CRM option chain Salesforce, Inc.
Cboe delayed options data · as of 09:33 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 ±10.4% (236.59–291.69) · ATM IV 37.9% · P/C open interest 1.05
| 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 | |
| 127.65 | 131.35 | 88 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.4800 | 424 | 87.8% | -0.00 | 0.0001 | -0.003 | |||
| 122.95 | 126.35 | 9 | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.8100 | 836 | 89.9% | -0.00 | 0.0001 | -0.004 | |||
| 117.95 | 121.40 | 34 | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.3400 | 1,149 | 75.8% | -0.00 | 0.0001 | -0.004 | |||
| 112.80 | 116.45 | 94 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.3300 | 1 | 793 | 71.7% | -0.00 | 0.0001 | -0.005 | ||
| 108.35 | 110.45 | 190 | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.1100 | 905 | 59.8% | -0.00 | 0.0002 | -0.006 | |||
| 103.75 | 106.15 | 290 | 65.0% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 0.1700 | 1 | 1,449 | 59.3% | -0.00 | 0.0002 | -0.007 | |
| 97.75 | 101.20 | 303 | 0.99 | 0.0003 | 0.000 | 165 | 0.0200 | 0.1500 | 9 | 1,869 | 56.0% | -0.01 | 0.0003 | -0.009 | ||
| 93.50 | 96.25 | 2,297 | 49.8% | 0.99 | 0.0004 | 0.000 | 170 | 0.0500 | 0.1900 | 4 | 510 | 55.0% | -0.01 | 0.0004 | -0.011 | |
| 88.60 | 91.30 | 807 | 50.5% | 0.99 | 0.0005 | 0.000 | 175 | 0.0700 | 0.1500 | 19 | 1,156 | 51.2% | -0.01 | 0.0005 | -0.013 | |
| 83.90 | 86.75 | 153 | 1,170 | 58.7% | 0.99 | 0.0006 | 0.000 | 180 | 0.1000 | 0.4400 | 8 | 926 | 54.2% | -0.01 | 0.0006 | -0.015 |
| 78.70 | 81.45 | 2 | 1,106 | 47.6% | 0.99 | 0.0008 | 0.000 | 185 | 0.0300 | 0.3100 | 86 | 483 | 47.6% | -0.01 | 0.0008 | -0.018 |
| 73.80 | 76.35 | 1 | 673 | 43.4% | 0.98 | 0.0010 | 0.000 | 190 | 0.2400 | 0.3600 | 32 | 1,162 | 48.3% | -0.02 | 0.0010 | -0.022 |
| 68.95 | 72.00 | 1,163 | 49.3% | 0.98 | 0.0013 | 0.000 | 195 | 0.3600 | 0.4300 | 15 | 531 | 47.1% | -0.02 | 0.0013 | -0.026 | |
| 64.55 | 66.20 | 16 | 2,028 | 43.6% | 0.97 | 0.0016 | 0.000 | 200 | 0.4200 | 0.5600 | 187 | 4,630 | 45.4% | -0.03 | 0.0017 | -0.032 |
| 54.55 | 57.00 | 62 | 1,049 | 41.9% | 0.95 | 0.0026 | -0.007 | 210 | 0.8500 | 0.9200 | 894 | 1,206 | 43.5% | -0.05 | 0.0026 | -0.046 |
| 45.30 | 47.65 | 47 | 1,646 | 40.6% | 0.92 | 0.0040 | -0.033 | 220 | 1.40 | 1.54 | 484 | 1,456 | 41.2% | -0.08 | 0.0041 | -0.065 |
| 36.95 | 38.75 | 98 | 1,316 | 40.5% | 0.87 | 0.0060 | -0.064 | 230 | 2.52 | 2.69 | 1,051 | 1,136 | 40.0% | -0.13 | 0.0060 | -0.089 |
| 28.80 | 29.85 | 58 | 951 | 37.9% | 0.79 | 0.0081 | -0.097 | 240 | 4.25 | 4.55 | 861 | 1,168 | 38.8% | -0.21 | 0.0082 | -0.115 |
| 21.85 | 22.65 | 262 | 1,473 | 37.8% | 0.70 | 0.0100 | -0.126 | 250 | 7.10 | 7.50 | 1,054 | 1,836 | 38.6% | -0.31 | 0.0101 | -0.138 |
| 15.95 | 16.60 | 1,050 | 1,856 | 37.5% | 0.59 | 0.0113 | -0.145 | 260 | 11.05 | 11.50 | 1,007 | 837 | 38.2% | -0.42 | 0.0114 | -0.151 |
| 11.25 | 11.80 | 386 | 1,163 | 37.6% | 0.47 | 0.0116 | -0.151 | 270 | 16.15 | 16.85 | 159 | 118 | 38.2% | -0.53 | 0.0118 | -0.151 |
| 7.80 | 8.10 | 661 | 2,217 | 37.9% | 0.36 | 0.0109 | -0.144 | 280 | 22.50 | 23.20 | 53 | 134 | 38.1% | -0.64 | 0.0112 | -0.138 |
| 5.15 | 5.40 | 416 | 1,117 | 38.1% | 0.27 | 0.0096 | -0.129 | 290 | 28.75 | 31.15 | 6 | 2 | 37.3% | -0.74 | 0.0098 | -0.115 |
| 3.30 | 3.60 | 405 | 1,464 | 38.2% | 0.19 | 0.0079 | -0.108 | 300 | 37.05 | 39.25 | 6 | 6 | 37.3% | -0.82 | 0.0081 | -0.087 |
| 2.13 | 2.39 | 245 | 592 | 38.8% | 0.14 | 0.0062 | -0.087 | 310 | 45.95 | 48.15 | 30 | 30 | 37.6% | -0.88 | 0.0064 | -0.059 |
| 1.42 | 1.65 | 61 | 116 | 39.8% | 0.10 | 0.0047 | -0.069 | 320 | 54.95 | 57.80 | 38.0% | -0.92 | 0.0048 | -0.032 | ||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs