ADBE option chain Adobe Inc.
Cboe delayed options data · as of 12:33 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 ±33.1% (165.49–329.24) · ATM IV 43.7% · P/C open interest 1.03
| 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 | |
| 126.00 | 135.00 | 53.9% | 0.96 | 0.0007 | 0.000 | 125 | 0.9500 | 4.55 | 11 | 52.2% | -0.04 | 0.0008 | -0.016 | |||
| 121.00 | 131.00 | 101 | 52.6% | 0.95 | 0.0008 | -0.000 | 130 | 2.20 | 3.90 | 179 | 51.1% | -0.05 | 0.0009 | -0.018 | ||
| 117.00 | 126.85 | 52.7% | 0.94 | 0.0009 | -0.003 | 135 | 0.8000 | 9.80 | 10 | 56.5% | -0.06 | 0.0010 | -0.019 | |||
| 113.00 | 122.00 | 51.4% | 0.94 | 0.0011 | -0.005 | 140 | 1.48 | 6.05 | 24 | 48.9% | -0.06 | 0.0011 | -0.021 | |||
| 108.00 | 118.00 | 49.8% | 0.93 | 0.0012 | -0.008 | 145 | 2.64 | 6.60 | 1 | 24 | 49.3% | -0.07 | 0.0012 | -0.023 | ||
| 104.00 | 112.50 | 2 | 47.5% | 0.92 | 0.0013 | -0.011 | 150 | 4.00 | 5.80 | 1 | 44 | 47.8% | -0.08 | 0.0013 | -0.025 | |
| 100.00 | 109.60 | 48.8% | 0.91 | 0.0014 | -0.013 | 155 | 3.65 | 8.45 | 5 | 48.5% | -0.09 | 0.0015 | -0.028 | |||
| 96.00 | 106.00 | 1 | 48.8% | 0.90 | 0.0016 | -0.016 | 160 | 3.00 | 8.55 | 81 | 45.5% | -0.10 | 0.0016 | -0.030 | ||
| 93.00 | 99.00 | 2 | 46.0% | 0.89 | 0.0017 | -0.019 | 165 | 5.35 | 9.65 | 5 | 47.2% | -0.12 | 0.0018 | -0.032 | ||
| 89.00 | 97.90 | 1 | 48.4% | 0.87 | 0.0018 | -0.021 | 170 | 5.20 | 10.90 | 2 | 53 | 46.0% | -0.13 | 0.0019 | -0.034 | |
| 85.00 | 92.00 | 45.6% | 0.86 | 0.0020 | -0.024 | 175 | 7.05 | 12.15 | 341 | 46.7% | -0.14 | 0.0021 | -0.036 | |||
| 81.00 | 91.00 | 1 | 47.5% | 0.85 | 0.0021 | -0.027 | 180 | 7.60 | 12.20 | 4 | 64 | 44.8% | -0.15 | 0.0022 | -0.038 | |
| 78.00 | 87.00 | 2 | 47.3% | 0.83 | 0.0023 | -0.029 | 185 | 7.10 | 16.40 | 69 | 45.7% | -0.17 | 0.0024 | -0.041 | ||
| 74.00 | 84.00 | 1 | 46.9% | 0.82 | 0.0024 | -0.032 | 190 | 8.00 | 17.90 | 689 | 45.2% | -0.18 | 0.0025 | -0.043 | ||
| 71.00 | 80.00 | 2 | 46.4% | 0.80 | 0.0025 | -0.034 | 195 | 14.50 | 17.50 | 166 | 47.4% | -0.20 | 0.0027 | -0.045 | ||
| 68.00 | 76.75 | 54 | 46.4% | 0.79 | 0.0027 | -0.037 | 200 | 13.15 | 20.40 | 1 | 195 | 46.0% | -0.22 | 0.0028 | -0.047 | |
| 61.00 | 70.75 | 45 | 45.6% | 0.76 | 0.0029 | -0.041 | 210 | 16.50 | 24.00 | 1 | 676 | 45.7% | -0.25 | 0.0031 | -0.050 | |
| 55.00 | 64.75 | 43 | 45.0% | 0.72 | 0.0032 | -0.045 | 220 | 20.10 | 27.50 | 351 | 44.9% | -0.29 | 0.0034 | -0.053 | ||
| 50.00 | 57.85 | 39 | 44.1% | 0.69 | 0.0034 | -0.049 | 230 | 24.40 | 32.00 | 112 | 44.7% | -0.33 | 0.0036 | -0.056 | ||
| 45.00 | 54.00 | 136 | 44.6% | 0.65 | 0.0035 | -0.051 | 240 | 28.00 | 36.90 | 251 | 44.0% | -0.36 | 0.0038 | -0.058 | ||
| 40.00 | 49.85 | 1 | 129 | 44.4% | 0.61 | 0.0036 | -0.054 | 250 | 33.00 | 40.90 | 501 | 43.0% | -0.40 | 0.0040 | -0.060 | |
| 36.00 | 45.90 | 206 | 44.5% | 0.58 | 0.0038 | -0.056 | 260 | 38.30 | 48.00 | 252 | 43.6% | -0.44 | 0.0041 | -0.061 | ||
| 33.15 | 40.10 | 4 | 2,177 | 43.9% | 0.54 | 0.0038 | -0.057 | 270 | 44.10 | 54.00 | 105 | 43.4% | -0.48 | 0.0042 | -0.062 | |
| 28.00 | 37.90 | 194 | 43.7% | 0.51 | 0.0038 | -0.057 | 280 | 51.00 | 59.95 | 110 | 43.4% | -0.52 | 0.0043 | -0.062 | ||
| 25.75 | 34.25 | 272 | 43.9% | 0.47 | 0.0038 | -0.058 | 290 | 58.00 | 67.00 | 3 | 66 | 43.6% | -0.56 | 0.0044 | -0.061 | |
| 24.10 | 30.25 | 51 | 43.9% | 0.44 | 0.0038 | -0.057 | 300 | 65.00 | 74.00 | 14 | 43.5% | -0.60 | 0.0044 | -0.060 | ||
| 21.55 | 26.35 | 24 | 43.3% | 0.41 | 0.0038 | -0.057 | 310 | 72.00 | 81.00 | 14 | 43.1% | -0.63 | 0.0044 | -0.059 | ||
| 19.05 | 25.65 | 25 | 81 | 44.1% | 0.38 | 0.0037 | -0.056 | 320 | 80.00 | 89.00 | 43.4% | -0.67 | 0.0044 | -0.058 | ||
| 17.05 | 21.65 | 15 | 43.1% | 0.35 | 0.0036 | -0.054 | 330 | 89.00 | 97.00 | 8 | 44.2% | -0.70 | 0.0044 | -0.056 | ||
| 13.00 | 22.00 | 31 | 43.2% | 0.33 | 0.0035 | -0.053 | 340 | 95.00 | 105.00 | 5 | 42.6% | -0.74 | 0.0043 | -0.054 | ||
| 13.10 | 17.95 | 1 | 450 | 42.9% | 0.30 | 0.0034 | -0.051 | 350 | 104.00 | 113.00 | 4 | 42.6% | -0.77 | 0.0043 | -0.052 | |
| 10.00 | 18.50 | 1 | 29 | 43.3% | 0.28 | 0.0033 | -0.049 | 360 | 112.00 | 122.00 | 5 | 42.3% | -0.80 | 0.0042 | -0.050 | |
| 9.75 | 15.65 | 1 | 24 | 43.1% | 0.26 | 0.0031 | -0.047 | 370 | 122.00 | 131.00 | 43.4% | -0.82 | 0.0042 | -0.048 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs