AVGO option chain Broadcom Inc.

Expiration Cboe delayed options data · as of 18:34 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 ±9.2% (304.45–365.95) · ATM IV 38.7% · P/C open interest 1.05

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
164.10	167.30		24		1.00	0.0001	0.000	170	0	0.0500		504	78.5%	-0.00	0.0001	-0.007
159.15	162.30		16		1.00	0.0001	0.000	175	0.0100	0.1100	8	573	81.8%	-0.00	0.0001	-0.008
154.15	157.35		9		1.00	0.0001	0.000	180	0.0100	0.0800	4	379	76.3%	-0.00	0.0001	-0.008
149.20	152.35		15		1.00	0.0001	0.000	185	0.0100	0.1100	4	279	75.3%	-0.00	0.0001	-0.009
144.25	147.40		24		1.00	0.0001	0.000	190	0.0200	0.1100	8	196	72.8%	-0.00	0.0001	-0.010
139.25	142.45		3		1.00	0.0001	0.000	195	0.0200	0.0800	12	1,662	67.9%	-0.00	0.0001	-0.011
134.30	137.45	1	206		1.00	0.0002	0.000	200	0.0400	0.1300	1	2,530	68.6%	-0.00	0.0002	-0.012
124.35	127.55	24	45		0.99	0.0002	-0.000	210	0.0800	0.1600		1,841	65.2%	-0.01	0.0002	-0.015
114.45	117.60	2	151		0.99	0.0004	-0.005	220	0.1300	0.2000	7	3,962	61.7%	-0.01	0.0004	-0.019
104.55	107.70		107		0.99	0.0005	-0.012	230	0.1900	0.3100	7	2,693	59.1%	-0.01	0.0005	-0.025
94.70	97.80		112	34.8%	0.98	0.0007	-0.020	240	0.2900	0.3900	1	1,796	55.6%	-0.02	0.0007	-0.032
85.65	87.80	4	125	51.7%	0.98	0.0010	-0.031	250	0.4300	0.4900	114	1,601	52.2%	-0.02	0.0010	-0.042
75.80	78.25	5	136	49.7%	0.97	0.0015	-0.045	260	0.6300	0.6900	133	4,676	49.2%	-0.03	0.0015	-0.055
66.05	68.60		247	46.4%	0.95	0.0022	-0.063	270	0.9500	1.00	646	2,445	46.6%	-0.05	0.0022	-0.072
56.70	58.75	4	195	43.1%	0.93	0.0031	-0.087	280	1.49	1.54	524	7,792	44.6%	-0.07	0.0031	-0.095
47.30	49.65	1	119	41.1%	0.89	0.0044	-0.117	290	2.31	2.36	499	13.3K	42.8%	-0.11	0.0044	-0.123
43.40	45.50			42.3%	0.87	0.0051	-0.133	295	2.88	2.95	218		42.0%	-0.13	0.0051	-0.139
39.00	41.15	47	413	41.2%	0.84	0.0059	-0.150	300	3.60	3.70	510	17.1K	41.4%	-0.16	0.0059	-0.156
35.10	37.05			40.9%	0.81	0.0067	-0.168	305	4.45	4.60	176		40.8%	-0.19	0.0068	-0.173
31.85	32.60	6	762	40.6%	0.77	0.0075	-0.185	310	5.55	5.70	795	11.8K	40.3%	-0.23	0.0076	-0.190
29.35	31.10			40.0%	0.75	0.0079	-0.193	312.5	6.15	6.35	203		40.1%	-0.25	0.0080	-0.198
28.10	29.00	5		40.2%	0.73	0.0083	-0.201	315	6.85	7.00	61		39.9%	-0.27	0.0084	-0.205
25.90	27.00			39.0%	0.71	0.0086	-0.208	317.5	7.60	7.85	90		39.9%	-0.29	0.0087	-0.212
24.80	25.15	26	980	39.5%	0.69	0.0090	-0.214	320	8.40	8.60	428	12.5K	39.6%	-0.31	0.0091	-0.219
23.20	23.50	51		39.3%	0.66	0.0093	-0.220	322.5	9.25	9.50	37		39.5%	-0.34	0.0094	-0.224
21.65	21.95	88		39.2%	0.64	0.0096	-0.225	325	10.15	10.40	142		39.3%	-0.36	0.0097	-0.229
20.05	20.35	155		38.9%	0.62	0.0098	-0.230	327.5	11.10	11.45	250		39.1%	-0.39	0.0099	-0.234
18.70	18.95	690	1,545	38.9%	0.59	0.0100	-0.233	330	12.20	12.45	599	11.5K	39.0%	-0.41	0.0102	-0.237
17.30	17.60	49		38.8%	0.57	0.0102	-0.235	332.5	13.30	13.50	58		38.8%	-0.44	0.0103	-0.239
16.00	16.25	338		38.6%	0.54	0.0103	-0.237	335	14.50	14.75	132		38.7%	-0.46	0.0104	-0.241
14.75	15.00	59		38.5%	0.51	0.0104	-0.238	337.5	15.80	16.10	173		38.8%	-0.49	0.0105	-0.241
13.60	13.80	773	6,401	38.4%	0.49	0.0104	-0.237	340	17.05	17.35	461	13.7K	38.5%	-0.52	0.0106	-0.241
12.45	12.65	71		38.3%	0.46	0.0104	-0.236	342.5	18.45	18.75	46		38.4%	-0.54	0.0106	-0.239
11.45	11.65	205		38.2%	0.44	0.0103	-0.234	345	19.90	20.20	75		38.3%	-0.57	0.0105	-0.237
10.45	10.70	76		38.1%	0.41	0.0102	-0.231	347.5	21.50	21.65	77		38.2%	-0.59	0.0104	-0.234
9.55	9.75	906	6,945	38.0%	0.39	0.0100	-0.227	350	23.05	23.35	100	12.3K	38.2%	-0.62	0.0103	-0.230
8.70	8.90	85		38.0%	0.36	0.0099	-0.222	352.5	24.60	25.00	56		38.0%	-0.64	0.0101	-0.226
7.95	8.15	97		38.0%	0.34	0.0096	-0.216	355	26.30	27.05	33		38.4%	-0.67	0.0099	-0.220
7.20	7.40	83		38.0%	0.32	0.0094	-0.210	357.5	28.20	28.50	31		38.0%	-0.69	0.0096	-0.214
6.55	6.75	870	7,217	38.0%	0.30	0.0091	-0.204	360	29.90	30.95	37	8,368	38.7%	-0.71	0.0094	-0.207
5.35	5.55	266		38.0%	0.26	0.0085	-0.190	365	33.10	34.75			37.6%	-0.75	0.0088	-0.193
4.35	4.50	3,298	7,086	37.9%	0.22	0.0078	-0.174	370	37.60	38.95	29	5,292	38.7%	-0.79	0.0081	-0.177
3.55	3.75	256		38.2%	0.19	0.0070	-0.158	375	41.85	44.00	1		40.6%	-0.83	0.0074	-0.161
2.92	3.05	988	10.6K	38.4%	0.16	0.0063	-0.142	380	45.95	47.35	21	4,409	38.2%	-0.86	0.0067	-0.145
2.36	2.48	446		38.5%	0.13	0.0056	-0.127	385	50.85	52.10	3		40.0%	-0.88	0.0060	-0.130
1.94	2.00	804	10.2K	38.8%	0.11	0.0049	-0.112	390	55.10	56.75	63	2,532	39.6%	-0.91	0.0054	-0.116
1.31	1.33	3,810	19.7K	39.4%	0.08	0.0038	-0.088	400	64.45	66.25	57	3,192	40.1%	-0.94	0.0042	-0.091
0.8600	0.9200	371	8,384	40.1%	0.06	0.0028	-0.069	410	74.15	76.65	1	1,063	44.8%	-0.97	0.0034	-0.072
0.6100	0.6500	9,075	16.9K	41.2%	0.04	0.0021	-0.055	420	83.50	86.60		1,012	45.0%	-0.98	0.0024	-0.054
0.4500	0.4900	118	4,621	42.5%	0.03	0.0016	-0.044	430	93.50	96.40		489	47.0%	-0.99	0.0014	-0.044
0.3500	0.3800	77	3,679	44.0%	0.02	0.0013	-0.037	440	103.50	106.55		71	51.9%	-1.00	0.0005	-0.041
0.2600	0.3100	147	2,641	45.4%	0.02	0.0010	-0.032	450	113.50	116.45		255	54.4%	-1.00	0.0001	-0.041
0.2400	0.2500	188	2,549	47.3%	0.02	0.0008	-0.028	460	123.50	126.55		265	58.7%	-1.00	0.0000	-0.041
0.2000	0.2300	39	9,738	49.2%	0.01	0.0007	-0.025	470	133.50	136.70		24	63.2%	-1.00	0.0000	-0.041
0.1700	0.2100	5	2,637	51.0%	0.01	0.0006	-0.023	480	143.50	146.40		2	63.5%	-1.00	0.0000	-0.041
0.1000	0.2000		1,841	52.0%	0.01	0.0005	-0.021	490	153.50	156.45		3	67.1%	-1.00	0.0000	-0.041
0.1500	0.1700	105	4,823	54.9%	0.01	0.0004	-0.019	500	163.65	166.50		10	72.1%	-1.00	0.0000	-0.041

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

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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AVGO option chain Broadcom Inc.

Volatility smile — Nov 20, 2026

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