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 ±26.3% (262.85–450.05) · ATM IV 42.1% · P/C open interest 3.54
| 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 | |
| 171.00 | 173.80 | 46.6% | 0.98 | 0.0004 | 0.000 | 190 | 0.9000 | 1.50 | 137 | 19 | 45.7% | -0.02 | 0.0004 | -0.015 | ||
| 166.50 | 169.15 | 46.6% | 0.98 | 0.0005 | 0.000 | 195 | 1.18 | 1.69 | 259 | 45.5% | -0.03 | 0.0005 | -0.017 | |||
| 161.30 | 164.55 | 1 | 4 | 44.8% | 0.97 | 0.0006 | 0.000 | 200 | 1.52 | 1.78 | 25 | 45.1% | -0.03 | 0.0006 | -0.019 | |
| 152.70 | 155.35 | 45.3% | 0.96 | 0.0007 | -0.003 | 210 | 2.05 | 2.62 | 16 | 463 | 45.0% | -0.04 | 0.0007 | -0.023 | ||
| 143.00 | 146.30 | 43.4% | 0.95 | 0.0008 | -0.009 | 220 | 2.53 | 3.10 | 24 | 70 | 43.5% | -0.05 | 0.0009 | -0.028 | ||
| 135.00 | 137.45 | 1 | 44.2% | 0.94 | 0.0010 | -0.015 | 230 | 3.65 | 4.00 | 16 | 36 | 43.4% | -0.06 | 0.0010 | -0.033 | |
| 126.00 | 128.80 | 202 | 43.2% | 0.92 | 0.0012 | -0.022 | 240 | 4.60 | 5.20 | 868 | 364 | 42.9% | -0.08 | 0.0012 | -0.039 | |
| 117.65 | 120.05 | 84 | 5 | 42.5% | 0.91 | 0.0014 | -0.029 | 250 | 6.00 | 6.65 | 9 | 413 | 42.9% | -0.10 | 0.0015 | -0.045 |
| 109.50 | 112.30 | 2 | 42.5% | 0.88 | 0.0017 | -0.037 | 260 | 7.50 | 8.65 | 19 | 116 | 42.7% | -0.12 | 0.0017 | -0.051 | |
| 102.00 | 104.40 | 1 | 42.5% | 0.86 | 0.0019 | -0.044 | 270 | 9.60 | 10.65 | 13 | 291 | 42.6% | -0.14 | 0.0019 | -0.058 | |
| 94.30 | 97.00 | 2 | 4 | 42.2% | 0.84 | 0.0021 | -0.052 | 280 | 11.50 | 13.00 | 23 | 88 | 42.1% | -0.17 | 0.0022 | -0.064 |
| 87.05 | 89.40 | 2 | 11 | 41.6% | 0.81 | 0.0023 | -0.059 | 290 | 14.55 | 15.35 | 10 | 508 | 42.1% | -0.20 | 0.0024 | -0.071 |
| 80.50 | 83.15 | 34 | 60 | 42.0% | 0.78 | 0.0026 | -0.066 | 300 | 17.60 | 18.40 | 40 | 525 | 42.0% | -0.23 | 0.0026 | -0.077 |
| 74.00 | 76.85 | 6 | 10 | 41.9% | 0.75 | 0.0027 | -0.073 | 310 | 20.90 | 21.80 | 734 | 53 | 41.9% | -0.26 | 0.0028 | -0.082 |
| 68.00 | 70.80 | 7 | 8 | 41.9% | 0.72 | 0.0029 | -0.079 | 320 | 24.30 | 26.10 | 5 | 81 | 41.9% | -0.29 | 0.0030 | -0.087 |
| 62.35 | 65.05 | 6 | 14 | 41.8% | 0.69 | 0.0031 | -0.084 | 330 | 28.65 | 30.35 | 35 | 76 | 42.0% | -0.32 | 0.0032 | -0.092 |
| 57.75 | 59.65 | 437 | 7 | 42.0% | 0.65 | 0.0032 | -0.088 | 340 | 33.50 | 35.00 | 32 | 81 | 42.2% | -0.36 | 0.0033 | -0.095 |
| 53.30 | 54.70 | 293 | 23 | 42.2% | 0.62 | 0.0033 | -0.092 | 350 | 38.10 | 40.00 | 66 | 434 | 42.1% | -0.39 | 0.0034 | -0.098 |
| 49.05 | 50.10 | 37 | 32 | 42.4% | 0.59 | 0.0033 | -0.095 | 360 | 42.85 | 45.20 | 284 | 42 | 41.8% | -0.43 | 0.0035 | -0.101 |
| 44.70 | 45.80 | 21 | 48 | 42.3% | 0.55 | 0.0034 | -0.098 | 370 | 48.50 | 50.85 | 97 | 81 | 41.8% | -0.46 | 0.0035 | -0.102 |
| 40.55 | 41.65 | 35 | 109 | 42.1% | 0.52 | 0.0034 | -0.099 | 380 | 54.45 | 57.25 | 12 | 146 | 42.0% | -0.49 | 0.0036 | -0.103 |
| 36.65 | 38.45 | 10 | 26 | 42.2% | 0.49 | 0.0034 | -0.100 | 390 | 61.55 | 63.65 | 30 | 42.5% | -0.53 | 0.0036 | -0.103 | |
| 33.40 | 34.80 | 69 | 88 | 42.1% | 0.46 | 0.0034 | -0.100 | 400 | 67.35 | 70.35 | 13 | 16 | 42.2% | -0.56 | 0.0036 | -0.103 |
| 30.40 | 31.80 | 1 | 139 | 42.2% | 0.43 | 0.0033 | -0.100 | 410 | 74.20 | 77.15 | 1 | 11 | 42.2% | -0.59 | 0.0036 | -0.102 |
| 27.80 | 29.45 | 24 | 72 | 42.6% | 0.41 | 0.0033 | -0.099 | 420 | 81.45 | 84.15 | 29 | 42.2% | -0.62 | 0.0036 | -0.100 | |
| 25.30 | 26.95 | 23 | 94 | 42.7% | 0.38 | 0.0032 | -0.097 | 430 | 88.90 | 91.80 | 4 | 3 | 42.3% | -0.65 | 0.0035 | -0.099 |
| 23.40 | 24.65 | 26 | 13 | 43.0% | 0.35 | 0.0031 | -0.095 | 440 | 96.60 | 99.65 | 4 | 42.5% | -0.68 | 0.0035 | -0.097 | |
| 21.35 | 22.55 | 38 | 69 | 43.1% | 0.33 | 0.0030 | -0.093 | 450 | 104.35 | 107.50 | 3 | 1 | 42.4% | -0.70 | 0.0034 | -0.094 |
| 18.95 | 20.65 | 12 | 17 | 43.0% | 0.31 | 0.0029 | -0.091 | 460 | 112.50 | 115.60 | 42.5% | -0.73 | 0.0033 | -0.091 | ||
| 17.60 | 18.90 | 49 | 39 | 43.3% | 0.29 | 0.0028 | -0.088 | 470 | 121.05 | 124.00 | 1 | 42.8% | -0.75 | 0.0033 | -0.088 | |
| 15.65 | 17.00 | 18 | 6 | 43.0% | 0.27 | 0.0027 | -0.086 | 480 | 129.50 | 132.35 | 42.7% | -0.78 | 0.0032 | -0.085 | ||
| 14.20 | 15.90 | 211 | 77 | 43.3% | 0.25 | 0.0026 | -0.083 | 490 | 138.15 | 141.10 | 42.8% | -0.80 | 0.0031 | -0.082 | ||
| 13.35 | 14.55 | 49 | 68 | 43.7% | 0.23 | 0.0025 | -0.080 | 500 | 147.00 | 149.90 | 42.9% | -0.82 | 0.0030 | -0.078 | ||
| 11.75 | 13.40 | 6 | 104 | 43.6% | 0.22 | 0.0024 | -0.077 | 510 | 156.00 | 158.95 | 1 | 43.0% | -0.84 | 0.0029 | -0.074 | |
| 10.70 | 12.30 | 15 | 1 | 43.8% | 0.20 | 0.0023 | -0.074 | 520 | 165.15 | 168.00 | 43.1% | -0.86 | 0.0027 | -0.069 | ||
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