EBAY option chain eBay Inc.
Cboe delayed options data · as of 12:35 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 ±9.7% (109.03–132.38) · ATM IV 39.3% · P/C open interest 0.36
| 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 | |
| 53.60 | 56.95 | 1.00 | 0.0001 | -0.001 | 65 | 0 | 0.7100 | 107.5% | -0.00 | 0.0001 | -0.001 | |||||
| 48.50 | 51.95 | 1.00 | 0.0002 | -0.002 | 70 | 0 | 0.5000 | 10 | 90.5% | -0.00 | 0.0002 | -0.002 | ||||
| 43.80 | 47.30 | 68.4% | 1.00 | 0.0005 | -0.003 | 75 | 0 | 0.3100 | 5 | 74.5% | -0.00 | 0.0005 | -0.003 | |||
| 38.60 | 42.10 | 0.99 | 0.0009 | -0.005 | 80 | 0 | 0.5300 | 10 | 71.5% | -0.01 | 0.0009 | -0.005 | ||||
| 33.65 | 37.45 | 1 | 47.3% | 0.99 | 0.0017 | -0.009 | 85 | 0 | 0.1600 | 38 | 51.7% | -0.01 | 0.0017 | -0.009 | ||
| 28.75 | 32.75 | 3 | 51.7% | 0.97 | 0.0031 | -0.015 | 90 | 0.1500 | 0.4300 | 2 | 88 | 54.5% | -0.03 | 0.0031 | -0.015 | |
| 24.70 | 27.90 | 6 | 56.8% | 0.95 | 0.0054 | -0.024 | 95 | 0 | 0.9800 | 4 | 237 | 51.3% | -0.05 | 0.0054 | -0.024 | |
| 19.25 | 21.90 | 145 | 0.92 | 0.0088 | -0.036 | 100 | 0.5400 | 0.7600 | 6 | 1,437 | 45.4% | -0.08 | 0.0089 | -0.036 | ||
| 14.80 | 18.75 | 88 | 43.4% | 0.86 | 0.0135 | -0.051 | 105 | 0.8000 | 1.36 | 10 | 361 | 42.2% | -0.14 | 0.0135 | -0.051 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 109 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.50 | 13.05 | 3 | 285 | 42.6% | 0.78 | 0.0188 | -0.067 | 110 | 1.60 | 2.66 | 20 | 360 | 42.3% | -0.22 | 0.0189 | -0.067 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 112 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 113 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 114 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.00 | 9.55 | 12 | 492 | 37.9% | 0.67 | 0.0236 | -0.079 | 115 | 3.40 | 3.75 | 43 | 116 | 41.1% | -0.33 | 0.0238 | -0.080 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.50 | 7.05 | 73 | 3,806 | 40.1% | 0.54 | 0.0264 | -0.085 | 120 | 4.80 | 6.00 | 31 | 95 | 38.4% | -0.46 | 0.0267 | -0.086 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 121 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 122 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 123 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 124 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.90 | 4.30 | 65 | 266 | 39.8% | 0.41 | 0.0262 | -0.082 | 125 | 7.30 | 9.70 | 22 | 40.0% | -0.59 | 0.0266 | -0.084 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 126 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 127 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 128 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 129 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.48 | 3.50 | 101 | 1,160 | 39.1% | 0.29 | 0.0233 | -0.072 | 130 | 10.45 | 13.95 | 16 | 41.7% | -0.71 | 0.0238 | -0.074 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 131 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 132 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 133 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 134 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6800 | 1.65 | 114 | 1,334 | 36.0% | 0.20 | 0.0188 | -0.058 | 135 | 13.95 | 17.90 | 39.6% | -0.81 | 0.0195 | -0.060 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 136 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 1.86 | 1 | 55 | 40.4% | 0.13 | 0.0140 | -0.044 | 140 | 18.40 | 22.35 | 40.6% | -0.88 | 0.0149 | -0.047 | ||
| 0.0200 | 0.6100 | 8 | 36.3% | 0.08 | 0.0099 | -0.032 | 145 | 23.55 | 27.05 | 45.9% | -0.93 | 0.0108 | -0.035 | |||
| 0.0100 | 0.4000 | 10 | 38.3% | 0.05 | 0.0068 | -0.022 | 150 | 27.85 | 31.10 | -0.97 | 0.0072 | -0.024 | ||||
| 0.0700 | 0.4500 | 13 | 44.7% | 0.03 | 0.0045 | -0.015 | 155 | 33.10 | 36.70 | 48.2% | -0.99 | 0.0040 | -0.013 | |||
| 0 | 0.1900 | 1 | 4 | 42.0% | 0.02 | 0.0030 | -0.010 | 160 | 38.35 | 41.80 | 58.0% | -1.00 | 0.0018 | -0.005 | ||
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.
callsputs