CVNA option chain Carvana Co.
Cboe delayed options data · as of 12:33 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 ±10.9% (66.28–82.53) · ATM IV 54.7% · P/C open interest 0.92
| 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 | |
| 32.70 | 36.00 | 88.3% | 1.00 | 0.0006 | 0.000 | 40 | 0 | 0.3300 | 8 | 111.6% | -0.00 | 0.0006 | -0.004 | |||
| 27.55 | 31.45 | 78.4% | 0.99 | 0.0012 | -0.003 | 45 | 0 | 0.1300 | 96 | 92.3% | -0.01 | 0.0012 | -0.006 | |||
| 22.55 | 26.50 | 76.1% | 0.98 | 0.0027 | -0.009 | 50 | 0 | 0.3600 | 26 | 77.7% | -0.02 | 0.0027 | -0.011 | |||
| 19.25 | 19.80 | 71.3% | 0.97 | 0.0059 | -0.018 | 55 | 0.1200 | 0.2400 | 35 | 69.0% | -0.03 | 0.0059 | -0.020 | |||
| 17.35 | 17.90 | 69.3% | 0.95 | 0.0079 | -0.024 | 57 | 0.1600 | 0.3000 | 35 | 36 | 65.1% | -0.05 | 0.0079 | -0.026 | ||
| 16.40 | 16.95 | 67.8% | 0.94 | 0.0092 | -0.027 | 58 | 0.2000 | 0.3400 | 35 | 52 | 63.7% | -0.06 | 0.0092 | -0.029 | ||
| 15.20 | 16.00 | 15 | 60.5% | 0.94 | 0.0106 | -0.030 | 59 | 0.2800 | 0.3600 | 2 | 48 | 62.5% | -0.07 | 0.0106 | -0.032 | |
| 14.30 | 15.05 | 1 | 1 | 60.1% | 0.92 | 0.0122 | -0.034 | 60 | 0.3400 | 0.4700 | 1 | 97 | 62.3% | -0.08 | 0.0122 | -0.036 |
| 13.60 | 14.15 | 63.4% | 0.91 | 0.0139 | -0.038 | 61 | 0.4100 | 0.5200 | 7 | 60.7% | -0.09 | 0.0140 | -0.040 | |||
| 12.65 | 13.25 | 1 | 61.7% | 0.90 | 0.0159 | -0.043 | 62 | 0.4700 | 0.6400 | 4 | 22 | 59.8% | -0.10 | 0.0159 | -0.044 | |
| 11.65 | 12.35 | 1 | 61.7% | 0.88 | 0.0179 | -0.048 | 63 | 0.5700 | 0.7500 | 3 | 36 | 58.8% | -0.12 | 0.0180 | -0.049 | |
| 10.95 | 11.50 | 2 | 60.5% | 0.86 | 0.0201 | -0.052 | 64 | 0.7100 | 0.9000 | 2 | 24 | 58.5% | -0.14 | 0.0202 | -0.054 | |
| 9.85 | 10.65 | 1 | 224 | 56.7% | 0.84 | 0.0224 | -0.057 | 65 | 0.8500 | 1.18 | 8 | 180 | 59.0% | -0.16 | 0.0226 | -0.059 |
| 9.25 | 9.80 | 58.0% | 0.81 | 0.0248 | -0.062 | 66 | 1.03 | 1.23 | 3 | 30 | 57.0% | -0.19 | 0.0249 | -0.063 | ||
| 8.50 | 9.05 | 5 | 58.1% | 0.79 | 0.0272 | -0.067 | 67 | 1.24 | 1.46 | 1 | 77 | 56.6% | -0.21 | 0.0273 | -0.068 | |
| 7.65 | 8.25 | 3 | 8 | 56.3% | 0.76 | 0.0295 | -0.072 | 68 | 1.48 | 1.74 | 30 | 56.4% | -0.24 | 0.0296 | -0.073 | |
| 6.95 | 7.55 | 34 | 56.2% | 0.72 | 0.0317 | -0.076 | 69 | 1.75 | 2.01 | 4 | 23 | 55.8% | -0.28 | 0.0318 | -0.077 | |
| 6.40 | 6.85 | 225 | 56.7% | 0.69 | 0.0337 | -0.080 | 70 | 2.06 | 2.44 | 20 | 274 | 56.3% | -0.31 | 0.0339 | -0.081 | |
| 5.75 | 6.20 | 11 | 56.2% | 0.66 | 0.0354 | -0.083 | 71 | 2.41 | 2.76 | 15 | 18 | 55.6% | -0.35 | 0.0357 | -0.084 | |
| 5.05 | 5.60 | 1 | 66 | 55.2% | 0.62 | 0.0369 | -0.086 | 72 | 2.79 | 3.15 | 1 | 6 | 55.1% | -0.38 | 0.0372 | -0.086 |
| 4.60 | 5.00 | 14 | 33 | 55.5% | 0.58 | 0.0380 | -0.087 | 73 | 3.20 | 3.65 | 55 | 57 | 55.1% | -0.42 | 0.0383 | -0.088 |
| 4.05 | 4.45 | 5 | 40 | 54.9% | 0.54 | 0.0388 | -0.088 | 74 | 3.65 | 4.10 | 13 | 37 | 54.5% | -0.46 | 0.0391 | -0.089 |
| 3.50 | 4.00 | 115 | 54.4% | 0.50 | 0.0391 | -0.088 | 75 | 4.15 | 4.60 | 7 | 22 | 54.0% | -0.50 | 0.0395 | -0.089 | |
| 3.05 | 3.55 | 2 | 29 | 54.1% | 0.46 | 0.0391 | -0.088 | 76 | 4.70 | 5.20 | 16 | 54.1% | -0.54 | 0.0395 | -0.089 | |
| 2.78 | 3.10 | 360 | 259 | 54.5% | 0.43 | 0.0387 | -0.087 | 77 | 5.30 | 5.80 | 5 | 53.9% | -0.58 | 0.0391 | -0.087 | |
| 2.39 | 2.70 | 17 | 134 | 54.0% | 0.39 | 0.0379 | -0.085 | 78 | 5.90 | 6.55 | 10 | 54.3% | -0.61 | 0.0383 | -0.085 | |
| 2.10 | 2.40 | 13 | 54.3% | 0.35 | 0.0368 | -0.082 | 79 | 6.60 | 7.10 | 53.5% | -0.65 | 0.0372 | -0.082 | |||
| 1.86 | 2.10 | 30 | 181 | 54.5% | 0.32 | 0.0354 | -0.079 | 80 | 7.30 | 7.85 | 3 | 53.6% | -0.68 | 0.0359 | -0.079 | |
| 1.58 | 1.83 | 12 | 54.3% | 0.29 | 0.0338 | -0.075 | 81 | 8.00 | 8.60 | 53.3% | -0.72 | 0.0343 | -0.075 | |||
| 1.36 | 1.60 | 29 | 61 | 54.4% | 0.26 | 0.0320 | -0.071 | 82 | 8.75 | 9.45 | 52.0% | -0.75 | 0.0326 | -0.071 | ||
| 1.19 | 1.39 | 27 | 54.6% | 0.23 | 0.0301 | -0.067 | 83 | 9.55 | 10.15 | 52.7% | -0.77 | 0.0307 | -0.067 | |||
| 1.01 | 1.21 | 15 | 17 | 54.6% | 0.21 | 0.0281 | -0.062 | 84 | 10.40 | 11.00 | 53.1% | -0.80 | 0.0287 | -0.062 | ||
| 0.7500 | 1.06 | 14 | 71 | 53.7% | 0.18 | 0.0261 | -0.058 | 85 | 11.25 | 11.85 | 1 | 53.1% | -0.82 | 0.0267 | -0.058 | |
| 0.7400 | 0.9200 | 55.0% | 0.16 | 0.0241 | -0.053 | 86 | 12.10 | 12.90 | 54.9% | -0.85 | 0.0246 | -0.053 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3700 | 0.5300 | 20 | 156 | 55.6% | 0.10 | 0.0165 | -0.037 | 90 | 15.75 | 16.40 | 4 | 53.1% | -0.91 | 0.0172 | -0.036 | |
| 0.1500 | 0.2800 | 129 | 57.1% | 0.05 | 0.0095 | -0.021 | 95 | 20.55 | 21.20 | 1 | 50.6% | -0.97 | 0.0112 | -0.024 | ||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs