CVNA option chain Carvana Co.

Expiration Cboe delayed options data · as of 00:33 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 ±23.4% (56.23–90.63) · ATM IV 63.6% · P/C open interest 1.21

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
35.80	38.20			81.1%	0.98	0.0018	0.000	37	0.1400	0.4000		148	82.8%	-0.02	0.0018	-0.009
34.85	37.00		24	79.2%	0.98	0.0020	0.000	38	0.1700	0.4300		324	81.6%	-0.02	0.0021	-0.009
34.05	36.05		39	82.0%	0.97	0.0023	0.000	39	0.2000	0.4800		531	80.6%	-0.03	0.0023	-0.010
33.10	34.35		105	55.1%	0.97	0.0026	0.000	40	0.2300	0.4800		1,238	78.5%	-0.03	0.0026	-0.011
31.25	33.25		28	79.8%	0.96	0.0032	-0.001	42	0.3600	0.5500	22	283	76.8%	-0.04	0.0032	-0.014
29.45	31.35		38	78.0%	0.95	0.0039	-0.004	44	0.4600	0.6700		623	75.0%	-0.05	0.0039	-0.016
28.50	30.45		62	76.9%	0.95	0.0043	-0.006	45	0.5300	0.7000	3	846	73.7%	-0.05	0.0043	-0.017
27.65	29.55		124	76.9%	0.94	0.0047	-0.008	46	0.6200	0.8200	5	761	73.7%	-0.06	0.0047	-0.019
25.85	27.75		47	75.1%	0.93	0.0056	-0.011	48	0.8400	0.9500	9	3,357	72.2%	-0.07	0.0056	-0.021
24.05	26.00		257	73.3%	0.91	0.0066	-0.015	50	1.01	1.25	6	14.2K	71.3%	-0.09	0.0067	-0.025
22.40	24.15	1	72	71.5%	0.89	0.0077	-0.019	52	1.28	1.55	2	1,844	70.6%	-0.11	0.0077	-0.028
20.65	21.75		54	64.3%	0.87	0.0088	-0.023	54	1.60	1.88	7	2,067	69.7%	-0.13	0.0089	-0.031
19.80	21.80	7	30	69.9%	0.86	0.0094	-0.025	55	1.78	2.00		1,843	68.8%	-0.14	0.0095	-0.033
19.20	20.90		52	70.0%	0.85	0.0100	-0.027	56	2.03	2.27	4	1,178	69.2%	-0.15	0.0101	-0.034
17.40	18.95		86	65.3%	0.82	0.0112	-0.031	58	2.39	2.64	75	9,574	67.6%	-0.18	0.0113	-0.037
16.45	17.45		147	65.4%	0.80	0.0124	-0.035	60	2.97	3.25		3,326	67.9%	-0.20	0.0125	-0.040
15.10	15.75		76	65.8%	0.77	0.0135	-0.038	62	3.50	3.75	5	1,067	66.6%	-0.23	0.0137	-0.043
13.75	14.40		185	65.1%	0.73	0.0146	-0.041	64	4.15	4.50		808	66.5%	-0.27	0.0148	-0.046
13.25	13.75		219	65.5%	0.72	0.0151	-0.043	65	4.50	4.85	24	1,448	66.2%	-0.28	0.0153	-0.047
12.50	13.15		475	64.8%	0.70	0.0156	-0.044	66	4.85	5.25	1,014	520	66.0%	-0.30	0.0158	-0.048
11.35	11.95		1,031	64.5%	0.67	0.0165	-0.047	68	5.60	6.05	522	517	65.3%	-0.33	0.0167	-0.050
10.25	10.80	1	519	63.9%	0.63	0.0172	-0.049	70	6.50	6.95	14	747	65.0%	-0.37	0.0174	-0.051
9.25	9.75		1,498	63.6%	0.60	0.0178	-0.050	72	7.45	7.90	2	466	64.6%	-0.41	0.0181	-0.052
8.30	8.80	1	1,176	63.3%	0.56	0.0182	-0.051	74	8.35	8.95		337	63.8%	-0.44	0.0185	-0.052
7.90	8.35	5	513	63.4%	0.54	0.0184	-0.052	75	9.00	9.50	1	369	64.1%	-0.46	0.0187	-0.052
7.50	7.90	10	4,536	63.3%	0.52	0.0185	-0.052	76	9.60	10.05	17	214	64.0%	-0.48	0.0188	-0.052
6.65	7.10		1,964	62.9%	0.49	0.0186	-0.052	78	10.75	11.25	11	447	63.7%	-0.52	0.0190	-0.051
5.95	6.35	1	1,747	62.8%	0.45	0.0185	-0.052	80	12.00	12.50		303	63.4%	-0.55	0.0189	-0.051
5.25	5.65		575	62.4%	0.42	0.0183	-0.051	82	13.30	13.85		439	63.2%	-0.59	0.0188	-0.049
4.65	5.05	4	184	62.2%	0.39	0.0180	-0.050	84	14.65	15.25		17	62.9%	-0.62	0.0185	-0.048
4.35	4.75	10	636	62.0%	0.37	0.0178	-0.049	85	15.35	15.95		14	62.7%	-0.64	0.0183	-0.046
4.10	4.50	1	2,956	62.0%	0.35	0.0176	-0.049	86	16.05	16.70		35	62.6%	-0.65	0.0181	-0.045
3.65	3.95	9	604	61.8%	0.32	0.0170	-0.047	88	17.55	18.25		54	62.6%	-0.68	0.0176	-0.043
3.15	3.50	70	916	61.4%	0.30	0.0164	-0.045	90	19.10	19.80		43	62.5%	-0.71	0.0170	-0.041
2.78	3.15	4	569	61.6%	0.27	0.0157	-0.043	92	20.70	21.45		16	62.5%	-0.74	0.0163	-0.038
2.43	2.72	2	325	61.2%	0.25	0.0149	-0.041	94	22.30	23.10		48	62.3%	-0.77	0.0156	-0.035
2.27	2.58	1	355	61.2%	0.23	0.0146	-0.040	95	23.10	23.95		1	62.1%	-0.78	0.0153	-0.034
2.12	2.44	4	574	61.3%	0.22	0.0142	-0.039	96	24.00	24.70		5	61.8%	-0.79	0.0149	-0.033
1.92	2.15		332	61.5%	0.20	0.0134	-0.037	98	25.70	26.55		20	62.2%	-0.81	0.0142	-0.030
1.62	1.93	13	893	61.3%	0.18	0.0126	-0.035	100	26.70	28.60		72	59.3%	-0.83	0.0134	-0.027
1.30	1.52	4	1,662	61.8%	0.15	0.0110	-0.030	104	30.65	32.20		1,254	61.2%	-0.87	0.0119	-0.021
1.16	1.44	1	92	61.5%	0.14	0.0106	-0.029	105	31.60	32.90			59.7%	-0.88	0.0116	-0.020
1.13	1.32	2	128	61.6%	0.13	0.0103	-0.028	106	32.85	34.15		35	64.6%	-0.88	0.0112	-0.019
0.9500	1.17	3	245	61.4%	0.12	0.0095	-0.026	108	34.15	36.00		5	60.0%	-0.90	0.0105	-0.016
0.8300	1.07	608	731	61.7%	0.11	0.0088	-0.025	110	35.95	37.90			58.9%	-0.91	0.0098	-0.014

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 20, 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 — Nov 20, 2026

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