AVGO Volatility Skew

The at-the-money implied volatility for Broadcom Inc (AVGO) options expiring Sep 17, 2027 (308 DTE) is 48.9%.

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Implied Volatility Stats

Showing results for 2027-09-17(m), calls & puts

Expiration Date Avg IV
2027-09-17(m) calls 48.71%
2027-09-17(m) puts 48.90%

AVGO Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is AVGO's one-year implied volatility range?

Over the past year, Broadcom 30-day implied volatility ranged from 23.2% on Oct 29, 2026 to 66.1% on Feb 5, 2026.

How has AVGO implied volatility changed recently?

Broadcom 30-day implied volatility went from 39.1% on Oct 16, 2026 to 59.4% on Nov 13, 2026. See the AVGO implied volatility history for a longer view.

What is Broadcom Inc?

Broadcom is one of the largest semiconductor companies in the world and has also expanded into infrastructure software.

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