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 ±19.8% (58.38–87.22) · ATM IV 61.4% · P/C open interest 1.14
| 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 | |
| 34.35 | 37.60 | 11 | 95.6% | 0.99 | 0.0012 | -0.001 | 37.5 | 0 | 0.4000 | 226 | 87.2% | -0.01 | 0.0012 | -0.005 | ||
| 31.90 | 34.45 | 34 | 56.1% | 0.99 | 0.0017 | -0.002 | 40 | 0 | 0.2900 | 642 | 75.6% | -0.01 | 0.0017 | -0.006 | ||
| 29.45 | 32.75 | 39 | 83.7% | 0.98 | 0.0023 | -0.004 | 42.5 | 0 | 0.7900 | 1,709 | 82.6% | -0.02 | 0.0024 | -0.008 | ||
| 26.40 | 30.40 | 106 | 66.0% | 0.97 | 0.0032 | -0.007 | 45 | 0 | 0.3200 | 5 | 541 | 63.5% | -0.03 | 0.0033 | -0.011 | |
| 24.25 | 28.00 | 50 | 68.5% | 0.96 | 0.0045 | -0.011 | 47.5 | 0.2100 | 0.4200 | 416 | 65.0% | -0.04 | 0.0045 | -0.015 | ||
| 22.75 | 25.75 | 92 | 77.7% | 0.94 | 0.0060 | -0.016 | 50 | 0.3500 | 0.8500 | 21 | 2,202 | 67.6% | -0.06 | 0.0061 | -0.019 | |
| 19.75 | 22.90 | 7 | 59.8% | 0.92 | 0.0079 | -0.022 | 52.5 | 0.7800 | 1.22 | 1,514 | 69.7% | -0.09 | 0.0079 | -0.025 | ||
| 17.45 | 20.85 | 1 | 101 | 59.9% | 0.89 | 0.0098 | -0.029 | 55 | 0.8500 | 1.48 | 2 | 522 | 65.3% | -0.11 | 0.0099 | -0.031 |
| 15.40 | 18.85 | 1 | 34 | 60.6% | 0.85 | 0.0118 | -0.035 | 57.5 | 1.55 | 1.89 | 5 | 631 | 66.4% | -0.15 | 0.0119 | -0.037 |
| 13.85 | 17.50 | 590 | 66.9% | 0.81 | 0.0138 | -0.041 | 60 | 2.04 | 2.35 | 39 | 880 | 64.7% | -0.19 | 0.0139 | -0.043 | |
| 12.00 | 15.35 | 2 | 73 | 64.0% | 0.77 | 0.0158 | -0.047 | 62.5 | 2.27 | 3.85 | 4 | 329 | 66.3% | -0.23 | 0.0159 | -0.048 |
| 10.20 | 13.50 | 2 | 128 | 62.1% | 0.73 | 0.0176 | -0.051 | 65 | 2.86 | 4.65 | 2 | 1,266 | 64.6% | -0.28 | 0.0177 | -0.053 |
| 9.10 | 11.85 | 177 | 63.4% | 0.68 | 0.0191 | -0.055 | 67.5 | 3.20 | 6.10 | 658 | 63.7% | -0.33 | 0.0193 | -0.056 | ||
| 7.20 | 10.00 | 832 | 58.9% | 0.62 | 0.0204 | -0.058 | 70 | 5.45 | 6.35 | 2 | 607 | 64.8% | -0.38 | 0.0206 | -0.059 | |
| 7.30 | 8.15 | 35 | 1,570 | 62.1% | 0.57 | 0.0212 | -0.059 | 72.5 | 5.75 | 7.65 | 12 | 526 | 60.8% | -0.43 | 0.0215 | -0.060 |
| 5.60 | 7.10 | 27 | 913 | 59.8% | 0.52 | 0.0217 | -0.060 | 75 | 7.30 | 8.80 | 10 | 318 | 60.4% | -0.49 | 0.0220 | -0.061 |
| 5.20 | 5.80 | 224 | 530 | 60.8% | 0.47 | 0.0217 | -0.060 | 77.5 | 8.45 | 10.55 | 2 | 2,235 | 59.8% | -0.54 | 0.0221 | -0.060 |
| 4.50 | 5.10 | 16 | 3,800 | 62.1% | 0.41 | 0.0214 | -0.058 | 80 | 10.20 | 12.80 | 657 | 62.8% | -0.59 | 0.0218 | -0.059 | |
| 3.20 | 5.20 | 10 | 250 | 63.3% | 0.37 | 0.0207 | -0.056 | 82.5 | 11.95 | 14.55 | 35 | 62.8% | -0.64 | 0.0212 | -0.057 | |
| 2.81 | 3.45 | 42 | 518 | 59.4% | 0.32 | 0.0198 | -0.053 | 85 | 14.55 | 15.65 | 67 | 62.7% | -0.69 | 0.0204 | -0.053 | |
| 2.43 | 2.88 | 17 | 163 | 60.0% | 0.28 | 0.0187 | -0.050 | 87.5 | 15.30 | 18.40 | 162 | 60.7% | -0.73 | 0.0193 | -0.050 | |
| 1.90 | 2.39 | 54 | 600 | 59.4% | 0.24 | 0.0174 | -0.046 | 90 | 17.40 | 20.40 | 103 | 60.8% | -0.77 | 0.0181 | -0.046 | |
| 0.8800 | 2.21 | 10 | 131 | 56.7% | 0.21 | 0.0160 | -0.042 | 92.5 | 19.45 | 22.50 | 7 | 60.2% | -0.80 | 0.0168 | -0.042 | |
| 0.7600 | 2.05 | 63 | 543 | 58.8% | 0.18 | 0.0146 | -0.038 | 95 | 21.35 | 24.45 | 143 | 56.3% | -0.84 | 0.0155 | -0.038 | |
| 0.9200 | 1.50 | 195 | 4,295 | 63.3% | 0.13 | 0.0117 | -0.031 | 100 | 25.90 | 29.50 | 77 | 60.1% | -0.89 | 0.0128 | -0.030 | |
| 0.4300 | 1.81 | 1 | 3,117 | 68.5% | 0.09 | 0.0092 | -0.024 | 105 | 30.55 | 34.45 | 13 | 62.4% | -0.93 | 0.0103 | -0.023 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.