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 ±51.0% (130.61–402.11) · ATM IV 68.3% · P/C open interest 2.62
| 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 | |
| 140.50 | 145.90 | 2 | 72.2% | 0.91 | 0.0009 | -0.024 | 140 | 9.10 | 10.60 | 1 | 102 | 70.4% | -0.09 | 0.0009 | -0.043 | |
| 136.80 | 141.20 | 1 | 70.6% | 0.90 | 0.0009 | -0.027 | 145 | 10.80 | 11.80 | 10 | 70.9% | -0.10 | 0.0010 | -0.046 | ||
| 133.20 | 137.10 | 69.8% | 0.90 | 0.0010 | -0.030 | 150 | 11.60 | 13.50 | 5 | 70.7% | -0.11 | 0.0010 | -0.048 | |||
| 128.10 | 135.20 | 69.7% | 0.89 | 0.0011 | -0.033 | 155 | 13.30 | 14.30 | 70.4% | -0.12 | 0.0011 | -0.051 | ||||
| 124.20 | 130.80 | 19 | 68.1% | 0.88 | 0.0011 | -0.037 | 160 | 13.60 | 15.70 | 32 | 69.2% | -0.12 | 0.0012 | -0.054 | ||
| 121.50 | 128.60 | 69.7% | 0.87 | 0.0012 | -0.040 | 165 | 16.10 | 17.60 | 3 | 70.4% | -0.13 | 0.0012 | -0.056 | |||
| 118.10 | 124.10 | 2 | 68.4% | 0.86 | 0.0013 | -0.043 | 170 | 17.00 | 18.90 | 1 | 34 | 69.5% | -0.14 | 0.0013 | -0.059 | |
| 115.30 | 121.50 | 69.1% | 0.85 | 0.0013 | -0.046 | 175 | 19.20 | 20.80 | 1 | 70.0% | -0.15 | 0.0014 | -0.061 | |||
| 111.00 | 118.40 | 1 | 68.1% | 0.84 | 0.0014 | -0.049 | 180 | 20.50 | 22.10 | 9 | 69.3% | -0.16 | 0.0014 | -0.064 | ||
| 110.30 | 114.30 | 69.0% | 0.83 | 0.0014 | -0.052 | 185 | 21.10 | 24.20 | 68.5% | -0.17 | 0.0015 | -0.066 | ||||
| 107.30 | 111.60 | 2 | 69.1% | 0.82 | 0.0015 | -0.054 | 190 | 24.40 | 25.60 | 19 | 69.2% | -0.18 | 0.0016 | -0.069 | ||
| 101.80 | 108.70 | 67.1% | 0.81 | 0.0016 | -0.057 | 195 | 26.20 | 27.80 | 56 | 69.2% | -0.20 | 0.0016 | -0.071 | |||
| 101.70 | 105.70 | 16 | 68.8% | 0.80 | 0.0016 | -0.060 | 200 | 28.20 | 29.70 | 1 | 44 | 69.0% | -0.21 | 0.0017 | -0.073 | |
| 96.80 | 100.60 | 2 | 69.2% | 0.78 | 0.0017 | -0.065 | 210 | 30.50 | 34.20 | 65 | 67.8% | -0.23 | 0.0018 | -0.077 | ||
| 89.90 | 94.20 | 6 | 67.2% | 0.76 | 0.0018 | -0.069 | 220 | 36.30 | 38.80 | 27 | 68.5% | -0.25 | 0.0019 | -0.081 | ||
| 83.80 | 90.30 | 2 | 67.0% | 0.73 | 0.0019 | -0.074 | 230 | 41.10 | 43.00 | 25 | 68.0% | -0.27 | 0.0020 | -0.084 | ||
| 79.30 | 85.50 | 66.9% | 0.71 | 0.0020 | -0.077 | 240 | 46.20 | 47.70 | 10 | 67.8% | -0.30 | 0.0021 | -0.087 | |||
| 77.20 | 80.30 | 15 | 67.7% | 0.69 | 0.0020 | -0.081 | 250 | 51.30 | 53.90 | 279 | 68.0% | -0.32 | 0.0022 | -0.089 | ||
| 70.80 | 76.70 | 3 | 66.7% | 0.67 | 0.0021 | -0.084 | 260 | 54.70 | 62.20 | 155 | 68.3% | -0.34 | 0.0022 | -0.092 | ||
| 69.20 | 72.00 | 17 | 67.4% | 0.65 | 0.0022 | -0.086 | 270 | 62.40 | 67.90 | 372 | 69.1% | -0.37 | 0.0023 | -0.093 | ||
| 64.10 | 68.40 | 35 | 66.7% | 0.63 | 0.0022 | -0.089 | 280 | 68.30 | 70.90 | 104 | 67.4% | -0.39 | 0.0024 | -0.095 | ||
| 59.80 | 64.40 | 1 | 8 | 66.0% | 0.60 | 0.0022 | -0.090 | 290 | 74.40 | 77.90 | 18 | 67.6% | -0.41 | 0.0024 | -0.096 | |
| 55.00 | 61.90 | 30 | 65.6% | 0.58 | 0.0023 | -0.092 | 300 | 80.80 | 86.30 | 16 | 68.5% | -0.43 | 0.0025 | -0.097 | ||
| 53.40 | 58.00 | 5 | 66.0% | 0.56 | 0.0023 | -0.093 | 310 | 87.20 | 89.60 | 5 | 66.6% | -0.46 | 0.0025 | -0.097 | ||
| 50.10 | 56.00 | 128 | 66.2% | 0.54 | 0.0023 | -0.094 | 320 | 94.10 | 96.40 | 67 | 66.6% | -0.48 | 0.0025 | -0.098 | ||
| 48.90 | 52.20 | 3 | 66.5% | 0.53 | 0.0023 | -0.095 | 330 | 101.20 | 104.20 | 36 | 67.0% | -0.50 | 0.0026 | -0.097 | ||
| 45.40 | 49.10 | 26 | 65.8% | 0.51 | 0.0023 | -0.095 | 340 | 107.90 | 111.10 | 45 | 66.6% | -0.52 | 0.0026 | -0.097 | ||
| 43.60 | 46.60 | 18 | 66.1% | 0.49 | 0.0023 | -0.096 | 350 | 115.50 | 120.80 | 1 | 45 | 67.9% | -0.54 | 0.0026 | -0.097 | |
| 39.50 | 47.80 | 5 | 67.0% | 0.47 | 0.0023 | -0.096 | 360 | 122.70 | 128.30 | 67.7% | -0.56 | 0.0026 | -0.096 | |||
| 37.40 | 41.80 | 6 | 65.1% | 0.45 | 0.0023 | -0.095 | 370 | 127.80 | 133.40 | 1 | 65.0% | -0.58 | 0.0026 | -0.095 | ||
| 37.70 | 39.70 | 64 | 66.3% | 0.44 | 0.0023 | -0.095 | 380 | 138.60 | 141.10 | 66.5% | -0.60 | 0.0026 | -0.094 | |||
| 35.20 | 37.70 | 2 | 36 | 66.0% | 0.42 | 0.0023 | -0.095 | 390 | 145.90 | 150.20 | 1 | 66.8% | -0.61 | 0.0026 | -0.093 | |
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs