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 ±15.5% (62.85–85.95) · ATM IV 55.9% · P/C open interest 1.42
| 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 | |
| 33.50 | 36.55 | 1 | 121.5% | 0.99 | 0.0013 | -0.001 | 40 | 0.0200 | 0.2100 | 5 | 86.9% | -0.01 | 0.0013 | -0.007 | ||
| 27.80 | 31.70 | 99.1% | 0.98 | 0.0025 | -0.006 | 45 | 0 | 0.7100 | 37 | 87.9% | -0.02 | 0.0025 | -0.011 | |||
| 24.05 | 26.30 | 13 | 87.0% | 0.96 | 0.0047 | -0.013 | 50 | 0.1900 | 0.4000 | 5,899 | 69.4% | -0.04 | 0.0047 | -0.017 | ||
| 19.25 | 21.85 | 78.2% | 0.93 | 0.0083 | -0.023 | 55 | 0.4800 | 0.6300 | 11 | 1,716 | 64.0% | -0.07 | 0.0083 | -0.026 | ||
| 15.05 | 16.80 | 7 | 487 | 67.4% | 0.87 | 0.0134 | -0.035 | 60 | 1.04 | 1.22 | 2,644 | 3,711 | 61.2% | -0.13 | 0.0135 | -0.038 |
| 11.05 | 12.25 | 5 | 59.6% | 0.78 | 0.0196 | -0.049 | 65 | 1.99 | 2.23 | 2,673 | 2,819 | 58.6% | -0.22 | 0.0197 | -0.051 | |
| 8.00 | 8.55 | 55 | 1,130 | 57.8% | 0.66 | 0.0249 | -0.059 | 70 | 3.45 | 3.85 | 94 | 712 | 56.0% | -0.34 | 0.0251 | -0.061 |
| 5.35 | 5.85 | 117 | 607 | 56.7% | 0.53 | 0.0276 | -0.064 | 75 | 5.70 | 6.20 | 62 | 548 | 55.2% | -0.48 | 0.0279 | -0.065 |
| 3.45 | 3.80 | 62 | 1,927 | 56.1% | 0.39 | 0.0269 | -0.061 | 80 | 8.80 | 9.25 | 8 | 81 | 55.0% | -0.61 | 0.0274 | -0.062 |
| 2.16 | 2.36 | 2,635 | 2,694 | 55.7% | 0.28 | 0.0236 | -0.054 | 85 | 12.35 | 13.10 | 12 | 57 | 55.2% | -0.73 | 0.0241 | -0.053 |
| 1.14 | 1.49 | 3,029 | 2,840 | 54.9% | 0.19 | 0.0189 | -0.043 | 90 | 15.70 | 17.40 | 3 | 50.2% | -0.82 | 0.0196 | -0.042 | |
| 0.6000 | 0.9500 | 64 | 1,062 | 55.1% | 0.12 | 0.0143 | -0.033 | 95 | 20.05 | 21.70 | 1 | 40.6% | -0.89 | 0.0150 | -0.031 | |
| 0.4600 | 0.5600 | 25 | 208 | 57.0% | 0.08 | 0.0103 | -0.024 | 100 | 24.45 | 26.90 | 10 | -0.93 | 0.0112 | -0.021 | ||
| 0.2700 | 0.3800 | 7 | 6 | 58.2% | 0.05 | 0.0072 | -0.017 | 105 | 29.30 | 31.80 | -0.97 | 0.0090 | -0.016 | |||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs