Simplify Analytics
AVGO

AVGO

$357.61 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
34.6%
IV percentile
0.8%
own all (<3y) · n=241
IV rank
1.6%
own all (<1y) · n=241
range
34.1% – 66.3%
own all (<1y) · n=241
low 34.1%241 sessions, all (<1y) · today 34.6%high 66.3%

Term structure · constant maturity

11 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 12-10 time?Earnings 2026-12-10, time unknown - date stated by the vendor's estimate First session it can move: 2026-12-10, 83 calendar days from the 2026-09-18 curve - every tenor of 83d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d53.9%23.4%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-12-10 time unknown, stated by the vendor's estimate, first moves the 2026-12-10 session (83d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-21, not on the page's date.

90-day IV
40.6%
own all (<3y) 2.1% · n=241
slope, 30d − 90d
-6.0 pts
own all (<3y) 5.8% · n=241
variance risk premium, 30d
+16.8 pts
own all (<3y) 90.0% · n=236

Skew · risk reversal

25-delta
-1.9 pts
own all (<3y) 55.7% · n=35
10-delta
-5.0 pts
own all (<3y) 18.6% · n=35

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17

1d2026-09-18 · short
2026-09-18: 3 put and 4 call strikes within ±2.3%, IV 32% to 37%43%30%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 9 put and 9 call strikes within ±6.5%, IV 31% to 36%43%30%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 12 put and 13 call strikes within ±8.8%, IV 32% to 37%43%30%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 7 put and 7 call strikes within ±11%, IV 33% to 36%43%30%−11%book spot+11%
29d2026-10-16
2026-10-16: 4 put and 4 call strikes within ±12%, IV 34% to 37%43%30%−12%book spot+12%
64d2026-11-20
2026-11-20: 6 put and 7 call strikes within ±18%, IV 36% to 39%43%30%−18%book spot+18%
92d2026-12-18
2026-12-18: 8 put and 8 call strikes within ±22%, IV 40% to 43%43%30%−22%book spot+22%
120d2027-01-15
2027-01-15: 8 put and 9 call strikes within ±25%, IV 40% to 41%43%30%−25%book spot+25%
IV against strike, out-of-the-money side. Each window widens with √DTE, to ±25% at the longest expiry, so every panel shows a comparable slice of its smile; all share one IV scale (30%–43%), set by the expiries past 7 DTE.

Expiry window · 0–120 DTE

Next earnings: 2026-12-10 time unknown, stated by the vendor's estimate, first moves the 2026-12-10 session, no expected move served. As the vendor's calendar stood on 2026-09-21, not on the page's date.

expiryDTE28-DTE exitthesisearnings 12-10 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-09-18 Fri02026-08-21insideclear · 83d34.2% c 347.5—
2026-09-21 Monweekly32026-08-24insideclear · 80d24.8% c 347.5—
2026-09-23 Wedweekly52026-08-26insideclear · 78d28.5% c 347.5—
2026-09-25 Friweekly72026-08-28insideclear · 76d30.6% c 347.5—
2026-09-28 Monweekly102026-08-31insideclear · 73d30.0% c 347.5—
2026-09-30 Wedweekly122026-09-02insideclear · 71d32.4% c 347.5—
2026-10-02 Friweekly142026-09-04insideclear · 69d32.3% c 347.5—
2026-10-09 Friweekly212026-09-11insideclear · 62d34.5% p 345—
2026-10-16 Fri282026-09-180dclear · 55d33.7% c 350—
2026-10-23 Friweekly352026-09-257dclear · 48d35.1% p 345—
2026-10-30 Friweekly422026-10-0214dclear · 41d35.5% p 345—
2026-11-20 Fri632026-10-2335dclear · 20d36.4% c 350—
2026-12-18 Fri912026-11-2063dspans · +8d
exit 20d before
40.3% c 350none served
2027-01-15 Fri1192026-12-1891d
exit by 12-09 · 82d
spans · +36d
exit 8d after
39.9% c 350none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-17: 1 session behind 2026-09-18: no AVGO chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
-$71.2m per 1%
own all (<3y) 24.2% · n=64
gamma flip
$350.03
flip within ±25% of book spot
flip distance
+0.26 ATR
own all (<3y) 68.5% · n=62
0DTE share of volume
not listed daily

book spot $347.30 (unadjusted close, 2026-09-17) · call wall $350.00 (+0.78% from book spot) · put wall $350.00 (+0.78% from book spot) · max pain $370.00 (+6.54% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $347.30 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. AVGO headlines $357.61, its newest unadjusted close, on 2026-09-18; the book was taken at $347.30 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-10-16 expiry: 28 calendar days from 2026-09-18 (29 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 380 (Δ 0.20), put 320 (Δ -0.19).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move430420410400390380370360350340330320310300290280270put strike nearest 0.20 delta: 320call strike nearest 0.20 delta: 38019k019k4.2k4.2k25%10%10%25%-$10.1m+$10.1mmax pain 370γ flip 350.03call wall 350put wall 350book spot 347.3strike 430 calls: OI 6,023 (+119) · vol 528 (at ask 175, at bid 208, multi-leg 153) · NBBO 0.59 × 0.65, spread 9.7% of mid · Δ 0.04 puts: OI 397 (-1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 81.30 × 85.10, spread 4.6% of mid · Δ -0.99 net GEX +$1.5m per 1% (calls +$1.5m, puts -$29k)strike 420 calls: OI 3,436 (-32) · vol 435 (at ask 195, at bid 214, multi-leg 45) · NBBO 0.77 × 0.86, spread 11.0% of mid · Δ 0.05 puts: OI 1,362 (+6) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 71.60 × 74.25, spread 3.6% of mid · Δ -0.97 net GEX +$821k per 1% (calls +$1.1m, puts -$307k)strike 410 calls: OI 19,160 (-63) · vol 955 (at ask 245, at bid 614, multi-leg 157) · NBBO 1.10 × 1.15, spread 4.4% of mid · Δ 0.07 puts: OI 3,100 (+2) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 61.45 × 64.50, spread 4.8% of mid · Δ -0.95 net GEX +$7.1m per 1% (calls +$8.3m, puts -$1.1m)strike 400 calls: OI 11,801 (+26) · vol 3,513 (at ask 1,666, at bid 1,505, sweep 1, multi-leg 265) · NBBO 1.61 × 1.68, spread 4.3% of mid · Δ 0.10 puts: OI 3,180 (+4) · vol 18 (at ask 9, at bid 9, multi-leg 10) · NBBO 52.85 × 54.90, spread 3.8% of mid · Δ -0.92 net GEX +$5.1m per 1% (calls +$6.8m, puts -$1.7m)strike 390 calls: OI 4,062 (-38) · vol 2,293 (at ask 1,711, at bid 425, sweep 3, multi-leg 159) · NBBO 2.23 × 2.47, spread 10.2% of mid · Δ 0.14 puts: OI 2,454 (-18) · vol 50 (at ask 21, at bid 28, sweep 2, multi-leg 6) · NBBO 42.95 × 45.60, spread 6.0% of mid · Δ -0.88 net GEX +$1.3m per 1% (calls +$3.1m, puts -$1.8m)strike 380 calls: OI 7,559 (+336) · vol 4,226 (at ask 2,428, at bid 1,347, sweep 43, multi-leg 347) · NBBO 3.60 × 3.85, spread 6.7% of mid · Δ 0.20 puts: OI 6,674 (+7) · vol 46 (at ask 19, at bid 22, multi-leg 22) · NBBO 34.20 × 36.75, spread 7.2% of mid · Δ -0.82 net GEX +$790k per 1% (calls +$7.3m, puts -$6.5m)strike 370 calls: OI 9,429 (+278) · vol 2,303 (at ask 1,101, at bid 1,061, sweep 464, multi-leg 483) · NBBO 5.55 × 5.70, spread 2.7% of mid · Δ 0.28 puts: OI 4,833 (-10) · vol 146 (at ask 76, at bid 66, multi-leg 57) · NBBO 27.20 × 28.55, spread 4.8% of mid · Δ -0.73 net GEX +$5.3m per 1% (calls +$11.1m, puts -$5.8m)strike 360 calls: OI 5,798 (+283) · vol 1,777 (at ask 786, at bid 798, sweep 25, multi-leg 175) · NBBO 8.40 × 8.65, spread 2.9% of mid · Δ 0.38 puts: OI 3,429 (-2) · vol 170 (at ask 102, at bid 52, multi-leg 98) · NBBO 20.20 × 20.65, spread 2.2% of mid · Δ -0.63 net GEX +$3.0m per 1% (calls +$7.8m, puts -$4.8m)strike 350 calls: OI 3,953 (+251) · vol 2,688 (at ask 1,086, at bid 1,454, sweep 42, multi-leg 107) · NBBO 12.35 × 12.70, spread 2.8% of mid · Δ 0.49 puts: OI 8,433 (+67) · vol 304 (at ask 177, at bid 111, sweep 36, multi-leg 119) · NBBO 14.20 × 14.60, spread 2.8% of mid · Δ -0.51 net GEX -$6.9m per 1% (calls +$5.5m, puts -$12.4m)strike 340 calls: OI 1,484 (+102) · vol 969 (at ask 371, at bid 433, sweep 23, multi-leg 90) · NBBO 17.50 × 18.00, spread 2.8% of mid · Δ 0.61 puts: OI 8,618 (+392) · vol 914 (at ask 529, at bid 370, sweep 200, multi-leg 169) · NBBO 9.45 × 9.80, spread 3.6% of mid · Δ -0.39 net GEX -$10.1m per 1% (calls +$2.0m, puts -$12.1m)strike 330 calls: OI 1,104 (+27) · vol 498 (at ask 222, at bid 196, sweep 3, multi-leg 19) · NBBO 23.40 × 25.25, spread 7.6% of mid · Δ 0.71 puts: OI 8,214 (+57) · vol 1,833 (at ask 1,059, at bid 625, sweep 88, multi-leg 367) · NBBO 6.05 × 6.30, spread 4.0% of mid · Δ -0.28 net GEX -$8.7m per 1% (calls +$1.3m, puts -$9.9m)strike 320 calls: OI 250 (+51) · vol 111 (at ask 32, at bid 79, sweep 2, multi-leg 6) · NBBO 30.75 × 33.40, spread 8.3% of mid · Δ 0.79 puts: OI 9,980 (-7) · vol 1,218 (at ask 563, at bid 479, sweep 1, multi-leg 305) · NBBO 3.60 × 3.85, spread 6.7% of mid · Δ -0.19 net GEX -$9.3m per 1% (calls +$229k, puts -$9.5m)strike 310 calls: OI 310 (+0) · vol 13 (at ask 8, at bid 4, sweep 1, multi-leg 3) · NBBO 39.70 × 41.85, spread 5.3% of mid · Δ 0.85 puts: OI 6,468 (+30) · vol 543 (at ask 331, at bid 172, sweep 2, multi-leg 198) · NBBO 2.11 × 2.20, spread 4.2% of mid · Δ -0.12 net GEX -$4.2m per 1% (calls +$215k, puts -$4.4m)strike 300 calls: OI 396 (+6) · vol 40 (at ask 29, at bid 11, multi-leg 1) · NBBO 48.25 × 50.95, spread 5.4% of mid · Δ 0.90 puts: OI 9,336 (+207) · vol 506 (at ask 152, at bid 270, multi-leg 288) · NBBO 1.22 × 1.29, spread 5.6% of mid · Δ -0.07 net GEX -$4.1m per 1% (calls +$202k, puts -$4.3m)strike 290 calls: OI 112 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 57.65 × 60.00, spread 4.0% of mid · Δ 0.93 puts: OI 3,116 (+88) · vol 320 (at ask 135, at bid 128, multi-leg 284) · NBBO 0.73 × 0.79, spread 7.9% of mid · Δ -0.05 net GEX -$892k per 1% (calls +$41k, puts -$933k)strike 280 calls: OI 56 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.40 × 70.25, spread 4.1% of mid · Δ 0.95 puts: OI 4,553 (+62) · vol 122 (at ask 7, at bid 110, multi-leg 15) · NBBO 0.43 × 0.48, spread 11.0% of mid · Δ -0.03 net GEX -$858k per 1% (calls +$15k, puts -$873k)strike 270 calls: OI 72 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 76.90 × 80.05, spread 4.0% of mid · Δ 0.96 puts: OI 2,643 (+0) · vol 215 (at ask 3, at bid 206, multi-leg 14) · NBBO 0.10 × 0.46, spread 128.6% of mid · Δ -0.02 net GEX -$314k per 1% (calls +$14k, puts -$328k)

2026-10-16 expiry, 17 strikes within ±25% of book spot (the flip search band); 44 hidden (28 above, 16 below), 44 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$11.0m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

Table view · 17 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
-139710011-0.994.6%85.1081.304300.590.659.7%0.0452817520801536,023+119-$29k+$1.5m+$1.5m
+61,36220213-0.973.6%74.2571.604200.770.8611.0%0.054351952140453,436-32-$307k+$1.1m+$821k
+23,10020002-0.954.8%64.5061.454101.101.154.4%0.07955245614015719,160-63-$1.1m+$8.3m+$7.1m
+43,1801009918-0.923.8%54.9052.854001.611.684.3%0.103,5131,6661,505126511,801+26-$1.7m+$6.8m+$5.1m
-182,45462282150-0.886.0%45.6042.953902.232.4710.2%0.142,2931,71142531594,062-38-$1.8m+$3.1m+$1.3m
+76,674220221946-0.827.2%36.7534.203803.603.856.7%0.204,2262,4281,347433477,559+336-$6.5m+$7.3m+$790k
-104,8335706676146-0.734.8%28.5527.203705.555.702.7%0.282,3031,1011,0614644839,429+278-$5.8m+$11.1m+$5.3m
-23,42998052102170-0.632.2%20.6520.203608.408.652.9%0.381,777786798251755,798+283-$4.8m+$7.8m+$3.0m
+678,43311936111177304-0.512.8%14.6014.2035012.3512.702.8%0.492,6881,0861,454421073,953+251-$12.4m+$5.5m-$6.9m
+3928,618169200370529914-0.393.6%9.809.4534017.5018.002.8%0.6196937143323901,484+102-$12.1m+$2.0m-$10.1m
+578,214367886251,0591,833-0.284.0%6.306.0533023.4025.257.6%0.714982221963191,104+27-$9.9m+$1.3m-$8.7m
-79,98030514795631,218-0.196.7%3.853.6032030.7533.408.3%0.79111327926250+51-$9.5m+$229k-$9.3m
+306,4681982172331543-0.124.2%2.202.1131039.7041.855.3%0.85138413310+0-$4.4m+$215k-$4.2m
+2079,3362880270152506-0.075.6%1.291.2230048.2550.955.4%0.9040291101396+6-$4.3m+$202k-$4.1m
+883,1162840128135320-0.057.9%0.790.7329057.6560.004.0%0.9355000112+0-$933k+$41k-$892k
+624,5531501107122-0.0311.0%0.480.4328067.4070.254.1%0.950000056+0-$873k+$15k-$858k
+02,6431402063215-0.02128.6%0.460.1027076.9080.054.0%0.961100172+0-$328k+$14k-$314k