CRM option chain Salesforce, Inc.
Cboe delayed options data · as of 18:33 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 ±39.7% (160.89–372.69) · ATM IV 44.8% · P/C open interest 0.90
| 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 | |
| 139.50 | 143.35 | 81 | 47.3% | 0.95 | 0.0008 | 0.000 | 135 | 3.90 | 4.55 | 161 | 48.5% | -0.06 | 0.0008 | -0.017 | ||
| 135.50 | 139.15 | 66 | 47.1% | 0.94 | 0.0008 | 0.000 | 140 | 4.60 | 5.05 | 894 | 48.2% | -0.06 | 0.0009 | -0.018 | ||
| 131.50 | 135.70 | 45 | 47.7% | 0.93 | 0.0009 | 0.000 | 145 | 5.20 | 5.85 | 1 | 231 | 47.9% | -0.07 | 0.0009 | -0.020 | |
| 127.50 | 130.75 | 271 | 46.3% | 0.93 | 0.0010 | -0.001 | 150 | 6.00 | 6.60 | 606 | 47.7% | -0.08 | 0.0010 | -0.021 | ||
| 123.50 | 127.50 | 69 | 46.8% | 0.92 | 0.0011 | -0.003 | 155 | 6.70 | 7.50 | 42 | 47.4% | -0.09 | 0.0011 | -0.023 | ||
| 119.50 | 123.75 | 141 | 46.6% | 0.91 | 0.0012 | -0.005 | 160 | 7.65 | 8.40 | 382 | 47.3% | -0.10 | 0.0012 | -0.024 | ||
| 116.00 | 120.05 | 28 | 46.7% | 0.90 | 0.0013 | -0.008 | 165 | 8.50 | 9.45 | 42 | 47.0% | -0.11 | 0.0013 | -0.026 | ||
| 112.00 | 116.20 | 116 | 46.1% | 0.89 | 0.0014 | -0.010 | 170 | 9.60 | 10.45 | 1 | 139 | 46.8% | -0.12 | 0.0014 | -0.028 | |
| 108.50 | 112.75 | 144 | 46.2% | 0.88 | 0.0015 | -0.012 | 175 | 10.65 | 11.50 | 119 | 46.5% | -0.13 | 0.0015 | -0.029 | ||
| 105.00 | 109.00 | 81 | 45.9% | 0.87 | 0.0016 | -0.015 | 180 | 11.95 | 12.70 | 2 | 1,212 | 46.4% | -0.14 | 0.0016 | -0.031 | |
| 101.50 | 105.90 | 130 | 46.0% | 0.86 | 0.0016 | -0.017 | 185 | 13.15 | 14.45 | 652 | 46.5% | -0.15 | 0.0017 | -0.033 | ||
| 98.00 | 102.40 | 269 | 45.7% | 0.85 | 0.0017 | -0.019 | 190 | 14.40 | 15.75 | 637 | 46.2% | -0.16 | 0.0018 | -0.034 | ||
| 95.00 | 98.90 | 199 | 45.7% | 0.83 | 0.0018 | -0.021 | 195 | 15.80 | 17.50 | 274 | 46.2% | -0.17 | 0.0019 | -0.036 | ||
| 91.50 | 95.20 | 1 | 303 | 45.1% | 0.82 | 0.0019 | -0.023 | 200 | 17.40 | 18.80 | 990 | 46.0% | -0.19 | 0.0020 | -0.037 | |
| 85.50 | 88.95 | 1 | 487 | 45.0% | 0.80 | 0.0021 | -0.027 | 210 | 20.70 | 21.90 | 1 | 227 | 45.6% | -0.21 | 0.0022 | -0.040 |
| 79.50 | 82.95 | 6 | 817 | 44.7% | 0.77 | 0.0022 | -0.031 | 220 | 24.30 | 25.60 | 2 | 381 | 45.3% | -0.24 | 0.0024 | -0.043 |
| 74.00 | 77.40 | 3 | 642 | 44.5% | 0.74 | 0.0024 | -0.035 | 230 | 28.30 | 29.75 | 236 | 45.2% | -0.27 | 0.0025 | -0.045 | |
| 68.50 | 72.80 | 5 | 295 | 44.6% | 0.72 | 0.0025 | -0.038 | 240 | 32.60 | 34.15 | 542 | 45.1% | -0.30 | 0.0027 | -0.047 | |
| 64.35 | 67.10 | 6 | 1,331 | 44.5% | 0.69 | 0.0026 | -0.040 | 250 | 37.25 | 39.45 | 1 | 537 | 45.2% | -0.33 | 0.0028 | -0.049 |
| 59.05 | 62.60 | 10 | 865 | 44.1% | 0.66 | 0.0027 | -0.043 | 260 | 42.00 | 44.05 | 28 | 454 | 44.7% | -0.36 | 0.0030 | -0.050 |
| 55.45 | 58.70 | 14 | 328 | 44.5% | 0.63 | 0.0028 | -0.045 | 270 | 47.60 | 50.05 | 9 | 465 | 45.0% | -0.39 | 0.0031 | -0.051 |
| 51.60 | 53.75 | 5 | 347 | 44.1% | 0.60 | 0.0029 | -0.047 | 280 | 52.95 | 55.35 | 1 | 64 | 44.6% | -0.42 | 0.0032 | -0.052 |
| 47.40 | 50.35 | 5 | 191 | 44.0% | 0.58 | 0.0029 | -0.048 | 290 | 59.15 | 61.60 | 79 | 174 | 44.7% | -0.45 | 0.0032 | -0.052 |
| 44.00 | 47.00 | 15 | 811 | 44.0% | 0.55 | 0.0030 | -0.049 | 300 | 65.30 | 68.25 | 337 | 44.8% | -0.48 | 0.0033 | -0.052 | |
| 41.15 | 43.55 | 3 | 155 | 44.1% | 0.53 | 0.0030 | -0.050 | 310 | 71.90 | 75.00 | 96 | 44.9% | -0.51 | 0.0034 | -0.052 | |
| 38.05 | 40.60 | 1 | 119 | 44.0% | 0.50 | 0.0030 | -0.050 | 320 | 78.70 | 81.60 | 36 | 44.8% | -0.54 | 0.0034 | -0.052 | |
| 35.05 | 37.80 | 761 | 44.0% | 0.48 | 0.0030 | -0.051 | 330 | 85.50 | 89.00 | 1 | 44.8% | -0.57 | 0.0035 | -0.051 | ||
| 32.60 | 35.05 | 3 | 80 | 43.9% | 0.45 | 0.0030 | -0.051 | 340 | 93.05 | 96.45 | 45.0% | -0.59 | 0.0035 | -0.051 | ||
| 30.10 | 32.65 | 1 | 702 | 43.9% | 0.43 | 0.0030 | -0.050 | 350 | 100.55 | 103.70 | 1 | 44.9% | -0.62 | 0.0035 | -0.050 | |
| 28.10 | 30.80 | 68 | 44.1% | 0.41 | 0.0029 | -0.050 | 360 | 107.50 | 111.50 | 1 | 44.6% | -0.65 | 0.0035 | -0.049 | ||
| 26.15 | 28.65 | 78 | 44.2% | 0.39 | 0.0029 | -0.050 | 370 | 115.95 | 119.50 | 60 | 44.9% | -0.67 | 0.0035 | -0.048 | ||
| 24.20 | 26.65 | 153 | 44.1% | 0.37 | 0.0028 | -0.049 | 380 | 124.15 | 127.50 | 3 | 44.9% | -0.70 | 0.0036 | -0.046 | ||
| 22.45 | 24.45 | 271 | 44.0% | 0.35 | 0.0028 | -0.048 | 390 | 132.65 | 135.95 | 45.1% | -0.72 | 0.0035 | -0.045 | |||
| 21.05 | 23.05 | 1 | 897 | 44.2% | 0.33 | 0.0027 | -0.047 | 400 | 141.00 | 144.00 | 44.9% | -0.75 | 0.0035 | -0.044 | ||
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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs