APP option chain AppLovin Corporation
Cboe delayed options data · as of 15:33 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 ±40.9% (157.51–375.21) · ATM IV 67.5% · P/C open interest 3.20
| 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 | |
| 131.40 | 141.20 | 72.9% | 0.93 | 0.0009 | -0.032 | 140 | 5.30 | 6.10 | 4 | 72.5% | -0.07 | 0.0009 | -0.046 | |||
| 127.40 | 137.20 | 72.8% | 0.92 | 0.0010 | -0.036 | 145 | 6.20 | 7.20 | 3 | 72.9% | -0.08 | 0.0010 | -0.050 | |||
| 123.40 | 130.70 | 68.4% | 0.91 | 0.0011 | -0.040 | 150 | 7.20 | 7.90 | 3 | 72.4% | -0.09 | 0.0011 | -0.054 | |||
| 120.90 | 126.50 | 70.1% | 0.91 | 0.0012 | -0.044 | 155 | 7.30 | 8.90 | 1 | 70.9% | -0.10 | 0.0012 | -0.058 | |||
| 115.70 | 123.00 | 68.5% | 0.90 | 0.0012 | -0.049 | 160 | 8.40 | 9.90 | 1 | 70.7% | -0.11 | 0.0013 | -0.062 | |||
| 113.40 | 121.80 | 1 | 73.5% | 0.89 | 0.0013 | -0.053 | 165 | 10.10 | 11.00 | 27 | 71.2% | -0.12 | 0.0014 | -0.066 | ||
| 110.50 | 116.70 | 72.4% | 0.88 | 0.0014 | -0.058 | 170 | 10.40 | 12.40 | 27 | 70.1% | -0.13 | 0.0014 | -0.070 | |||
| 107.20 | 114.50 | 74.0% | 0.86 | 0.0015 | -0.062 | 175 | 12.60 | 13.80 | 19 | 71.1% | -0.14 | 0.0015 | -0.074 | |||
| 103.80 | 110.50 | 73.2% | 0.85 | 0.0016 | -0.066 | 180 | 13.90 | 14.90 | 19 | 70.5% | -0.15 | 0.0016 | -0.077 | |||
| 98.50 | 103.70 | 67.5% | 0.84 | 0.0017 | -0.070 | 185 | 15.00 | 16.50 | 42 | 70.1% | -0.16 | 0.0017 | -0.081 | |||
| 97.20 | 104.20 | 73.2% | 0.83 | 0.0018 | -0.074 | 190 | 16.90 | 18.20 | 500 | 70.5% | -0.17 | 0.0018 | -0.085 | |||
| 94.00 | 97.90 | 2 | 70.2% | 0.82 | 0.0018 | -0.078 | 195 | 18.50 | 19.70 | 26 | 17 | 70.1% | -0.19 | 0.0019 | -0.088 | |
| 90.80 | 97.70 | 3 | 72.6% | 0.81 | 0.0019 | -0.082 | 200 | 20.00 | 21.60 | 394 | 70.0% | -0.20 | 0.0020 | -0.092 | ||
| 84.80 | 88.60 | 3 | 69.7% | 0.78 | 0.0021 | -0.089 | 210 | 23.70 | 25.40 | 49 | 69.8% | -0.22 | 0.0021 | -0.098 | ||
| 76.60 | 85.70 | 69.8% | 0.75 | 0.0022 | -0.096 | 220 | 27.70 | 29.60 | 12 | 69.7% | -0.25 | 0.0023 | -0.104 | |||
| 73.80 | 77.00 | 10 | 69.0% | 0.73 | 0.0024 | -0.102 | 230 | 31.30 | 33.30 | 1 | 45 | 68.4% | -0.28 | 0.0024 | -0.109 | |
| 68.20 | 72.50 | 5 | 68.9% | 0.70 | 0.0025 | -0.107 | 240 | 36.40 | 38.00 | 11 | 68.5% | -0.31 | 0.0026 | -0.114 | ||
| 61.60 | 66.30 | 8 | 66.6% | 0.67 | 0.0026 | -0.111 | 250 | 41.20 | 43.00 | 472 | 68.2% | -0.34 | 0.0027 | -0.118 | ||
| 57.20 | 61.70 | 23 | 66.5% | 0.64 | 0.0027 | -0.115 | 260 | 46.10 | 48.40 | 15 | 67.8% | -0.36 | 0.0028 | -0.121 | ||
| 53.30 | 57.60 | 1 | 41 | 66.7% | 0.62 | 0.0028 | -0.118 | 270 | 52.30 | 54.50 | 16 | 68.4% | -0.39 | 0.0029 | -0.123 | |
| 51.10 | 54.70 | 23 | 68.3% | 0.59 | 0.0028 | -0.121 | 280 | 58.10 | 59.90 | 22 | 67.8% | -0.42 | 0.0029 | -0.125 | ||
| 45.60 | 49.90 | 14 | 66.4% | 0.56 | 0.0028 | -0.122 | 290 | 62.00 | 67.50 | 8 | 67.2% | -0.45 | 0.0030 | -0.127 | ||
| 43.20 | 46.20 | 1 | 30 | 66.8% | 0.54 | 0.0029 | -0.123 | 300 | 70.60 | 73.10 | 78 | 67.9% | -0.48 | 0.0030 | -0.127 | |
| 39.30 | 46.40 | 18 | 68.3% | 0.51 | 0.0029 | -0.124 | 310 | 76.90 | 81.10 | 5 | 68.4% | -0.50 | 0.0031 | -0.127 | ||
| 37.80 | 43.50 | 4 | 69.2% | 0.49 | 0.0029 | -0.124 | 320 | 82.80 | 87.10 | 5 | 67.1% | -0.53 | 0.0031 | -0.127 | ||
| 35.40 | 38.10 | 7 | 67.7% | 0.46 | 0.0029 | -0.124 | 330 | 90.90 | 94.50 | 21 | 67.8% | -0.56 | 0.0031 | -0.126 | ||
| 31.90 | 35.70 | 8 | 67.2% | 0.44 | 0.0029 | -0.123 | 340 | 96.00 | 102.70 | 23 | 66.9% | -0.58 | 0.0031 | -0.125 | ||
| 30.50 | 33.20 | 73 | 67.7% | 0.42 | 0.0028 | -0.122 | 350 | 103.60 | 110.00 | 167 | 66.8% | -0.60 | 0.0031 | -0.123 | ||
| 27.20 | 30.90 | 19 | 66.9% | 0.40 | 0.0028 | -0.120 | 360 | 111.40 | 116.00 | 22 | 65.6% | -0.63 | 0.0030 | -0.121 | ||
| 25.30 | 30.30 | 1 | 5 | 67.9% | 0.38 | 0.0028 | -0.118 | 370 | 121.30 | 124.80 | 7 | 67.5% | -0.65 | 0.0030 | -0.119 | |
| 23.90 | 26.80 | 1 | 31 | 67.2% | 0.36 | 0.0027 | -0.117 | 380 | 129.70 | 134.90 | 4 | 69.1% | -0.67 | 0.0030 | -0.117 | |
| 22.20 | 25.00 | 33 | 67.2% | 0.34 | 0.0026 | -0.114 | 390 | 137.80 | 140.50 | 6 | 67.2% | -0.69 | 0.0029 | -0.114 | ||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs