CRM option chain Salesforce, Inc.

Expiration Cboe delayed options data · as of 21:33 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 ±9.7% (238.12–289.52) · ATM IV 38.7% · P/C open interest 0.58

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
127.40	131.20				1.00	0.0001	0.000	135	0	2.09	23		120.6%	-0.00	0.0001	-0.005
122.45	126.20				1.00	0.0001	0.000	140	0	2.16			115.5%	-0.00	0.0001	-0.006
117.75	121.25				1.00	0.0001	0.000	145	0	2.16			110.0%	-0.00	0.0001	-0.007
112.60	116.30				1.00	0.0002	0.000	150	0	2.18			104.8%	-0.00	0.0002	-0.007
107.50	111.30		2		1.00	0.0002	0.000	155	0	2.18	100		99.5%	-0.00	0.0002	-0.008
102.65	106.35				1.00	0.0003	0.000	160	0	0.5400		8	75.0%	-0.00	0.0003	-0.009
97.60	101.40				0.99	0.0003	0.000	165	0	2.22		1	89.8%	-0.01	0.0003	-0.011
92.95	96.45			44.8%	0.99	0.0004	0.000	170	0	2.24			85.1%	-0.01	0.0004	-0.012
87.70	91.50				0.99	0.0005	0.000	175	0	0.6100			64.1%	-0.01	0.0005	-0.014
83.80	86.55			63.8%	0.99	0.0006	0.000	180	0.1200	0.2200		1	55.5%	-0.01	0.0006	-0.016
77.85	81.60	1	1		0.99	0.0007	0.000	185	0	0.2700	70	1	50.4%	-0.01	0.0007	-0.018
73.30	76.65	1	6	49.3%	0.98	0.0009	0.000	190	0	1.12	37	3	58.5%	-0.02	0.0009	-0.022
68.00	71.75			40.0%	0.98	0.0012	0.000	195	0.0300	0.4100	104	1	46.8%	-0.02	0.0012	-0.025
63.75	66.85			49.2%	0.98	0.0015	-0.003	200	0.0700	0.4700		6	44.8%	-0.02	0.0015	-0.030
59.05	61.95		6	48.3%	0.97	0.0019	-0.011	205	0.2800	0.6200	7	11	45.1%	-0.03	0.0019	-0.036
53.85	57.15	1	4	44.2%	0.96	0.0024	-0.020	210	0.3000	0.8800	19	7	43.7%	-0.04	0.0024	-0.043
48.90	52.35	1	8	41.8%	0.95	0.0030	-0.031	215	0.7000	1.10	4	4	43.7%	-0.05	0.0030	-0.052
44.60	47.65		5	42.7%	0.93	0.0038	-0.043	220	0.8500	2.04	1	39	44.7%	-0.07	0.0038	-0.063
39.50	43.10	3	6	39.9%	0.91	0.0048	-0.058	225	1.11	1.70	25	26	40.2%	-0.09	0.0048	-0.075
35.85	38.15	7	17	40.3%	0.88	0.0059	-0.074	230	1.63	2.44	20	66	40.2%	-0.12	0.0060	-0.089
31.40	34.25	3	51	40.2%	0.85	0.0071	-0.091	235	2.13	2.95	56	47	38.5%	-0.15	0.0072	-0.105
27.50	30.00	8	35	39.6%	0.81	0.0084	-0.110	240	3.35	4.50	15	50	40.2%	-0.19	0.0085	-0.121
23.35	26.50	3	10	39.1%	0.76	0.0097	-0.127	245	4.40	5.15	37	14	38.5%	-0.24	0.0098	-0.137
19.85	22.65	2	10	38.2%	0.71	0.0108	-0.143	250	5.55	6.75	33	65	38.0%	-0.29	0.0109	-0.151
16.65	19.45	19	55	38.1%	0.65	0.0117	-0.155	255	7.20	8.55	31	10	37.6%	-0.35	0.0118	-0.162
14.15	16.60	13	133	38.7%	0.59	0.0124	-0.164	260	9.50	10.75	25	51	38.0%	-0.42	0.0125	-0.169
11.80	14.00	17	163	38.8%	0.53	0.0127	-0.169	265	11.55	14.05	16	26	38.6%	-0.48	0.0129	-0.172
9.45	11.70	34	22	38.5%	0.46	0.0127	-0.169	270	14.30	16.00	20	11	37.3%	-0.54	0.0129	-0.170
7.55	8.75	36	37	37.0%	0.40	0.0123	-0.165	275	17.00	19.85		6	37.9%	-0.60	0.0126	-0.164
6.00	6.85	15	28	36.6%	0.35	0.0117	-0.158	280	20.35	23.20	9		37.8%	-0.66	0.0120	-0.155
4.75	6.75	8	10	39.0%	0.29	0.0109	-0.148	285	23.95	26.90	1		37.8%	-0.72	0.0112	-0.143
3.00	5.55	8	66	37.9%	0.25	0.0099	-0.137	290	28.00	30.95		1	38.5%	-0.76	0.0102	-0.130
2.83	4.15	58	14	38.6%	0.21	0.0089	-0.124	295	32.10	34.95			38.4%	-0.80	0.0091	-0.115
2.19	3.40	12	79	39.0%	0.17	0.0079	-0.112	300	36.20	39.25		1	38.0%	-0.84	0.0080	-0.100
1.90	2.85	3	2	40.1%	0.14	0.0069	-0.101	305	40.90	43.70			39.0%	-0.87	0.0070	-0.086
1.35	2.26			39.9%	0.12	0.0060	-0.090	310	45.15	48.55		1	39.1%	-0.89	0.0061	-0.072
0.9500	3.05			43.9%	0.10	0.0052	-0.081	315	49.85	53.25			39.6%	-0.91	0.0052	-0.060
0.7400	2.67	10	1	44.8%	0.09	0.0045	-0.072	320	54.65	57.85			39.5%	-0.93	0.0045	-0.049
0.5600	1.20		10	40.8%	0.07	0.0039	-0.065	325	59.50	63.15			42.8%	-0.94	0.0038	-0.039
0.3600	1.36			42.9%	0.06	0.0034	-0.059	330	64.35	67.45			40.0%	-0.95	0.0033	-0.030
0.2300	2.09			48.1%	0.05	0.0030	-0.053	335	69.25	72.50			41.8%	-0.96	0.0028	-0.022
0	2.54			51.3%	0.05	0.0026	-0.049	340	74.20	78.00			47.4%	-0.96	0.0024	-0.015
0.2400	0.9900	2	1	46.5%	0.04	0.0023	-0.044	345	79.15	82.75			47.4%	-0.97	0.0021	-0.008
0.0300	1.66			51.4%	0.04	0.0020	-0.041	350	84.10	87.90			50.4%	-0.97	0.0018	-0.002
0.0100	1.18		1	50.2%	0.03	0.0018	-0.037	355	89.05	92.85			51.7%	-0.98	0.0017	0.000
0.0100	0.4600	5	5	45.1%	0.03	0.0016	-0.035	360	94.05	97.85			53.8%	-0.98	0.0017	0.000
0	1.17			53.9%	0.03	0.0014	-0.032	365	99.05	102.85			55.8%	-0.98	0.0017	0.000
0	1.86	5		60.4%	0.02	0.0013	-0.030	370	104.05	107.80			57.4%	-0.99	0.0016	0.000
0	2.30			64.9%	0.02	0.0011	-0.028	375	108.70	112.85			56.4%	-0.99	0.0014	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 09, 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 09, 2026

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