In a large pot over medium heat, heat coconut oil. Add onion and jalapeƱo and cook, stirring, until softened. Add garlic, oregano, and cumin and cook, stirring, until fragrant, about 1 minute.
Add chicken, broth, and chiles; season with salt and pepper. Bring to a boil, then reduce heat and simmer, uncovered, until chicken is cooked through.
Add beans to pot and bring to a simmer. Add corn and shredded chicken and cook, stirring, until heated through. Remove from heat and stir in sour cream.
Ladle chili into bowls. Top with avocado, cilantro, and cheese. Add cayenne and lime if desired.