AAPL option chain Apple Inc.
Cboe delayed options data · as of 03:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.7% (312.84–336.64) · ATM IV 25.1% · P/C open interest 0.85
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 78.75 | 82.20 | 59.7% | 1.00 | 0.0003 | -0.004 | 245 | 0 | 0.4100 | 72.7% | -0.00 | 0.0003 | -0.014 | ||||
| 73.40 | 77.15 | 72.4% | 1.00 | 0.0004 | -0.005 | 250 | 0 | 0.1500 | 59.8% | -0.00 | 0.0004 | -0.015 | ||||
| 68.80 | 72.20 | 65.6% | 0.99 | 0.0005 | -0.007 | 255 | 0 | 0.0900 | 2 | 21 | 53.2% | -0.01 | 0.0005 | -0.016 | ||
| 63.85 | 67.20 | 61.7% | 0.99 | 0.0006 | -0.010 | 260 | 0.0100 | 0.1200 | 13 | 1 | 50.8% | -0.01 | 0.0006 | -0.018 | ||
| 58.60 | 62.35 | 54.0% | 0.99 | 0.0007 | -0.013 | 265 | 0.0200 | 0.1400 | 15 | 1 | 48.2% | -0.01 | 0.0007 | -0.020 | ||
| 53.80 | 57.20 | 52.2% | 0.99 | 0.0009 | -0.016 | 270 | 0.0100 | 0.1000 | 13 | 42.3% | -0.01 | 0.0009 | -0.023 | |||
| 48.85 | 52.20 | 48.3% | 0.99 | 0.0012 | -0.020 | 275 | 0.0300 | 0.1300 | 1 | 1 | 40.4% | -0.01 | 0.0012 | -0.026 | ||
| 43.95 | 47.40 | 40.5% | 0.99 | 0.0016 | -0.026 | 280 | 0.0400 | 0.2000 | 1 | 1 | 38.6% | -0.01 | 0.0016 | -0.032 | ||
| 38.95 | 42.50 | 50 | 2 | 41.5% | 0.98 | 0.0022 | -0.034 | 285 | 0.0800 | 0.2200 | 13 | 8 | 35.8% | -0.02 | 0.0023 | -0.039 |
| 34.00 | 37.35 | 50 | 37.7% | 0.97 | 0.0032 | -0.044 | 290 | 0.0400 | 0.4100 | 8 | 21 | 33.9% | -0.03 | 0.0032 | -0.049 | |
| 29.10 | 32.45 | 452 | 2 | 34.6% | 0.96 | 0.0047 | -0.060 | 295 | 0.2500 | 0.3600 | 2 | 123 | 31.3% | -0.04 | 0.0048 | -0.064 |
| 24.90 | 26.80 | 253 | 3 | 30.7% | 0.94 | 0.0071 | -0.083 | 300 | 0.4000 | 0.5900 | 56 | 178 | 29.8% | -0.06 | 0.0071 | -0.086 |
| 20.20 | 22.10 | 77 | 15 | 28.8% | 0.90 | 0.0105 | -0.115 | 305 | 0.7000 | 0.8200 | 35 | 90 | 27.8% | -0.10 | 0.0106 | -0.118 |
| 15.55 | 17.65 | 104 | 14 | 26.8% | 0.84 | 0.0151 | -0.156 | 310 | 1.24 | 1.38 | 153 | 160 | 26.8% | -0.16 | 0.0151 | -0.158 |
| 11.90 | 13.30 | 21 | 61 | 26.4% | 0.76 | 0.0202 | -0.200 | 315 | 2.12 | 2.35 | 47 | 225 | 26.1% | -0.24 | 0.0203 | -0.202 |
| 8.55 | 9.65 | 221 | 208 | 26.0% | 0.65 | 0.0246 | -0.235 | 320 | 3.55 | 3.75 | 355 | 239 | 25.5% | -0.35 | 0.0248 | -0.237 |
| 5.95 | 6.30 | 257 | 168 | 25.0% | 0.52 | 0.0268 | -0.249 | 325 | 5.60 | 5.95 | 160 | 78 | 25.2% | -0.48 | 0.0271 | -0.252 |
| 3.75 | 4.00 | 485 | 267 | 25.0% | 0.39 | 0.0259 | -0.237 | 330 | 8.00 | 8.80 | 97 | 43 | 24.1% | -0.62 | 0.0263 | -0.240 |
| 2.23 | 2.43 | 367 | 182 | 24.9% | 0.27 | 0.0223 | -0.203 | 335 | 10.90 | 12.85 | 19 | 1 | 24.0% | -0.74 | 0.0227 | -0.205 |
| 1.27 | 1.43 | 582 | 161 | 25.2% | 0.17 | 0.0173 | -0.157 | 340 | 14.85 | 16.75 | 3 | 9 | 22.9% | -0.83 | 0.0178 | -0.159 |
| 0.7100 | 0.8400 | 106 | 92 | 25.8% | 0.11 | 0.0122 | -0.113 | 345 | 19.30 | 21.35 | 5 | 22.8% | -0.90 | 0.0132 | -0.119 | |
| 0.3800 | 0.4900 | 47 | 58 | 26.3% | 0.07 | 0.0082 | -0.078 | 350 | 24.05 | 26.55 | 26.5% | -0.95 | 0.0095 | -0.089 | ||
| 0.2100 | 0.2900 | 31 | 130 | 27.1% | 0.04 | 0.0054 | -0.053 | 355 | 28.65 | 31.65 | 26.4% | -0.98 | 0.0062 | -0.059 | ||
| 0.1100 | 0.1700 | 15 | 19 | 27.8% | 0.02 | 0.0035 | -0.037 | 360 | 33.25 | 36.55 | -0.99 | 0.0026 | -0.043 | |||
| 0.0500 | 0.1100 | 14 | 28.6% | 0.02 | 0.0023 | -0.026 | 365 | 38.25 | 41.65 | -1.00 | 0.0007 | -0.039 | ||||
| 0.0300 | 0.1000 | 102 | 18 | 30.6% | 0.01 | 0.0016 | -0.020 | 370 | 43.25 | 46.60 | -1.00 | 0.0000 | -0.039 | |||
| 0.0100 | 0.0700 | 8 | 31.5% | 0.01 | 0.0012 | -0.015 | 375 | 48.25 | 51.60 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0700 | 10 | 34.1% | 0.01 | 0.0008 | -0.012 | 380 | 53.30 | 56.60 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.2300 | 9 | 41.5% | 0.00 | 0.0006 | -0.010 | 385 | 58.30 | 61.60 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.1200 | 40.8% | 0.00 | 0.0005 | -0.008 | 390 | 63.30 | 66.60 | -1.00 | 0.0000 | -0.039 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs