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Broadcom Inc AVGO

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:03:38.534Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:26.910231439Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:03:37.468962+00:00

Share price$344.33
1D+1.3%
AH$334$337$340$343$3465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGO
Sold putSold callAH

Broadcom Inc options

Live interpolated AVGO call and put midpoint premiums by absolute delta.Broadcom Inc$0.75$2.95$5.15$7.35$9.55$333.55$338.96$344.37$349.78$355.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $344.33OPTION PRICELive AVGO spot · $344.33AVGO PRICE$1.00$1.32$1.67$2.04$2.47$2.92$3.42$3.97$4.56$5.32$6.08$7.16$8.58$0.99$1.32$1.66$2.07$2.48$2.98$3.50$4.10$4.79$5.54$6.45$7.53$8.92
PutsExpensive1.15×
CallsExpensive1.16×
SkewBullish-0.44 pp
Implied moveBalanced±$6.91
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ352.2550.4%2.6%337.1648.5%2.4%
25Δ350.6349.7%2.2%338.6248.1%2.0%
30Δ349.2149.1%1.9%339.9947.7%1.7%
35Δ347.9048.6%1.6%341.1547.6%1.5%
40Δ346.7248.3%1.4%342.3047.5%1.3%
45Δ345.5948.1%1.2%343.3947.5%1.1%
50Δ344.4847.9%1.0%344.4747.6%1.0%
55Δ343.3947.7%0.9%345.5847.7%0.8%
60Δ342.3047.6%0.7%346.7048.1%0.7%
65Δ341.1347.8%0.6%347.8848.4%0.6%
70Δ339.9548.1%0.5%349.1648.7%0.5%
75Δ338.5548.7%0.4%350.5849.3%0.4%
80Δ336.8250.7%0.3%352.2850.6%0.3%

20Δ

Calls
Pseudo strike
352.25
IV
50.4%
B/E move
2.6%
Puts
Pseudo strike
337.16
IV
48.5%
B/E move
2.4%

25Δ

Calls
Pseudo strike
350.63
IV
49.7%
B/E move
2.2%
Puts
Pseudo strike
338.62
IV
48.1%
B/E move
2.0%

30Δ

Calls
Pseudo strike
349.21
IV
49.1%
B/E move
1.9%
Puts
Pseudo strike
339.99
IV
47.7%
B/E move
1.7%

35Δ

Calls
Pseudo strike
347.90
IV
48.6%
B/E move
1.6%
Puts
Pseudo strike
341.15
IV
47.6%
B/E move
1.5%

40Δ

Calls
Pseudo strike
346.72
IV
48.3%
B/E move
1.4%
Puts
Pseudo strike
342.30
IV
47.5%
B/E move
1.3%

45Δ

Calls
Pseudo strike
345.59
IV
48.1%
B/E move
1.2%
Puts
Pseudo strike
343.39
IV
47.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
344.48
IV
47.9%
B/E move
1.0%
Puts
Pseudo strike
344.47
IV
47.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
343.39
IV
47.7%
B/E move
0.9%
Puts
Pseudo strike
345.58
IV
47.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
342.30
IV
47.6%
B/E move
0.7%
Puts
Pseudo strike
346.70
IV
48.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
341.13
IV
47.8%
B/E move
0.6%
Puts
Pseudo strike
347.88
IV
48.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
339.95
IV
48.1%
B/E move
0.5%
Puts
Pseudo strike
349.16
IV
48.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
338.55
IV
48.7%
B/E move
0.4%
Puts
Pseudo strike
350.58
IV
49.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
336.82
IV
50.7%
B/E move
0.3%
Puts
Pseudo strike
352.28
IV
50.6%
B/E move
0.3%