ADBE option chain Adobe 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 ±9.0% (222.17–265.87) · ATM IV 42.5% · P/C open interest 1.22
| 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 | |
| 102.10 | 108.65 | 118.5% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 4.35 | 144.7% | -0.00 | 0.0002 | -0.008 | ||||
| 96.65 | 103.75 | 106.9% | 1.00 | 0.0002 | 0.000 | 145 | 0 | 4.35 | 137.1% | -0.00 | 0.0002 | -0.009 | ||||
| 92.00 | 98.80 | 105.5% | 1.00 | 0.0002 | 0.000 | 150 | 0 | 4.35 | 129.7% | -0.00 | 0.0002 | -0.010 | ||||
| 87.00 | 93.80 | 99.0% | 1.00 | 0.0003 | 0.000 | 155 | 0 | 4.35 | 122.5% | -0.00 | 0.0003 | -0.011 | ||||
| 82.15 | 88.85 | 1 | 94.9% | 0.99 | 0.0004 | -0.001 | 160 | 0 | 4.40 | 115.9% | -0.01 | 0.0004 | -0.013 | |||
| 77.10 | 83.90 | 88.7% | 0.99 | 0.0005 | -0.004 | 165 | 0 | 3.05 | 5 | 100.0% | -0.01 | 0.0005 | -0.016 | |||
| 72.20 | 78.95 | 84.1% | 0.99 | 0.0006 | -0.007 | 170 | 0 | 4.45 | 102.7% | -0.01 | 0.0006 | -0.019 | ||||
| 67.20 | 74.00 | 78.6% | 0.99 | 0.0008 | -0.012 | 175 | 0 | 4.45 | 27 | 96.2% | -0.01 | 0.0008 | -0.022 | |||
| 62.75 | 69.05 | 77.5% | 0.98 | 0.0011 | -0.017 | 180 | 0 | 4.50 | 36 | 90.1% | -0.02 | 0.0011 | -0.027 | |||
| 57.65 | 64.10 | 71.2% | 0.98 | 0.0014 | -0.024 | 185 | 0.0100 | 0.5300 | 1 | 12 | 54.0% | -0.02 | 0.0014 | -0.033 | ||
| 52.65 | 58.45 | 60.9% | 0.97 | 0.0019 | -0.032 | 190 | 0.1300 | 1.62 | 1 | 46 | 61.7% | -0.03 | 0.0019 | -0.041 | ||
| 48.40 | 53.75 | 1 | 62.3% | 0.96 | 0.0025 | -0.043 | 195 | 0.2700 | 0.7800 | 3 | 148 | 50.8% | -0.04 | 0.0025 | -0.051 | |
| 43.55 | 48.75 | 2 | 57.5% | 0.95 | 0.0033 | -0.056 | 200 | 0.3900 | 1.07 | 169 | 49.4% | -0.05 | 0.0033 | -0.063 | ||
| 38.90 | 44.05 | 55.0% | 0.93 | 0.0044 | -0.072 | 205 | 0.6300 | 1.23 | 1 | 76 | 47.0% | -0.07 | 0.0044 | -0.079 | ||
| 33.75 | 39.45 | 2 | 50.3% | 0.91 | 0.0056 | -0.091 | 210 | 0.9700 | 1.60 | 2 | 89 | 45.6% | -0.09 | 0.0056 | -0.097 | |
| 29.40 | 35.30 | 49.9% | 0.88 | 0.0071 | -0.113 | 215 | 1.61 | 2.14 | 6 | 49 | 45.1% | -0.13 | 0.0071 | -0.118 | ||
| 25.15 | 30.80 | 47.6% | 0.83 | 0.0087 | -0.136 | 220 | 2.33 | 2.70 | 9 | 64 | 43.6% | -0.17 | 0.0088 | -0.141 | ||
| 21.95 | 26.45 | 47.6% | 0.79 | 0.0104 | -0.159 | 225 | 3.25 | 3.85 | 3 | 101 | 43.3% | -0.22 | 0.0104 | -0.163 | ||
| 18.65 | 20.25 | 22 | 41.8% | 0.73 | 0.0119 | -0.180 | 230 | 4.60 | 5.20 | 3 | 73 | 43.1% | -0.27 | 0.0120 | -0.184 | |
| 15.45 | 17.00 | 12 | 42.1% | 0.66 | 0.0132 | -0.197 | 235 | 6.30 | 6.95 | 1 | 77 | 43.1% | -0.34 | 0.0134 | -0.201 | |
| 12.40 | 14.10 | 38 | 41.9% | 0.59 | 0.0142 | -0.208 | 240 | 8.30 | 8.95 | 29 | 42.7% | -0.41 | 0.0144 | -0.212 | ||
| 10.40 | 11.15 | 5 | 26 | 42.2% | 0.52 | 0.0147 | -0.213 | 245 | 10.40 | 11.75 | 1 | 13 | 42.7% | -0.48 | 0.0149 | -0.216 |
| 8.10 | 8.85 | 11 | 109 | 41.8% | 0.45 | 0.0147 | -0.210 | 250 | 13.25 | 14.30 | 20 | 42.3% | -0.56 | 0.0149 | -0.213 | |
| 5.85 | 8.45 | 1 | 59 | 43.9% | 0.38 | 0.0142 | -0.201 | 255 | 15.65 | 17.75 | 20 | 41.3% | -0.63 | 0.0145 | -0.204 | |
| 4.75 | 5.40 | 8 | 57 | 41.7% | 0.31 | 0.0132 | -0.186 | 260 | 19.25 | 21.20 | 45 | 41.4% | -0.70 | 0.0136 | -0.189 | |
| 3.55 | 4.10 | 1 | 54 | 41.6% | 0.25 | 0.0120 | -0.168 | 265 | 21.30 | 25.70 | 38.6% | -0.76 | 0.0124 | -0.170 | ||
| 2.61 | 3.10 | 16 | 52 | 41.6% | 0.20 | 0.0105 | -0.148 | 270 | 25.40 | 29.65 | 2 | 37.8% | -0.81 | 0.0109 | -0.150 | |
| 1.82 | 2.52 | 47 | 42.0% | 0.16 | 0.0091 | -0.128 | 275 | 28.95 | 34.55 | 36.3% | -0.85 | 0.0095 | -0.130 | |||
| 1.20 | 2.40 | 84 | 43.7% | 0.13 | 0.0076 | -0.110 | 280 | 33.30 | 39.50 | 36.4% | -0.89 | 0.0081 | -0.111 | |||
| 0.7300 | 1.48 | 17 | 41.8% | 0.10 | 0.0063 | -0.093 | 285 | 38.20 | 44.10 | 35.8% | -0.92 | 0.0068 | -0.094 | |||
| 0.7400 | 1.11 | 1 | 39 | 43.4% | 0.08 | 0.0052 | -0.078 | 290 | 42.95 | 48.75 | -0.94 | 0.0057 | -0.080 | |||
| 0.3100 | 1.04 | 1 | 253 | 43.6% | 0.06 | 0.0043 | -0.066 | 295 | 47.80 | 53.60 | -0.96 | 0.0049 | -0.066 | |||
| 0.2300 | 0.6100 | 1 | 14 | 42.7% | 0.05 | 0.0035 | -0.056 | 300 | 52.75 | 58.80 | 2 | -0.97 | 0.0040 | -0.055 | ||
| 0.1400 | 3.65 | 1 | 62.6% | 0.04 | 0.0029 | -0.047 | 305 | 57.70 | 64.50 | 46.1% | -0.98 | 0.0032 | -0.046 | |||
| 0.0600 | 0.6400 | 7 | 46.7% | 0.03 | 0.0024 | -0.040 | 310 | 62.45 | 69.60 | -0.99 | 0.0022 | -0.043 | ||||
| 0.0200 | 2.04 | 60.1% | 0.03 | 0.0020 | -0.035 | 315 | 67.45 | 74.20 | -0.99 | 0.0014 | -0.042 | |||||
| 0 | 4.50 | 2 | 75.3% | 0.02 | 0.0016 | -0.030 | 320 | 72.65 | 79.25 | -1.00 | 0.0008 | -0.039 | ||||
| 0 | 4.45 | 2 | 78.2% | 0.02 | 0.0014 | -0.027 | 325 | 77.65 | 84.50 | 55.3% | -1.00 | 0.0004 | -0.042 | |||
| 0 | 4.45 | 81.2% | 0.02 | 0.0012 | -0.024 | 330 | 82.45 | 89.20 | -1.00 | 0.0002 | -0.042 | |||||
| 0 | 4.40 | 83.9% | 0.01 | 0.0010 | -0.021 | 335 | 87.65 | 94.30 | -1.00 | 0.0000 | -0.042 | |||||
| 0 | 4.40 | 86.8% | 0.01 | 0.0009 | -0.019 | 340 | 92.65 | 99.55 | 63.9% | -1.00 | 0.0000 | -0.042 | ||||
| 0 | 4.40 | 89.6% | 0.01 | 0.0008 | -0.018 | 345 | 97.45 | 104.10 | -1.00 | 0.0000 | -0.042 | |||||
| 0 | 4.35 | 92.1% | 0.01 | 0.0007 | -0.016 | 350 | 102.45 | 109.30 | -1.00 | 0.0000 | -0.042 | |||||
| 0 | 4.35 | 7 | 97.3% | 0.01 | 0.0005 | -0.014 | 360 | 112.65 | 119.10 | -1.00 | 0.0000 | -0.042 | ||||
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