CVNA option chain Carvana Co.

Expiration Cboe delayed options data · as of 12:35 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 ±19.8% (47.40–70.75) · ATM IV 79.5% · P/C open interest 1.21

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
27.00	30.80		9		0.99	0.0014	-0.006	30	0.0200	0.2300	2	461	110.4%	-0.01	0.0014	-0.006
26.85	29.15		50	90.2%	0.99	0.0016	-0.007	31	0.0400	0.4100	2	542	116.7%	-0.01	0.0017	-0.007
25.05	28.75				0.99	0.0020	-0.009	32	0.0400	2.18	1	1,424	160.7%	-0.01	0.0020	-0.009
24.10	27.80		6		0.98	0.0024	-0.010	33	0.0600	0.3500	6	728	104.9%	-0.02	0.0024	-0.010
23.20	26.85		1	81.0%	0.98	0.0029	-0.012	34	0.0800	0.3800	22	3,463	102.4%	-0.02	0.0029	-0.012
22.15	25.90		3	76.2%	0.97	0.0035	-0.014	35	0	0.4400	54	1,406	96.9%	-0.03	0.0035	-0.014
21.20	24.95		22	79.8%	0.97	0.0041	-0.016	36	0.0100	0.3900	4	2,134	90.7%	-0.03	0.0041	-0.016
20.25	23.35				0.96	0.0048	-0.018	37	0.1800	0.4500	8	146	94.5%	-0.04	0.0048	-0.018
19.30	23.10		12	83.0%	0.96	0.0056	-0.021	38	0.1600	0.6600	2	696	95.3%	-0.04	0.0056	-0.021
18.90	21.45		39	76.6%	0.95	0.0064	-0.024	39	0.1100	0.5200	2	670	85.5%	-0.05	0.0065	-0.024
18.65	21.20		101	106.7%	0.94	0.0074	-0.027	40	0.3900	0.5700	139	1,188	89.4%	-0.06	0.0074	-0.027
15.65	19.40		28	81.9%	0.92	0.0095	-0.034	42	0.5600	0.7600	40	480	87.3%	-0.08	0.0095	-0.034
13.95	17.70		38	82.9%	0.89	0.0118	-0.041	44	0.7800	1.00	1	662	85.3%	-0.11	0.0119	-0.041
14.50	16.00		63	89.7%	0.88	0.0131	-0.045	45	0.9800	1.13	2,914	3,605	85.0%	-0.12	0.0131	-0.045
13.60	15.75		130	94.6%	0.86	0.0144	-0.048	46	1.11	1.36	44	1,060	84.7%	-0.14	0.0144	-0.049
12.25	13.05		48	83.1%	0.82	0.0170	-0.056	48	1.50	1.76	258	4,727	83.3%	-0.18	0.0170	-0.056
0	0				0.00	0.0000	0.000	49	0	0				0.00	0.0000	0.000
10.05	12.05		332	80.2%	0.78	0.0196	-0.063	50	2.01	2.20	888	15.3K	81.9%	-0.22	0.0197	-0.063
0	0				0.00	0.0000	0.000	51	0	0				0.00	0.0000	0.000
9.15	10.80	30	73	84.8%	0.74	0.0220	-0.069	52	2.54	2.85	381	2,350	80.9%	-0.26	0.0221	-0.069
0	0				0.00	0.0000	0.000	53	0	0				0.00	0.0000	0.000
7.30	9.30		63	77.8%	0.69	0.0242	-0.074	54	3.30	4.10	66	2,116	84.7%	-0.31	0.0243	-0.075
6.95	8.20	10	81	75.6%	0.66	0.0251	-0.076	55	3.65	3.95	4,251	13.3K	79.8%	-0.34	0.0252	-0.077
6.05	8.20		128	77.2%	0.63	0.0259	-0.078	56	4.10	4.40	44	6,685	79.8%	-0.37	0.0261	-0.079
0	0				0.00	0.0000	0.000	57	0	0				0.00	0.0000	0.000
5.95	6.55	78	164	79.2%	0.58	0.0272	-0.080	58	5.00	5.35	68	14.4K	79.0%	-0.42	0.0274	-0.081
0	0				0.00	0.0000	0.000	59	0	0				0.00	0.0000	0.000
5.00	5.80	73	891	79.9%	0.52	0.0279	-0.081	60	6.05	6.50	89	5,138	79.1%	-0.48	0.0282	-0.082
0	0				0.00	0.0000	0.000	61	0	0				0.00	0.0000	0.000
4.15	4.55	20	1,836	76.4%	0.47	0.0281	-0.080	62	6.80	7.65	50	1,371	75.6%	-0.53	0.0284	-0.081
0	0				0.00	0.0000	0.000	63	0	0				0.00	0.0000	0.000
2.75	3.80	9	359	71.1%	0.42	0.0278	-0.078	64	8.00	9.60	12	1,113	79.5%	-0.59	0.0281	-0.079
3.10	3.50	3,032	6,190	75.8%	0.39	0.0274	-0.076	65	8.55	9.60	20	1,655	73.6%	-0.61	0.0277	-0.077
2.36	3.80	37	1,413	76.8%	0.36	0.0270	-0.074	66	9.60	10.30	8	2,487	75.9%	-0.64	0.0273	-0.075
0	0				0.00	0.0000	0.000	67	0	0				0.00	0.0000	0.000
1.94	2.59	9	3,794	72.2%	0.32	0.0257	-0.070	68	11.10	11.55	3	2,726	74.2%	-0.69	0.0261	-0.071
0	0				0.00	0.0000	0.000	69	0	0				0.00	0.0000	0.000
1.83	2.08	294	2,522	74.0%	0.27	0.0241	-0.065	70	11.95	14.40		799	78.8%	-0.73	0.0245	-0.066
0	0				0.00	0.0000	0.000	71	0	0				0.00	0.0000	0.000
1.46	1.83	57	1,996	74.9%	0.23	0.0223	-0.059	72	14.30	14.75		461	73.9%	-0.77	0.0228	-0.060
0	0				0.00	0.0000	0.000	73	0	0				0.00	0.0000	0.000
0.9400	1.41	15	1,925	71.6%	0.20	0.0203	-0.053	74	14.70	18.30		342	79.3%	-0.81	0.0208	-0.054
0.9900	1.37	151	2,575	74.3%	0.18	0.0193	-0.050	75	16.85	19.15	101	552	91.3%	-0.83	0.0198	-0.052
0.9100	1.48	20	3,052	77.2%	0.16	0.0182	-0.047	76	17.50	19.75		256	87.2%	-0.84	0.0188	-0.049
0.6400	1.15	36	2,845	75.3%	0.14	0.0162	-0.041	78	18.00	21.15		445	67.7%	-0.87	0.0169	-0.043
0.4800	0.7000	168	7,152	71.5%	0.11	0.0142	-0.036	80	19.90	23.65	7	315	78.0%	-0.90	0.0149	-0.038
0.4200	0.7200	6	1,478	75.0%	0.09	0.0124	-0.031	82	21.70	25.00		438	67.4%	-0.92	0.0131	-0.033
0.2600	0.6300	3	414	74.5%	0.08	0.0106	-0.026	84	23.60	27.45		19	78.5%	-0.94	0.0114	-0.028
0.2100	0.4000	365	5,996	70.6%	0.07	0.0098	-0.024	85	24.65	28.40		19	80.5%	-0.94	0.0106	-0.026
0.1700	0.3800	1	3,782	70.9%	0.06	0.0091	-0.022	86	25.65	29.35		35	81.4%	-0.95	0.0098	-0.024
0.0600	0.4400	6	1,587	72.9%	0.05	0.0076	-0.019	88	27.60	30.80		54	67.0%	-0.96	0.0082	-0.020

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

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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CVNA option chain Carvana Co.

Volatility smile — Nov 20, 2026

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