CVNA option chain Carvana Co.
Cboe delayed options data · as of 15:35 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 ±39.8% (36.68–85.18) · ATM IV 66.8% · P/C open interest 0.38
| 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 | |
| 28.40 | 29.25 | 2 | 74.8% | 0.90 | 0.0049 | -0.008 | 35 | 1.85 | 2.05 | 1 | 105 | 73.4% | -0.09 | 0.0050 | -0.013 | |
| 23.80 | 25.35 | 11 | 67.9% | 0.86 | 0.0066 | -0.013 | 40 | 2.93 | 3.60 | 211 | 73.5% | -0.14 | 0.0067 | -0.017 | ||
| 19.50 | 21.85 | 2 | 63.3% | 0.81 | 0.0083 | -0.017 | 45 | 4.30 | 4.95 | 11 | 71.0% | -0.19 | 0.0084 | -0.020 | ||
| 17.60 | 18.70 | 66.9% | 0.75 | 0.0098 | -0.020 | 50 | 6.10 | 6.75 | 103 | 69.6% | -0.25 | 0.0100 | -0.023 | |||
| 15.45 | 15.90 | 67.7% | 0.69 | 0.0111 | -0.023 | 55 | 8.25 | 8.60 | 59 | 67.5% | -0.31 | 0.0114 | -0.025 | |||
| 13.10 | 13.50 | 11 | 66.9% | 0.63 | 0.0121 | -0.025 | 60 | 10.65 | 11.25 | 3 | 66.7% | -0.37 | 0.0125 | -0.026 | ||
| 10.90 | 11.40 | 13 | 65.8% | 0.57 | 0.0127 | -0.026 | 65 | 13.55 | 14.00 | 45 | 17 | 65.9% | -0.44 | 0.0133 | -0.027 | |
| 9.05 | 9.65 | 13 | 65.1% | 0.51 | 0.0130 | -0.027 | 70 | 16.70 | 18.15 | 40 | 68.0% | -0.50 | 0.0138 | -0.027 | ||
| 7.60 | 8.15 | 4 | 64.8% | 0.45 | 0.0131 | -0.027 | 75 | 20.05 | 21.05 | 65.8% | -0.56 | 0.0139 | -0.026 | |||
| 6.30 | 6.70 | 10 | 56 | 63.9% | 0.40 | 0.0128 | -0.026 | 80 | 23.75 | 24.70 | 65.5% | -0.62 | 0.0138 | -0.025 | ||
| 5.10 | 5.60 | 82 | 63.1% | 0.35 | 0.0124 | -0.025 | 85 | 27.55 | 28.00 | 5 | 63.1% | -0.67 | 0.0136 | -0.023 | ||
| 4.30 | 4.70 | 156 | 63.1% | 0.31 | 0.0118 | -0.024 | 90 | 31.60 | 32.25 | 63.1% | -0.72 | 0.0132 | -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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs