.81 | 2.18 | 9 | 106 | 47.9% | -0.04 | 0.0008 | -0.026 | |
| 130.25 | 132.85 | 21 | 49.5% | 0.95 | 0.0010 | -0.014 | 210 | 2.30 | 2.74 | 21 | 509 | 46.5% | -0.05 | 0.0010 | -0.031 | |
| 121.05 | 123.85 | 48.6% | 0.94 | 0.0012 | -0.022 | 220 | 3.10 | 3.80 | 3 | 172 | 46.2% | -0.06 | 0.0012 | -0.037 | ||
| 112.35 | 115.10 | 2 | 47.4% | 0.92 | 0.0014 | -0.029 | 230 | 3.85 | 4.75 | 776 | 196 | 45.0% | -0.08 | 0.0014 | -0.044 | |
| 103.85 | 106.35 | 200 | 45.8% | 0.90 | 0.0017 | -0.038 | 240 | 5.30 | 5.85 | 20 | 1,418 | 44.4% | -0.10 | 0.0017 | -0.051 | |
| 95.65 | 98.40 | 48 | 45.6% | 0.88 | 0.0020 | -0.046 | 250 | 6.85 | 7.80 | 7 | 3,467 | 44.3% | -0.12 | 0.0020 | -0.058 | |
| 87.65 | 89.85 | 1 | 6 | 44.1% | 0.85 | 0.0023 | -0.055 | 260 | 8.65 | 10.20 | 100 | 2,775 | 44.2% | -0.15 | 0.0023 | -0.066 |
| 80.05 | 82.75 | 1 | 10 | 44.0% | 0.82 | 0.0026 | -0.063 | 270 | 11.00 | 11.75 | 862 | 4,126 | 43.3% | -0.18 | 0.0026 | -0.073 |
| 73.00 | 74.75 | 2 | 34 | 42.9% | 0.79 | 0.0029 | -0.071 | 280 | 13.50 | 14.50 | 3 | 4,871 | 43.0% | -0.21 | 0.0029 | -0.081 |
| 66.20 | 68.65 | 3 | 21 | 43.2% | 0.76 | 0.0031 | -0.079 | 290 | 16.30 | 17.60 | 114 | 1,921 | 42.6% | -0.25 | 0.0032 | -0.087 |
| 59.70 | 62.35 | 5 | 122 | 42.9% | 0.72 | 0.0034 | -0.086 | 300 | 19.90 | 21.10 | 162 | 2,512 | 42.4% | -0.29 | 0.0035 | -0.093 |
| 53.80 | 56.15 | 1 | 38 | 42.6% | 0.68 | 0.0036 | -0.092 | 310 | 23.65 | 24.85 | 14 | 1,772 | 42.1% | -0.32 | 0.0037 | -0.099 |
| 48.60 | 50.80 | 126 | 42.6% | 0.64 | 0.0038 | -0.097 | 320 | 27.85 | 29.25 | 39 | 426 | 41.9% | -0.36 | 0.0039 | -0.103 | |
| 43.60 | 45.55 | 38 | 107 | 42.4% | 0.60 | 0.0039 | -0.100 | 330 | 31.95 | 34.50 | 13 | 493 | 41.6% | -0.41 | 0.0041 | -0.106 |
| 38.75 | 40.85 | 19 | 412 | 42.2% | 0.57 | 0.0040 | -0.103 | 340 | 38.00 | 39.55 | 23 | 947 | 41.9% | -0.45 | 0.0042 | -0.108 |
| 34.70 | 36.85 | 17 | 427 | 42.5% | 0.53 | 0.0041 | -0.104 | 350 | 42.75 | 45.50 | 4 | 623 | 41.4% | -0.49 | 0.0043 | -0.108 |
| 30.90 | 33.00 | 17 | 1,532 | 42.4% | 0.49 | 0.0041 | -0.105 | 360 | 48.75 | 50.95 | 3 | 1,154 | 41.0% | -0.53 | 0.0043 | -0.108 |
| 27.60 | 28.40 | 34 | 339 | 41.8% | 0.45 | 0.0040 | -0.104 | 370 | 55.30 | 57.75 | 2 | 263 | 41.2% | -0.57 | 0.0043 | -0.107 |
| 24.35 | 25.90 | 34 | 546 | 42.1% | 0.41 | 0.0040 | -0.103 | 380 | 62.10 | 64.60 | 327 | 41.2% | -0.61 | 0.0043 | -0.105 | |
| 20.95 | 23.45 | 2 | 168 | 42.0% | 0.38 | 0.0039 | -0.101 | 390 | 69.40 | 71.80 | 57 | 41.3% | -0.64 | 0.0042 | -0.102 | |
| 19.05 | 20.55 | 111 | 525 | 42.2% | 0.35 | 0.0038 | -0.098 | 400 | 76.80 | 79.65 | 18 | 98 | 41.4% | -0.68 | 0.0041 | -0.099 |
| 16.30 | 18.65 | 14 | 321 | 42.1% | 0.32 | 0.0036 | -0.095 | 410 | 84.55 | 87.05 | 14 | 41.2% | -0.71 | 0.0040 | -0.095 | |
| 14.70 | 15.90 | 71 | 505 | 42.0% | 0.29 | 0.0035 | -0.091 | 420 | 92.45 | 95.65 | 29 | 41.4% | -0.74 | 0.0039 | -0.091 | |
| 13.00 | 14.40 | 5 | 356 | 42.2% | 0.26 | 0.0033 | -0.087 | 430 | 100.80 | 103.90 | 24 | 41.4% | -0.77 | 0.0038 | -0.087 | |
| 11.10 | 12.85 | 7 | 1,077 | 42.1% | 0.24 | 0.0032 | -0.083 | 440 | 109.45 | 112.00 | 7 | 41.2% | -0.80 | 0.0036 | -0.083 | |
| 10.00 | 11.55 | 282 | 42.5% | 0.22 | 0.0030 | -0.079 | 450 | 118.10 | 121.10 | 1 | 59 | 41.4% | -0.82 | 0.0035 | -0.079 | |
| 8.60 | 10.35 | 1 | 576 | 42.5% | 0.20 | 0.0028 | -0.075 | 460 | 127.10 | 130.10 | 41.6% | -0.85 | 0.0034 | -0.075 | ||
| 7.65 | 9.15 | 3 | 702 | 42.6% | 0.18 | 0.0026 | -0.071 | 470 | 136.15 | 138.95 | 1 | 3 | 41.1% | -0.87 | 0.0032 | -0.072 |
| 7.00 | 8.15 | 3 | 1,116 | 43.0% | 0.16 | 0.0025 | -0.067 | 480 | 145.45 | 148.75 | 4 | 40.6% | -0.89 | 0.0032 | -0.068 | |
| 5.85 | 7.40 | 1 | 279 | 42.9% | 0.15 | 0.0023 | -0.063 | 490 | 155.65 | 158.00 | 12 | 42.8% | -0.91 | 0.0030 | -0.063 | |
| 5.50 | 6.65 | 38 | 775 | 43.4% | 0.13 | 0.0021 | -0.059 | 500 | 164.40 | 167.50 | 10 | 40.4% | -0.93 | 0.0029 | -0.058 | |
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs