AFRM option chain Affirm Holdings, Inc.

Expiration Cboe delayed options data · as of 00:33 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 ±55.7% (32.91–115.56) · ATM IV 61.0% · P/C open interest 1.92

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
41.40	44.35		467	67.8%	0.91	0.0028	-0.003	37.5	3.05	3.60		394	65.2%	-0.09	0.0029	-0.009
39.30	42.05		389	64.1%	0.90	0.0031	-0.004	40	3.75	4.10	16	3,221	64.6%	-0.10	0.0032	-0.010
38.60	40.25		87	66.2%	0.89	0.0034	-0.005	42.5	4.00	4.75		132	62.8%	-0.12	0.0036	-0.011
35.90	39.50		210	65.1%	0.87	0.0038	-0.006	45	4.65	5.65		3,771	62.7%	-0.13	0.0039	-0.011
34.40	38.00		73	64.9%	0.86	0.0041	-0.007	47.5	5.40	7.35	5	1,275	64.5%	-0.15	0.0043	-0.012
32.00	36.50	12	735	62.4%	0.84	0.0044	-0.008	50	6.70	7.35	8	1,975	63.0%	-0.17	0.0046	-0.013
31.70	34.15		284	62.7%	0.83	0.0047	-0.009	52.5	7.00	8.10	2	220	61.0%	-0.18	0.0050	-0.014
31.00	32.90	1	280	64.1%	0.81	0.0050	-0.010	55	6.50	10.05	4	1,010	59.7%	-0.20	0.0053	-0.014
27.50	32.00		68	60.3%	0.79	0.0053	-0.011	57.5	9.65	11.20		52	63.9%	-0.22	0.0056	-0.015
28.15	29.90	2	115	62.3%	0.78	0.0056	-0.012	60	10.70	11.15	1	209	61.3%	-0.24	0.0059	-0.016
26.80	28.45		74	61.4%	0.76	0.0058	-0.013	62.5	10.90	12.35	2	178	59.5%	-0.25	0.0062	-0.016
25.90	27.80		143	62.6%	0.74	0.0061	-0.013	65	13.15	13.50		825	61.0%	-0.27	0.0065	-0.017
24.30	26.35		125	61.0%	0.72	0.0063	-0.014	67.5	13.30	15.20		488	59.7%	-0.29	0.0068	-0.017
23.80	25.05	2	782	61.4%	0.71	0.0065	-0.015	70	15.60	16.20		532	60.6%	-0.31	0.0070	-0.017
21.00	24.20		40	58.7%	0.69	0.0067	-0.015	72.5	15.20	17.85		176	58.1%	-0.33	0.0072	-0.018
21.80	23.00	45	106	61.0%	0.67	0.0068	-0.016	75	18.00	19.85	200	571	61.0%	-0.35	0.0075	-0.018
20.20	22.30		63	60.2%	0.65	0.0070	-0.016	77.5	19.20	20.80		330	59.7%	-0.37	0.0077	-0.018
19.75	21.25	12	426	60.6%	0.64	0.0071	-0.017	80	20.20	22.45		126	59.0%	-0.39	0.0078	-0.018
19.20	20.60		134	61.2%	0.62	0.0072	-0.017	82.5	22.75	25.20		38	62.1%	-0.40	0.0080	-0.019
16.50	19.50	3	249	57.9%	0.60	0.0073	-0.017	85	24.35	25.60		66	60.2%	-0.42	0.0082	-0.019
17.40	19.50		46	61.4%	0.59	0.0074	-0.018	87.5	25.40	26.75		29	58.5%	-0.44	0.0083	-0.019
16.80	17.85		221	60.2%	0.57	0.0075	-0.018	90	27.60	28.95		9	59.9%	-0.46	0.0084	-0.019
14.00	17.30		86	57.4%	0.56	0.0075	-0.018	92.5	27.50	32.30		3	59.5%	-0.48	0.0086	-0.019
15.60	16.90		173	61.0%	0.54	0.0076	-0.018	95	31.10	32.55		6	59.9%	-0.49	0.0087	-0.019
14.15	16.30	6	479	61.5%	0.51	0.0076	-0.018	100	34.70	36.00		44	59.5%	-0.53	0.0089	-0.019
12.60	13.85	6	109	59.0%	0.48	0.0076	-0.019	105	37.90	40.05		46	59.0%	-0.56	0.0090	-0.018
12.15	13.35		115	60.5%	0.46	0.0076	-0.019	110	42.25	43.70		2	59.2%	-0.59	0.0091	-0.018

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.

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AFRM option chain Affirm Holdings, Inc.

Volatility smile — Jan 21, 2028

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