CROX option chain Crocs, Inc.
Cboe delayed options data · as of 15:33 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 ±40.1% (69.50–162.50) · ATM IV 50.0% · P/C open interest 0.09
| 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 | |
| 54.60 | 59.00 | 50.4% | 0.92 | 0.0023 | -0.006 | 65 | 0.8500 | 4.60 | 53.0% | -0.08 | 0.0024 | -0.013 | ||||
| 50.50 | 55.00 | 49.5% | 0.90 | 0.0027 | -0.009 | 70 | 2.30 | 6.50 | 56.2% | -0.10 | 0.0028 | -0.015 | ||||
| 47.00 | 51.50 | 50.5% | 0.88 | 0.0032 | -0.011 | 75 | 4.60 | 5.40 | 53.4% | -0.13 | 0.0033 | -0.017 | ||||
| 43.50 | 47.50 | 8 | 4 | 49.6% | 0.86 | 0.0037 | -0.013 | 80 | 5.70 | 6.60 | 52.5% | -0.15 | 0.0038 | -0.019 | ||
| 40.00 | 44.50 | 49.9% | 0.83 | 0.0041 | -0.016 | 85 | 7.10 | 8.00 | 51.9% | -0.18 | 0.0043 | -0.021 | ||||
| 36.50 | 41.50 | 49.5% | 0.81 | 0.0046 | -0.018 | 90 | 6.90 | 11.50 | 51.6% | -0.21 | 0.0048 | -0.023 | ||||
| 33.50 | 38.50 | 1 | 49.3% | 0.78 | 0.0050 | -0.020 | 95 | 8.70 | 13.50 | 1 | 51.5% | -0.24 | 0.0053 | -0.024 | ||
| 31.00 | 35.50 | 49.3% | 0.75 | 0.0054 | -0.022 | 100 | 10.70 | 15.50 | 51.1% | -0.27 | 0.0057 | -0.026 | ||||
| 28.00 | 33.00 | 48.9% | 0.71 | 0.0058 | -0.023 | 105 | 14.20 | 17.50 | 52.2% | -0.30 | 0.0062 | -0.027 | ||||
| 26.00 | 30.50 | 49.2% | 0.68 | 0.0061 | -0.025 | 110 | 15.00 | 20.00 | 50.1% | -0.34 | 0.0065 | -0.028 | ||||
| 23.50 | 28.00 | 48.6% | 0.65 | 0.0063 | -0.026 | 115 | 19.00 | 22.50 | 1 | 51.4% | -0.37 | 0.0069 | -0.029 | |||
| 21.50 | 26.00 | 48.7% | 0.62 | 0.0065 | -0.027 | 120 | 20.50 | 25.50 | 50.1% | -0.41 | 0.0072 | -0.030 | ||||
| 19.50 | 24.00 | 26 | 48.5% | 0.59 | 0.0067 | -0.028 | 125 | 23.60 | 26.50 | 1 | 48.0% | -0.44 | 0.0074 | -0.030 | ||
| 17.50 | 22.50 | 48.5% | 0.56 | 0.0068 | -0.028 | 130 | 26.50 | 31.40 | 49.7% | -0.48 | 0.0076 | -0.030 | ||||
| 16.00 | 20.50 | 48.3% | 0.53 | 0.0069 | -0.028 | 135 | 30.00 | 34.50 | 49.6% | -0.51 | 0.0078 | -0.031 | ||||
| 14.50 | 19.00 | 1 | 48.3% | 0.50 | 0.0069 | -0.029 | 140 | 33.00 | 38.00 | 49.2% | -0.54 | 0.0079 | -0.030 | |||
| 13.00 | 17.50 | 48.0% | 0.47 | 0.0069 | -0.029 | 145 | 37.00 | 41.50 | 49.6% | -0.58 | 0.0080 | -0.030 | ||||
| 12.00 | 16.30 | 48.4% | 0.44 | 0.0069 | -0.028 | 150 | 40.50 | 44.10 | 48.1% | -0.61 | 0.0080 | -0.030 | ||||
| 10.50 | 15.00 | 47.9% | 0.41 | 0.0068 | -0.028 | 155 | 44.50 | 49.00 | 49.5% | -0.64 | 0.0081 | -0.029 | ||||
| 9.50 | 14.00 | 48.0% | 0.39 | 0.0067 | -0.028 | 160 | 48.50 | 52.50 | 49.1% | -0.67 | 0.0081 | -0.029 | ||||
| 8.50 | 12.60 | 47.5% | 0.36 | 0.0066 | -0.027 | 165 | 52.50 | 57.00 | 49.6% | -0.70 | 0.0080 | -0.028 | ||||
| 7.50 | 12.00 | 47.7% | 0.34 | 0.0064 | -0.026 | 170 | 56.50 | 61.00 | 49.2% | -0.73 | 0.0080 | -0.028 | ||||
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 — Sep 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