CRM option chain Salesforce, Inc.

Expiration Cboe delayed options data · as of 00:33 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 ±11.4% (233.96–294.31) · ATM IV 38.6% · P/C open interest —

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
78.40	82.05			47.7%	0.97	0.0011	0.000	185	0.1400	1.29			55.5%	-0.03	0.0012	-0.029
74.30	77.15			52.7%	0.97	0.0014	0.000	190	0.2700	1.64			55.1%	-0.03	0.0014	-0.033
69.50	72.30			50.9%	0.96	0.0017	0.000	195	0.3900	2.64			57.0%	-0.04	0.0017	-0.037
64.45	67.50			47.9%	0.96	0.0020	-0.003	200	0.4900	0.9700	1		45.4%	-0.04	0.0020	-0.042
59.75	62.15			43.9%	0.95	0.0024	-0.011	205	0.4900	1.31			44.0%	-0.05	0.0025	-0.048
54.85	58.00			44.4%	0.93	0.0030	-0.021	210	0	3.10			46.1%	-0.07	0.0030	-0.055
50.20	53.40	1		43.3%	0.92	0.0036	-0.032	215	0.0100	2.05			38.4%	-0.08	0.0036	-0.062
45.65	48.85	2		42.2%	0.90	0.0043	-0.044	220	1.42	3.80	3		45.0%	-0.10	0.0043	-0.071
41.65	44.45			42.4%	0.88	0.0051	-0.057	225	2.06	3.25	13		41.3%	-0.13	0.0051	-0.081
37.25	40.25			41.4%	0.85	0.0059	-0.070	230	2.74	3.70	61		39.9%	-0.15	0.0060	-0.092
32.75	36.20	3		40.0%	0.81	0.0068	-0.084	235	3.30	5.05			39.6%	-0.19	0.0069	-0.103
28.85	32.40	3		39.5%	0.78	0.0077	-0.097	240	4.35	6.00	18		38.8%	-0.23	0.0078	-0.113
25.30	28.75	1		39.3%	0.73	0.0086	-0.110	245	5.00	7.60			37.8%	-0.27	0.0087	-0.123
22.30	25.40	5		39.5%	0.69	0.0093	-0.121	250	7.00	10.20	42		39.6%	-0.32	0.0094	-0.132
18.65	22.35	4		38.6%	0.64	0.0099	-0.130	255	8.50	11.35	4		37.8%	-0.37	0.0100	-0.138
16.25	19.50	1		39.0%	0.59	0.0103	-0.137	260	10.40	13.35	8		37.1%	-0.42	0.0105	-0.142
13.75	17.00	2		39.0%	0.53	0.0105	-0.141	265	13.50	16.10	1		38.2%	-0.47	0.0107	-0.144
11.80	14.70			39.2%	0.48	0.0106	-0.142	270	15.60	19.10	3		37.7%	-0.53	0.0108	-0.143
9.90	12.60	11		39.2%	0.43	0.0104	-0.141	275	18.60	22.10			37.6%	-0.58	0.0107	-0.139
8.30	11.00	2		39.6%	0.38	0.0101	-0.138	280	21.90	25.65			38.0%	-0.63	0.0104	-0.133
6.90	9.35	3		39.7%	0.34	0.0096	-0.133	285	25.45	29.30			38.3%	-0.67	0.0100	-0.125
4.90	8.05	5		38.7%	0.29	0.0091	-0.126	290	29.25	32.70			37.9%	-0.72	0.0094	-0.116
4.60	6.65			39.6%	0.26	0.0084	-0.118	295	33.20	36.95			38.5%	-0.76	0.0088	-0.105
3.45	5.65	2		39.3%	0.22	0.0078	-0.110	300	37.35	41.15	1		38.8%	-0.79	0.0081	-0.093
2.09	5.20			39.0%	0.19	0.0070	-0.101	305	41.65	45.55			39.3%	-0.83	0.0073	-0.081
2.19	4.00	2		39.6%	0.16	0.0064	-0.092	310	46.10	49.50			38.6%	-0.85	0.0066	-0.069
1.99	3.90			41.5%	0.14	0.0057	-0.084	315	50.65	54.15			39.2%	-0.88	0.0059	-0.057
1.65	3.00	3		41.1%	0.12	0.0051	-0.077	320	55.25	58.75			39.3%	-0.90	0.0052	-0.046
1.09	2.58	1		40.8%	0.10	0.0045	-0.070	325	60.00	63.20			38.9%	-0.91	0.0046	-0.035

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 23, 2026

Volatility page →

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 23, 2026

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