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 ±53.1% (34.12–111.47) · ATM IV 61.1% · P/C open interest 2.17
| 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 | |
| 38.50 | 43.00 | 462 | 62.9% | 0.92 | 0.0029 | -0.005 | 37.5 | 2.65 | 3.80 | 395 | 66.9% | -0.09 | 0.0031 | -0.009 | ||
| 38.35 | 41.00 | 411 | 67.4% | 0.90 | 0.0033 | -0.006 | 40 | 3.40 | 4.25 | 3,301 | 66.3% | -0.10 | 0.0034 | -0.010 | ||
| 36.70 | 39.50 | 104 | 67.5% | 0.89 | 0.0037 | -0.007 | 42.5 | 4.15 | 4.70 | 1 | 110 | 65.3% | -0.12 | 0.0038 | -0.011 | |
| 35.20 | 37.35 | 212 | 65.8% | 0.87 | 0.0040 | -0.008 | 45 | 4.45 | 5.90 | 3,828 | 65.0% | -0.14 | 0.0042 | -0.012 | ||
| 31.50 | 36.50 | 85 | 61.7% | 0.86 | 0.0044 | -0.009 | 47.5 | 3.50 | 7.50 | 1,235 | 62.1% | -0.15 | 0.0046 | -0.013 | ||
| 32.00 | 33.40 | 652 | 62.5% | 0.84 | 0.0047 | -0.010 | 50 | 5.80 | 7.50 | 3,478 | 63.3% | -0.17 | 0.0050 | -0.014 | ||
| 28.50 | 33.50 | 268 | 61.2% | 0.83 | 0.0051 | -0.011 | 52.5 | 5.15 | 8.95 | 270 | 60.7% | -0.19 | 0.0054 | -0.015 | ||
| 27.50 | 32.00 | 272 | 61.7% | 0.81 | 0.0054 | -0.012 | 55 | 8.25 | 9.70 | 1,301 | 64.6% | -0.21 | 0.0057 | -0.016 | ||
| 26.00 | 30.50 | 68 | 60.8% | 0.79 | 0.0057 | -0.013 | 57.5 | 8.20 | 11.10 | 95 | 62.7% | -0.23 | 0.0061 | -0.017 | ||
| 24.50 | 29.50 | 2 | 332 | 60.8% | 0.77 | 0.0060 | -0.014 | 60 | 9.40 | 12.15 | 12 | 616 | 62.6% | -0.24 | 0.0064 | -0.017 |
| 23.60 | 28.00 | 121 | 60.7% | 0.75 | 0.0063 | -0.015 | 62.5 | 11.40 | 13.05 | 1,330 | 63.4% | -0.26 | 0.0068 | -0.018 | ||
| 22.00 | 27.00 | 90 | 60.1% | 0.74 | 0.0065 | -0.015 | 65 | 11.45 | 14.60 | 1,045 | 61.6% | -0.28 | 0.0071 | -0.018 | ||
| 21.55 | 25.95 | 288 | 61.3% | 0.72 | 0.0068 | -0.016 | 67.5 | 13.85 | 14.85 | 538 | 61.6% | -0.30 | 0.0074 | -0.019 | ||
| 20.35 | 24.95 | 2 | 777 | 61.0% | 0.70 | 0.0070 | -0.017 | 70 | 15.10 | 16.20 | 1,353 | 61.3% | -0.32 | 0.0076 | -0.019 | |
| 21.00 | 21.95 | 84 | 60.4% | 0.68 | 0.0072 | -0.017 | 72.5 | 16.80 | 17.60 | 180 | 61.7% | -0.34 | 0.0079 | -0.020 | ||
| 18.10 | 23.00 | 148 | 60.4% | 0.66 | 0.0074 | -0.018 | 75 | 18.10 | 19.15 | 3 | 730 | 61.6% | -0.36 | 0.0081 | -0.020 | |
| 17.15 | 21.05 | 103 | 58.6% | 0.64 | 0.0076 | -0.018 | 77.5 | 19.30 | 20.60 | 332 | 60.9% | -0.38 | 0.0084 | -0.020 | ||
| 16.70 | 20.10 | 427 | 59.1% | 0.63 | 0.0077 | -0.018 | 80 | 19.00 | 24.00 | 134 | 60.8% | -0.40 | 0.0086 | -0.021 | ||
| 15.85 | 19.30 | 152 | 59.1% | 0.61 | 0.0078 | -0.019 | 82.5 | 22.35 | 25.15 | 38 | 62.8% | -0.42 | 0.0088 | -0.021 | ||
| 14.90 | 19.50 | 246 | 60.4% | 0.59 | 0.0079 | -0.019 | 85 | 22.50 | 25.75 | 67 | 58.8% | -0.44 | 0.0090 | -0.021 | ||
| 14.45 | 18.30 | 65 | 60.1% | 0.57 | 0.0080 | -0.019 | 87.5 | 25.85 | 28.70 | 29 | 63.3% | -0.46 | 0.0091 | -0.021 | ||
| 13.60 | 16.95 | 1 | 235 | 58.9% | 0.56 | 0.0081 | -0.019 | 90 | 25.50 | 30.50 | 2 | 9 | 60.1% | -0.48 | 0.0092 | -0.021 |
| 12.00 | 17.00 | 94 | 58.5% | 0.54 | 0.0081 | -0.020 | 92.5 | 27.50 | 32.50 | 3 | 3 | 60.8% | -0.50 | 0.0094 | -0.021 | |
| 13.70 | 14.75 | 196 | 59.7% | 0.52 | 0.0082 | -0.020 | 95 | 31.10 | 32.25 | 6 | 60.4% | -0.52 | 0.0095 | -0.021 | ||
| 11.45 | 13.20 | 11 | 654 | 57.5% | 0.49 | 0.0082 | -0.020 | 100 | 34.55 | 37.35 | 45 | 62.1% | -0.56 | 0.0097 | -0.021 | |
| 11.35 | 12.45 | 139 | 59.5% | 0.46 | 0.0082 | -0.020 | 105 | 38.35 | 41.05 | 47 | 61.8% | -0.59 | 0.0098 | -0.021 | ||
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.