ABNB option chain Airbnb, Inc.
Cboe delayed options data · as of 06:33 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 ±34.6% (114.81–236.35) · ATM IV 39.0% · P/C open interest 0.92
| 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 | |
| 91.50 | 96.00 | 135 | 48.2% | 0.95 | 0.0011 | 0.000 | 90 | 0.8200 | 3.65 | 118 | 46.2% | -0.05 | 0.0011 | -0.010 | ||
| 87.00 | 92.00 | 36 | 47.1% | 0.94 | 0.0013 | -0.001 | 95 | 2.07 | 4.00 | 290 | 46.8% | -0.06 | 0.0013 | -0.011 | ||
| 83.00 | 88.00 | 48 | 46.7% | 0.93 | 0.0015 | -0.002 | 100 | 0.8000 | 4.55 | 72 | 42.4% | -0.07 | 0.0015 | -0.013 | ||
| 79.00 | 83.50 | 10 | 45.3% | 0.92 | 0.0017 | -0.004 | 105 | 1.50 | 6.25 | 232 | 44.0% | -0.08 | 0.0018 | -0.014 | ||
| 75.00 | 80.00 | 27 | 45.3% | 0.91 | 0.0019 | -0.006 | 110 | 2.00 | 7.00 | 48 | 43.1% | -0.09 | 0.0020 | -0.015 | ||
| 71.00 | 76.00 | 46 | 44.3% | 0.89 | 0.0022 | -0.008 | 115 | 3.15 | 7.85 | 173 | 43.0% | -0.11 | 0.0023 | -0.017 | ||
| 67.50 | 72.00 | 40 | 43.8% | 0.88 | 0.0024 | -0.010 | 120 | 4.10 | 7.40 | 1,193 | 40.8% | -0.13 | 0.0025 | -0.019 | ||
| 63.50 | 68.50 | 35 | 43.0% | 0.86 | 0.0026 | -0.012 | 125 | 5.00 | 8.90 | 1 | 269 | 40.8% | -0.14 | 0.0028 | -0.020 | |
| 60.40 | 64.90 | 63 | 43.0% | 0.84 | 0.0029 | -0.014 | 130 | 6.90 | 10.25 | 1 | 711 | 41.5% | -0.16 | 0.0031 | -0.022 | |
| 56.50 | 61.50 | 51 | 42.1% | 0.83 | 0.0032 | -0.016 | 135 | 8.20 | 11.80 | 144 | 41.3% | -0.18 | 0.0034 | -0.023 | ||
| 53.00 | 58.00 | 666 | 41.4% | 0.81 | 0.0034 | -0.018 | 140 | 9.45 | 12.85 | 1 | 571 | 40.5% | -0.20 | 0.0037 | -0.025 | |
| 50.00 | 54.50 | 191 | 40.9% | 0.79 | 0.0036 | -0.019 | 145 | 11.15 | 15.00 | 239 | 40.8% | -0.23 | 0.0040 | -0.026 | ||
| 47.00 | 51.50 | 430 | 40.8% | 0.76 | 0.0039 | -0.021 | 150 | 12.40 | 16.80 | 376 | 40.2% | -0.25 | 0.0042 | -0.027 | ||
| 44.00 | 48.50 | 453 | 40.4% | 0.74 | 0.0041 | -0.022 | 155 | 15.10 | 17.60 | 230 | 39.7% | -0.28 | 0.0045 | -0.029 | ||
| 41.00 | 46.00 | 6 | 254 | 40.2% | 0.72 | 0.0043 | -0.024 | 160 | 16.45 | 20.50 | 23 | 39.7% | -0.30 | 0.0048 | -0.030 | |
| 38.50 | 43.00 | 2 | 61 | 39.8% | 0.69 | 0.0045 | -0.025 | 165 | 18.00 | 22.50 | 119 | 38.9% | -0.33 | 0.0050 | -0.031 | |
| 35.50 | 40.50 | 308 | 39.3% | 0.67 | 0.0047 | -0.026 | 170 | 20.25 | 25.00 | 76 | 38.8% | -0.35 | 0.0053 | -0.032 | ||
| 33.55 | 37.95 | 550 | 39.4% | 0.65 | 0.0048 | -0.027 | 175 | 22.55 | 27.50 | 2 | 567 | 38.6% | -0.38 | 0.0055 | -0.032 | |
| 31.05 | 35.45 | 685 | 38.9% | 0.62 | 0.0050 | -0.028 | 180 | 25.10 | 30.00 | 37 | 38.4% | -0.41 | 0.0057 | -0.033 | ||
| 29.00 | 33.50 | 123 | 39.0% | 0.60 | 0.0051 | -0.029 | 185 | 28.00 | 32.50 | 66 | 38.2% | -0.44 | 0.0059 | -0.033 | ||
| 26.50 | 31.00 | 823 | 38.2% | 0.57 | 0.0052 | -0.029 | 190 | 30.50 | 34.45 | 1 | 19 | 37.2% | -0.47 | 0.0060 | -0.034 | |
| 25.00 | 29.50 | 1 | 57 | 38.7% | 0.55 | 0.0053 | -0.029 | 195 | 33.50 | 38.50 | 69 | 37.8% | -0.50 | 0.0062 | -0.034 | |
| 23.05 | 27.50 | 1 | 861 | 38.3% | 0.52 | 0.0053 | -0.030 | 200 | 36.50 | 41.50 | 19 | 37.5% | -0.52 | 0.0063 | -0.034 | |
| 19.75 | 24.00 | 375 | 38.0% | 0.48 | 0.0053 | -0.030 | 210 | 43.50 | 47.90 | 233 | 37.3% | -0.58 | 0.0066 | -0.034 | ||
| 16.50 | 21.00 | 530 | 37.6% | 0.43 | 0.0053 | -0.029 | 220 | 50.50 | 55.00 | 2 | 37.0% | -0.64 | 0.0067 | -0.034 | ||
| 14.00 | 18.50 | 3 | 409 | 37.5% | 0.39 | 0.0052 | -0.029 | 230 | 58.00 | 63.00 | 15 | 37.0% | -0.69 | 0.0068 | -0.033 | |
| 12.10 | 15.40 | 12 | 109 | 37.0% | 0.35 | 0.0050 | -0.028 | 240 | 66.00 | 71.00 | 15 | 36.7% | -0.75 | 0.0069 | -0.032 | |
| 9.50 | 14.25 | 56 | 36.9% | 0.31 | 0.0048 | -0.027 | 250 | 74.50 | 79.50 | 1 | 36.6% | -0.80 | 0.0070 | -0.031 | ||
| 9.45 | 10.65 | 4 | 56 | 36.6% | 0.28 | 0.0046 | -0.025 | 260 | 83.50 | 88.50 | 1 | 36.9% | -0.85 | 0.0070 | -0.029 | |
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs