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 ±25.2% (92.09–154.19) · ATM IV 48.5% · P/C open interest 1.99
| 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 | |
| 58.20 | 62.20 | 1 | 57.5% | 0.98 | 0.0013 | -0.006 | 65 | 0.2500 | 0.7500 | 62 | 57 | 57.4% | -0.03 | 0.0013 | -0.009 | |
| 56.70 | 59.50 | 60.7% | 0.97 | 0.0015 | -0.007 | 67.5 | 0.2000 | 0.8000 | 5 | 54.5% | -0.03 | 0.0016 | -0.010 | |||
| 53.50 | 57.50 | 15 | 55.4% | 0.97 | 0.0018 | -0.009 | 70 | 0.1000 | 1.25 | 39 | 54.9% | -0.04 | 0.0018 | -0.012 | ||
| 51.10 | 55.10 | 2 | 53.3% | 0.96 | 0.0021 | -0.010 | 72.5 | 0 | 1.85 | 10 | 55.6% | -0.04 | 0.0021 | -0.013 | ||
| 48.80 | 52.90 | 4 | 53.2% | 0.95 | 0.0024 | -0.012 | 75 | 0.1500 | 1.60 | 525 | 52.1% | -0.05 | 0.0024 | -0.015 | ||
| 46.60 | 50.60 | 2 | 52.7% | 0.94 | 0.0028 | -0.014 | 77.5 | 0.5000 | 1.95 | 8 | 53.3% | -0.06 | 0.0028 | -0.017 | ||
| 44.40 | 48.40 | 3 | 52.4% | 0.93 | 0.0031 | -0.016 | 80 | 1.10 | 1.95 | 65 | 53.4% | -0.07 | 0.0032 | -0.018 | ||
| 42.90 | 46.20 | 54.7% | 0.92 | 0.0035 | -0.018 | 82.5 | 1.35 | 2.20 | 34 | 52.6% | -0.08 | 0.0036 | -0.021 | |||
| 40.00 | 44.00 | 22 | 50.9% | 0.91 | 0.0040 | -0.020 | 85 | 1.30 | 2.80 | 6 | 35 | 51.8% | -0.09 | 0.0040 | -0.023 | |
| 37.90 | 42.00 | 7 | 50.9% | 0.90 | 0.0044 | -0.022 | 87.5 | 2.25 | 2.75 | 33 | 35 | 52.0% | -0.11 | 0.0045 | -0.025 | |
| 35.90 | 39.60 | 6 | 49.6% | 0.88 | 0.0049 | -0.025 | 90 | 2.20 | 4.00 | 11 | 52.8% | -0.12 | 0.0050 | -0.027 | ||
| 33.90 | 37.60 | 14 | 49.4% | 0.87 | 0.0054 | -0.027 | 92.5 | 2.15 | 4.50 | 14 | 50.9% | -0.14 | 0.0055 | -0.029 | ||
| 32.90 | 35.70 | 2 | 51.7% | 0.85 | 0.0059 | -0.029 | 95 | 2.80 | 4.90 | 112 | 50.6% | -0.16 | 0.0060 | -0.031 | ||
| 30.60 | 33.80 | 7 | 50.3% | 0.83 | 0.0064 | -0.032 | 97.5 | 4.10 | 4.70 | 4 | 50.2% | -0.17 | 0.0065 | -0.034 | ||
| 29.40 | 30.90 | 1 | 38 | 49.0% | 0.81 | 0.0068 | -0.034 | 100 | 4.40 | 6.50 | 74 | 51.8% | -0.19 | 0.0070 | -0.036 | |
| 24.80 | 28.90 | 5 | 49.2% | 0.77 | 0.0078 | -0.038 | 105 | 5.10 | 7.90 | 1 | 4 | 49.4% | -0.24 | 0.0080 | -0.040 | |
| 21.70 | 25.10 | 15 | 47.9% | 0.72 | 0.0086 | -0.041 | 110 | 6.80 | 9.70 | 15 | 49.0% | -0.29 | 0.0089 | -0.043 | ||
| 20.00 | 22.00 | 39 | 49.5% | 0.67 | 0.0094 | -0.044 | 115 | 8.20 | 11.80 | 27 | 47.8% | -0.34 | 0.0096 | -0.046 | ||
| 16.70 | 19.60 | 1 | 39 | 48.5% | 0.62 | 0.0099 | -0.047 | 120 | 10.50 | 14.10 | 128 | 47.6% | -0.39 | 0.0103 | -0.049 | |
| 14.30 | 17.20 | 30 | 48.2% | 0.57 | 0.0103 | -0.048 | 125 | 13.20 | 17.40 | 7 | 48.7% | -0.44 | 0.0107 | -0.050 | ||
| 12.10 | 15.20 | 94 | 48.1% | 0.52 | 0.0104 | -0.049 | 130 | 17.20 | 19.60 | 11 | 49.3% | -0.49 | 0.0110 | -0.051 | ||
| 9.80 | 13.30 | 13 | 47.3% | 0.47 | 0.0104 | -0.049 | 135 | 20.30 | 22.70 | 61 | 49.2% | -0.54 | 0.0111 | -0.051 | ||
| 8.60 | 11.60 | 87 | 47.8% | 0.43 | 0.0103 | -0.048 | 140 | 23.00 | 25.90 | 4 | 47.9% | -0.59 | 0.0110 | -0.051 | ||
| 7.20 | 10.30 | 15 | 48.1% | 0.38 | 0.0100 | -0.047 | 145 | 26.60 | 29.40 | 1 | 47.7% | -0.64 | 0.0108 | -0.049 | ||
| 5.30 | 9.50 | 27 | 47.7% | 0.34 | 0.0096 | -0.045 | 150 | 29.70 | 33.30 | 46.7% | -0.68 | 0.0105 | -0.048 | |||
| 4.80 | 7.50 | 8 | 47.1% | 0.30 | 0.0092 | -0.043 | 155 | 34.40 | 37.20 | 48.0% | -0.73 | 0.0101 | -0.046 | |||
| 3.90 | 7.50 | 20 | 48.9% | 0.27 | 0.0086 | -0.041 | 160 | 37.90 | 42.10 | 48.3% | -0.76 | 0.0097 | -0.044 | |||
| 3.00 | 6.20 | 22 | 47.8% | 0.24 | 0.0081 | -0.038 | 165 | 42.20 | 46.30 | 48.3% | -0.80 | 0.0092 | -0.042 | |||
| 2.50 | 5.50 | 5 | 48.2% | 0.21 | 0.0075 | -0.036 | 170 | 47.30 | 49.80 | 47.9% | -0.83 | 0.0088 | -0.040 | |||
| 1.95 | 4.80 | 31 | 48.1% | 0.19 | 0.0070 | -0.033 | 175 | 51.20 | 54.60 | 47.0% | -0.86 | 0.0083 | -0.037 | |||
| 1.50 | 4.30 | 5 | 48.3% | 0.16 | 0.0064 | -0.031 | 180 | 56.20 | 58.80 | 46.8% | -0.89 | 0.0078 | -0.035 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs