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Broadcom Inc. (AVGO)

Overview · Option chain · Volatility · Expected-move history · Earnings

Price (delayed) 334.59 +1.78%
Expected moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. · Nov 20 ±9.0%
Expected range 305.10–365.60
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.38.2%
IV percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history). 49/universe
P/C volumePut volume (or open interest) divided by call volume (or open interest). A descriptive activity measure — it does not by itself say what traders expect.0.60
P/C open interest1.03
Next earnings Dec 09

Cboe delayed options data · as of 21:52 UTC · Figures derived from the full chain (3,060 contracts, 24 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)

Expected move · Nov 20, 2026 (32 days)

Methodology →

Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.

305.1365.6335.4 current

Options are pricing a move of about ±9.0% (range 305.10–365.60) by Nov 20, 2026. ATM straddle: 30.25 @ strike 335 · ATM IV: 38.1%.

Probability distribution

Model & assumptions →

The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.

335.4305.1365.6
expected-move bandmodel density
Levelvs priceP(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction.P(below)
301.82 -10% 81.0% 19.0%
318.58 -5% 65.5% 34.5%
335.35 +0% 47.7% 52.3%
352.12 +5% 31.3% 68.7%
368.89 +10% 18.4% 81.6%

Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.

Probability explorer

Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.

P(finish above)—
P(finish below)—
P(touch, approx.)—

Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions

ExpiresDTEDays to expiration, in calendar days.Implied moveATM IVOpen int.
Oct 19, 2026 0 ±0.3% 44.8% 34.9K
Oct 21, 2026 2 ±2.5% 42.1% 23.5K
Oct 23, 2026 4 ±3.5% 42.2% 87.7K
Oct 26, 2026 7 ±4.2% 37.7% 3,485
Oct 28, 2026 9 ±4.9% 39.2% 2,262
Oct 30, 2026 11 ±5.5% 39.6% 75.3K
Nov 02, 2026 14 ±6.3% 40.0% 0
Nov 06, 2026 18 ±7.1% 39.7% 42.1K
Nov 13, 2026 25 ±8.0% 38.5% 24.6K
Nov 20, 2026 32 ±9.0% 38.1% 299.8K
Nov 27, 2026 39 ±9.7% 37.6% 9,458
Dec 18, 2026 60 ±13.7% 41.9% 303.7K

Open interest by strike · Nov 20

Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.

260.0280.0300.0320.0340.0360.0380.0400.0335.4
callsputs

Largest open-interest concentrations (all expirations ≤ 60 days): 400 C · 39.1K300 P · 34.8K420 C · 33.0K340 P · 32.6K320 P · 31.2K

IV term structure

Volatility page →

At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.

35%39%43%47%0d32d179d

When does open interest expire?

9%This week86%Later

Implied vs realized volatility

30.6%37.7%44.9%52.0%Aug 31Oct 19
IV30HV20

HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method

Price, last 60 sessions

320.8359.1397.4435.7Jul 27Oct 19

Daily closes; Financial Modeling Prep.

Track record

Full history →

Of 220 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 73.2% of the time.

Past earnings reactions

Dec 24+22.7%Mar 25+1.8%Jun 25-5.4%Sep 25+10.7%Dec 25-12.8%Mar 26+6.0%Jun 26-13.0%Sep 26-3.4%
implied (when recorded)actual reaction

Avg |reaction| 6.8% · median 5.4% (21 reports). Two-session close-to-close window; definition

About Broadcom Inc.

Broadcom Inc. is a prominent global technology enterprise focused on the innovation, development, and supply of advanced semiconductor solutions and critical infrastructure software. The company's headquarters are situated in San Jose, California, and it maintains a significant team of 19,000 full-time staff. Its operations are segmented into four primary divisions: Wired Infrastructure, Wireless Communications, Enterprise Storage, and Industrial & Other. Broadcom’s diverse product range is integrated into numerous end-user technologies, including enterprise and data center networking, residential internet solutions, digital television receivers, telecommunications apparatus, mobile phones, data center servers and storage architectures, industrial automation, alternative and power generation systems, and electronic display technologies. The company's product offerings extend from fundamental discrete components to intricate sub-systems incorporating various device categories. This also encompasses specialized firmware designed to facilitate interaction between analog and digital systems, alongside mechanical hardware engineered to connect with optoelectronic or capacitive sensing t

Technology · Semiconductors · NASDAQ · Profile: Financial Modeling Prep

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