Broadcom Inc. · All strikes, calls, puts, Greeks, IV, open interest. Updated every 30 seconds during market hours.
| Bid | Ask | Last | Vol | OI | IV% | Δ | Strike | Bid | Ask | Last | Vol | OI | IV% | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 71.61 | 75.28 | 69.62 | 13 | — | — | — | 310.00 | 0.00 | 0.03 | 0.01 | 1 | 15 | — | — |
| 66.34 | 68.76 | 64.45 | 4 | — | — | — | 315.00 | 0.00 | 0.03 | 0.03 | 5 | 27 | — | — |
| 62.28 | 64.50 | 60.27 | 4 | — | — | — | 320.00 | 0.00 | 0.26 | 0.05 | 7 | 30 | — | — |
| 59.33 | 62.09 | 57.88 | 5 | — | — | — | 322.50 | 0.00 | 0.22 | 0.09 | 6 | 6 | — | — |
| 55.66 | 58.97 | 55.32 | 4 | — | — | — | 325.00 | 0.00 | 0.08 | 0.03 | 4 | 100 | — | — |
| 54.95 | 56.42 | 55.07 | 5 | 1 | — | — | 327.50 | 0.00 | 0.04 | 0.03 | 7 | 5 | — | — |
| 52.15 | 54.32 | 50.89 | 3 | 3 | — | — | 330.00 | 0.00 | 0.03 | 0.01 | 7 | 19 | — | — |
| 49.10 | 51.85 | 47.14 | 12 | — | — | — | 332.50 | 0.00 | 0.03 | 0.01 | 12 | 6 | — | — |
| 46.64 | 49.58 | 44.56 | 6 | 1 | — | — | 335.00 | 0.00 | 0.03 | 0.01 | 3 | 16 | — | — |
| 43.18 | 47.47 | 42.16 | 9 | — | — | — | 337.50 | 0.00 | 0.03 | 0.01 | 334 | 24 | — | — |
| 42.48 | 43.67 | 41.96 | 4 | 2 | — | — | 340.00 | 0.00 | 0.01 | 0.01 | 48 | 172 | — | — |
| 38.59 | 42.74 | 37.77 | 29 | 3 | — | — | 342.50 | 0.00 | 0.01 | 0.06 | 33 | 705 | — | — |
| 36.14 | 38.64 | — | — | — | — | — | 345.00 | 0.00 | 0.01 | 0.05 | 149 | 239 | — | — |
| 33.49 | 36.61 | 34.83 | 1 | 1 | — | — | 347.50 | 0.00 | 0.03 | 0.01 | 8 | 535 | — | — |
| 31.39 | 33.77 | 29.51 | 9 | 1 | — | — | 350.00 | 0.00 | 0.03 | 0.01 | 681 | 1.6K | — | — |
| 29.44 | 31.45 | 27.73 | 7 | — | — | — | 352.50 | 0.00 | 0.01 | 0.01 | 114 | 20 | — | — |
| 26.47 | 29.26 | 28.03 | 17 | 1 | — | — | 355.00 | 0.00 | 0.07 | 0.01 | 82 | 790 | — | — |
| 23.66 | 26.48 | 34.85 | 5 | 3 | — | — | 357.50 | 0.00 | 0.22 | 0.04 | 40 | 36 | — | — |
| 21.63 | 23.73 | 19.48 | 10 | 35 | — | — | 360.00 | 0.00 | 0.03 | 0.02 | 719 | 306 | — | — |
| 19.65 | 21.34 | 20.53 | 17 | 4 | — | — | 362.50 | 0.00 | 0.26 | 0.02 | 513 | 36 | — | — |
| 16.98 | 18.67 | 17.50 | 4 | 1 | — | — | 365.00 | 0.00 | 0.01 | 0.01 | 1383 | 115 | — | — |
| 14.43 | 17.31 | 15.61 | 1 | 3 | — | — | 367.50 | 0.00 | 0.19 | 0.01 | 1020 | 208 | — | — |
| 11.45 | 13.80 | 12.28 | 19 | 8 | — | — | 370.00 | 0.00 | 0.03 | 0.01 | 3060 | 312 | — | — |
| 8.86 | 11.45 | 11.24 | 36 | 35 | — | — | 372.50 | 0.00 | 0.01 | 0.01 | 2181 | 140 | — | — |
| 6.62 | 8.83 | 8.40 | 468 | 43 | — | — | 375.00 | 0.00 | 0.06 | 0.01 | 3717 | 422 | — | — |
| 3.98 | 6.37 | 6.22 | 862 | 69 | — | — | 377.50 | 0.00 | 0.01 | 0.01 | 4479 | 135 | — | — |
| 2.27 | 3.85 | 3.36 | 3804 | 96 | — | — | 380.00 | 0.01 | 0.03 | 0.03 | 6296 | 367 | — | — |
| 0.77 | 1.36 | 1.03 | 7001 | 136 | — | — | 382.50 | 0.23 | 0.40 | 0.32 | 1709 | 212 | — | — |
| 0.10 | 0.14 | 0.11 | 6266 | 185 | — | — | 385.00 | 1.23 | 2.77 | 2.00 | 1030 | 168 | — | — |
| 0.00 | 0.03 | 0.01 | 3721 | 109 | — | — | 387.50 | 3.67 | 5.92 | 4.45 | 194 | 49 | — | — |
| 0.00 | 0.01 | 0.01 | 6559 | 790 | — | — | 390.00 | 5.43 | 8.20 | 7.29 | 174 | 335 | — | — |
| 0.00 | 0.03 | 0.02 | 2096 | 83 | — | — | 392.50 | 8.62 | 10.90 | 10.40 | 22 | 796 | — | — |
| 0.00 | 0.03 | 0.03 | 2370 | 1.4K | — | — | 395.00 | 11.22 | 13.48 | 11.37 | 45 | 317 | — | — |
| 0.00 | 0.01 | 0.01 | 660 | 296 | — | — | 397.50 | 13.35 | 15.87 | 16.09 | 24 | 142 | — | — |
| 0.00 | 0.01 | 0.01 | 1646 | 994 | — | — | 400.00 | 16.08 | 18.02 | 16.52 | 29 | 30 | — | — |
| 0.00 | 0.03 | 0.04 | 462 | 464 | — | — | 402.50 | 18.52 | 21.31 | 21.77 | 2 | 1 | — | — |
| 0.00 | 0.13 | 0.01 | 407 | 258 | — | — | 405.00 | 20.74 | 23.23 | 21.57 | 8 | 14 | — | — |
| 0.00 | 0.01 | 0.01 | 76 | 136 | — | — | 407.50 | 23.88 | 26.22 | 24.20 | 3 | 92 | — | — |
| 0.00 | 0.03 | 0.01 | 171 | 699 | — | — | 410.00 | 26.59 | 28.16 | 26.11 | 5 | 127 | — | — |
| 0.00 | 0.01 | 0.01 | 68 | 291 | — | — | 412.50 | 27.83 | 31.46 | 32.59 | 14 | 18 | — | — |
| 0.00 | 0.06 | 0.06 | 17 | 311 | — | — | 415.00 | 30.20 | 33.80 | 35.04 | 2 | 5 | — | — |
| 0.00 | 0.03 | 0.01 | 222 | 40 | — | — | 417.50 | 33.48 | 35.77 | 37.46 | 3 | — | — | — |
| 0.00 | 0.01 | 0.01 | 30 | 1.3K | — | — | 420.00 | 35.73 | 37.23 | 40.18 | 5 | 7 | — | — |
| 0.00 | 0.01 | 0.01 | 43 | 54 | — | — | 422.50 | 38.76 | 40.85 | 42.60 | 5 | — | — | — |
| 0.00 | 0.20 | 0.02 | 7 | 222 | — | — | 425.00 | 40.66 | 43.20 | 41.80 | 26 | 1 | — | — |
| 0.00 | 0.26 | 0.12 | 3 | 32 | — | — | 427.50 | 43.94 | 45.65 | 48.06 | 23 | — | — | — |
| 0.00 | 0.01 | 0.01 | 1 | 2.0K | — | — | 430.00 | 46.33 | 47.86 | 46.78 | 18 | — | — | — |
| 0.00 | 0.03 | 0.01 | 192 | 588 | — | — | 432.50 | 48.47 | 51.81 | 52.77 | 4 | — | — | — |
| 0.00 | 0.03 | 0.01 | 6 | 695 | — | — | 435.00 | 50.06 | 52.77 | 54.98 | 4 | — | — | — |
| 0.00 | 0.09 | 0.01 | 5 | 8 | — | — | 437.50 | 53.71 | 55.44 | — | — | — | — | — |
| 0.00 | 0.03 | 0.01 | 1 | 1.6K | — | — | 440.00 | 55.52 | 58.28 | 58.65 | 7 | — | — | — |
| 0.00 | 0.26 | 0.10 | 1 | 5 | — | — | 442.50 | 57.92 | 62.18 | — | — | — | — | — |
| 0.00 | 0.26 | 0.10 | 1 | 23 | — | — | 445.00 | 59.99 | 63.23 | — | — | — | — | — |
| 0.00 | 0.22 | 0.04 | 1 | 14 | — | — | 447.50 | 63.88 | 65.44 | 55.72 | 1 | — | — | — |
| 0.00 | 0.03 | 0.03 | 1 | 132 | — | — | 450.00 | 65.96 | 67.36 | 59.48 | 1 | — | — | — |
| 0.00 | 0.22 | 0.12 | 2 | 8 | — | — | 452.50 | 67.96 | 70.73 | — | — | — | — | — |
| 0.00 | 0.01 | 0.23 | 1 | 57 | — | — | 455.00 | 70.59 | 72.42 | — | — | — | — | — |
| 0.00 | 0.26 | 0.10 | 2 | 8 | — | — | 460.00 | 74.67 | 77.26 | — | — | — | — | — |
About Broadcom Inc. Options
Broadcom designs semiconductor and infrastructure software solutions, with growing exposure to AI networking silicon and enterprise software via VMware.
AVGO options are liquid and often traded around earnings and AI-related guidance. Lower IV than pure-play AI names, good for conservative tech exposure.
How to Read the AVGO Option Chain
Each row above is one strike price. Calls (right to buy AVGO) sit on the left; puts (right to sell) sit on the right. For both sides you see the bid, ask, last traded price, volume, implied volatility (IV%) and delta (Δ). The highlighted row is the at-the-money strike — the one closest to the current AVGO price of $383.35.
Bid/ask is what buyers are willing to pay and what sellers want; the midpoint is a fair estimate of the option's value. Last is the most recent trade. IV% is the market's implied forecast of AVGO's future price movement — higher IV means pricier premiums. Delta roughly equals how much the option price moves per $1 change in AVGO.
AVGO Option Chain FAQ
What is the AVGO option chain?
The AVGO option chain is the complete list of call and put options available on Broadcom Inc. for every strike price and expiration date. Each row shows the bid/ask, last trade, volume, open interest, implied volatility, and Greeks (delta, gamma, theta, vega) for one contract.
How often is this AVGO option chain updated?
Quotes, Greeks, and implied volatility refresh every 30 seconds during market hours — 9:30am to 4:00pm ET, Monday to Friday. Outside market hours the page refreshes more slowly. The timestamp in the header shows exactly when the data was last updated.
Where does AVGO options data come from?
Options data is sourced from an OPRA-backed market feed. Implied volatility and Greeks are computed using Black-Scholes-Merton pricing with a continuous dividend yield for Broadcom Inc..
How do I read an option chain?
Each row is a strike price. Call options (right to buy) are on the left, put options (right to sell) are on the right. For each side you see the bid (what buyers will pay), ask (what sellers want), last (last traded price), and Greeks. The ATM strike is highlighted — it is closest to the current AVGO price.
What are the Greeks in the AVGO option chain?
Delta measures how much the option price changes per $1 move in AVGO. Gamma is the rate of change of delta. Theta is daily time decay (negative for long options). Vega is sensitivity to implied-volatility changes. These appear per strike in the table above.
Why trade AVGO options?
AVGO options are liquid and often traded around earnings and AI-related guidance. Lower IV than pure-play AI names, good for conservative tech exposure.