CRM option chain Salesforce, Inc.

Expiration Cboe delayed options data · as of 15:35 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 ±8.8% (219.29–261.44) · ATM IV 42.6% · P/C open interest 1.22

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
114.00	117.95		1	111.1%	1.00	0.0001	0.000	125	0	2.13		45	146.6%	-0.00	0.0001	-0.009
108.75	112.85				1.00	0.0002	0.000	130	0	2.13		4	138.9%	-0.00	0.0002	-0.010
103.85	107.80				1.00	0.0002	0.000	135	0	2.13		3	131.5%	-0.00	0.0002	-0.011
99.50	102.80			100.6%	1.00	0.0002	-0.001	140	0	2.14		5	124.4%	-0.00	0.0002	-0.012
94.70	97.85			99.4%	0.99	0.0003	-0.003	145	0	2.14		3	117.5%	-0.00	0.0003	-0.013
89.65	92.80			90.9%	0.99	0.0003	-0.005	150	0	2.15		1	110.9%	-0.01	0.0003	-0.014
84.15	87.90			74.3%	0.99	0.0004	-0.007	155	0	2.16		2	104.5%	-0.01	0.0004	-0.016
79.65	82.90			80.6%	0.99	0.0005	-0.009	160	0	2.18		1	98.3%	-0.01	0.0005	-0.018
74.50	77.95			72.9%	0.99	0.0006	-0.012	165	0	0.9100		27	78.1%	-0.01	0.0006	-0.020
69.25	73.10		1	65.3%	0.99	0.0008	-0.015	170	0	0.4700		10	65.5%	-0.01	0.0008	-0.023
64.80	68.15			69.0%	0.98	0.0010	-0.019	175	0.0100	0.2500		4	55.8%	-0.01	0.0010	-0.026
59.55	63.15		2	60.3%	0.98	0.0013	-0.024	180	0.0100	0.4200		251	55.3%	-0.02	0.0013	-0.031
54.75	58.20			58.1%	0.98	0.0017	-0.030	185	0.0400	0.4200		147	51.3%	-0.02	0.0017	-0.036
49.95	52.60			47.8%	0.97	0.0022	-0.039	190	0.1100	0.5400	1	33	49.5%	-0.03	0.0022	-0.044
45.15	47.75		1	47.1%	0.96	0.0029	-0.050	195	0.3300	0.7100	56	445	49.0%	-0.04	0.0029	-0.055
40.40	43.55			50.2%	0.94	0.0039	-0.064	200	0.5700	0.8900	22	455	47.4%	-0.06	0.0039	-0.068
35.85	38.95			49.3%	0.92	0.0051	-0.081	205	0.8300	1.30	1	144	46.4%	-0.08	0.0051	-0.086
31.40	34.40		1	47.9%	0.89	0.0066	-0.102	210	1.27	1.94	18	166	46.1%	-0.11	0.0066	-0.106
26.85	30.00		6	45.7%	0.85	0.0083	-0.126	215	1.78	2.46	17	98	44.1%	-0.15	0.0083	-0.129
23.40	25.90	8	12	46.7%	0.81	0.0100	-0.151	220	2.65	3.25	2	172	43.2%	-0.19	0.0101	-0.154
19.60	21.95		15	45.5%	0.75	0.0118	-0.174	225	4.00	4.50	1	115	43.4%	-0.25	0.0119	-0.177
16.20	18.00		26	44.0%	0.69	0.0133	-0.195	230	5.55	6.05	8	56	43.1%	-0.32	0.0134	-0.197
13.20	14.75		45	43.5%	0.61	0.0144	-0.209	235	7.45	8.05	14	50	43.0%	-0.39	0.0145	-0.211
10.70	11.40	3	87	42.4%	0.54	0.0150	-0.216	240	9.70	10.35	3	50	42.7%	-0.46	0.0152	-0.218
8.45	9.00	13	166	42.3%	0.46	0.0151	-0.215	245	11.70	13.40		26	42.0%	-0.54	0.0153	-0.217
6.40	7.00	4	108	41.8%	0.39	0.0147	-0.207	250	14.85	16.20		13	41.5%	-0.61	0.0149	-0.209
4.75	5.35	1	122	41.5%	0.32	0.0138	-0.191	255	18.35	19.85		3	42.1%	-0.68	0.0141	-0.194
3.50	4.00	1	92	41.3%	0.26	0.0126	-0.171	260	22.10	23.45		19	41.8%	-0.75	0.0128	-0.173
2.52	2.95		455	41.1%	0.20	0.0110	-0.148	265	25.25	27.80			40.2%	-0.80	0.0114	-0.151
1.80	2.17	5	399	41.2%	0.16	0.0094	-0.125	270	29.25	32.40			40.1%	-0.85	0.0098	-0.127
1.21	1.76		52	41.8%	0.12	0.0078	-0.104	275	33.75	37.15			41.3%	-0.89	0.0082	-0.106
1.02	1.29	20	44	42.8%	0.09	0.0063	-0.085	280	38.40	41.65		1	40.8%	-0.92	0.0068	-0.087
0.5800	0.9500	41	88	42.2%	0.07	0.0051	-0.070	285	43.15	46.55			41.9%	-0.94	0.0056	-0.073
0.3500	0.9100	20	62	43.7%	0.05	0.0041	-0.059	290	48.00	51.10			37.1%	-0.96	0.0046	-0.061
0.2700	0.6100		22	43.8%	0.04	0.0034	-0.049	295	52.95	56.70			48.0%	-0.97	0.0038	-0.049
0.2000	0.5200	1	36	45.1%	0.03	0.0027	-0.042	300	57.85	61.65			49.6%	-0.98	0.0031	-0.042
0.0100	0.4500			44.6%	0.03	0.0022	-0.036	305	62.85	66.50			50.8%	-0.99	0.0024	-0.032
0.0200	0.4600		2	47.4%	0.02	0.0019	-0.032	310	67.85	71.70			56.0%	-0.99	0.0016	-0.029
0	0.6400			52.2%	0.02	0.0016	-0.028	315	72.85	76.35			53.6%	-1.00	0.0010	-0.026
0	0.5600			53.6%	0.02	0.0013	-0.025	320	77.95	81.70			62.7%	-1.00	0.0006	-0.023
0	0.6300		2	57.0%	0.01	0.0011	-0.022	325	82.85	86.70			64.4%	-1.00	0.0004	-0.023
0	0.4300			56.2%	0.01	0.0010	-0.020	330	87.85	91.70			67.1%	-1.00	0.0001	-0.023
0	0.4700			59.2%	0.01	0.0008	-0.018	335	92.85	96.70			69.7%	-1.00	0.0000	-0.023
0	0.4500			61.0%	0.01	0.0007	-0.016	340	97.85	101.70			72.2%	-1.00	0.0000	-0.023
0	0.6200			66.1%	0.01	0.0006	-0.015	345	102.85	106.40			69.7%	-1.00	0.0000	-0.023
0	0.4400		1	65.1%	0.01	0.0006	-0.013	350	107.85	111.65			76.5%	-1.00	0.0000	-0.023
0	2.14		79	86.4%	0.01	0.0005	-0.012	355	112.85	116.70			79.6%	-1.00	0.0000	-0.023

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 — Nov 13, 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 — Nov 13, 2026

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