DELL option chain Dell Technologies Inc.
Cboe delayed options data · as of 09:34 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 ±40.3% (290.18–681.33) · ATM IV 64.5% · P/C open interest 7.26
| 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 | |
| 254.00 | 257.30 | 67.0% | 0.95 | 0.0004 | -0.020 | 250 | 5.55 | 9.10 | 5 | 37 | 66.5% | -0.06 | 0.0004 | -0.062 | ||
| 245.55 | 248.85 | 66.6% | 0.94 | 0.0005 | -0.029 | 260 | 6.90 | 10.45 | 145 | 66.3% | -0.06 | 0.0005 | -0.069 | |||
| 236.55 | 240.60 | 3 | 8 | 66.1% | 0.93 | 0.0005 | -0.038 | 270 | 8.40 | 11.95 | 66.0% | -0.07 | 0.0005 | -0.076 | ||
| 228.85 | 232.55 | 1 | 65.8% | 0.92 | 0.0006 | -0.047 | 280 | 10.10 | 13.60 | 34 | 65.9% | -0.08 | 0.0006 | -0.084 | ||
| 221.45 | 224.70 | 66.1% | 0.91 | 0.0006 | -0.056 | 290 | 11.95 | 15.45 | 3 | 65.7% | -0.09 | 0.0007 | -0.091 | |||
| 213.30 | 217.00 | 5 | 20 | 65.6% | 0.90 | 0.0007 | -0.065 | 300 | 13.95 | 17.50 | 84 | 65.5% | -0.10 | 0.0007 | -0.099 | |
| 206.15 | 209.45 | 1 | 1 | 65.7% | 0.89 | 0.0008 | -0.074 | 310 | 16.25 | 19.75 | 28 | 65.5% | -0.12 | 0.0008 | -0.107 | |
| 198.75 | 202.10 | 65.5% | 0.87 | 0.0008 | -0.083 | 320 | 18.95 | 22.15 | 4 | 44 | 65.5% | -0.13 | 0.0008 | -0.114 | ||
| 191.15 | 194.95 | 1 | 2 | 65.4% | 0.86 | 0.0009 | -0.092 | 330 | 21.70 | 24.75 | 2 | 37 | 65.5% | -0.14 | 0.0009 | -0.122 |
| 184.65 | 188.00 | 1 | 65.3% | 0.85 | 0.0009 | -0.100 | 340 | 24.55 | 27.60 | 2 | 1 | 65.4% | -0.15 | 0.0010 | -0.129 | |
| 177.85 | 181.20 | 65.1% | 0.84 | 0.0010 | -0.109 | 350 | 27.55 | 30.60 | 3 | 45 | 65.4% | -0.17 | 0.0010 | -0.136 | ||
| 171.50 | 174.65 | 10 | 65.2% | 0.82 | 0.0010 | -0.117 | 360 | 30.15 | 33.70 | 2 | 2 | 64.9% | -0.18 | 0.0011 | -0.143 | |
| 164.95 | 168.25 | 6 | 65.0% | 0.81 | 0.0011 | -0.125 | 370 | 33.65 | 37.05 | 1 | 64.9% | -0.20 | 0.0011 | -0.150 | ||
| 158.75 | 162.10 | 5 | 64.9% | 0.79 | 0.0011 | -0.133 | 380 | 37.95 | 40.70 | 2 | 61 | 65.1% | -0.21 | 0.0012 | -0.156 | |
| 152.80 | 156.10 | 64.9% | 0.78 | 0.0012 | -0.140 | 390 | 41.80 | 44.60 | 1 | 2 | 65.1% | -0.23 | 0.0012 | -0.162 | ||
| 147.00 | 150.35 | 64.8% | 0.76 | 0.0012 | -0.147 | 400 | 45.10 | 48.55 | 9 | 64.8% | -0.24 | 0.0013 | -0.168 | |||
| 141.30 | 144.75 | 6 | 1 | 64.8% | 0.75 | 0.0013 | -0.154 | 410 | 50.15 | 52.65 | 4 | 65.0% | -0.26 | 0.0013 | -0.173 | |
| 136.00 | 139.35 | 64.8% | 0.73 | 0.0013 | -0.160 | 420 | 54.20 | 56.80 | 6 | 3 | 64.8% | -0.27 | 0.0014 | -0.178 | ||
| 130.75 | 134.10 | 4 | 64.7% | 0.72 | 0.0014 | -0.166 | 430 | 58.80 | 61.20 | 64.7% | -0.29 | 0.0014 | -0.183 | |||
| 125.70 | 129.05 | 64.7% | 0.70 | 0.0014 | -0.171 | 440 | 62.65 | 66.25 | 1 | 22 | 64.5% | -0.30 | 0.0014 | -0.187 | ||
| 120.85 | 124.20 | 8 | 5 | 64.7% | 0.69 | 0.0014 | -0.176 | 450 | 67.90 | 70.85 | 64.4% | -0.32 | 0.0015 | -0.191 | ||
| 116.15 | 119.40 | 8 | 64.6% | 0.67 | 0.0014 | -0.181 | 460 | 73.05 | 75.95 | 33 | 139 | 64.4% | -0.34 | 0.0015 | -0.194 | |
| 111.55 | 114.85 | 1 | 64.6% | 0.66 | 0.0015 | -0.185 | 470 | 78.35 | 81.20 | 16 | 64.4% | -0.35 | 0.0015 | -0.197 | ||
| 107.15 | 110.65 | 11 | 64.6% | 0.64 | 0.0015 | -0.189 | 480 | 83.70 | 87.00 | 13 | 64.5% | -0.37 | 0.0016 | -0.200 | ||
| 102.90 | 106.45 | 1 | 26 | 64.6% | 0.62 | 0.0015 | -0.193 | 490 | 89.15 | 92.65 | 24 | 128 | 64.5% | -0.38 | 0.0016 | -0.202 |
| 98.85 | 102.10 | 2 | 12 | 64.5% | 0.61 | 0.0015 | -0.196 | 500 | 95.30 | 98.15 | 10 | 64.5% | -0.40 | 0.0016 | -0.204 | |
| 95.15 | 98.55 | 2 | 64.7% | 0.59 | 0.0016 | -0.199 | 510 | 101.00 | 104.10 | 64.3% | -0.41 | 0.0016 | -0.206 | |||
| 91.45 | 94.80 | 1 | 64.7% | 0.58 | 0.0016 | -0.201 | 520 | 106.85 | 110.05 | 7 | 64.2% | -0.43 | 0.0016 | -0.207 | ||
| 87.40 | 91.00 | 2 | 64.5% | 0.57 | 0.0016 | -0.203 | 530 | 113.35 | 116.60 | 64.5% | -0.45 | 0.0016 | -0.208 | |||
| 83.95 | 87.55 | 64.5% | 0.55 | 0.0016 | -0.205 | 540 | 119.75 | 123.00 | 2 | 64.4% | -0.46 | 0.0016 | -0.208 | |||
| 80.70 | 84.25 | 2 | 64.5% | 0.54 | 0.0016 | -0.206 | 550 | 126.20 | 129.50 | 2 | 64.4% | -0.48 | 0.0017 | -0.208 | ||
| 77.50 | 81.15 | 7 | 64.6% | 0.52 | 0.0016 | -0.207 | 560 | 133.00 | 136.30 | 16 | 64.5% | -0.49 | 0.0017 | -0.208 | ||
| 75.25 | 78.00 | 64.8% | 0.51 | 0.0016 | -0.208 | 570 | 139.90 | 143.00 | 3 | 64.6% | -0.50 | 0.0017 | -0.208 | |||
| 72.25 | 74.90 | 64.8% | 0.50 | 0.0016 | -0.208 | 580 | 146.20 | 150.00 | 9 | 64.4% | -0.52 | 0.0017 | -0.207 | |||
| 68.70 | 72.15 | 1 | 1 | 64.6% | 0.48 | 0.0016 | -0.209 | 590 | 153.20 | 156.70 | 2 | 64.3% | -0.53 | 0.0017 | -0.207 | |
| 65.85 | 69.70 | 23 | 64.6% | 0.47 | 0.0016 | -0.209 | 600 | 160.50 | 164.10 | 64.4% | -0.55 | 0.0017 | -0.206 | |||
| 63.30 | 66.90 | 1 | 64.6% | 0.46 | 0.0016 | -0.208 | 610 | 167.80 | 171.50 | 64.5% | -0.56 | 0.0017 | -0.204 | |||
| 61.05 | 64.20 | 1 | 2 | 64.7% | 0.44 | 0.0016 | -0.208 | 620 | 175.15 | 178.95 | 12 | 64.5% | -0.57 | 0.0017 | -0.203 | |
| 56.15 | 59.25 | 9 | 13 | 64.6% | 0.42 | 0.0016 | -0.206 | 640 | 190.50 | 193.70 | 30 | 64.5% | -0.60 | 0.0017 | -0.199 | |
| 52.15 | 54.95 | 2 | 9 | 64.7% | 0.40 | 0.0015 | -0.204 | 660 | 205.85 | 209.50 | 64.6% | -0.62 | 0.0016 | -0.195 | ||
| 47.70 | 51.00 | 4 | 64.6% | 0.37 | 0.0015 | -0.202 | 680 | 221.65 | 225.10 | 64.5% | -0.65 | 0.0016 | -0.190 | |||
| 44.45 | 47.40 | 15 | 2 | 64.9% | 0.35 | 0.0015 | -0.198 | 700 | 237.90 | 241.35 | 64.6% | -0.67 | 0.0016 | -0.184 | ||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs