CVNA option chain Carvana Co.

Expiration 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 ±14.9% (50.22–67.82) · ATM IV 106.8% · P/C open interest 0.55

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
18.55	19.70		15	111.5%	0.97	0.0047	-0.028	40	0.0400	0.2000		77	119.1%	-0.02	0.0047	-0.029
13.05	15.45		1	96.8%	0.93	0.0118	-0.071	45	0.4000	0.5000	150	296	116.9%	-0.07	0.0117	-0.072
12.70	14.15			104.4%	0.91	0.0136	-0.082	46	0.4900	0.6100	1	3	115.7%	-0.09	0.0136	-0.083
11.95	13.90			124.6%	0.89	0.0156	-0.093	47	0.6000	0.7300		5	114.4%	-0.11	0.0156	-0.095
11.20	13.15			127.2%	0.87	0.0177	-0.106	48	0.7400	0.8500		14	112.9%	-0.13	0.0177	-0.107
10.10	11.35			99.1%	0.85	0.0198	-0.118	49	0.9100	1.06		12	113.1%	-0.15	0.0198	-0.119
9.55	10.60	1	46	106.1%	0.83	0.0220	-0.130	50	1.10	1.25	59	686	112.2%	-0.17	0.0220	-0.131
8.80	9.75			105.1%	0.80	0.0241	-0.142	51	1.31	1.45		297	110.9%	-0.20	0.0241	-0.143
8.10	9.00			105.6%	0.77	0.0262	-0.153	52	1.57	1.75	2	264	111.2%	-0.23	0.0262	-0.154
7.30	8.15		1	102.0%	0.74	0.0282	-0.164	53	1.85	2.03		750	110.4%	-0.26	0.0282	-0.165
6.65	7.50		6	102.8%	0.71	0.0300	-0.174	54	2.16	2.35	9	223	109.7%	-0.29	0.0300	-0.174
6.35	6.85			107.2%	0.68	0.0316	-0.182	55	2.53	2.69	116	384	109.2%	-0.32	0.0316	-0.183
5.70	6.25		44	106.4%	0.65	0.0330	-0.189	56	2.90	3.20	1	326	110.0%	-0.35	0.0331	-0.189
5.15	5.70		11	106.5%	0.61	0.0342	-0.194	57	3.30	3.65	1	483	109.5%	-0.39	0.0342	-0.195
4.65	5.10	1	232	105.8%	0.58	0.0351	-0.198	58	3.75	4.00	3	153	107.5%	-0.42	0.0352	-0.198
4.20	4.60	51	45	106.0%	0.54	0.0357	-0.200	59	4.20	4.60		175	107.7%	-0.46	0.0358	-0.200
3.80	4.10	18	187	105.9%	0.50	0.0360	-0.200	60	4.65	5.10	1	795	105.8%	-0.50	0.0361	-0.200
3.40	3.65	6	369	105.6%	0.47	0.0360	-0.199	61	5.25	5.75	3	142	106.7%	-0.53	0.0361	-0.199
3.05	3.30	26	312	106.3%	0.43	0.0358	-0.195	62	5.90	6.25	11	50	105.6%	-0.57	0.0359	-0.196
2.64	2.88	30	141	104.5%	0.40	0.0353	-0.191	63	6.50	7.00	1	317	106.1%	-0.60	0.0353	-0.191
2.31	2.55	44	292	104.1%	0.37	0.0345	-0.185	64	7.15	7.70	18	108	105.9%	-0.63	0.0346	-0.185
2.01	2.20	78	1,862	103.0%	0.34	0.0335	-0.178	65	7.85	8.45		134	106.2%	-0.66	0.0335	-0.178
1.74	1.93	26	195	102.5%	0.30	0.0323	-0.170	66	8.55	9.15		22	105.0%	-0.70	0.0323	-0.170
1.54	1.69	15	163	102.8%	0.28	0.0309	-0.162	67	9.35	10.30	3	26	110.9%	-0.72	0.0310	-0.161
1.35	1.47	38	218	102.7%	0.25	0.0294	-0.152	68	10.00	10.60		14	101.6%	-0.75	0.0294	-0.151
1.10	1.28	42	186	101.4%	0.22	0.0278	-0.142	69	10.80	12.30		19	115.2%	-0.78	0.0278	-0.142
1.00	1.05	59	908	101.2%	0.20	0.0261	-0.132	70	11.65	13.00		26	112.2%	-0.80	0.0262	-0.132
0.8000	1.00	7	469	101.7%	0.18	0.0243	-0.122	71	12.50	13.65	10	21	110.8%	-0.82	0.0244	-0.121
0.7200	0.8900	1	228	102.8%	0.16	0.0226	-0.112	72	13.30	14.30		60	105.7%	-0.84	0.0227	-0.111
0.5900	0.7300		292	101.3%	0.14	0.0208	-0.103	73	14.20	16.15			124.4%	-0.86	0.0209	-0.102
0.5200	0.6100	2	258	101.2%	0.12	0.0191	-0.093	74	14.45	15.95		5	84.7%	-0.88	0.0192	-0.092
0.4400	0.5200	56	1,573	101.0%	0.11	0.0174	-0.084	75	16.10	17.65		1	122.6%	-0.89	0.0176	-0.083
0.3600	0.4600	2	88	101.0%	0.09	0.0158	-0.076	76	16.55	18.95		7	121.8%	-0.91	0.0160	-0.074
0.3100	0.4000	6	52	101.4%	0.08	0.0143	-0.068	77	17.25	20.30			127.2%	-0.92	0.0144	-0.066
0.2200	0.4300		166	103.0%	0.07	0.0128	-0.060	78	18.55	21.05			132.4%	-0.93	0.0130	-0.059
0.1700	0.3900		242	103.2%	0.06	0.0115	-0.053	79	19.15	22.25			132.0%	-0.94	0.0117	-0.052
0.1300	0.8900		184	121.8%	0.05	0.0102	-0.047	80	20.10	23.10		16	131.1%	-0.95	0.0104	-0.045
0.1000	0.7800		8	121.2%	0.05	0.0091	-0.041	81	21.75	23.55			137.4%	-0.96	0.0093	-0.040
0.0700	0.5100		14	114.0%	0.04	0.0080	-0.036	82	22.55	24.25			127.3%	-0.96	0.0082	-0.034
0.0700	0.8700	8	67	130.0%	0.03	0.0071	-0.031	83	23.05	26.15			142.2%	-0.97	0.0073	-0.030
0.0400	0.8700		43	132.4%	0.03	0.0062	-0.027	84	24.05	27.15			145.8%	-0.97	0.0064	-0.025
0.0400	0.6900		136	129.8%	0.02	0.0054	-0.023	85	25.60	28.00			159.4%	-0.98	0.0056	-0.022
0	1.19		117	147.6%	0.02	0.0047	-0.020	86	26.00	29.00			147.0%	-0.98	0.0050	-0.018

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 30, 2026

Volatility page →

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 — Oct 30, 2026

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