AMAT option chain Applied Materials, 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 ±20.0% (327.06–490.50) · ATM IV 50.7% · P/C open interest 1.30
| 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 | |
| 202.45 | 208.80 | 2 | 913 | 57.6% | 0.99 | 0.0002 | 0.000 | 210 | 0.1000 | 0.7300 | 2 | 995 | 63.2% | -0.01 | 0.0002 | -0.017 |
| 192.70 | 199.05 | 504 | 57.6% | 0.99 | 0.0002 | 0.000 | 220 | 0.2000 | 1.34 | 805 | 64.9% | -0.01 | 0.0002 | -0.021 | ||
| 183.80 | 189.35 | 1 | 2,219 | 62.6% | 0.99 | 0.0003 | 0.000 | 230 | 0.2700 | 1.19 | 5 | 608 | 59.0% | -0.02 | 0.0003 | -0.026 |
| 174.00 | 179.75 | 1 | 544 | 60.5% | 0.98 | 0.0004 | -0.001 | 240 | 0.4600 | 1.46 | 7 | 378 | 59.1% | -0.02 | 0.0004 | -0.032 |
| 164.25 | 169.55 | 887 | 55.7% | 0.98 | 0.0005 | -0.010 | 250 | 0.8300 | 1.42 | 13 | 1,165 | 56.7% | -0.03 | 0.0005 | -0.039 | |
| 155.10 | 160.65 | 571 | 58.3% | 0.97 | 0.0006 | -0.020 | 260 | 1.13 | 2.24 | 10 | 507 | 57.0% | -0.03 | 0.0006 | -0.047 | |
| 144.90 | 151.30 | 1 | 596 | 55.0% | 0.96 | 0.0008 | -0.031 | 270 | 1.20 | 2.94 | 1 | 441 | 55.4% | -0.04 | 0.0008 | -0.057 |
| 135.95 | 142.05 | 546 | 55.0% | 0.95 | 0.0010 | -0.044 | 280 | 1.83 | 3.80 | 2 | 503 | 55.2% | -0.05 | 0.0010 | -0.068 | |
| 127.75 | 133.05 | 679 | 56.1% | 0.93 | 0.0012 | -0.058 | 290 | 2.06 | 5.55 | 978 | 55.1% | -0.07 | 0.0012 | -0.080 | ||
| 118.50 | 125.25 | 6 | 1,067 | 56.3% | 0.92 | 0.0014 | -0.073 | 300 | 3.20 | 5.70 | 4 | 1,318 | 53.2% | -0.08 | 0.0014 | -0.094 |
| 109.10 | 116.60 | 614 | 54.4% | 0.90 | 0.0016 | -0.089 | 310 | 5.10 | 6.70 | 66 | 1,107 | 53.3% | -0.10 | 0.0017 | -0.108 | |
| 101.50 | 106.55 | 397 | 52.8% | 0.88 | 0.0019 | -0.105 | 320 | 6.60 | 8.10 | 86 | 505 | 52.6% | -0.13 | 0.0019 | -0.124 | |
| 92.55 | 98.40 | 464 | 51.3% | 0.85 | 0.0022 | -0.122 | 330 | 6.80 | 11.80 | 19 | 1,362 | 52.6% | -0.15 | 0.0022 | -0.139 | |
| 85.25 | 92.30 | 202 | 53.1% | 0.83 | 0.0024 | -0.139 | 340 | 9.85 | 12.50 | 3 | 880 | 51.7% | -0.18 | 0.0025 | -0.155 | |
| 78.10 | 83.50 | 21 | 799 | 51.8% | 0.80 | 0.0027 | -0.155 | 350 | 11.60 | 14.65 | 26 | 1,819 | 50.5% | -0.21 | 0.0028 | -0.170 |
| 71.60 | 77.85 | 307 | 53.0% | 0.76 | 0.0030 | -0.171 | 360 | 13.85 | 18.00 | 51 | 1,488 | 50.1% | -0.24 | 0.0030 | -0.184 | |
| 64.55 | 69.90 | 178 | 51.5% | 0.73 | 0.0032 | -0.185 | 370 | 17.05 | 21.40 | 20 | 1,443 | 50.1% | -0.28 | 0.0032 | -0.196 | |
| 58.00 | 63.60 | 472 | 51.0% | 0.69 | 0.0034 | -0.197 | 380 | 20.75 | 24.65 | 11 | 1,822 | 49.7% | -0.31 | 0.0034 | -0.207 | |
| 52.40 | 57.75 | 1 | 164 | 51.0% | 0.66 | 0.0036 | -0.207 | 390 | 25.05 | 28.00 | 134 | 1,014 | 49.2% | -0.35 | 0.0036 | -0.216 |
| 48.10 | 53.90 | 9 | 655 | 52.7% | 0.62 | 0.0037 | -0.216 | 400 | 29.75 | 33.60 | 92 | 1,662 | 50.0% | -0.39 | 0.0038 | -0.224 |
| 42.30 | 47.90 | 16 | 287 | 51.4% | 0.58 | 0.0038 | -0.222 | 410 | 34.05 | 39.20 | 34 | 1,374 | 49.9% | -0.43 | 0.0039 | -0.228 |
| 39.50 | 43.30 | 80 | 389 | 52.5% | 0.54 | 0.0038 | -0.226 | 420 | 39.25 | 45.10 | 47 | 1,261 | 50.1% | -0.47 | 0.0039 | -0.231 |
| 34.10 | 39.00 | 16 | 185 | 51.6% | 0.51 | 0.0039 | -0.227 | 430 | 45.75 | 50.15 | 84 | 945 | 50.1% | -0.50 | 0.0040 | -0.232 |
| 30.00 | 35.00 | 15 | 294 | 51.4% | 0.47 | 0.0039 | -0.227 | 440 | 51.20 | 56.35 | 4 | 994 | 49.7% | -0.54 | 0.0040 | -0.230 |
| 26.20 | 31.35 | 52 | 1,207 | 51.1% | 0.43 | 0.0038 | -0.225 | 450 | 57.65 | 63.25 | 10 | 1,281 | 49.9% | -0.58 | 0.0039 | -0.226 |
| 23.55 | 28.00 | 26 | 474 | 51.6% | 0.40 | 0.0038 | -0.220 | 460 | 65.15 | 70.05 | 16 | 410 | 50.3% | -0.61 | 0.0039 | -0.221 |
| 20.50 | 23.90 | 17 | 363 | 50.4% | 0.37 | 0.0037 | -0.215 | 470 | 72.35 | 78.30 | 2 | 388 | 51.1% | -0.65 | 0.0038 | -0.213 |
| 18.00 | 22.85 | 16 | 648 | 51.5% | 0.33 | 0.0035 | -0.208 | 480 | 79.75 | 84.70 | 3 | 524 | 50.3% | -0.68 | 0.0037 | -0.205 |
| 15.50 | 20.50 | 47 | 243 | 51.4% | 0.30 | 0.0034 | -0.200 | 490 | 87.45 | 92.00 | 371 | 50.0% | -0.71 | 0.0036 | -0.196 | |
| 13.45 | 18.10 | 55 | 1,554 | 51.2% | 0.28 | 0.0032 | -0.192 | 500 | 95.45 | 100.70 | 3 | 1,614 | 50.6% | -0.74 | 0.0034 | -0.186 |
| 11.90 | 15.90 | 48 | 775 | 51.2% | 0.25 | 0.0031 | -0.183 | 510 | 102.70 | 109.40 | 1 | 285 | 50.2% | -0.77 | 0.0032 | -0.176 |
| 10.95 | 14.65 | 68 | 599 | 52.1% | 0.23 | 0.0029 | -0.174 | 520 | 111.15 | 117.85 | 258 | 50.3% | -0.79 | 0.0031 | -0.166 | |
| 9.40 | 11.70 | 19 | 301 | 50.9% | 0.21 | 0.0028 | -0.165 | 530 | 119.80 | 126.80 | 356 | 50.6% | -0.81 | 0.0029 | -0.156 | |
| 8.80 | 10.55 | 314 | 913 | 51.7% | 0.19 | 0.0026 | -0.156 | 540 | 128.70 | 135.35 | 509 | 50.5% | -0.83 | 0.0028 | -0.146 | |
| 7.10 | 11.00 | 28 | 985 | 52.8% | 0.17 | 0.0024 | -0.148 | 550 | 137.70 | 144.30 | 1,137 | 50.5% | -0.85 | 0.0026 | -0.137 | |
| 5.65 | 9.50 | 17 | 790 | 52.0% | 0.15 | 0.0023 | -0.139 | 560 | 146.85 | 154.00 | 57 | 273 | 51.4% | -0.87 | 0.0025 | -0.128 |
| 3.80 | 8.30 | 8 | 454 | 52.6% | 0.13 | 0.0020 | -0.124 | 580 | 165.85 | 172.95 | 124 | 52.8% | -0.90 | 0.0022 | -0.111 | |
| 3.35 | 6.10 | 28 | 1,221 | 52.8% | 0.11 | 0.0017 | -0.110 | 600 | 184.55 | 190.85 | 393 | 50.4% | -0.92 | 0.0020 | -0.097 | |
| 3.45 | 5.75 | 5 | 370 | 54.2% | 0.10 | 0.0016 | -0.103 | 610 | 194.20 | 200.95 | 160 | 51.5% | -0.94 | 0.0019 | -0.090 | |
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 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.