ABNB option chain Airbnb, Inc.
Cboe delayed options data · as of 15:33 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 ±10.0% (156.97–191.72) · ATM IV 47.4% · P/C open interest 0.91
| 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 | |
| 82.50 | 86.50 | 0.99 | 0.0004 | -0.004 | 90 | 0 | 0.9500 | 133.1% | -0.01 | 0.0004 | -0.016 | |||||
| 77.50 | 81.50 | 0.99 | 0.0004 | -0.006 | 95 | 0 | 1.15 | 127.6% | -0.01 | 0.0004 | -0.018 | |||||
| 72.50 | 76.50 | 0.99 | 0.0006 | -0.008 | 100 | 0 | 1.15 | 118.1% | -0.01 | 0.0006 | -0.020 | |||||
| 67.55 | 71.55 | 0.99 | 0.0007 | -0.011 | 105 | 0 | 0.7900 | 102.2% | -0.01 | 0.0007 | -0.021 | |||||
| 62.85 | 66.55 | 0.99 | 0.0009 | -0.013 | 110 | 0 | 0.9500 | 97.0% | -0.01 | 0.0009 | -0.023 | |||||
| 57.60 | 61.60 | 1 | 0.98 | 0.0011 | -0.016 | 115 | 0 | 0.9500 | 2 | 89.0% | -0.02 | 0.0011 | -0.025 | |||
| 52.90 | 56.65 | 52.9% | 0.98 | 0.0014 | -0.019 | 120 | 0 | 0.8000 | 2 | 78.7% | -0.02 | 0.0014 | -0.028 | |||
| 47.65 | 51.70 | 0.98 | 0.0017 | -0.023 | 125 | 0 | 0.7700 | 2 | 70.9% | -0.02 | 0.0017 | -0.031 | ||||
| 42.85 | 45.50 | 1 | 0.97 | 0.0023 | -0.028 | 130 | 0.0400 | 1.15 | 9 | 69.4% | -0.03 | 0.0023 | -0.035 | |||
| 38.00 | 40.70 | 0.96 | 0.0031 | -0.035 | 135 | 0.1300 | 0.6800 | 4 | 57.5% | -0.04 | 0.0031 | -0.042 | ||||
| 33.20 | 36.00 | 0.95 | 0.0043 | -0.046 | 140 | 0.4400 | 0.7700 | 26 | 161 | 55.1% | -0.05 | 0.0043 | -0.052 | |||
| 29.10 | 31.20 | 41.8% | 0.92 | 0.0060 | -0.062 | 145 | 0.7500 | 0.9800 | 92 | 15 | 52.3% | -0.08 | 0.0060 | -0.067 | ||
| 25.90 | 28.80 | 1 | 42.0% | 0.90 | 0.0072 | -0.074 | 148 | 0.9700 | 1.38 | 80 | 9 | 52.0% | -0.10 | 0.0073 | -0.079 | |
| 26.40 | 27.65 | 50.4% | 0.90 | 0.0077 | -0.078 | 149 | 0.9700 | 1.49 | 66 | 23 | 51.1% | -0.10 | 0.0077 | -0.083 | ||
| 24.50 | 26.70 | 43.2% | 0.89 | 0.0082 | -0.083 | 150 | 1.17 | 1.45 | 52 | 46 | 50.5% | -0.11 | 0.0082 | -0.087 | ||
| 22.20 | 24.80 | 44.6% | 0.86 | 0.0094 | -0.094 | 152.5 | 1.50 | 1.93 | 29 | 50.7% | -0.14 | 0.0095 | -0.098 | |||
| 20.00 | 22.90 | 1 | 45.3% | 0.84 | 0.0107 | -0.106 | 155 | 2.01 | 2.15 | 25 | 77 | 49.9% | -0.16 | 0.0108 | -0.110 | |
| 18.55 | 20.85 | 23 | 47.6% | 0.81 | 0.0120 | -0.118 | 157.5 | 2.52 | 2.65 | 73 | 9 | 49.6% | -0.19 | 0.0121 | -0.122 | |
| 16.70 | 18.70 | 3 | 46.8% | 0.78 | 0.0133 | -0.130 | 160 | 2.85 | 3.25 | 19 | 48.5% | -0.23 | 0.0134 | -0.133 | ||
| 15.05 | 16.55 | 2 | 46.2% | 0.74 | 0.0146 | -0.141 | 162.5 | 3.55 | 3.95 | 9 | 48.4% | -0.26 | 0.0146 | -0.144 | ||
| 13.80 | 15.05 | 43 | 48.3% | 0.70 | 0.0157 | -0.151 | 165 | 4.35 | 4.75 | 14 | 48.4% | -0.30 | 0.0158 | -0.153 | ||
| 11.70 | 13.00 | 14 | 45.3% | 0.66 | 0.0166 | -0.159 | 167.5 | 5.10 | 5.65 | 2 | 47.8% | -0.34 | 0.0168 | -0.161 | ||
| 10.60 | 12.40 | 126 | 48.9% | 0.61 | 0.0174 | -0.165 | 170 | 6.10 | 6.75 | 8 | 47.9% | -0.39 | 0.0176 | -0.167 | ||
| 9.60 | 10.20 | 1 | 1 | 47.5% | 0.57 | 0.0180 | -0.169 | 172.5 | 7.20 | 8.70 | 50.0% | -0.43 | 0.0181 | -0.171 | ||
| 8.30 | 8.85 | 2 | 74 | 47.0% | 0.52 | 0.0183 | -0.171 | 175 | 8.55 | 9.05 | 1 | 6 | 47.7% | -0.48 | 0.0185 | -0.172 |
| 7.15 | 7.85 | 4 | 47.3% | 0.48 | 0.0184 | -0.170 | 177.5 | 9.75 | 12.00 | 51.5% | -0.52 | 0.0186 | -0.172 | |||
| 6.15 | 6.75 | 4 | 11 | 47.1% | 0.43 | 0.0182 | -0.168 | 180 | 11.30 | 12.75 | 49.7% | -0.57 | 0.0184 | -0.169 | ||
| 4.90 | 6.50 | 1 | 13 | 48.0% | 0.39 | 0.0178 | -0.163 | 182.5 | 12.85 | 14.35 | 49.7% | -0.61 | 0.0180 | -0.164 | ||
| 4.30 | 4.80 | 23 | 46.0% | 0.35 | 0.0172 | -0.157 | 185 | 14.40 | 15.90 | 48.9% | -0.66 | 0.0174 | -0.158 | |||
| 2.73 | 4.15 | 19 | 47.4% | 0.27 | 0.0155 | -0.140 | 190 | 18.00 | 19.50 | 48.6% | -0.73 | 0.0158 | -0.140 | |||
| 2.06 | 2.41 | 23 | 31 | 45.9% | 0.21 | 0.0133 | -0.119 | 195 | 21.70 | 24.45 | 51.2% | -0.80 | 0.0137 | -0.119 | ||
| 1.25 | 1.83 | 1 | 19 | 46.1% | 0.15 | 0.0110 | -0.098 | 200 | 26.10 | 28.70 | 52.4% | -0.86 | 0.0114 | -0.098 | ||
| 0.7000 | 1.54 | 72 | 47.2% | 0.11 | 0.0088 | -0.079 | 205 | 30.50 | 33.20 | 53.1% | -0.90 | 0.0092 | -0.078 | |||
| 0.4000 | 1.48 | 50.0% | 0.08 | 0.0069 | -0.063 | 210 | 35.25 | 37.90 | 55.4% | -0.93 | 0.0074 | -0.062 | ||||
| 0.1700 | 0.9300 | 48.5% | 0.06 | 0.0054 | -0.052 | 215 | 40.15 | 42.75 | 58.8% | -0.95 | 0.0058 | -0.051 | ||||
| 0.0800 | 0.8300 | 2 | 50.8% | 0.05 | 0.0043 | -0.043 | 220 | 44.55 | 47.80 | 59.5% | -0.97 | 0.0048 | -0.041 | |||
| 0.0300 | 0.6900 | 4 | 52.4% | 0.04 | 0.0034 | -0.036 | 225 | 49.40 | 52.85 | 62.9% | -0.98 | 0.0039 | -0.034 | |||
| 0 | 0.9900 | 59.3% | 0.03 | 0.0028 | -0.031 | 230 | 54.45 | 57.85 | 67.5% | -0.99 | 0.0031 | -0.028 | ||||
| 0 | 0.7900 | 60.5% | 0.02 | 0.0023 | -0.027 | 235 | 59.70 | 62.85 | 73.8% | -0.99 | 0.0023 | -0.024 | ||||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs