CRM option chain Salesforce, Inc.
Cboe delayed options data · as of 15:33 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 ±20.4% (210.75–318.45) · ATM IV 42.4% · P/C open interest 1.04
| 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 | |
| 129.60 | 133.15 | 5 | 118 | 52.2% | 0.99 | 0.0004 | 0.000 | 135 | 0.2600 | 0.5900 | 7,251 | 54.7% | -0.01 | 0.0004 | -0.011 | |
| 124.75 | 128.45 | 214 | 52.5% | 0.98 | 0.0004 | 0.000 | 140 | 0.3100 | 0.6800 | 1,130 | 53.3% | -0.02 | 0.0005 | -0.012 | ||
| 119.95 | 123.25 | 684 | 48.4% | 0.98 | 0.0005 | 0.000 | 145 | 0.5000 | 0.8900 | 1 | 1,140 | 53.5% | -0.02 | 0.0005 | -0.014 | |
| 115.20 | 118.40 | 2 | 408 | 48.0% | 0.98 | 0.0006 | 0.000 | 150 | 0.6100 | 0.8400 | 2 | 4,602 | 51.3% | -0.02 | 0.0006 | -0.016 |
| 110.40 | 113.25 | 445 | 44.6% | 0.97 | 0.0008 | 0.000 | 155 | 0.7100 | 1.11 | 4,494 | 50.7% | -0.03 | 0.0008 | -0.018 | ||
| 105.65 | 109.00 | 471 | 47.5% | 0.97 | 0.0009 | 0.000 | 160 | 0.8000 | 1.26 | 2,208 | 49.3% | -0.03 | 0.0009 | -0.020 | ||
| 100.95 | 104.40 | 302 | 47.5% | 0.96 | 0.0010 | -0.000 | 165 | 1.00 | 1.45 | 1 | 953 | 48.4% | -0.04 | 0.0010 | -0.023 | |
| 96.30 | 99.55 | 2 | 443 | 46.3% | 0.96 | 0.0012 | -0.004 | 170 | 1.26 | 1.77 | 1 | 4,627 | 47.9% | -0.04 | 0.0012 | -0.026 |
| 91.90 | 94.80 | 403 | 46.1% | 0.95 | 0.0014 | -0.009 | 175 | 1.71 | 2.13 | 6,917 | 47.8% | -0.05 | 0.0014 | -0.029 | ||
| 87.05 | 90.40 | 20 | 1,051 | 45.2% | 0.94 | 0.0016 | -0.013 | 180 | 2.08 | 2.28 | 2 | 5,143 | 46.6% | -0.06 | 0.0016 | -0.033 |
| 82.60 | 86.00 | 1 | 460 | 45.2% | 0.93 | 0.0018 | -0.018 | 185 | 2.50 | 2.77 | 2,049 | 46.2% | -0.07 | 0.0019 | -0.037 | |
| 79.00 | 81.40 | 4 | 2,572 | 46.1% | 0.92 | 0.0021 | -0.023 | 190 | 3.05 | 3.25 | 7 | 3,802 | 45.7% | -0.08 | 0.0021 | -0.041 |
| 73.80 | 77.15 | 1 | 1,449 | 44.1% | 0.90 | 0.0024 | -0.029 | 195 | 3.50 | 3.90 | 1 | 2,387 | 45.1% | -0.10 | 0.0024 | -0.045 |
| 70.40 | 72.75 | 47 | 3,025 | 44.9% | 0.89 | 0.0027 | -0.034 | 200 | 4.30 | 4.60 | 6,438 | 9,021 | 44.9% | -0.11 | 0.0027 | -0.050 |
| 61.55 | 64.75 | 10 | 2,001 | 43.5% | 0.85 | 0.0033 | -0.046 | 210 | 5.85 | 6.50 | 1 | 2,223 | 44.3% | -0.15 | 0.0033 | -0.059 |
| 54.60 | 56.40 | 15 | 5,260 | 43.1% | 0.81 | 0.0039 | -0.057 | 220 | 8.10 | 8.30 | 126 | 4,261 | 43.3% | -0.19 | 0.0039 | -0.069 |
| 47.25 | 49.25 | 11 | 3,300 | 42.5% | 0.76 | 0.0045 | -0.068 | 230 | 10.70 | 11.30 | 31 | 2,235 | 43.0% | -0.24 | 0.0045 | -0.078 |
| 40.60 | 42.55 | 15 | 3,230 | 42.0% | 0.71 | 0.0050 | -0.078 | 240 | 14.25 | 14.60 | 327 | 2,917 | 42.9% | -0.29 | 0.0051 | -0.086 |
| 35.10 | 36.75 | 23 | 4,313 | 42.2% | 0.66 | 0.0054 | -0.085 | 250 | 18.25 | 18.70 | 72 | 3,453 | 42.7% | -0.35 | 0.0055 | -0.091 |
| 29.85 | 31.95 | 36 | 8,894 | 42.5% | 0.60 | 0.0057 | -0.091 | 260 | 22.55 | 23.35 | 72 | 699 | 42.3% | -0.41 | 0.0058 | -0.095 |
| 24.80 | 27.15 | 207 | 1,805 | 42.0% | 0.54 | 0.0058 | -0.094 | 270 | 27.75 | 28.65 | 1 | 345 | 42.2% | -0.47 | 0.0060 | -0.097 |
| 22.00 | 22.60 | 468 | 2,418 | 42.6% | 0.49 | 0.0059 | -0.096 | 280 | 33.30 | 35.35 | 2 | 53 | 42.5% | -0.53 | 0.0061 | -0.097 |
| 18.20 | 19.05 | 14 | 3,050 | 42.3% | 0.43 | 0.0058 | -0.095 | 290 | 39.75 | 41.80 | 11 | 42.6% | -0.58 | 0.0061 | -0.095 | |
| 14.75 | 16.25 | 125 | 6,838 | 42.2% | 0.38 | 0.0056 | -0.092 | 300 | 46.40 | 48.35 | 20 | 42.0% | -0.64 | 0.0060 | -0.091 | |
| 12.10 | 13.25 | 19 | 799 | 41.8% | 0.33 | 0.0054 | -0.088 | 310 | 54.05 | 56.50 | 62 | 42.9% | -0.69 | 0.0058 | -0.086 | |
| 10.05 | 11.20 | 40 | 4,217 | 42.1% | 0.29 | 0.0050 | -0.084 | 320 | 61.85 | 63.95 | 42.6% | -0.73 | 0.0055 | -0.080 | ||
| 8.40 | 9.05 | 21 | 1,126 | 42.0% | 0.25 | 0.0047 | -0.078 | 330 | 70.05 | 72.65 | 4 | 43.1% | -0.78 | 0.0052 | -0.073 | |
| 6.75 | 7.55 | 6 | 1,027 | 42.0% | 0.22 | 0.0043 | -0.072 | 340 | 78.35 | 81.30 | 43.1% | -0.81 | 0.0048 | -0.065 | ||
| 5.60 | 6.55 | 38 | 1,627 | 42.6% | 0.19 | 0.0039 | -0.066 | 350 | 87.10 | 90.15 | 43.1% | -0.85 | 0.0044 | -0.057 | ||
| 4.65 | 5.15 | 2 | 681 | 42.4% | 0.16 | 0.0035 | -0.060 | 360 | 95.70 | 99.30 | 42.6% | -0.88 | 0.0040 | -0.048 | ||
| 3.85 | 4.55 | 2 | 1,828 | 43.0% | 0.14 | 0.0032 | -0.054 | 370 | 105.45 | 108.60 | 43.6% | -0.91 | 0.0035 | -0.038 | ||
| 3.25 | 3.60 | 6 | 481 | 43.0% | 0.12 | 0.0028 | -0.048 | 380 | 114.95 | 118.05 | 43.9% | -0.93 | 0.0031 | -0.028 | ||
| 2.69 | 3.00 | 176 | 43.2% | 0.10 | 0.0025 | -0.043 | 390 | 124.50 | 127.75 | 44.3% | -0.95 | 0.0026 | -0.017 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs