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 ±16.8% (102.44–143.84) · ATM IV 50.3% · P/C open interest 0.38
| 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 | |
| 57.50 | 60.90 | 12 | 88.4% | 0.99 | 0.0005 | -0.004 | 65 | 0 | 0.8000 | 110 | 84.8% | -0.01 | 0.0005 | -0.004 | ||
| 54.40 | 58.10 | 57.3% | 0.99 | 0.0006 | -0.005 | 67.5 | 0 | 1.90 | 10 | 95.3% | -0.01 | 0.0006 | -0.005 | |||
| 52.60 | 55.90 | 15 | 79.8% | 0.99 | 0.0008 | -0.006 | 70 | 0 | 1.60 | 33 | 87.2% | -0.01 | 0.0008 | -0.006 | ||
| 50.20 | 53.20 | 10 | 73.5% | 0.99 | 0.0010 | -0.008 | 72.5 | 0 | 1.65 | 40 | 83.2% | -0.01 | 0.0010 | -0.008 | ||
| 47.80 | 51.10 | 11 | 75.4% | 0.98 | 0.0013 | -0.010 | 75 | 0.1500 | 1.30 | 88 | 76.5% | -0.02 | 0.0013 | -0.010 | ||
| 45.30 | 48.70 | 7 | 71.9% | 0.98 | 0.0017 | -0.012 | 77.5 | 0 | 1.70 | 47 | 74.9% | -0.02 | 0.0017 | -0.012 | ||
| 42.90 | 46.20 | 18 | 68.5% | 0.97 | 0.0021 | -0.015 | 80 | 0 | 2.20 | 64 | 75.1% | -0.03 | 0.0021 | -0.015 | ||
| 39.90 | 43.90 | 7 | 61.0% | 0.97 | 0.0026 | -0.017 | 82.5 | 0 | 0.8500 | 54 | 57.5% | -0.03 | 0.0026 | -0.017 | ||
| 38.20 | 41.50 | 66 | 65.0% | 0.96 | 0.0031 | -0.021 | 85 | 0.0500 | 0.9000 | 205 | 55.2% | -0.04 | 0.0031 | -0.021 | ||
| 35.90 | 39.20 | 9 | 63.6% | 0.95 | 0.0038 | -0.024 | 87.5 | 0 | 1.50 | 26 | 57.0% | -0.05 | 0.0038 | -0.024 | ||
| 33.50 | 36.90 | 4 | 61.3% | 0.93 | 0.0045 | -0.028 | 90 | 0.5000 | 1.05 | 75 | 53.6% | -0.07 | 0.0045 | -0.029 | ||
| 30.60 | 34.60 | 1 | 55.8% | 0.92 | 0.0053 | -0.033 | 92.5 | 0.6500 | 1.60 | 33 | 54.9% | -0.08 | 0.0053 | -0.033 | ||
| 29.10 | 31.40 | 18 | 53.4% | 0.90 | 0.0062 | -0.037 | 95 | 0.8000 | 1.55 | 2 | 85 | 51.6% | -0.10 | 0.0062 | -0.038 | |
| 26.20 | 30.20 | 12 | 54.0% | 0.88 | 0.0071 | -0.042 | 97.5 | 1.25 | 1.85 | 28 | 51.9% | -0.12 | 0.0072 | -0.042 | ||
| 24.80 | 28.20 | 134 | 56.8% | 0.86 | 0.0081 | -0.047 | 100 | 1.30 | 2.85 | 2 | 66 | 52.8% | -0.14 | 0.0082 | -0.047 | |
| 21.20 | 23.80 | 120 | 55.0% | 0.81 | 0.0101 | -0.057 | 105 | 1.60 | 3.40 | 11 | 158 | 47.7% | -0.19 | 0.0102 | -0.058 | |
| 17.00 | 20.50 | 64 | 53.2% | 0.75 | 0.0121 | -0.066 | 110 | 3.10 | 4.80 | 3 | 137 | 48.5% | -0.25 | 0.0122 | -0.067 | |
| 14.50 | 16.30 | 7 | 52 | 52.0% | 0.68 | 0.0138 | -0.073 | 115 | 4.20 | 8.10 | 2 | 78 | 51.0% | -0.32 | 0.0140 | -0.074 |
| 11.60 | 13.20 | 12 | 115 | 50.8% | 0.61 | 0.0150 | -0.078 | 120 | 6.10 | 9.70 | 65 | 48.7% | -0.40 | 0.0152 | -0.079 | |
| 8.30 | 11.70 | 99 | 50.8% | 0.53 | 0.0157 | -0.080 | 125 | 8.60 | 12.80 | 77 | 49.8% | -0.48 | 0.0160 | -0.082 | ||
| 5.50 | 9.20 | 259 | 47.8% | 0.45 | 0.0157 | -0.079 | 130 | 11.50 | 15.70 | 25 | 49.5% | -0.55 | 0.0161 | -0.081 | ||
| 5.70 | 7.50 | 228 | 52.5% | 0.38 | 0.0152 | -0.076 | 135 | 14.70 | 18.20 | 12 | 47.0% | -0.63 | 0.0156 | -0.078 | ||
| 3.70 | 5.30 | 1 | 2,381 | 48.6% | 0.31 | 0.0142 | -0.070 | 140 | 19.10 | 21.30 | 1 | 47.4% | -0.70 | 0.0147 | -0.073 | |
| 1.95 | 4.40 | 196 | 47.1% | 0.25 | 0.0128 | -0.063 | 145 | 23.20 | 25.30 | 10 | 47.8% | -0.76 | 0.0135 | -0.066 | ||
| 1.40 | 3.70 | 2 | 122 | 48.5% | 0.20 | 0.0113 | -0.056 | 150 | 26.60 | 30.70 | 4 | 49.3% | -0.81 | 0.0121 | -0.059 | |
| 0.4500 | 2.90 | 2 | 69 | 46.7% | 0.16 | 0.0098 | -0.048 | 155 | 31.10 | 34.90 | 49.0% | -0.86 | 0.0106 | -0.052 | ||
| 0.6500 | 2.10 | 68 | 48.3% | 0.13 | 0.0083 | -0.041 | 160 | 35.50 | 39.60 | 1 | 49.0% | -0.90 | 0.0092 | -0.045 | ||
| 0.9000 | 1.40 | 5 | 35 | 50.0% | 0.10 | 0.0069 | -0.034 | 165 | 40.70 | 44.30 | 1 | 52.5% | -0.93 | 0.0078 | -0.038 | |
| 0.1500 | 1.05 | 24 | 46.4% | 0.08 | 0.0056 | -0.028 | 170 | 45.40 | 48.40 | 44.9% | -0.95 | 0.0065 | -0.033 | |||
| 0.5000 | 0.6500 | 44 | 49.3% | 0.06 | 0.0046 | -0.023 | 175 | 49.90 | 53.90 | 48.2% | -0.97 | 0.0048 | -0.025 | |||
| 0 | 0.7500 | 67 | 48.4% | 0.04 | 0.0037 | -0.018 | 180 | 54.80 | 58.80 | -0.99 | 0.0031 | -0.015 | ||||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs