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 ±17.4% (48.77–69.27) · ATM IV 83.0% · P/C open interest 1.17
| 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 | |
| 17.95 | 20.30 | 31 | 66.1% | 0.95 | 0.0067 | -0.026 | 40 | 0.2700 | 0.4300 | 109 | 70 | 98.1% | -0.05 | 0.0067 | -0.029 | |
| 14.75 | 15.35 | 96.9% | 0.89 | 0.0128 | -0.050 | 45 | 0.7400 | 0.8800 | 4 | 91 | 92.4% | -0.11 | 0.0128 | -0.052 | ||
| 13.40 | 14.85 | 93.5% | 0.88 | 0.0142 | -0.055 | 46 | 0.6800 | 1.19 | 4 | 91.0% | -0.12 | 0.0143 | -0.057 | |||
| 12.10 | 14.50 | 92.8% | 0.86 | 0.0157 | -0.060 | 47 | 1.05 | 1.32 | 1 | 92.8% | -0.14 | 0.0158 | -0.062 | |||
| 11.15 | 13.70 | 90.3% | 0.84 | 0.0173 | -0.066 | 48 | 1.07 | 1.43 | 1 | 88.7% | -0.16 | 0.0173 | -0.067 | |||
| 10.45 | 12.95 | 91.1% | 0.82 | 0.0188 | -0.071 | 49 | 1.27 | 1.63 | 1 | 87.9% | -0.18 | 0.0188 | -0.072 | |||
| 10.55 | 11.25 | 9 | 89.6% | 0.80 | 0.0203 | -0.076 | 50 | 1.57 | 1.85 | 1 | 97 | 88.0% | -0.20 | 0.0203 | -0.077 | |
| 9.75 | 10.55 | 88.6% | 0.77 | 0.0218 | -0.080 | 51 | 1.87 | 2.13 | 75 | 88.1% | -0.23 | 0.0218 | -0.082 | |||
| 8.60 | 9.75 | 82.6% | 0.75 | 0.0232 | -0.085 | 52 | 2.15 | 2.43 | 35 | 87.6% | -0.25 | 0.0233 | -0.086 | |||
| 8.50 | 9.05 | 87.8% | 0.72 | 0.0246 | -0.089 | 53 | 2.44 | 2.87 | 12 | 88.0% | -0.28 | 0.0246 | -0.090 | |||
| 7.50 | 8.30 | 83.2% | 0.69 | 0.0258 | -0.093 | 54 | 2.71 | 3.15 | 107 | 86.2% | -0.30 | 0.0259 | -0.094 | |||
| 6.95 | 7.65 | 2 | 83.2% | 0.67 | 0.0269 | -0.096 | 55 | 3.20 | 3.40 | 2 | 117 | 85.7% | -0.33 | 0.0270 | -0.097 | |
| 6.35 | 7.05 | 1 | 82.6% | 0.64 | 0.0279 | -0.098 | 56 | 3.60 | 4.00 | 33 | 86.8% | -0.36 | 0.0280 | -0.099 | ||
| 5.85 | 6.50 | 30 | 82.9% | 0.61 | 0.0288 | -0.101 | 57 | 4.00 | 4.40 | 11 | 8 | 85.7% | -0.39 | 0.0288 | -0.101 | |
| 5.65 | 5.90 | 11 | 84.6% | 0.58 | 0.0294 | -0.102 | 58 | 4.50 | 4.80 | 11 | 58 | 85.0% | -0.42 | 0.0295 | -0.102 | |
| 4.85 | 5.45 | 10 | 82.2% | 0.55 | 0.0299 | -0.103 | 59 | 4.85 | 5.35 | 11 | 83.8% | -0.45 | 0.0301 | -0.103 | ||
| 4.65 | 4.95 | 4 | 4 | 83.7% | 0.52 | 0.0303 | -0.103 | 60 | 5.50 | 5.85 | 13 | 84.1% | -0.48 | 0.0304 | -0.103 | |
| 4.05 | 4.50 | 28 | 81.9% | 0.49 | 0.0304 | -0.103 | 61 | 6.00 | 6.80 | 21 | 86.4% | -0.51 | 0.0306 | -0.103 | ||
| 3.65 | 4.10 | 2 | 3 | 81.7% | 0.46 | 0.0304 | -0.102 | 62 | 6.60 | 7.30 | 5 | 85.4% | -0.54 | 0.0306 | -0.102 | |
| 3.15 | 3.70 | 6 | 80.2% | 0.43 | 0.0302 | -0.100 | 63 | 7.15 | 7.95 | 6 | 84.8% | -0.57 | 0.0304 | -0.100 | ||
| 3.00 | 3.30 | 6 | 81.1% | 0.40 | 0.0299 | -0.099 | 64 | 7.85 | 8.40 | 7 | 83.3% | -0.60 | 0.0300 | -0.098 | ||
| 2.74 | 3.00 | 5 | 81.5% | 0.37 | 0.0294 | -0.096 | 65 | 8.50 | 9.20 | 28 | 83.9% | -0.63 | 0.0296 | -0.096 | ||
| 2.38 | 2.69 | 10 | 80.5% | 0.35 | 0.0287 | -0.093 | 66 | 9.10 | 10.15 | 1 | 84.9% | -0.65 | 0.0289 | -0.093 | ||
| 2.11 | 2.42 | 12 | 80.2% | 0.32 | 0.0280 | -0.090 | 67 | 9.85 | 10.30 | 3 | 79.7% | -0.68 | 0.0282 | -0.090 | ||
| 1.93 | 2.15 | 1 | 53 | 80.4% | 0.30 | 0.0271 | -0.087 | 68 | 10.70 | 11.40 | 83.5% | -0.71 | 0.0273 | -0.086 | ||
| 1.65 | 2.01 | 37 | 80.4% | 0.27 | 0.0261 | -0.083 | 69 | 11.40 | 12.25 | 83.4% | -0.73 | 0.0263 | -0.082 | |||
| 1.53 | 1.72 | 1 | 53 | 80.1% | 0.25 | 0.0250 | -0.079 | 70 | 12.15 | 14.05 | 5 | 92.7% | -0.75 | 0.0253 | -0.078 | |
| 1.31 | 1.62 | 3 | 80.4% | 0.23 | 0.0239 | -0.075 | 71 | 13.00 | 14.70 | 1 | 91.7% | -0.77 | 0.0242 | -0.074 | ||
| 1.13 | 1.58 | 25 | 81.5% | 0.21 | 0.0227 | -0.071 | 72 | 13.65 | 16.20 | 3 | 97.0% | -0.79 | 0.0230 | -0.070 | ||
| 0.9800 | 1.39 | 4 | 80.9% | 0.19 | 0.0215 | -0.067 | 73 | 14.40 | 16.55 | 2 | 91.2% | -0.81 | 0.0218 | -0.066 | ||
| 0.8300 | 1.14 | 5 | 79.1% | 0.17 | 0.0203 | -0.062 | 74 | 14.85 | 17.90 | 92.4% | -0.83 | 0.0206 | -0.061 | |||
| 0.7600 | 1.03 | 249 | 79.8% | 0.16 | 0.0191 | -0.058 | 75 | 15.80 | 18.80 | 93.9% | -0.85 | 0.0194 | -0.057 | |||
| 0.3600 | 0.5800 | 22 | 79.3% | 0.09 | 0.0132 | -0.039 | 80 | 20.60 | 23.10 | 97.2% | -0.91 | 0.0137 | -0.037 | |||
| 0.1500 | 0.3700 | 43 | 80.3% | 0.05 | 0.0085 | -0.025 | 85 | 25.35 | 27.80 | 101.1% | -0.96 | 0.0090 | -0.022 | |||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs