CRM option chain Salesforce, Inc.

Expiration Cboe delayed options data · as of 21:49 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 ±22.5% (204.50–323.56) · ATM IV 41.8% · P/C open interest 1.07

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
130.25	133.60		1	49.5%	0.98	0.0004	0.000	135	0.2700	0.8600		37	51.1%	-0.02	0.0004	-0.011
125.00	128.80	5	9	44.8%	0.98	0.0005	0.000	140	0.5400	0.9400	1	576	50.9%	-0.02	0.0005	-0.012
121.15	124.05		4	50.4%	0.98	0.0006	0.000	145	0.4900	1.11		46	49.1%	-0.02	0.0006	-0.014
116.20	119.30		19	48.4%	0.97	0.0007	0.000	150	0.7800	1.33		59	49.1%	-0.03	0.0007	-0.016
111.50	114.65		6	47.9%	0.97	0.0008	0.000	155	0.9300	1.56		168	48.2%	-0.03	0.0008	-0.018
107.10	110.10		53	48.4%	0.96	0.0010	-0.001	160	1.19	1.90	2	126	47.9%	-0.04	0.0010	-0.021
102.20	105.10		39	45.7%	0.96	0.0011	-0.005	165	1.44	2.08		66	46.8%	-0.05	0.0012	-0.023
97.70	100.85		44	46.2%	0.95	0.0013	-0.009	170	1.88	2.28		166	46.1%	-0.05	0.0013	-0.026
93.30	96.40		35	46.0%	0.94	0.0015	-0.012	175	2.18	2.74		190	45.5%	-0.06	0.0015	-0.029
88.60	92.00		175	45.1%	0.93	0.0017	-0.017	180	2.70	3.55		65	45.9%	-0.07	0.0017	-0.033
84.45	87.65		71	45.0%	0.92	0.0019	-0.021	185	3.10	4.00		90	44.9%	-0.08	0.0020	-0.036
80.05	83.35		105	44.4%	0.90	0.0021	-0.025	190	3.75	4.25	9	293	44.0%	-0.10	0.0022	-0.040
75.90	78.80	1	144	43.6%	0.89	0.0024	-0.030	195	4.40	5.45		186	44.3%	-0.11	0.0024	-0.043
72.25	75.10	10	147	44.4%	0.87	0.0026	-0.035	200	5.15	6.25		146	43.8%	-0.13	0.0027	-0.047
63.75	67.15		147	42.9%	0.84	0.0032	-0.044	210	7.05	8.05	5	278	43.0%	-0.16	0.0032	-0.055
56.55	59.95	2	205	42.9%	0.80	0.0036	-0.053	220	9.30	10.95		35	42.9%	-0.20	0.0037	-0.063
50.20	52.50		165	42.5%	0.76	0.0041	-0.062	230	13.05	13.85	24	100	43.1%	-0.25	0.0042	-0.070
43.75	46.90	1	109	42.7%	0.71	0.0045	-0.069	240	15.80	18.05	1	266	42.7%	-0.30	0.0046	-0.076
38.05	40.80	2	220	42.2%	0.66	0.0049	-0.075	250	19.50	22.15	6	16	42.1%	-0.35	0.0050	-0.081
33.10	35.35	4	228	42.0%	0.61	0.0051	-0.080	260	24.20	26.40	1	87	41.6%	-0.40	0.0053	-0.084
28.55	30.60	1	169	41.9%	0.55	0.0052	-0.083	270	29.25	31.85	7	10	41.5%	-0.46	0.0055	-0.086
24.05	26.45	8	131	41.5%	0.50	0.0053	-0.084	280	35.65	38.35		31	42.3%	-0.51	0.0056	-0.086
20.85	22.75	11	111	41.7%	0.45	0.0053	-0.084	290	41.20	44.80		13	41.8%	-0.56	0.0056	-0.085
18.05	19.65	13	225	42.0%	0.41	0.0052	-0.083	300	48.00	50.70		1	41.1%	-0.61	0.0055	-0.083
14.95	16.90	84	172	41.8%	0.36	0.0050	-0.080	310	55.30	58.00		20	41.1%	-0.66	0.0054	-0.080
12.20	14.50		41	41.5%	0.32	0.0048	-0.077	320	62.90	65.70			41.1%	-0.70	0.0052	-0.075
10.55	12.40	23	73	41.8%	0.28	0.0045	-0.073	330	71.00	74.25			41.6%	-0.75	0.0050	-0.071
8.80	10.65	80	104	41.8%	0.25	0.0042	-0.069	340	79.35	81.95			41.0%	-0.78	0.0048	-0.066
7.70	8.45	84	141	41.6%	0.22	0.0039	-0.064	350	88.05	90.65			41.0%	-0.82	0.0045	-0.060
6.20	7.85	47	40	42.1%	0.19	0.0036	-0.059	360	96.85	100.05			41.5%	-0.85	0.0042	-0.053

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 — Feb 19, 2027

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 — Feb 19, 2027

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