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Broadcom Inc. Common Stock AVGO

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Market dataready · fetched 2026-11-07T02:04:53.054Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:43.950883542Z

FundamentalsSEC EDGAR · ready · as of 2026-08-02 · fetched 2026-11-07T02:04:52.703974+00:00

Share price$295.27
1D-4.1%
AH$289$295$301$307$3135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGO
Sold putSold callAH

Broadcom Inc. Common Stock options

Live interpolated AVGO call and put midpoint premiums by absolute delta.Broadcom Inc. Common Stock$1.62$10.28$18.94$27.60$36.26$256.84$279.12$301.40$323.68$345.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGO spot · $295.27AVGO PRICE$2.56$3.45$4.43$5.46$6.63$7.92$9.31$10.87$12.50$15.09$16.45$18.76$21.23$3.58$4.71$5.97$7.55$8.83$10.74$12.32$14.58$16.89$20.84$24.69$28.37$33.77
PutsExpensive1.08×
CallsCheap0.93×
SkewBearish+14.39 pp
Implied moveBearish±$21.63
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ317.2858.2%8.3%272.3374.6%9.0%
25Δ313.2058.6%7.2%277.3473.4%7.7%
30Δ309.5559.3%6.3%281.7372.6%6.6%
35Δ306.0259.2%5.5%285.5374.0%5.9%
40Δ302.7659.5%4.8%289.5871.5%4.9%
45Δ299.6159.9%4.2%293.2472.8%4.3%
50Δ296.5160.0%3.6%296.9270.9%3.6%
55Δ293.4260.2%3.1%300.7071.7%3.1%
60Δ290.3360.0%2.6%304.4871.6%2.6%
65Δ286.8263.2%2.2%309.4275.9%2.3%
70Δ283.9059.8%1.7%314.4777.7%1.9%
75Δ280.5059.3%1.3%319.4177.2%1.4%
80Δ277.0158.1%1.0%325.8678.8%1.1%

20Δ

Calls
Pseudo strike
317.28
IV
58.2%
B/E move
8.3%
Puts
Pseudo strike
272.33
IV
74.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
313.20
IV
58.6%
B/E move
7.2%
Puts
Pseudo strike
277.34
IV
73.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
309.55
IV
59.3%
B/E move
6.3%
Puts
Pseudo strike
281.73
IV
72.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
306.02
IV
59.2%
B/E move
5.5%
Puts
Pseudo strike
285.53
IV
74.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
302.76
IV
59.5%
B/E move
4.8%
Puts
Pseudo strike
289.58
IV
71.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
299.61
IV
59.9%
B/E move
4.2%
Puts
Pseudo strike
293.24
IV
72.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
296.51
IV
60.0%
B/E move
3.6%
Puts
Pseudo strike
296.92
IV
70.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
293.42
IV
60.2%
B/E move
3.1%
Puts
Pseudo strike
300.70
IV
71.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
290.33
IV
60.0%
B/E move
2.6%
Puts
Pseudo strike
304.48
IV
71.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
286.82
IV
63.2%
B/E move
2.2%
Puts
Pseudo strike
309.42
IV
75.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
283.90
IV
59.8%
B/E move
1.7%
Puts
Pseudo strike
314.47
IV
77.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
280.50
IV
59.3%
B/E move
1.3%
Puts
Pseudo strike
319.41
IV
77.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
277.01
IV
58.1%
B/E move
1.0%
Puts
Pseudo strike
325.86
IV
78.8%
B/E move
1.1%

Options history

IV · four-Friday blend44.72%
Daily close
AVGO29.0%56.2%83.4%2026-08-10: 47.25%2026-08-11: 45.26%2026-08-12: 44.70%2026-08-13: 45.05%2026-08-14: 44.84%2026-08-17: 48.49%2026-08-18: 48.48%2026-08-19: 48.79%2026-08-20: 49.04%2026-08-21: 51.84%2026-08-24: 54.56%2026-08-25: 56.63%2026-08-26: 59.32%2026-08-27: 60.67%2026-08-28: 58.35%2026-08-31: 68.51%2026-09-01: 74.93%2026-09-02: 79.64%2026-09-03: 41.39%2026-09-04: 35.55%2026-09-08: 40.76%2026-09-09: 38.87%2026-09-10: 38.36%2026-09-11: 33.66%2026-09-14: 37.04%2026-09-15: 36.74%2026-09-16: 36.60%2026-09-17: 33.03%2026-09-18: 33.70%2026-09-21: 37.65%2026-09-22: 36.57%2026-09-23: 34.71%2026-09-24: 33.57%2026-09-25: 32.78%2026-09-28: 35.71%2026-09-29: 36.70%2026-09-30: 37.42%2026-10-01: 35.45%2026-10-02: 33.71%2026-10-05: 35.82%2026-10-06: 37.26%2026-10-07: 38.09%2026-10-08: 39.22%2026-10-09: 34.81%2026-10-12: 36.33%2026-10-13: 40.95%2026-10-14: 42.56%2026-10-15: 41.38%2026-10-16: 39.17%2026-10-19: 40.20%2026-10-20: 41.77%2026-10-21: 43.37%2026-10-22: 46.74%2026-10-23: 42.01%2026-10-26: 44.47%2026-10-27: 44.79%2026-10-28: 46.59%2026-10-29: 44.33%2026-10-30: 44.72%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
47.25%
45.26%
44.70%
45.05%
44.84%
48.49%
48.48%
48.79%
49.04%
51.84%
54.56%
56.63%
59.32%
60.67%
58.35%
68.51%
74.93%
79.64%
41.39%
35.55%
40.76%
38.87%
38.36%
33.66%
37.04%
36.74%
36.60%
33.03%
33.70%
37.65%
36.57%
34.71%
33.57%
32.78%
35.71%
36.70%
37.42%
35.45%
33.71%
35.82%
37.26%
38.09%
39.22%
34.81%
36.33%
40.95%
42.56%
41.38%
39.17%
40.20%
41.77%
43.37%
46.74%
42.01%
44.47%
44.79%
46.59%
44.33%
44.72%