CROX option chain Crocs, Inc.
Cboe delayed options data · as of 12:34 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 ±15.1% (104.49–141.79) · ATM IV 60.7% · P/C open interest 1.00
| 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 | |
| 56.50 | 60.60 | 82.6% | 1.00 | 0.0003 | -0.003 | 65 | 0 | 2.15 | 137.8% | -0.00 | 0.0003 | -0.003 | ||||
| 51.60 | 55.70 | 84.1% | 1.00 | 0.0005 | -0.005 | 70 | 0 | 2.15 | 32 | 124.2% | -0.00 | 0.0005 | -0.005 | |||
| 47.40 | 50.60 | 92.8% | 0.99 | 0.0009 | -0.009 | 75 | 0 | 2.15 | 27 | 111.5% | -0.01 | 0.0009 | -0.009 | |||
| 42.50 | 45.70 | 85.1% | 0.98 | 0.0015 | -0.014 | 80 | 0 | 0.3500 | 13 | 90 | 70.1% | -0.02 | 0.0015 | -0.014 | ||
| 37.60 | 40.50 | 1 | 72.8% | 0.97 | 0.0024 | -0.021 | 85 | 0.1000 | 0.3500 | 8 | 89 | 64.0% | -0.03 | 0.0024 | -0.022 | |
| 32.90 | 36.10 | 10 | 73.7% | 0.96 | 0.0038 | -0.032 | 90 | 0.4000 | 0.6000 | 58 | 114 | 64.7% | -0.05 | 0.0039 | -0.032 | |
| 28.20 | 31.10 | 2 | 66.0% | 0.93 | 0.0058 | -0.046 | 95 | 0.6500 | 0.9000 | 102 | 61.6% | -0.07 | 0.0058 | -0.046 | ||
| 23.60 | 27.20 | 5 | 66.1% | 0.89 | 0.0081 | -0.062 | 100 | 0.2500 | 2.40 | 7 | 295 | 60.5% | -0.11 | 0.0082 | -0.063 | |
| 19.20 | 23.00 | 2 | 2 | 62.5% | 0.84 | 0.0108 | -0.080 | 105 | 1.45 | 2.40 | 63 | 397 | 57.2% | -0.17 | 0.0109 | -0.081 |
| 15.00 | 18.70 | 1 | 80 | 57.5% | 0.77 | 0.0135 | -0.098 | 110 | 2.25 | 4.80 | 21 | 102 | 60.6% | -0.23 | 0.0136 | -0.098 |
| 12.40 | 14.50 | 6 | 61 | 57.1% | 0.69 | 0.0159 | -0.112 | 115 | 4.20 | 6.90 | 4 | 48 | 63.0% | -0.31 | 0.0160 | -0.113 |
| 9.80 | 11.80 | 12 | 175 | 58.7% | 0.60 | 0.0175 | -0.121 | 120 | 5.40 | 8.90 | 16 | 110 | 59.1% | -0.40 | 0.0177 | -0.123 |
| 7.70 | 10.10 | 17 | 209 | 62.1% | 0.51 | 0.0182 | -0.125 | 125 | 8.80 | 10.70 | 6 | 43 | 59.3% | -0.49 | 0.0184 | -0.126 |
| 5.60 | 7.30 | 10 | 182 | 59.1% | 0.43 | 0.0180 | -0.122 | 130 | 10.50 | 14.60 | 5 | 57.9% | -0.58 | 0.0182 | -0.124 | |
| 3.70 | 6.50 | 18 | 85 | 60.9% | 0.34 | 0.0169 | -0.115 | 135 | 14.00 | 17.80 | 2 | 57.4% | -0.66 | 0.0172 | -0.117 | |
| 2.70 | 4.00 | 114 | 57.3% | 0.27 | 0.0152 | -0.103 | 140 | 19.20 | 21.70 | 4 | 63.5% | -0.74 | 0.0156 | -0.106 | ||
| 1.05 | 2.95 | 15 | 265 | 53.5% | 0.21 | 0.0132 | -0.090 | 145 | 21.90 | 25.60 | 57.4% | -0.80 | 0.0137 | -0.093 | ||
| 0.7500 | 1.90 | 240 | 53.0% | 0.16 | 0.0112 | -0.076 | 150 | 26.30 | 30.10 | 58.9% | -0.85 | 0.0117 | -0.080 | |||
| 0.9500 | 1.40 | 2 | 13 | 57.1% | 0.12 | 0.0092 | -0.063 | 155 | 30.60 | 34.60 | 57.5% | -0.89 | 0.0098 | -0.067 | ||
| 0 | 1.75 | 8 | 58.2% | 0.09 | 0.0074 | -0.051 | 160 | 35.70 | 38.50 | 53.8% | -0.92 | 0.0080 | -0.056 | |||
| 0 | 2.65 | 4 | 70.0% | 0.07 | 0.0059 | -0.041 | 165 | 40.00 | 44.00 | 55.8% | -0.95 | 0.0064 | -0.045 | |||
| 0.1500 | 2.65 | 6 | 76.2% | 0.05 | 0.0046 | -0.033 | 170 | 45.30 | 48.20 | -0.97 | 0.0049 | -0.035 | ||||
| 0.0500 | 1.50 | 4 | 58.3% | 0.04 | 0.0036 | -0.026 | 175 | 49.80 | 53.80 | -0.98 | 0.0035 | -0.025 | ||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs