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 ±10.7% (214.69–266.05) · ATM IV 41.4% · P/C open interest 1.50

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
114.75	118.00			97.0%	0.99	0.0003	-0.004	125	0	2.13		2	117.2%	-0.01	0.0003	-0.016
109.45	113.10			86.0%	0.99	0.0003	-0.006	130	0	2.14			111.2%	-0.01	0.0003	-0.017
104.40	108.00			75.0%	0.99	0.0004	-0.008	135	0	2.15			105.3%	-0.01	0.0004	-0.019
99.50	103.10			75.3%	0.99	0.0005	-0.010	140	0	0.5000			78.3%	-0.01	0.0005	-0.020
94.60	98.20			74.3%	0.99	0.0005	-0.012	145	0	2.16			94.2%	-0.01	0.0005	-0.022
89.75	93.25			72.5%	0.99	0.0006	-0.015	150	0	2.20			89.1%	-0.01	0.0006	-0.024
84.95	88.20			69.6%	0.98	0.0008	-0.018	155	0	2.23			84.1%	-0.02	0.0008	-0.026
79.90	83.25			64.5%	0.98	0.0009	-0.021	160	0	0.6900		3	64.0%	-0.02	0.0009	-0.029
74.90	78.30			60.3%	0.98	0.0011	-0.024	165	0	2.33		1	74.8%	-0.02	0.0011	-0.032
70.35	73.30			60.6%	0.97	0.0013	-0.029	170	0.0500	1.05		21	60.3%	-0.03	0.0013	-0.036
65.50	68.40		2	58.0%	0.97	0.0016	-0.033	175	0.1000	2.13		136	64.5%	-0.03	0.0016	-0.040
60.60	63.55		2	55.3%	0.96	0.0020	-0.039	180	0.4000	1.33		1	56.7%	-0.04	0.0020	-0.045
55.80	58.75			53.2%	0.95	0.0024	-0.045	185	0.5000	2.79		3	60.7%	-0.05	0.0025	-0.051
50.90	54.00		1	50.6%	0.94	0.0030	-0.053	190	0.4800	2.99		27	56.7%	-0.06	0.0030	-0.059
46.10	49.40		1	48.8%	0.93	0.0037	-0.063	195	0.3900	1.99		34	47.1%	-0.07	0.0038	-0.068
41.90	44.35		7	47.1%	0.91	0.0046	-0.074	200	0.9400	2.34		28	46.5%	-0.09	0.0046	-0.079
37.15	40.20			46.0%	0.88	0.0056	-0.086	205	1.27	2.66	1	41	44.2%	-0.12	0.0056	-0.091
32.90	35.50		5	44.1%	0.85	0.0067	-0.100	210	1.85	3.35	13	70	43.2%	-0.15	0.0067	-0.104
28.75	31.80		18	44.3%	0.82	0.0079	-0.115	215	2.57	4.55		48	43.0%	-0.19	0.0079	-0.118
24.85	27.80	2	2	43.2%	0.77	0.0091	-0.129	220	3.70	5.25	14	193	41.7%	-0.23	0.0092	-0.132
21.35	24.10		17	42.8%	0.72	0.0102	-0.142	225	4.90	7.15		185	42.0%	-0.28	0.0103	-0.145
18.10	20.80	4	8	42.5%	0.67	0.0112	-0.153	230	7.00	8.75		101	42.3%	-0.34	0.0113	-0.156
15.15	17.85		24	42.3%	0.61	0.0119	-0.161	235	8.95	10.45	2	56	41.4%	-0.40	0.0121	-0.164
12.55	15.10	2	23	42.1%	0.55	0.0124	-0.166	240	10.95	12.75	8	56	40.6%	-0.46	0.0125	-0.168
10.30	11.95	8	41	40.8%	0.49	0.0125	-0.166	245	13.40	15.45		5	40.2%	-0.52	0.0127	-0.169
7.95	10.50		39	41.2%	0.42	0.0123	-0.163	250	16.35	18.70		15	40.5%	-0.58	0.0125	-0.166
6.60	8.15		39	40.7%	0.37	0.0118	-0.157	255	19.70	21.90		3	40.5%	-0.64	0.0121	-0.159
5.20	7.45	8	30	42.2%	0.31	0.0111	-0.148	260	23.50	25.30		42	40.6%	-0.69	0.0114	-0.150
3.70	6.20	4	86	41.7%	0.27	0.0102	-0.137	265	26.45	29.30		1	39.2%	-0.74	0.0106	-0.139
3.00	5.00	1	118	42.0%	0.22	0.0093	-0.125	270	30.40	33.60			39.4%	-0.79	0.0096	-0.128
1.64	4.25		16	41.0%	0.19	0.0083	-0.113	275	35.15	37.75			40.4%	-0.83	0.0087	-0.115
1.63	3.90		88	43.6%	0.16	0.0073	-0.101	280	39.75	42.15	2		41.1%	-0.86	0.0077	-0.103
0.4700	3.30		51	41.8%	0.13	0.0064	-0.090	285	44.15	47.30			42.9%	-0.89	0.0068	-0.091
0.0500	3.30		42	43.5%	0.11	0.0055	-0.080	290	48.70	51.95			42.9%	-0.91	0.0060	-0.082
0	3.05		26	45.2%	0.09	0.0048	-0.071	295	53.35	56.95			44.2%	-0.93	0.0053	-0.073
0	2.76		21	46.8%	0.08	0.0041	-0.063	300	58.50	61.20			43.6%	-0.94	0.0046	-0.066
0	2.65		10	49.0%	0.06	0.0036	-0.056	305	62.95	66.45			43.8%	-0.96	0.0040	-0.060
0	2.53			51.0%	0.06	0.0031	-0.051	310	67.90	71.70			47.9%	-0.97	0.0036	-0.054
0	2.30			52.3%	0.05	0.0027	-0.046	315	72.85	76.70			49.8%	-0.98	0.0033	-0.048
0	2.36			55.0%	0.04	0.0024	-0.042	320	77.85	81.70			52.1%	-0.98	0.0028	-0.038
0	2.31			57.0%	0.04	0.0021	-0.038	325	82.85	86.70			54.4%	-0.99	0.0022	-0.035
0	2.27			59.0%	0.03	0.0018	-0.035	330	87.85	91.70			56.6%	-0.99	0.0017	-0.032
0	2.24			61.0%	0.03	0.0016	-0.032	335	92.85	96.70			58.8%	-0.99	0.0013	-0.025
0	2.16	5		62.7%	0.03	0.0014	-0.029	340	97.85	101.70			60.9%	-1.00	0.0009	-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 27, 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 27, 2026

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