CVNA option chain Carvana Co.
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 ±16.4% (49.34–68.69) · ATM IV 92.1% · P/C open interest 0.80
| 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 | |
| 17.75 | 20.55 | 1 | 90.6% | 0.96 | 0.0060 | -0.028 | 40 | 0.0400 | 0.9500 | 54 | 124.9% | -0.04 | 0.0059 | -0.030 | ||
| 14.00 | 16.20 | 2 | 117.3% | 0.90 | 0.0125 | -0.058 | 45 | 0.6000 | 0.7300 | 1 | 133 | 102.2% | -0.09 | 0.0125 | -0.060 | |
| 12.55 | 14.45 | 85.2% | 0.89 | 0.0142 | -0.065 | 46 | 0.6100 | 0.8600 | 43 | 98.9% | -0.11 | 0.0142 | -0.067 | |||
| 12.30 | 13.25 | 10 | 91.5% | 0.87 | 0.0158 | -0.073 | 47 | 0.7600 | 1.00 | 4 | 98.1% | -0.13 | 0.0159 | -0.074 | ||
| 11.15 | 12.70 | 90.8% | 0.85 | 0.0176 | -0.080 | 48 | 1.03 | 1.13 | 2 | 98.5% | -0.15 | 0.0176 | -0.082 | |||
| 10.50 | 11.85 | 92.6% | 0.83 | 0.0193 | -0.087 | 49 | 1.10 | 1.40 | 1 | 97.2% | -0.17 | 0.0194 | -0.089 | |||
| 9.85 | 11.05 | 4 | 93.9% | 0.81 | 0.0211 | -0.094 | 50 | 1.44 | 1.55 | 128 | 97.3% | -0.19 | 0.0211 | -0.096 | ||
| 9.15 | 10.90 | 102.0% | 0.78 | 0.0228 | -0.101 | 51 | 1.67 | 1.79 | 59 | 96.4% | -0.22 | 0.0228 | -0.102 | |||
| 8.65 | 9.95 | 101.1% | 0.76 | 0.0245 | -0.108 | 52 | 1.91 | 2.15 | 63 | 96.5% | -0.24 | 0.0245 | -0.109 | |||
| 7.90 | 8.85 | 1 | 95.0% | 0.73 | 0.0260 | -0.114 | 53 | 2.24 | 2.48 | 10 | 96.5% | -0.27 | 0.0261 | -0.115 | ||
| 7.20 | 7.95 | 1 | 91.4% | 0.70 | 0.0275 | -0.119 | 54 | 2.57 | 2.73 | 4 | 102 | 94.9% | -0.30 | 0.0275 | -0.120 | |
| 6.70 | 7.35 | 1 | 92.8% | 0.67 | 0.0288 | -0.123 | 55 | 2.82 | 3.30 | 204 | 95.3% | -0.33 | 0.0288 | -0.124 | ||
| 6.25 | 6.70 | 20 | 93.3% | 0.64 | 0.0299 | -0.127 | 56 | 3.30 | 3.65 | 1 | 19 | 95.1% | -0.36 | 0.0300 | -0.128 | |
| 5.50 | 6.20 | 8 | 91.7% | 0.61 | 0.0309 | -0.130 | 57 | 3.75 | 4.10 | 82 | 95.0% | -0.39 | 0.0310 | -0.131 | ||
| 5.30 | 5.55 | 30 | 93.3% | 0.58 | 0.0317 | -0.132 | 58 | 4.25 | 4.50 | 6 | 100 | 94.2% | -0.42 | 0.0317 | -0.133 | |
| 4.50 | 5.05 | 35 | 90.0% | 0.54 | 0.0322 | -0.133 | 59 | 4.65 | 5.15 | 253 | 94.2% | -0.45 | 0.0323 | -0.134 | ||
| 4.10 | 4.60 | 2 | 20 | 90.4% | 0.51 | 0.0326 | -0.134 | 60 | 5.20 | 5.70 | 55 | 94.2% | -0.49 | 0.0326 | -0.134 | |
| 3.65 | 4.15 | 1 | 14 | 89.7% | 0.48 | 0.0327 | -0.133 | 61 | 5.65 | 6.30 | 15 | 18 | 93.0% | -0.52 | 0.0328 | -0.133 |
| 3.35 | 3.75 | 36 | 90.3% | 0.45 | 0.0326 | -0.131 | 62 | 6.30 | 7.00 | 36 | 94.2% | -0.55 | 0.0327 | -0.131 | ||
| 3.00 | 3.35 | 14 | 89.9% | 0.42 | 0.0323 | -0.129 | 63 | 6.85 | 7.55 | 8 | 92.3% | -0.58 | 0.0324 | -0.129 | ||
| 2.67 | 2.96 | 1 | 44 | 89.1% | 0.39 | 0.0318 | -0.126 | 64 | 7.55 | 8.15 | 31 | 91.9% | -0.61 | 0.0319 | -0.126 | |
| 2.39 | 2.64 | 3 | 91 | 89.0% | 0.36 | 0.0311 | -0.122 | 65 | 8.25 | 8.90 | 2 | 9 | 92.3% | -0.64 | 0.0312 | -0.122 |
| 2.19 | 2.34 | 597 | 89.4% | 0.33 | 0.0302 | -0.118 | 66 | 8.95 | 9.40 | 47 | 89.7% | -0.67 | 0.0304 | -0.117 | ||
| 1.92 | 2.10 | 5 | 60 | 89.2% | 0.30 | 0.0292 | -0.113 | 67 | 9.55 | 10.10 | 2 | 87.4% | -0.70 | 0.0294 | -0.113 | |
| 1.57 | 1.94 | 80 | 88.4% | 0.28 | 0.0281 | -0.108 | 68 | 10.35 | 10.95 | 5 | 88.4% | -0.73 | 0.0283 | -0.107 | ||
| 1.37 | 1.63 | 40 | 30 | 87.1% | 0.25 | 0.0269 | -0.102 | 69 | 11.20 | 11.95 | 17 | 91.4% | -0.75 | 0.0271 | -0.101 | |
| 1.27 | 1.49 | 3 | 91 | 88.5% | 0.23 | 0.0256 | -0.096 | 70 | 12.00 | 12.50 | 4 | 87.9% | -0.77 | 0.0258 | -0.096 | |
| 1.03 | 1.32 | 39 | 87.3% | 0.21 | 0.0242 | -0.090 | 71 | 12.75 | 13.70 | 10 | 91.5% | -0.80 | 0.0244 | -0.089 | ||
| 0.9200 | 1.09 | 337 | 86.5% | 0.19 | 0.0228 | -0.084 | 72 | 13.20 | 14.25 | 81.2% | -0.82 | 0.0230 | -0.083 | |||
| 0.8300 | 1.03 | 30 | 88.0% | 0.17 | 0.0214 | -0.079 | 73 | 14.45 | 16.75 | 109.3% | -0.83 | 0.0216 | -0.077 | |||
| 0.7000 | 0.8500 | 31 | 86.7% | 0.15 | 0.0199 | -0.073 | 74 | 15.00 | 16.65 | 91.7% | -0.85 | 0.0201 | -0.071 | |||
| 0.6400 | 0.7300 | 3 | 96 | 87.0% | 0.13 | 0.0185 | -0.067 | 75 | 16.25 | 18.35 | 109.3% | -0.87 | 0.0187 | -0.065 | ||
| 0.5600 | 0.6400 | 1 | 18 | 87.1% | 0.12 | 0.0171 | -0.061 | 76 | 17.05 | 18.10 | 90.1% | -0.88 | 0.0173 | -0.060 | ||
| 0.2900 | 0.4100 | 1,000 | 63 | 87.5% | 0.07 | 0.0119 | -0.041 | 80 | 20.50 | 22.85 | 2 | 106.5% | -0.93 | 0.0122 | -0.040 | |
| 0.0500 | 0.8600 | 35 | 106.2% | 0.04 | 0.0070 | -0.023 | 85 | 25.10 | 28.10 | 118.1% | -0.97 | 0.0073 | -0.021 | |||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs