CRM option chain Salesforce, Inc.

Expiration 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 ±8.7% (241.60–287.61) · ATM IV 38.5% · P/C open interest 0.91

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
128.05	131.75			100.3%	1.00	0.0001	0.000	135	0	2.13		56	134.4%	-0.00	0.0001	-0.007
123.05	126.75			94.5%	1.00	0.0001	0.000	140	0	2.14		27	128.1%	-0.00	0.0001	-0.008
118.05	121.75			88.8%	1.00	0.0001	0.000	145	0	0.5000		5	96.7%	-0.00	0.0001	-0.009
113.10	116.75			85.8%	1.00	0.0002	0.000	150	0	2.14		41	115.9%	-0.00	0.0002	-0.010
108.10	111.75			80.5%	1.00	0.0002	0.000	155	0	0.1500		16	74.9%	-0.00	0.0002	-0.011
103.10	106.60		43	64.6%	1.00	0.0002	0.000	160	0	0.0800		232	66.3%	-0.01	0.0003	-0.012
98.10	101.80			72.4%	0.99	0.0003	0.000	165	0	0.3900	2	92	75.2%	-0.01	0.0003	-0.014
93.15	96.45		17		0.99	0.0004	0.000	170	0	0.0600		54	57.2%	-0.01	0.0004	-0.016
88.15	91.50	1	6		0.99	0.0005	0.000	175	0	0.1700	1	30	60.1%	-0.01	0.0005	-0.018
83.20	86.85		19	62.8%	0.99	0.0006	0.000	180	0.0800	0.1500		132	58.5%	-0.01	0.0006	-0.020
78.25	81.90		4	60.5%	0.99	0.0007	0.000	185	0	0.3400		48	57.7%	-0.01	0.0007	-0.023
73.30	76.95		38	57.9%	0.99	0.0009	0.000	190	0	2.29		38	74.6%	-0.02	0.0009	-0.026
68.35	72.00		7	55.1%	0.98	0.0011	0.000	195	0	0.3600		39	50.5%	-0.02	0.0011	-0.031
63.40	66.60		142	44.5%	0.98	0.0014	-0.003	200	0.2400	0.5100	1	72	52.5%	-0.02	0.0014	-0.036
58.55	61.70		25	45.2%	0.97	0.0018	-0.011	205	0.3300	0.5800		49	50.2%	-0.03	0.0018	-0.042
54.35	56.45	1	28	47.1%	0.96	0.0023	-0.021	210	0.4300	0.7600	11	44	48.6%	-0.04	0.0023	-0.049
48.80	52.15		33	44.1%	0.95	0.0029	-0.033	215	0.5500	0.9700	5	75	46.8%	-0.05	0.0029	-0.059
44.25	47.35		74	43.9%	0.94	0.0037	-0.046	220	0.7500	1.18	4	57	44.9%	-0.06	0.0037	-0.070
39.35	42.50	1	55	40.8%	0.92	0.0046	-0.061	225	1.02	1.43	30	335	43.1%	-0.08	0.0047	-0.082
34.75	38.25		65	41.2%	0.89	0.0058	-0.078	230	1.50	1.82	13	296	42.0%	-0.11	0.0058	-0.097
30.35	33.70	3	102	39.9%	0.86	0.0071	-0.097	235	2.04	2.47	12	166	41.1%	-0.14	0.0072	-0.113
26.15	28.65	37	41	37.0%	0.82	0.0086	-0.117	240	2.80	3.10	59	123	39.8%	-0.18	0.0087	-0.131
23.00	25.35	8	71	40.1%	0.78	0.0101	-0.137	245	3.75	4.20	27	95	39.2%	-0.22	0.0102	-0.149
19.60	21.40	11	99	39.6%	0.72	0.0116	-0.156	250	5.10	5.55	29	105	38.9%	-0.28	0.0117	-0.165
16.50	17.80	15	83	39.1%	0.66	0.0128	-0.172	255	6.70	7.70	4	161	39.3%	-0.34	0.0129	-0.178
13.40	14.30	10	92	37.7%	0.59	0.0136	-0.182	260	8.70	9.85	421	59	39.2%	-0.41	0.0138	-0.187
10.95	11.55	21	77	37.6%	0.52	0.0141	-0.188	265	10.90	12.60	17	6	39.3%	-0.48	0.0142	-0.190
8.55	9.25	87	458	37.1%	0.45	0.0141	-0.187	270	13.60	14.45	20	30	37.6%	-0.55	0.0142	-0.187
6.75	7.20	35	241	37.0%	0.39	0.0136	-0.180	275	16.55	18.60		8	39.1%	-0.62	0.0138	-0.178
5.20	5.60	119	126	36.9%	0.32	0.0128	-0.170	280	20.00	21.90		11	38.9%	-0.68	0.0130	-0.165
3.85	4.50	52	25	37.1%	0.27	0.0116	-0.156	285	23.80	25.95		3	39.8%	-0.74	0.0118	-0.148
2.97	3.50	5	309	37.5%	0.22	0.0104	-0.140	290	27.50	30.05			39.7%	-0.79	0.0105	-0.129
2.27	2.70	2	264	37.8%	0.18	0.0090	-0.124	295	31.65	34.40			40.3%	-0.83	0.0091	-0.110
1.75	2.60	6	203	39.8%	0.14	0.0078	-0.109	300	36.20	38.85		1	41.3%	-0.87	0.0078	-0.092
1.28	2.10		25	40.2%	0.12	0.0066	-0.096	305	40.35	43.40			40.8%	-0.89	0.0066	-0.075
0.9900	1.87		6	41.6%	0.09	0.0056	-0.084	310	45.25	48.10			42.6%	-0.91	0.0055	-0.060
0.7700	1.36		3	41.6%	0.08	0.0047	-0.073	315	49.85	52.85			42.9%	-0.93	0.0046	-0.047
0.5500	0.9200		24	41.0%	0.06	0.0040	-0.065	320	54.70	57.70			44.4%	-0.94	0.0039	-0.035
0.1400	1.25			43.1%	0.05	0.0034	-0.058	325	59.45	62.55			44.9%	-0.95	0.0033	-0.025
0	2.54		4	51.8%	0.05	0.0029	-0.051	330	64.35	67.50			46.6%	-0.96	0.0028	-0.015
0	2.46			54.0%	0.04	0.0025	-0.046	335	69.35	72.40			48.4%	-0.97	0.0023	-0.007
0	2.40			56.3%	0.03	0.0021	-0.042	340	74.30	77.35			50.2%	-0.97	0.0020	0.000
0	2.36			58.6%	0.03	0.0018	-0.037	345	78.80	82.35			47.8%	-0.98	0.0017	0.000
0	2.32			60.8%	0.02	0.0016	-0.034	350	84.25	87.35			54.6%	-0.98	0.0016	0.000
0	2.29			63.0%	0.02	0.0014	-0.031	355	88.85	92.45			54.0%	-0.98	0.0015	0.000
0	2.27		2	65.2%	0.02	0.0012	-0.029	360	93.90	97.30			55.2%	-0.99	0.0014	0.000
0	2.25			67.3%	0.02	0.0011	-0.026	365	98.70	102.35			55.4%	-0.99	0.0013	0.000
0	2.23			69.4%	0.02	0.0010	-0.024	370	104.00	107.50			62.7%	-0.99	0.0012	0.000
0	2.22			71.5%	0.01	0.0009	-0.022	375	108.85	112.45			62.8%	-0.99	0.0011	0.000

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 — Oct 02, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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CRM option chain Salesforce, Inc.

Volatility smile — Oct 02, 2026

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