ADBE option chain Adobe 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 ±19.1% (199.43–293.73) · ATM IV 40.9% · P/C open interest 0.78
| 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 | |
| 120.45 | 128.85 | 7 | 63.4% | 0.99 | 0.0003 | 0.000 | 125 | 0.1000 | 0.4800 | 4 | 10 | 55.3% | -0.01 | 0.0003 | -0.006 | |
| 115.60 | 124.00 | 8 | 61.2% | 0.99 | 0.0004 | 0.000 | 130 | 0.1000 | 0.3500 | 42 | 50.7% | -0.01 | 0.0004 | -0.008 | ||
| 110.75 | 119.15 | 8 | 59.0% | 0.99 | 0.0004 | 0.000 | 135 | 0 | 0.4400 | 30 | 47.9% | -0.01 | 0.0004 | -0.009 | ||
| 105.95 | 114.35 | 7 | 57.3% | 0.98 | 0.0005 | 0.000 | 140 | 0.1400 | 0.5500 | 1 | 216 | 48.3% | -0.02 | 0.0005 | -0.011 | |
| 101.15 | 109.55 | 55.5% | 0.98 | 0.0007 | 0.000 | 145 | 0.0100 | 0.6900 | 28 | 45.8% | -0.02 | 0.0007 | -0.013 | |||
| 96.40 | 102.85 | 7 | 41.8% | 0.98 | 0.0008 | -0.003 | 150 | 0 | 0.8500 | 51 | 44.6% | -0.02 | 0.0008 | -0.015 | ||
| 91.65 | 100.00 | 1 | 52.3% | 0.97 | 0.0010 | -0.006 | 155 | 0.2300 | 1.05 | 39 | 45.0% | -0.03 | 0.0010 | -0.018 | ||
| 86.95 | 95.35 | 1 | 51.2% | 0.96 | 0.0012 | -0.010 | 160 | 0.4300 | 1.29 | 162 | 44.8% | -0.04 | 0.0012 | -0.021 | ||
| 82.30 | 90.70 | 1 | 50.0% | 0.95 | 0.0014 | -0.014 | 165 | 0.5900 | 1.78 | 40 | 44.9% | -0.05 | 0.0014 | -0.025 | ||
| 77.70 | 86.00 | 5 | 48.7% | 0.94 | 0.0017 | -0.019 | 170 | 0.8800 | 2.02 | 56 | 44.1% | -0.06 | 0.0017 | -0.029 | ||
| 73.20 | 81.60 | 4 | 48.1% | 0.93 | 0.0020 | -0.024 | 175 | 1.37 | 2.45 | 177 | 44.0% | -0.07 | 0.0020 | -0.034 | ||
| 68.75 | 77.00 | 3 | 46.9% | 0.92 | 0.0023 | -0.029 | 180 | 1.12 | 2.98 | 97 | 42.1% | -0.08 | 0.0023 | -0.038 | ||
| 64.40 | 72.80 | 3 | 46.6% | 0.90 | 0.0026 | -0.035 | 185 | 2.03 | 3.90 | 210 | 42.6% | -0.10 | 0.0027 | -0.043 | ||
| 59.90 | 68.50 | 4 | 45.4% | 0.89 | 0.0030 | -0.041 | 190 | 3.50 | 4.40 | 2 | 226 | 44.4% | -0.11 | 0.0031 | -0.049 | |
| 57.60 | 63.90 | 18 | 47.0% | 0.87 | 0.0034 | -0.046 | 195 | 3.65 | 5.20 | 17 | 47 | 42.6% | -0.13 | 0.0034 | -0.054 | |
| 52.00 | 60.00 | 165 | 44.3% | 0.85 | 0.0038 | -0.052 | 200 | 3.45 | 6.15 | 4 | 185 | 41.0% | -0.15 | 0.0038 | -0.060 | |
| 44.10 | 52.15 | 9 | 43.0% | 0.80 | 0.0046 | -0.064 | 210 | 7.50 | 8.40 | 9 | 310 | 43.0% | -0.20 | 0.0046 | -0.070 | |
| 37.05 | 45.20 | 31 | 42.5% | 0.74 | 0.0053 | -0.074 | 220 | 8.95 | 12.90 | 230 | 41.1% | -0.26 | 0.0054 | -0.080 | ||
| 30.75 | 39.70 | 1 | 153 | 43.0% | 0.68 | 0.0059 | -0.083 | 230 | 12.70 | 15.00 | 13 | 336 | 41.1% | -0.32 | 0.0060 | -0.088 |
| 27.75 | 32.90 | 1 | 136 | 44.0% | 0.62 | 0.0063 | -0.090 | 240 | 17.10 | 19.30 | 185 | 41.0% | -0.39 | 0.0065 | -0.094 | |
| 20.85 | 27.85 | 351 | 41.9% | 0.56 | 0.0066 | -0.093 | 250 | 21.35 | 24.25 | 1 | 336 | 40.0% | -0.45 | 0.0068 | -0.097 | |
| 16.60 | 20.55 | 116 | 39.1% | 0.49 | 0.0066 | -0.095 | 260 | 25.90 | 33.10 | 3 | 55 | 41.8% | -0.52 | 0.0069 | -0.098 | |
| 14.50 | 17.40 | 2 | 263 | 40.3% | 0.43 | 0.0065 | -0.093 | 270 | 35.15 | 40.10 | 152 | 44.9% | -0.59 | 0.0069 | -0.096 | |
| 11.45 | 16.00 | 5 | 859 | 42.3% | 0.37 | 0.0063 | -0.090 | 280 | 40.50 | 47.00 | 173 | 43.5% | -0.65 | 0.0067 | -0.092 | |
| 9.25 | 13.00 | 33 | 546 | 42.2% | 0.32 | 0.0059 | -0.085 | 290 | 46.35 | 53.05 | 20 | 40.4% | -0.70 | 0.0064 | -0.087 | |
| 6.90 | 10.00 | 309 | 41.1% | 0.27 | 0.0055 | -0.079 | 300 | 55.00 | 61.05 | 101 | 41.1% | -0.76 | 0.0060 | -0.081 | ||
| 5.50 | 8.90 | 1 | 297 | 42.2% | 0.23 | 0.0050 | -0.073 | 310 | 62.85 | 70.90 | 19 | 42.3% | -0.80 | 0.0056 | -0.074 | |
| 5.10 | 7.35 | 1 | 131 | 43.4% | 0.19 | 0.0045 | -0.066 | 320 | 71.30 | 79.70 | 16 | 42.0% | -0.84 | 0.0052 | -0.067 | |
| 3.05 | 5.25 | 1 | 141 | 41.0% | 0.16 | 0.0040 | -0.059 | 330 | 80.70 | 88.75 | 1 | 42.8% | -0.88 | 0.0048 | -0.061 | |
| 2.29 | 4.45 | 447 | 41.4% | 0.14 | 0.0036 | -0.053 | 340 | 89.45 | 98.00 | 21 | 41.6% | -0.91 | 0.0044 | -0.053 | ||
| 2.07 | 4.00 | 12 | 318 | 42.9% | 0.11 | 0.0031 | -0.046 | 350 | 100.50 | 107.45 | 45.6% | -0.94 | 0.0040 | -0.049 | ||
| 1.49 | 3.45 | 121 | 43.2% | 0.09 | 0.0027 | -0.041 | 360 | 108.95 | 117.20 | 42.1% | -0.96 | 0.0037 | -0.044 | |||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs