BRO · Brown & Brown, Inc.

Track BRO — free Ask ALVIS about BRO

$70.40 -0.47 (-0.66%) At close · Jul 31

Market Cap

$23.56B

334.61M

Options Chain

15-min delayed Underlying $70.40 · at close Jul 31, 2026 Options Calculator

Positioning

Aug 21, 2026 · 20 days to expiry · 26 contracts

Put / call OI

0.25

Call-heavy positioning

Open interest

7,604

contracts outstanding

Volume

188

traded today

Max pain

$65.00

$5.40 below spot

ATM implied vol

35.9%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 20d Sep 18 48d Dec 18 139d Mar 19 230d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	176.8%	0.988	—		—	—	—	—	0
Call · $30 In the money Last — Breakeven — Implied vol 176.8% Delta 0.988 ≈99% ITM Gamma 0.001 Theta -0.022 Vega 0.005 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	137.3%	0.991	—		—	—	—	—	0
Call · $35 In the money Last — Breakeven — Implied vol 137.3% Delta 0.991 ≈99% ITM Gamma 0.001 Theta -0.015 Vega 0.006 Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	119.1%	0.985	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol 119.1% Delta 0.985 ≈98% ITM Gamma 0.002 Theta -0.02 Vega 0.006 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	103%	0.977	—		$0.05	-0.031	110.9%	2	4
Call · $45 In the money Last — Breakeven — Implied vol 103% Delta 0.977 ≈98% ITM Gamma 0.003 Theta -0.025 Vega 0.007 Open interest 0 Model this call Put · $45 Last $0.05 Breakeven $44.95 Implied vol 110.9% Delta -0.031 ≈3% ITM Gamma 0.004 Theta -0.032 Vega 0.013 Open interest 4 Model this put
0	—	74.5%	0.98	—		$0.05	-0.041	90.1%	20	26
Call · $50 In the money Last — Breakeven — Implied vol 74.5% Delta 0.98 ≈98% ITM Gamma 0.004 Theta -0.017 Vega 0.007 Open interest 0 Model this call Put · $50 Last $0.05 Breakeven $49.95 Implied vol 90.1% Delta -0.041 ≈4% ITM Gamma 0.006 Theta -0.032 Vega 0.014 Open interest 26 Model this put
0	—	—	—	—		$0.20	-0.053	69.6%	3	28
Call · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Last $0.20 Breakeven $54.80 Implied vol 69.6% Delta -0.053 ≈5% ITM Gamma 0.009 Theta -0.031 Vega 0.015 Open interest 28 Model this put
6	1	51%	0.92	$9.60		$0.25	-0.072	49.1%	1	830
Call · $60 In the money Last $9.60 Breakeven $69.60 Implied vol 51% Delta 0.92 ≈92% ITM Gamma 0.018 Theta -0.034 Vega 0.026 Open interest 6 Model this call Put · $60 Last $0.25 Breakeven $59.75 Implied vol 49.1% Delta -0.072 ≈7% ITM Gamma 0.017 Theta -0.027 Vega 0.026 Open interest 830 Model this put
793	13	40.6%	0.815	$8.64		$0.65	-0.202	44.5%	2	392
Call · $65 In the money Last $8.64 Breakeven $73.64 Implied vol 40.6% Delta 0.815 ≈82% ITM Gamma 0.04 Theta -0.048 Vega 0.041 Open interest 793 Model this call Put · $65 Last $0.65 Breakeven $64.35 Implied vol 44.5% Delta -0.202 ≈20% ITM Gamma 0.039 Theta -0.051 Vega 0.042 Open interest 392 Model this put
1.3k	3	38.7%	0.548	$2.67		$2.05	-0.45	33.2%	4	194
Call · $70 In the money Last $2.67 Breakeven $72.67 Implied vol 38.7% Delta 0.548 ≈55% ITM Gamma 0.063 Theta -0.066 Vega 0.065 Open interest 1.3k Model this call Put · $70 Last $2.05 Breakeven $67.95 Implied vol 33.2% Delta -0.45 ≈45% ITM Gamma 0.074 Theta -0.053 Vega 0.065 Open interest 194 Model this put
Underlying $70.40
3.4k	52	32.4%	0.218	$0.75		$6.70	-0.759	36.4%	1	2
Call · $75 Last $0.75 Breakeven $75.75 Implied vol 32.4% Delta 0.218 ≈22% ITM Gamma 0.056 Theta -0.041 Vega 0.046 Open interest 3.4k Model this call Put · $75 In the money Last $6.70 Breakeven $68.30 Implied vol 36.4% Delta -0.759 ≈76% ITM Gamma 0.054 Theta -0.044 Vega 0.045 Open interest 2 Model this put
559	55	38.7%	0.087	$0.27		$6.17	-0.927	37.8%	20	21
Call · $80 Last $0.27 Breakeven $80.27 Implied vol 38.7% Delta 0.087 ≈9% ITM Gamma 0.025 Theta -0.026 Vega 0.032 Open interest 559 Model this call Put · $80 In the money Last $6.17 Breakeven $73.83 Implied vol 37.8% Delta -0.927 ≈93% ITM Gamma 0.025 Theta -0.019 Vega 0.028 Open interest 21 Model this put
0	—	41.4%	0.029	—		$19.82	-0.996	36.9%	4	1
Call · $85 Last — Breakeven — Implied vol 41.4% Delta 0.029 ≈3% ITM Gamma 0.01 Theta -0.011 Vega 0.01 Open interest 0 Model this call Put · $85 In the money Last $19.82 Breakeven $65.18 Implied vol 36.9% Delta -0.996 ≈100% ITM Gamma 0.005 Theta 0 Vega 0 Open interest 1 Model this put
9	1	—	—	$0.25		$24.87	-0.997	46.4%	6	0
Call · $90 Last $0.25 Breakeven $90.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $90 In the money Last $24.87 Breakeven $65.13 Implied vol 46.4% Delta -0.997 ≈100% ITM Gamma 0.003 Theta 0 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 79282 CUSIP 115236101 13F (30d) 326 filings 297 filers Visit website Investor relations