AFRM option chain Affirm Holdings, Inc.
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 ±10.5% (65.49–80.83) · ATM IV 66.3% · P/C open interest 1.04
| 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 | |
| 32.05 | 35.90 | 0.99 | 0.0009 | -0.011 | 40 | 0 | 2.13 | 237.1% | -0.01 | 0.0009 | -0.011 | |||||
| 27.10 | 30.90 | 0.99 | 0.0016 | -0.014 | 45 | 0 | 2.13 | 199.4% | -0.01 | 0.0016 | -0.014 | |||||
| 22.45 | 25.90 | 104.9% | 0.99 | 0.0027 | -0.017 | 50 | 0 | 0.9500 | 8 | 134.6% | -0.01 | 0.0027 | -0.018 | |||
| 17.60 | 20.25 | 5 | 21 | 0.97 | 0.0051 | -0.024 | 55 | 0 | 0.4000 | 6 | 15 | 89.2% | -0.03 | 0.0051 | -0.024 | |
| 16.15 | 20.00 | 59.8% | 0.97 | 0.0059 | -0.026 | 56 | 0 | 0.5200 | 18 | 89.3% | -0.03 | 0.0059 | -0.026 | |||
| 15.15 | 19.00 | 7 | 55.7% | 0.97 | 0.0068 | -0.028 | 57 | 0 | 0.7500 | 69 | 91.8% | -0.03 | 0.0068 | -0.028 | ||
| 14.20 | 17.95 | 10 | 51.8% | 0.96 | 0.0079 | -0.031 | 58 | 0 | 0.7500 | 21 | 86.9% | -0.04 | 0.0079 | -0.031 | ||
| 13.25 | 17.00 | 58.4% | 0.95 | 0.0092 | -0.034 | 59 | 0 | 0.3500 | 5 | 45 | 69.5% | -0.05 | 0.0093 | -0.034 | ||
| 12.80 | 15.50 | 7 | 57.5% | 0.95 | 0.0108 | -0.038 | 60 | 0.1300 | 0.2700 | 26 | 379 | 67.0% | -0.05 | 0.0109 | -0.038 | |
| 11.95 | 14.60 | 1 | 63.5% | 0.94 | 0.0128 | -0.043 | 61 | 0 | 0.7300 | 1 | 72 | 72.0% | -0.07 | 0.0128 | -0.044 | |
| 11.00 | 13.65 | 1 | 2 | 62.0% | 0.92 | 0.0150 | -0.050 | 62 | 0.0800 | 0.8300 | 40 | 71.3% | -0.08 | 0.0151 | -0.050 | |
| 10.10 | 12.75 | 17 | 62.4% | 0.90 | 0.0176 | -0.057 | 63 | 0.1300 | 0.9600 | 3 | 44 | 70.0% | -0.10 | 0.0177 | -0.058 | |
| 9.25 | 11.90 | 3 | 1 | 63.6% | 0.88 | 0.0204 | -0.066 | 64 | 0.3900 | 0.7200 | 26 | 75 | 65.3% | -0.12 | 0.0205 | -0.066 |
| 8.25 | 11.05 | 5 | 3 | 61.2% | 0.86 | 0.0234 | -0.075 | 65 | 0.3600 | 0.9400 | 12 | 121 | 63.4% | -0.14 | 0.0235 | -0.076 |
| 7.55 | 10.20 | 2 | 7 | 62.8% | 0.83 | 0.0264 | -0.085 | 66 | 0.3900 | 1.41 | 2 | 102 | 65.5% | -0.17 | 0.0265 | -0.086 |
| 6.75 | 9.45 | 2 | 3 | 63.2% | 0.80 | 0.0293 | -0.095 | 67 | 0.3900 | 1.52 | 38 | 89 | 61.3% | -0.20 | 0.0295 | -0.095 |
| 6.00 | 8.70 | 2 | 19 | 63.3% | 0.77 | 0.0322 | -0.103 | 68 | 0.6100 | 2.05 | 18 | 74 | 64.5% | -0.23 | 0.0323 | -0.104 |
| 6.00 | 7.75 | 1 | 11 | 68.3% | 0.73 | 0.0349 | -0.111 | 69 | 1.07 | 2.32 | 48 | 47 | 66.0% | -0.27 | 0.0350 | -0.112 |
| 5.00 | 6.50 | 4 | 215 | 59.1% | 0.69 | 0.0373 | -0.118 | 70 | 0.8500 | 3.00 | 42 | 292 | 64.0% | -0.31 | 0.0375 | -0.119 |
| 3.85 | 6.45 | 4 | 84 | 59.9% | 0.66 | 0.0395 | -0.124 | 71 | 1.19 | 2.84 | 4 | 199 | 58.7% | -0.35 | 0.0397 | -0.124 |
| 4.25 | 5.95 | 59 | 69.7% | 0.61 | 0.0412 | -0.128 | 72 | 1.29 | 3.25 | 24 | 169 | 56.0% | -0.39 | 0.0415 | -0.128 | |
| 3.75 | 5.30 | 23 | 29 | 69.0% | 0.57 | 0.0426 | -0.130 | 73 | 2.79 | 3.50 | 3 | 333 | 63.6% | -0.43 | 0.0428 | -0.131 |
| 3.15 | 4.80 | 11 | 16 | 68.0% | 0.53 | 0.0434 | -0.132 | 74 | 3.30 | 3.80 | 22 | 61.9% | -0.47 | 0.0436 | -0.132 | |
| 3.00 | 3.75 | 7 | 383 | 65.6% | 0.49 | 0.0437 | -0.131 | 75 | 2.98 | 4.95 | 6 | 37 | 59.7% | -0.52 | 0.0440 | -0.132 |
| 1.50 | 3.15 | 6 | 138 | 54.5% | 0.44 | 0.0435 | -0.129 | 76 | 3.35 | 6.10 | 4 | 271 | 62.7% | -0.56 | 0.0438 | -0.130 |
| 2.12 | 2.52 | 10 | 151 | 60.9% | 0.40 | 0.0428 | -0.126 | 77 | 5.00 | 6.00 | 9 | 535 | 65.3% | -0.60 | 0.0430 | -0.126 |
| 1.78 | 2.59 | 18 | 76 | 64.5% | 0.36 | 0.0415 | -0.121 | 78 | 5.40 | 6.90 | 4 | 65.0% | -0.64 | 0.0418 | -0.122 | |
| 1.32 | 2.13 | 14 | 128 | 61.4% | 0.32 | 0.0399 | -0.115 | 79 | 6.15 | 7.20 | 2 | 61.7% | -0.68 | 0.0402 | -0.116 | |
| 1.21 | 1.67 | 491 | 303 | 60.9% | 0.28 | 0.0379 | -0.108 | 80 | 6.10 | 8.60 | 13 | 60.3% | -0.72 | 0.0383 | -0.109 | |
| 0.3500 | 2.08 | 480 | 154 | 60.9% | 0.25 | 0.0356 | -0.100 | 81 | 6.85 | 9.50 | 61.3% | -0.76 | 0.0360 | -0.101 | ||
| 0.7300 | 1.70 | 5 | 177 | 65.4% | 0.22 | 0.0331 | -0.092 | 82 | 7.80 | 10.15 | 2 | 61.1% | -0.79 | 0.0335 | -0.093 | |
| 0.5800 | 1.10 | 5 | 459 | 60.6% | 0.19 | 0.0304 | -0.084 | 83 | 8.55 | 11.15 | 62.2% | -0.82 | 0.0308 | -0.085 | ||
| 0.4700 | 1.12 | 16 | 80 | 63.3% | 0.16 | 0.0276 | -0.075 | 84 | 9.40 | 12.00 | 10 | 10 | 62.1% | -0.85 | 0.0281 | -0.076 |
| 0.2700 | 0.7000 | 38 | 189 | 57.7% | 0.14 | 0.0249 | -0.067 | 85 | 10.25 | 12.90 | 10 | 10 | 62.0% | -0.87 | 0.0254 | -0.069 |
| 0.1400 | 0.7400 | 3 | 12 | 59.5% | 0.12 | 0.0222 | -0.060 | 86 | 11.15 | 13.65 | 4 | 59.4% | -0.89 | 0.0227 | -0.061 | |
| 0.0200 | 0.9200 | 3 | 14 | 63.8% | 0.10 | 0.0198 | -0.053 | 87 | 12.05 | 14.70 | 22 | 14 | 61.6% | -0.91 | 0.0202 | -0.055 |
| 0.0800 | 0.6700 | 2 | 3 | 63.3% | 0.08 | 0.0175 | -0.048 | 88 | 13.00 | 15.60 | 19 | 14 | 61.4% | -0.92 | 0.0179 | -0.049 |
| 0.0100 | 0.5200 | 6 | 1 | 61.2% | 0.07 | 0.0155 | -0.043 | 89 | 14.60 | 16.40 | 28 | 72.8% | -0.93 | 0.0159 | -0.044 | |
| 0 | 0.4600 | 6 | 196 | 62.1% | 0.06 | 0.0137 | -0.039 | 90 | 14.55 | 18.15 | 27 | 5 | 69.7% | -0.94 | 0.0141 | -0.040 |
| 0 | 0.9500 | 13 | 87.8% | 0.04 | 0.0081 | -0.027 | 95 | 19.35 | 23.05 | 74.5% | -0.97 | 0.0081 | -0.027 | |||
| 0 | 2.00 | 33 | 121.3% | 0.02 | 0.0053 | -0.021 | 100 | 24.30 | 28.05 | 84.2% | -0.98 | 0.0051 | -0.020 | |||
| 0 | 2.18 | 137.7% | 0.02 | 0.0036 | -0.016 | 105 | 29.20 | 33.05 | 89.3% | -0.99 | 0.0033 | -0.014 | ||||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.