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Broadcom Inc. Common Stock AVGO

i

Market datapartial · fetched 2026-11-03T21:11:37.480Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:10:42.771020773Z

FundamentalsAlpha Vantage · unavailable

Share price$332.10
1D+0.3%
AH$329$330$332$334$3365:30 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$0.00$0.27$0.54$0.81$1.08$-0.33$0.08$0.50$0.92$1.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAVGO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.72%
Daily close
AVGO29.0%56.2%83.4%2026-08-05: 51.62%2026-08-06: 48.96%2026-08-07: 44.74%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 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
51.62%
48.96%
44.74%
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%