ABNB option chain Airbnb, Inc.
Cboe delayed options data · as of 00:33 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 ±8.5% (167.97–199.22) · ATM IV 30.5% · P/C open interest 0.70
| 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 | |
| 86.75 | 90.90 | 76.6% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 1.60 | 28 | 109.3% | -0.00 | 0.0001 | -0.003 | |||
| 81.75 | 85.95 | 70.8% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 0.1000 | 50 | 68.6% | -0.00 | 0.0002 | -0.004 | |||
| 76.85 | 80.70 | 2 | 1.00 | 0.0003 | 0.000 | 105 | 0 | 1.23 | 52 | 90.2% | -0.00 | 0.0003 | -0.004 | |||
| 72.50 | 75.40 | 12 | 64.4% | 1.00 | 0.0003 | 0.000 | 110 | 0 | 0.1600 | 151 | 61.9% | -0.00 | 0.0003 | -0.005 | ||
| 66.95 | 70.85 | 14 | 51.6% | 0.99 | 0.0004 | 0.000 | 115 | 0 | 0.5900 | 84 | 68.2% | -0.01 | 0.0004 | -0.006 | ||
| 61.95 | 65.85 | 11 | 39.7% | 0.99 | 0.0006 | 0.000 | 120 | 0 | 0.1600 | 648 | 52.3% | -0.01 | 0.0006 | -0.007 | ||
| 57.00 | 60.35 | 94 | 0.99 | 0.0008 | 0.000 | 125 | 0 | 0.6800 | 256 | 58.9% | -0.01 | 0.0008 | -0.008 | |||
| 52.65 | 55.40 | 52 | 43.0% | 0.99 | 0.0010 | -0.000 | 130 | 0 | 0.4200 | 226 | 49.7% | -0.01 | 0.0010 | -0.009 | ||
| 47.70 | 50.80 | 53 | 46.9% | 0.98 | 0.0014 | -0.003 | 135 | 0.0600 | 0.2100 | 240 | 42.1% | -0.02 | 0.0014 | -0.011 | ||
| 42.30 | 45.55 | 141 | 0.98 | 0.0019 | -0.006 | 140 | 0 | 0.4300 | 7 | 171 | 40.5% | -0.02 | 0.0020 | -0.014 | ||
| 37.65 | 40.10 | 343 | 0.97 | 0.0028 | -0.011 | 145 | 0.0100 | 0.4200 | 1 | 198 | 36.0% | -0.03 | 0.0028 | -0.018 | ||
| 33.25 | 36.00 | 880 | 38.1% | 0.96 | 0.0040 | -0.018 | 150 | 0.2300 | 0.5800 | 16 | 718 | 35.6% | -0.04 | 0.0041 | -0.024 | |
| 28.10 | 30.50 | 340 | 27.2% | 0.93 | 0.0059 | -0.027 | 155 | 0.6300 | 0.8000 | 19 | 213 | 35.0% | -0.07 | 0.0059 | -0.032 | |
| 23.20 | 27.15 | 1 | 845 | 33.3% | 0.90 | 0.0083 | -0.038 | 160 | 0.8200 | 1.34 | 42 | 491 | 33.4% | -0.10 | 0.0084 | -0.043 |
| 19.70 | 22.45 | 990 | 34.0% | 0.85 | 0.0113 | -0.051 | 165 | 1.53 | 2.23 | 7 | 522 | 33.6% | -0.15 | 0.0114 | -0.055 | |
| 15.55 | 17.65 | 803 | 30.6% | 0.78 | 0.0145 | -0.064 | 170 | 2.38 | 2.96 | 45 | 464 | 31.8% | -0.22 | 0.0147 | -0.068 | |
| 11.20 | 14.75 | 3 | 544 | 30.3% | 0.70 | 0.0174 | -0.076 | 175 | 3.45 | 4.50 | 129 | 357 | 31.0% | -0.30 | 0.0177 | -0.079 |
| 8.75 | 11.20 | 22 | 834 | 30.6% | 0.61 | 0.0196 | -0.084 | 180 | 5.50 | 6.40 | 80 | 383 | 31.2% | -0.40 | 0.0200 | -0.086 |
| 6.35 | 8.50 | 34 | 250 | 30.6% | 0.51 | 0.0207 | -0.086 | 185 | 7.15 | 9.25 | 16 | 884 | 30.4% | -0.50 | 0.0212 | -0.088 |
| 5.00 | 6.15 | 13 | 388 | 31.5% | 0.41 | 0.0202 | -0.083 | 190 | 10.45 | 11.30 | 6 | 324 | 29.2% | -0.61 | 0.0209 | -0.085 |
| 3.25 | 3.90 | 21 | 1,073 | 29.8% | 0.31 | 0.0185 | -0.076 | 195 | 12.50 | 16.45 | 1 | 183 | 29.8% | -0.70 | 0.0193 | -0.077 |
| 2.19 | 2.76 | 12 | 772 | 30.2% | 0.23 | 0.0160 | -0.065 | 200 | 17.65 | 19.30 | 23 | 30.5% | -0.79 | 0.0169 | -0.067 | |
| 0.9600 | 1.10 | 10 | 1,126 | 30.1% | 0.12 | 0.0102 | -0.042 | 210 | 25.20 | 28.45 | 3 | 10 | 26.1% | -0.91 | 0.0114 | -0.041 |
| 0.0700 | 0.6000 | 11 | 166 | 29.3% | 0.05 | 0.0055 | -0.023 | 220 | 34.70 | 38.80 | -0.99 | 0.0058 | -0.036 | |||
| 0.0700 | 0.4500 | 8 | 176 | 33.6% | 0.02 | 0.0028 | -0.012 | 230 | 45.45 | 48.15 | 38.1% | -1.00 | 0.0000 | -0.031 | ||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs