CVNA option chain Carvana Co.

Expiration Cboe delayed options data · as of 15:33 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 ±36.2% (47.34–101.14) · ATM IV 62.5% · P/C open interest 0.85

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
37.75	40.50		105	79.4%	0.95	0.0029	-0.006	38	1.03	1.34		935	71.9%	-0.06	0.0030	-0.011
37.00	39.55		5	78.6%	0.94	0.0032	-0.006	39	1.25	1.45		116	72.1%	-0.06	0.0032	-0.012
36.10	38.65		4	77.2%	0.94	0.0034	-0.007	40	1.28	1.61		125	71.2%	-0.07	0.0034	-0.013
34.40	37.00		1	75.7%	0.92	0.0038	-0.009	42	1.66	1.91		183	71.1%	-0.08	0.0039	-0.014
32.85	35.40			75.0%	0.91	0.0043	-0.011	44	1.82	2.22		142	69.3%	-0.09	0.0044	-0.016
32.10	34.65		74	74.9%	0.91	0.0046	-0.012	45	2.14	2.39		88	69.7%	-0.10	0.0047	-0.017
31.25	33.80		25	73.8%	0.90	0.0048	-0.013	46	2.31	2.59		1,947	69.3%	-0.11	0.0049	-0.017
29.60	32.25		10	72.3%	0.88	0.0054	-0.014	48	2.68	2.98		193	68.5%	-0.12	0.0055	-0.019
28.10	30.70		34	71.2%	0.87	0.0059	-0.016	50	2.99	3.40		139	67.2%	-0.14	0.0060	-0.020
26.60	27.90		48	65.1%	0.85	0.0064	-0.018	52	3.45	3.90		157	66.5%	-0.15	0.0066	-0.022
25.20	27.85		14	69.7%	0.83	0.0070	-0.019	54	4.00	4.50		81	66.3%	-0.17	0.0071	-0.023
24.70	27.15		54	70.0%	0.82	0.0073	-0.020	55	4.30	4.75		43	66.0%	-0.18	0.0074	-0.024
23.90	25.20		35	65.0%	0.81	0.0075	-0.021	56	4.55	5.05		201	65.6%	-0.19	0.0077	-0.025
22.65	23.75		37	64.4%	0.80	0.0080	-0.023	58	5.20	5.70		192	65.2%	-0.21	0.0082	-0.026
21.55	22.45		2,843	64.5%	0.77	0.0085	-0.024	60	5.90	6.40		381	64.9%	-0.23	0.0087	-0.027
20.35	21.25		328	64.2%	0.75	0.0090	-0.025	62	6.60	7.20		194	64.5%	-0.25	0.0092	-0.028
19.20	20.10		38	64.0%	0.73	0.0095	-0.027	64	7.40	8.00		205	64.2%	-0.28	0.0097	-0.029
18.60	19.50		7	63.7%	0.72	0.0097	-0.027	65	7.80	8.40		189	63.9%	-0.29	0.0099	-0.030
18.10	18.95		5,324	63.6%	0.71	0.0099	-0.028	66	8.25	8.80		7,566	63.7%	-0.30	0.0102	-0.030
16.95	17.65		853	62.5%	0.69	0.0103	-0.029	68	9.10	9.80		348	63.6%	-0.32	0.0106	-0.031
16.05	16.80		572	63.0%	0.67	0.0106	-0.030	70	10.05	10.70		243	63.2%	-0.34	0.0110	-0.032
15.00	15.80		143	62.5%	0.64	0.0109	-0.030	72	11.25	11.70		120	63.4%	-0.37	0.0113	-0.032
14.15	14.85		53	62.4%	0.62	0.0112	-0.031	74	12.05	12.75		1,254	62.5%	-0.39	0.0116	-0.033
13.70	14.40		143	62.2%	0.61	0.0113	-0.031	75	12.60	13.30		54	62.5%	-0.40	0.0117	-0.033
13.25	13.95		1,725	62.0%	0.60	0.0114	-0.032	76	13.15	13.90		1,910	62.4%	-0.42	0.0119	-0.033
12.45	13.10		90	61.9%	0.58	0.0116	-0.032	78	14.25	15.00		297	62.0%	-0.44	0.0121	-0.033
11.65	12.30	1	9,740	61.6%	0.55	0.0117	-0.032	80	15.45	16.20		207	61.9%	-0.46	0.0123	-0.033
10.85	11.50		204	61.2%	0.53	0.0118	-0.032	82	16.65	17.50		72	61.7%	-0.49	0.0124	-0.033
10.25	10.85		96	61.4%	0.51	0.0119	-0.033	84	18.25	18.75		117	62.2%	-0.51	0.0126	-0.033
9.85	10.50	1	170	61.1%	0.50	0.0119	-0.033	85	18.55	19.45		149	61.4%	-0.52	0.0126	-0.033
9.60	10.15		41	61.1%	0.49	0.0119	-0.033	86	19.20	20.15		78	61.4%	-0.53	0.0126	-0.033
8.95	9.40		71	60.6%	0.47	0.0119	-0.032	88	20.90	21.50		106	62.0%	-0.55	0.0127	-0.033
8.35	8.70	2	1,597	60.2%	0.45	0.0119	-0.032	90	22.30	22.90		82	61.9%	-0.57	0.0127	-0.032
7.65	8.35		95	60.2%	0.43	0.0118	-0.032	92	23.40	24.30		65	60.9%	-0.60	0.0127	-0.032
7.25	7.80		60	60.3%	0.41	0.0117	-0.032	94	24.75	25.80		76	60.5%	-0.62	0.0126	-0.031
7.10	7.50	2	105	60.4%	0.40	0.0117	-0.031	95	25.50	26.60		5	60.6%	-0.63	0.0126	-0.031
6.75	7.30		124	60.1%	0.39	0.0116	-0.031	96	26.25	27.30		75	60.4%	-0.64	0.0126	-0.031
6.40	6.85		115	60.3%	0.37	0.0115	-0.031	98	27.75	28.80		16	60.0%	-0.66	0.0125	-0.030
5.95	6.40		396	60.1%	0.35	0.0113	-0.030	100	29.55	30.45		80	60.7%	-0.68	0.0124	-0.029
5.55	6.00		127	60.0%	0.34	0.0111	-0.029	102	31.40	32.05		35	61.3%	-0.70	0.0122	-0.029
5.20	5.65		106	60.1%	0.32	0.0109	-0.029	104	32.45	33.65		1	59.6%	-0.71	0.0121	-0.028
5.00	5.45		33	60.0%	0.31	0.0108	-0.029	105	33.25	34.50			59.5%	-0.72	0.0120	-0.028
4.85	5.25		87	59.9%	0.30	0.0107	-0.028	106	34.10	35.30			59.4%	-0.73	0.0119	-0.027
4.50	4.95		43	59.9%	0.29	0.0104	-0.028	108	35.75	37.00		5	59.3%	-0.75	0.0118	-0.026
4.20	4.65		169	59.8%	0.27	0.0102	-0.027	110	37.45	38.70			59.2%	-0.76	0.0116	-0.025

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 — Mar 19, 2027

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 — Mar 19, 2027

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