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 ±39.7% (147.25–340.80) · ATM IV 44.9% · P/C open interest 0.33
| 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 | |
| 129.80 | 136.00 | 70 | 52.0% | 0.95 | 0.0008 | -0.002 | 125 | 3.80 | 4.75 | 219 | 50.4% | -0.06 | 0.0009 | -0.017 | ||
| 125.40 | 132.00 | 12.7K | 51.1% | 0.94 | 0.0009 | -0.004 | 130 | 4.40 | 5.65 | 98 | 50.3% | -0.07 | 0.0010 | -0.019 | ||
| 121.55 | 128.00 | 20 | 50.8% | 0.94 | 0.0010 | -0.006 | 135 | 5.10 | 6.25 | 174 | 49.8% | -0.07 | 0.0010 | -0.020 | ||
| 117.60 | 123.95 | 68 | 50.2% | 0.93 | 0.0011 | -0.008 | 140 | 5.80 | 7.00 | 266 | 49.3% | -0.08 | 0.0012 | -0.022 | ||
| 113.85 | 120.00 | 47 | 49.9% | 0.92 | 0.0012 | -0.010 | 145 | 6.65 | 7.90 | 143 | 49.0% | -0.09 | 0.0013 | -0.024 | ||
| 110.05 | 114.40 | 4 | 114 | 47.6% | 0.91 | 0.0013 | -0.012 | 150 | 7.50 | 8.50 | 874 | 48.3% | -0.10 | 0.0014 | -0.025 | |
| 106.25 | 112.90 | 43 | 49.5% | 0.90 | 0.0014 | -0.014 | 155 | 8.75 | 9.65 | 606 | 48.4% | -0.11 | 0.0015 | -0.027 | ||
| 102.80 | 108.90 | 50 | 49.0% | 0.89 | 0.0015 | -0.016 | 160 | 9.80 | 10.75 | 2 | 490 | 48.1% | -0.12 | 0.0016 | -0.029 | |
| 99.00 | 103.65 | 1 | 231 | 47.1% | 0.88 | 0.0016 | -0.018 | 165 | 10.90 | 11.90 | 402 | 47.8% | -0.14 | 0.0017 | -0.030 | |
| 95.30 | 101.35 | 192 | 47.7% | 0.86 | 0.0017 | -0.020 | 170 | 11.65 | 13.15 | 381 | 47.2% | -0.15 | 0.0018 | -0.032 | ||
| 92.00 | 98.00 | 85 | 47.6% | 0.85 | 0.0018 | -0.022 | 175 | 12.15 | 14.80 | 767 | 46.6% | -0.16 | 0.0020 | -0.034 | ||
| 88.90 | 94.20 | 245 | 47.2% | 0.84 | 0.0019 | -0.024 | 180 | 14.35 | 16.65 | 608 | 47.3% | -0.17 | 0.0021 | -0.035 | ||
| 85.45 | 92.00 | 37 | 47.6% | 0.83 | 0.0020 | -0.026 | 185 | 15.80 | 17.55 | 638 | 46.6% | -0.19 | 0.0022 | -0.037 | ||
| 82.00 | 89.00 | 78 | 47.3% | 0.81 | 0.0022 | -0.028 | 190 | 17.60 | 18.70 | 1,384 | 46.2% | -0.20 | 0.0023 | -0.039 | ||
| 79.00 | 86.00 | 56 | 47.2% | 0.80 | 0.0022 | -0.030 | 195 | 19.60 | 20.60 | 211 | 46.4% | -0.22 | 0.0024 | -0.040 | ||
| 76.30 | 82.00 | 20.7K | 46.6% | 0.79 | 0.0023 | -0.032 | 200 | 21.15 | 22.15 | 1,778 | 46.0% | -0.23 | 0.0025 | -0.042 | ||
| 70.00 | 76.20 | 1 | 171 | 45.9% | 0.76 | 0.0025 | -0.035 | 210 | 24.70 | 26.00 | 599 | 45.5% | -0.26 | 0.0028 | -0.044 | |
| 65.00 | 69.00 | 154 | 44.9% | 0.73 | 0.0027 | -0.038 | 220 | 29.10 | 30.20 | 873 | 45.4% | -0.29 | 0.0030 | -0.047 | ||
| 60.60 | 63.70 | 1 | 329 | 44.9% | 0.70 | 0.0028 | -0.041 | 230 | 33.50 | 34.80 | 1,215 | 45.1% | -0.33 | 0.0031 | -0.049 | |
| 55.00 | 60.60 | 367 | 45.1% | 0.67 | 0.0030 | -0.043 | 240 | 38.15 | 39.80 | 767 | 44.7% | -0.36 | 0.0033 | -0.051 | ||
| 51.45 | 54.40 | 2,096 | 44.5% | 0.64 | 0.0031 | -0.044 | 250 | 43.60 | 45.60 | 2 | 762 | 44.9% | -0.40 | 0.0035 | -0.052 | |
| 47.45 | 49.95 | 10 | 409 | 44.2% | 0.61 | 0.0032 | -0.046 | 260 | 48.80 | 52.35 | 689 | 45.0% | -0.43 | 0.0036 | -0.053 | |
| 43.90 | 46.20 | 657 | 44.2% | 0.58 | 0.0032 | -0.047 | 270 | 55.40 | 57.80 | 1,116 | 45.0% | -0.46 | 0.0038 | -0.054 | ||
| 40.40 | 42.00 | 1 | 639 | 43.8% | 0.55 | 0.0033 | -0.048 | 280 | 61.65 | 63.70 | 1 | 891 | 44.6% | -0.50 | 0.0039 | -0.054 |
| 35.20 | 40.30 | 360 | 43.6% | 0.52 | 0.0033 | -0.048 | 290 | 68.35 | 71.35 | 209 | 45.1% | -0.53 | 0.0040 | -0.055 | ||
| 34.40 | 35.60 | 34 | 2,985 | 43.7% | 0.49 | 0.0033 | -0.048 | 300 | 75.20 | 78.85 | 1,053 | 45.2% | -0.57 | 0.0040 | -0.055 | |
| 30.35 | 34.60 | 675 | 43.9% | 0.46 | 0.0033 | -0.048 | 310 | 80.25 | 85.65 | 295 | 43.9% | -0.60 | 0.0041 | -0.054 | ||
| 27.90 | 31.55 | 559 | 43.7% | 0.44 | 0.0033 | -0.048 | 320 | 87.65 | 93.00 | 103 | 43.8% | -0.64 | 0.0042 | -0.054 | ||
| 25.10 | 28.25 | 3,072 | 43.0% | 0.41 | 0.0033 | -0.047 | 330 | 95.65 | 100.25 | 153 | 43.6% | -0.67 | 0.0042 | -0.053 | ||
| 24.00 | 25.75 | 1 | 2,639 | 43.3% | 0.39 | 0.0032 | -0.047 | 340 | 103.55 | 108.15 | 60 | 43.5% | -0.70 | 0.0042 | -0.052 | |
| 22.00 | 24.70 | 1 | 2,337 | 43.7% | 0.36 | 0.0032 | -0.046 | 350 | 111.65 | 116.20 | 484 | 43.3% | -0.73 | 0.0043 | -0.052 | |
| 20.05 | 22.65 | 389 | 43.5% | 0.34 | 0.0031 | -0.045 | 360 | 119.30 | 125.00 | 56 | 43.0% | -0.76 | 0.0042 | -0.050 | ||
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