AVGO option chain Broadcom Inc.
Cboe delayed options data · as of 06:34 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 ±25.6% (249.94–421.99) · ATM IV 42.0% · P/C open interest 4.81
| 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 | |
| 163.80 | 166.95 | 53.3% | 0.98 | 0.0005 | 0.000 | 175 | 1.00 | 1.53 | 3 | 15 | 48.9% | -0.02 | 0.0005 | -0.016 | ||
| 159.25 | 162.30 | 52.7% | 0.97 | 0.0005 | 0.000 | 180 | 1.01 | 1.74 | 5 | 3 | 47.8% | -0.03 | 0.0005 | -0.018 | ||
| 154.65 | 157.50 | 51.8% | 0.97 | 0.0006 | 0.000 | 185 | 1.22 | 2.12 | 1 | 47.8% | -0.03 | 0.0006 | -0.020 | |||
| 149.60 | 153.00 | 1 | 50.0% | 0.97 | 0.0006 | 0.000 | 190 | 1.78 | 2.18 | 2 | 47.6% | -0.04 | 0.0007 | -0.022 | ||
| 145.35 | 148.40 | 49.9% | 0.96 | 0.0007 | 0.000 | 195 | 1.64 | 2.71 | 6 | 22 | 46.7% | -0.04 | 0.0007 | -0.024 | ||
| 140.75 | 143.85 | 49.1% | 0.95 | 0.0008 | 0.000 | 200 | 1.96 | 3.10 | 1 | 16 | 46.4% | -0.05 | 0.0008 | -0.027 | ||
| 131.70 | 134.85 | 47.7% | 0.94 | 0.0010 | -0.003 | 210 | 3.00 | 4.30 | 3 | 3 | 46.8% | -0.06 | 0.0010 | -0.032 | ||
| 123.05 | 126.10 | 46.9% | 0.93 | 0.0012 | -0.011 | 220 | 3.30 | 5.15 | 2 | 44.8% | -0.07 | 0.0012 | -0.037 | |||
| 114.55 | 117.45 | 1 | 45.9% | 0.91 | 0.0014 | -0.019 | 230 | 4.60 | 6.45 | 2 | 44.5% | -0.09 | 0.0015 | -0.043 | ||
| 106.25 | 109.10 | 45.1% | 0.89 | 0.0017 | -0.027 | 240 | 6.20 | 8.15 | 46 | 253 | 44.4% | -0.11 | 0.0017 | -0.049 | ||
| 98.35 | 101.30 | 1 | 44.8% | 0.87 | 0.0019 | -0.035 | 250 | 7.25 | 10.05 | 35 | 56 | 43.4% | -0.14 | 0.0020 | -0.056 | |
| 90.60 | 93.45 | 1 | 44.1% | 0.84 | 0.0022 | -0.043 | 260 | 9.25 | 12.15 | 45 | 160 | 42.9% | -0.16 | 0.0022 | -0.062 | |
| 83.50 | 86.15 | 1 | 16 | 43.8% | 0.81 | 0.0024 | -0.051 | 270 | 12.20 | 13.50 | 162 | 16 | 42.2% | -0.19 | 0.0025 | -0.068 |
| 76.30 | 79.30 | 43.4% | 0.78 | 0.0027 | -0.059 | 280 | 15.50 | 17.60 | 16 | 228 | 43.2% | -0.22 | 0.0028 | -0.074 | ||
| 69.80 | 72.65 | 43.1% | 0.75 | 0.0029 | -0.066 | 290 | 17.90 | 20.15 | 8 | 597 | 42.0% | -0.26 | 0.0030 | -0.079 | ||
| 63.55 | 66.45 | 2 | 8 | 42.8% | 0.72 | 0.0031 | -0.072 | 300 | 21.65 | 24.15 | 22 | 486 | 42.1% | -0.29 | 0.0032 | -0.084 |
| 57.85 | 61.05 | 42.9% | 0.68 | 0.0033 | -0.077 | 310 | 25.50 | 28.50 | 8 | 227 | 42.0% | -0.33 | 0.0034 | -0.088 | ||
| 52.55 | 55.30 | 2 | 4 | 42.6% | 0.65 | 0.0034 | -0.082 | 320 | 30.00 | 32.75 | 3 | 37 | 41.8% | -0.36 | 0.0036 | -0.091 |
| 47.55 | 50.30 | 2 | 10 | 42.4% | 0.61 | 0.0036 | -0.086 | 330 | 34.85 | 37.55 | 2 | 163 | 41.7% | -0.40 | 0.0037 | -0.093 |
| 42.85 | 45.75 | 7 | 14 | 42.3% | 0.58 | 0.0036 | -0.089 | 340 | 40.85 | 42.60 | 7 | 33 | 41.7% | -0.44 | 0.0038 | -0.095 |
| 38.70 | 41.40 | 1 | 136 | 42.2% | 0.54 | 0.0037 | -0.091 | 350 | 45.75 | 48.30 | 1 | 34 | 41.5% | -0.48 | 0.0039 | -0.095 |
| 34.65 | 37.55 | 9 | 42.1% | 0.51 | 0.0037 | -0.092 | 360 | 51.75 | 54.40 | 2 | 41.4% | -0.51 | 0.0040 | -0.095 | ||
| 31.25 | 33.15 | 1 | 21 | 41.8% | 0.47 | 0.0037 | -0.092 | 370 | 58.05 | 60.75 | 41.3% | -0.55 | 0.0040 | -0.093 | ||
| 27.90 | 30.75 | 1 | 3 | 42.1% | 0.44 | 0.0037 | -0.092 | 380 | 64.75 | 67.45 | 41.3% | -0.58 | 0.0040 | -0.091 | ||
| 24.85 | 27.50 | 2 | 8 | 41.9% | 0.41 | 0.0036 | -0.091 | 390 | 71.85 | 74.65 | 41.4% | -0.62 | 0.0039 | -0.089 | ||
| 22.30 | 24.90 | 31 | 38 | 42.0% | 0.38 | 0.0036 | -0.090 | 400 | 79.15 | 81.95 | 5 | 3 | 41.3% | -0.65 | 0.0039 | -0.086 |
| 19.70 | 22.65 | 42.0% | 0.35 | 0.0035 | -0.087 | 410 | 86.75 | 89.55 | 2 | 41.3% | -0.68 | 0.0038 | -0.082 | |||
| 17.55 | 20.45 | 8 | 7 | 42.0% | 0.32 | 0.0034 | -0.085 | 420 | 94.50 | 97.50 | 41.3% | -0.71 | 0.0037 | -0.079 | ||
| 15.55 | 18.50 | 175 | 42.0% | 0.30 | 0.0032 | -0.082 | 430 | 102.65 | 105.65 | 41.3% | -0.74 | 0.0036 | -0.075 | |||
| 13.85 | 15.80 | 41.6% | 0.27 | 0.0031 | -0.080 | 440 | 111.00 | 114.00 | 41.3% | -0.77 | 0.0036 | -0.070 | ||||
| 12.50 | 14.95 | 3 | 12 | 42.2% | 0.25 | 0.0030 | -0.076 | 450 | 119.65 | 122.30 | 41.0% | -0.80 | 0.0035 | -0.067 | ||
| 10.80 | 13.85 | 7 | 42.3% | 0.23 | 0.0028 | -0.073 | 460 | 129.20 | 131.15 | 41.9% | -0.82 | 0.0034 | -0.063 | |||
| 9.70 | 12.55 | 1 | 42.4% | 0.21 | 0.0027 | -0.070 | 470 | 137.25 | 140.15 | 41.2% | -0.84 | 0.0033 | -0.059 | |||
| 8.65 | 11.35 | 4 | 42.5% | 0.19 | 0.0025 | -0.067 | 480 | 146.25 | 148.90 | 40.7% | -0.86 | 0.0032 | -0.055 | |||
| 7.60 | 9.45 | 1 | 3 | 41.9% | 0.18 | 0.0024 | -0.064 | 490 | 155.65 | 158.45 | 41.0% | -0.88 | 0.0031 | -0.052 | ||
| 6.70 | 9.45 | 1 | 6 | 42.7% | 0.16 | 0.0023 | -0.060 | 500 | 164.90 | 168.15 | 41.3% | -0.90 | 0.0031 | -0.048 | ||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs