CVNA option chain Carvana Co.
Cboe delayed options data · as of 18:33 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 ±16.4% (61.88–86.23) · ATM IV 55.8% · P/C open interest —
| 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 | |
| 11.60 | 14.70 | 57.7% | 0.80 | 0.0166 | -0.038 | 63 | 0.1400 | 3.85 | 60.1% | -0.20 | 0.0167 | -0.045 | ||||
| 10.90 | 14.00 | 58.1% | 0.78 | 0.0176 | -0.041 | 64 | 0.3400 | 3.90 | 58.2% | -0.22 | 0.0177 | -0.048 | ||||
| 10.05 | 13.35 | 57.6% | 0.76 | 0.0186 | -0.044 | 65 | 0.7200 | 4.30 | 59.5% | -0.24 | 0.0187 | -0.050 | ||||
| 9.50 | 12.55 | 57.7% | 0.74 | 0.0196 | -0.046 | 66 | 0.8200 | 4.45 | 57.2% | -0.26 | 0.0197 | -0.051 | ||||
| 8.70 | 12.00 | 57.5% | 0.72 | 0.0206 | -0.048 | 67 | 1.12 | 4.20 | 53.8% | -0.28 | 0.0207 | -0.053 | ||||
| 8.05 | 11.15 | 56.2% | 0.70 | 0.0214 | -0.050 | 68 | 1.45 | 5.10 | 56.6% | -0.30 | 0.0216 | -0.055 | ||||
| 7.50 | 10.70 | 57.4% | 0.68 | 0.0222 | -0.052 | 69 | 1.81 | 5.45 | 56.3% | -0.33 | 0.0224 | -0.056 | ||||
| 7.35 | 9.80 | 57.9% | 0.65 | 0.0230 | -0.054 | 70 | 3.45 | 4.50 | 14 | 55.7% | -0.35 | 0.0232 | -0.057 | |||
| 6.20 | 9.45 | 56.0% | 0.63 | 0.0236 | -0.055 | 71 | 2.69 | 6.25 | 56.2% | -0.37 | 0.0238 | -0.058 | ||||
| 5.80 | 8.95 | 56.8% | 0.60 | 0.0242 | -0.057 | 72 | 3.25 | 6.60 | 56.1% | -0.40 | 0.0244 | -0.059 | ||||
| 5.20 | 8.25 | 55.5% | 0.58 | 0.0247 | -0.058 | 73 | 4.10 | 7.25 | 58.5% | -0.42 | 0.0249 | -0.059 | ||||
| 4.65 | 7.85 | 55.5% | 0.55 | 0.0250 | -0.058 | 74 | 4.25 | 7.60 | 56.0% | -0.45 | 0.0253 | -0.059 | ||||
| 4.60 | 6.90 | 55.1% | 0.53 | 0.0253 | -0.059 | 75 | 4.80 | 8.25 | 56.5% | -0.47 | 0.0256 | -0.059 | ||||
| 3.90 | 7.05 | 56.5% | 0.50 | 0.0254 | -0.059 | 76 | 5.35 | 8.75 | 56.1% | -0.50 | 0.0257 | -0.059 | ||||
| 3.35 | 6.50 | 55.1% | 0.48 | 0.0254 | -0.059 | 77 | 5.85 | 9.30 | 55.5% | -0.53 | 0.0258 | -0.058 | ||||
| 2.69 | 6.30 | 54.7% | 0.45 | 0.0254 | -0.059 | 78 | 6.70 | 9.85 | 56.2% | -0.55 | 0.0257 | -0.057 | ||||
| 2.55 | 5.90 | 55.5% | 0.43 | 0.0252 | -0.058 | 79 | 7.40 | 10.60 | 57.0% | -0.57 | 0.0256 | -0.056 | ||||
| 2.05 | 5.70 | 55.3% | 0.41 | 0.0249 | -0.058 | 80 | 7.75 | 11.10 | 54.8% | -0.60 | 0.0253 | -0.055 | ||||
| 1.76 | 5.40 | 55.5% | 0.38 | 0.0246 | -0.057 | 81 | 8.50 | 11.85 | 55.4% | -0.62 | 0.0250 | -0.054 | ||||
| 1.38 | 4.95 | 54.3% | 0.36 | 0.0242 | -0.056 | 82 | 9.30 | 12.70 | 56.5% | -0.64 | 0.0246 | -0.052 | ||||
| 1.06 | 4.80 | 54.6% | 0.34 | 0.0236 | -0.054 | 83 | 10.05 | 13.35 | 56.2% | -0.67 | 0.0241 | -0.050 | ||||
| 0.8000 | 4.55 | 54.5% | 0.32 | 0.0231 | -0.053 | 84 | 10.85 | 13.95 | 55.8% | -0.69 | 0.0236 | -0.048 | ||||
| 0.6400 | 4.25 | 54.5% | 0.30 | 0.0224 | -0.051 | 85 | 11.45 | 14.75 | 55.0% | -0.71 | 0.0230 | -0.046 | ||||
| 0.3600 | 4.05 | 54.2% | 0.28 | 0.0217 | -0.050 | 86 | 12.35 | 15.40 | 54.9% | -0.73 | 0.0223 | -0.044 | ||||
| 0.1900 | 4.05 | 55.5% | 0.26 | 0.0210 | -0.048 | 87 | 13.10 | 16.40 | 55.8% | -0.75 | 0.0216 | -0.042 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs