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 ±11.2% (216.75–271.30) · ATM IV 42.6% · P/C open interest 3.96
| 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 | |
| 101.60 | 108.90 | 83.4% | 0.99 | 0.0003 | -0.001 | 140 | 0 | 4.30 | 116.3% | -0.01 | 0.0003 | -0.011 | ||||
| 97.15 | 104.00 | 86.9% | 0.99 | 0.0004 | -0.003 | 145 | 0 | 4.30 | 110.1% | -0.01 | 0.0004 | -0.013 | ||||
| 91.85 | 99.05 | 78.4% | 0.99 | 0.0004 | -0.004 | 150 | 0 | 4.35 | 104.5% | -0.01 | 0.0004 | -0.014 | ||||
| 87.30 | 94.10 | 78.7% | 0.99 | 0.0005 | -0.006 | 155 | 0 | 3.20 | 1 | 92.0% | -0.01 | 0.0005 | -0.015 | |||
| 82.65 | 89.15 | 77.0% | 0.99 | 0.0006 | -0.009 | 160 | 0.0400 | 0.2800 | 1 | 9 | 58.3% | -0.01 | 0.0006 | -0.017 | ||
| 77.75 | 82.85 | 59.1% | 0.99 | 0.0008 | -0.011 | 165 | 0 | 2.71 | 2 | 78.5% | -0.01 | 0.0008 | -0.019 | |||
| 71.90 | 79.30 | 61.7% | 0.98 | 0.0009 | -0.015 | 170 | 0.0300 | 2.12 | 2 | 70.0% | -0.02 | 0.0010 | -0.022 | |||
| 68.40 | 73.65 | 63.9% | 0.98 | 0.0012 | -0.019 | 175 | 0.0800 | 2.70 | 6 | 69.2% | -0.02 | 0.0012 | -0.026 | |||
| 63.10 | 68.80 | 1 | 58.1% | 0.97 | 0.0015 | -0.024 | 180 | 0.0900 | 1.79 | 4 | 59.2% | -0.03 | 0.0015 | -0.030 | ||
| 58.25 | 63.95 | 55.4% | 0.97 | 0.0019 | -0.030 | 185 | 0.2400 | 3.55 | 14 | 64.7% | -0.03 | 0.0019 | -0.036 | |||
| 53.45 | 59.10 | 52.8% | 0.96 | 0.0024 | -0.037 | 190 | 0.3900 | 0.9900 | 16 | 47.4% | -0.04 | 0.0024 | -0.043 | |||
| 48.45 | 54.40 | 49.7% | 0.94 | 0.0030 | -0.047 | 195 | 0.6100 | 1.20 | 32 | 46.0% | -0.06 | 0.0031 | -0.052 | |||
| 43.80 | 48.30 | 1 | 41.4% | 0.93 | 0.0038 | -0.058 | 200 | 0.9600 | 1.31 | 1 | 23 | 44.2% | -0.07 | 0.0039 | -0.063 | |
| 40.00 | 44.90 | 48.2% | 0.91 | 0.0048 | -0.071 | 205 | 1.17 | 2.04 | 30 | 43.8% | -0.10 | 0.0048 | -0.076 | |||
| 34.95 | 39.80 | 42.9% | 0.88 | 0.0058 | -0.086 | 210 | 1.53 | 2.61 | 1 | 273 | 42.4% | -0.12 | 0.0059 | -0.090 | ||
| 30.85 | 36.95 | 1 | 46.2% | 0.84 | 0.0070 | -0.101 | 215 | 2.49 | 3.35 | 1 | 17 | 42.5% | -0.16 | 0.0071 | -0.105 | |
| 28.05 | 32.20 | 46.3% | 0.80 | 0.0082 | -0.116 | 220 | 3.10 | 4.45 | 7 | 103 | 41.5% | -0.20 | 0.0082 | -0.120 | ||
| 24.20 | 27.95 | 44.4% | 0.76 | 0.0093 | -0.131 | 225 | 4.55 | 5.75 | 5 | 38 | 41.9% | -0.24 | 0.0094 | -0.135 | ||
| 20.40 | 22.65 | 40.0% | 0.71 | 0.0104 | -0.144 | 230 | 5.70 | 7.40 | 1 | 124 | 41.2% | -0.30 | 0.0105 | -0.147 | ||
| 17.30 | 19.50 | 40.2% | 0.65 | 0.0112 | -0.155 | 235 | 7.40 | 9.25 | 1 | 13 | 41.0% | -0.35 | 0.0114 | -0.158 | ||
| 14.30 | 16.75 | 6 | 40.1% | 0.59 | 0.0118 | -0.162 | 240 | 10.05 | 11.35 | 1 | 25 | 41.6% | -0.41 | 0.0120 | -0.165 | |
| 11.90 | 16.25 | 16 | 43.5% | 0.53 | 0.0122 | -0.165 | 245 | 12.35 | 14.05 | 11 | 41.7% | -0.47 | 0.0124 | -0.168 | ||
| 9.20 | 11.85 | 24 | 39.4% | 0.47 | 0.0123 | -0.165 | 250 | 15.00 | 16.35 | 4 | 40.8% | -0.54 | 0.0125 | -0.168 | ||
| 7.30 | 9.85 | 1 | 14 | 39.3% | 0.41 | 0.0120 | -0.160 | 255 | 17.15 | 20.70 | 4 | 41.4% | -0.60 | 0.0124 | -0.163 | |
| 6.35 | 7.70 | 2 | 18 | 39.6% | 0.36 | 0.0116 | -0.153 | 260 | 20.60 | 23.15 | 1 | 40.0% | -0.65 | 0.0119 | -0.156 | |
| 5.05 | 6.55 | 1 | 24 | 40.2% | 0.30 | 0.0109 | -0.143 | 265 | 24.40 | 26.70 | 40.2% | -0.71 | 0.0113 | -0.146 | ||
| 2.76 | 5.50 | 12 | 38.3% | 0.26 | 0.0100 | -0.132 | 270 | 28.40 | 31.10 | 5 | 41.6% | -0.76 | 0.0104 | -0.135 | ||
| 2.66 | 5.15 | 16 | 41.3% | 0.21 | 0.0090 | -0.119 | 275 | 30.75 | 35.40 | 1 | 38.3% | -0.80 | 0.0095 | -0.123 | ||
| 2.43 | 3.40 | 3 | 7 | 40.6% | 0.18 | 0.0080 | -0.106 | 280 | 36.85 | 39.30 | 7 | 41.9% | -0.84 | 0.0086 | -0.110 | |
| 1.82 | 3.10 | 1 | 10 | 41.6% | 0.15 | 0.0070 | -0.095 | 285 | 38.55 | 44.50 | 35.5% | -0.87 | 0.0076 | -0.098 | ||
| 1.37 | 2.10 | 1 | 3 | 40.4% | 0.12 | 0.0061 | -0.083 | 290 | 43.45 | 48.70 | 32.9% | -0.90 | 0.0068 | -0.087 | ||
| 0.7000 | 2.41 | 5 | 42.1% | 0.10 | 0.0053 | -0.073 | 295 | 48.15 | 53.40 | -0.92 | 0.0060 | -0.078 | ||||
| 0.4000 | 1.57 | 14 | 40.3% | 0.08 | 0.0045 | -0.064 | 300 | 52.95 | 59.20 | 37.9% | -0.94 | 0.0051 | -0.068 | |||
| 0.3100 | 1.25 | 8 | 40.8% | 0.07 | 0.0039 | -0.056 | 305 | 57.80 | 63.70 | -0.96 | 0.0045 | -0.062 | ||||
| 0.4700 | 1.16 | 8 | 43.5% | 0.06 | 0.0033 | -0.049 | 310 | 63.85 | 68.80 | 46.8% | -0.97 | 0.0040 | -0.051 | |||
| 0.2300 | 1.26 | 1 | 45.0% | 0.05 | 0.0028 | -0.043 | 315 | 67.70 | 74.45 | 44.9% | -0.98 | 0.0032 | -0.042 | |||
| 0.0600 | 1.23 | 3 | 45.9% | 0.04 | 0.0024 | -0.038 | 320 | 72.05 | 79.55 | -0.99 | 0.0023 | -0.037 | ||||
| 0 | 2.73 | 1 | 55.7% | 0.04 | 0.0021 | -0.034 | 325 | 77.65 | 84.40 | 47.3% | -0.99 | 0.0016 | -0.029 | |||
| 0 | 2.94 | 59.0% | 0.03 | 0.0018 | -0.031 | 330 | 82.00 | 89.25 | -1.00 | 0.0010 | -0.027 | |||||
| 0 | 3.55 | 63.8% | 0.03 | 0.0016 | -0.028 | 335 | 87.65 | 94.50 | 53.4% | -1.00 | 0.0005 | -0.027 | ||||
| 0 | 4.45 | 69.6% | 0.02 | 0.0014 | -0.025 | 340 | 92.00 | 99.50 | -1.00 | 0.0001 | -0.027 | |||||
| 0 | 4.40 | 71.6% | 0.02 | 0.0012 | -0.023 | 345 | 97.00 | 104.35 | -1.00 | 0.0000 | -0.027 | |||||
| 0 | 4.40 | 1 | 73.8% | 0.02 | 0.0011 | -0.021 | 350 | 102.05 | 109.45 | -1.00 | 0.0000 | -0.027 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs