CROX option chain Crocs, Inc.
Cboe delayed options data · as of 15:36 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 ±14.5% (103.43–138.43) · ATM IV 60.9% · 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 | |
| 54.90 | 58.30 | 0.99 | 0.0006 | -0.003 | 65 | 0 | 2.15 | 141.1% | -0.01 | 0.0006 | -0.009 | |||||
| 49.90 | 53.40 | 65.5% | 0.99 | 0.0009 | -0.007 | 70 | 0 | 2.20 | 32 | 127.6% | -0.01 | 0.0009 | -0.013 | |||
| 45.10 | 48.30 | 66.1% | 0.99 | 0.0014 | -0.012 | 75 | 0 | 2.25 | 27 | 114.9% | -0.02 | 0.0014 | -0.018 | |||
| 40.20 | 43.40 | 66.9% | 0.98 | 0.0021 | -0.019 | 80 | 0 | 2.30 | 90 | 102.8% | -0.03 | 0.0021 | -0.025 | |||
| 35.40 | 38.50 | 1 | 65.6% | 0.96 | 0.0032 | -0.029 | 85 | 0.1000 | 2.45 | 89 | 93.3% | -0.04 | 0.0032 | -0.033 | ||
| 30.60 | 33.70 | 10 | 62.8% | 0.94 | 0.0046 | -0.040 | 90 | 0.2500 | 2.65 | 114 | 84.6% | -0.06 | 0.0047 | -0.044 | ||
| 26.00 | 28.50 | 2 | 55.5% | 0.92 | 0.0066 | -0.054 | 95 | 0.5000 | 3.00 | 102 | 77.4% | -0.09 | 0.0067 | -0.057 | ||
| 22.10 | 24.20 | 5 | 60.9% | 0.88 | 0.0091 | -0.070 | 100 | 1.30 | 1.70 | 1 | 295 | 62.4% | -0.13 | 0.0092 | -0.073 | |
| 18.10 | 20.10 | 2 | 60.5% | 0.82 | 0.0120 | -0.087 | 105 | 2.20 | 2.40 | 6 | 397 | 60.2% | -0.18 | 0.0121 | -0.090 | |
| 14.40 | 16.20 | 80 | 59.0% | 0.75 | 0.0150 | -0.104 | 110 | 3.40 | 3.80 | 1 | 102 | 59.7% | -0.25 | 0.0151 | -0.106 | |
| 11.10 | 13.60 | 61 | 60.9% | 0.66 | 0.0175 | -0.117 | 115 | 5.10 | 5.70 | 3 | 48 | 59.7% | -0.34 | 0.0177 | -0.120 | |
| 8.60 | 10.90 | 175 | 61.7% | 0.57 | 0.0190 | -0.126 | 120 | 7.30 | 8.20 | 1 | 110 | 60.2% | -0.44 | 0.0193 | -0.128 | |
| 6.30 | 6.90 | 4 | 209 | 55.4% | 0.48 | 0.0193 | -0.127 | 125 | 10.00 | 10.80 | 1 | 43 | 59.5% | -0.53 | 0.0196 | -0.129 |
| 4.60 | 5.40 | 91 | 182 | 56.9% | 0.39 | 0.0184 | -0.123 | 130 | 13.30 | 14.00 | 5 | 59.9% | -0.62 | 0.0188 | -0.125 | |
| 3.40 | 4.50 | 1 | 85 | 59.6% | 0.31 | 0.0168 | -0.114 | 135 | 16.90 | 18.20 | 2 | 62.5% | -0.70 | 0.0172 | -0.116 | |
| 2.40 | 2.70 | 23 | 114 | 57.0% | 0.24 | 0.0147 | -0.103 | 140 | 20.90 | 22.00 | 4 | 62.7% | -0.77 | 0.0152 | -0.104 | |
| 1.55 | 2.40 | 4 | 265 | 59.2% | 0.19 | 0.0125 | -0.090 | 145 | 23.60 | 26.30 | 55.4% | -0.82 | 0.0131 | -0.092 | ||
| 1.15 | 1.90 | 240 | 61.0% | 0.15 | 0.0105 | -0.078 | 150 | 28.10 | 30.90 | 55.9% | -0.87 | 0.0111 | -0.080 | |||
| 0.7500 | 2.30 | 13 | 67.4% | 0.12 | 0.0087 | -0.067 | 155 | 32.70 | 36.60 | 64.3% | -0.90 | 0.0093 | -0.068 | |||
| 0.3000 | 2.75 | 8 | 73.3% | 0.09 | 0.0071 | -0.057 | 160 | 37.50 | 41.20 | 64.8% | -0.93 | 0.0078 | -0.058 | |||
| 0.1000 | 2.65 | 4 | 76.8% | 0.07 | 0.0058 | -0.049 | 165 | 42.30 | 46.20 | 67.9% | -0.95 | 0.0066 | -0.050 | |||
| 0.1500 | 2.50 | 6 | 81.3% | 0.06 | 0.0048 | -0.041 | 170 | 47.20 | 50.90 | 66.9% | -0.97 | 0.0056 | -0.042 | |||
| 0 | 2.40 | 4 | 84.3% | 0.05 | 0.0039 | -0.035 | 175 | 52.20 | 56.10 | 74.8% | -0.98 | 0.0044 | -0.036 | |||
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