EBAY option chain eBay Inc.
Cboe delayed options data · as of 00:34 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 ±12.9% (91.41–118.41) · ATM IV 34.8% · P/C open interest 1.34
| 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 | |
| 49.50 | 52.45 | 79.0% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.3200 | 67.8% | -0.00 | 0.0003 | -0.001 | ||||
| 44.55 | 47.50 | 69.8% | 0.99 | 0.0006 | 0.000 | 60 | 0 | 0.1400 | 53.2% | -0.01 | 0.0006 | -0.002 | ||||
| 39.50 | 42.60 | 60.5% | 0.99 | 0.0012 | 0.000 | 65 | 0 | 0.1800 | 48.0% | -0.01 | 0.0012 | -0.004 | ||||
| 34.75 | 37.70 | 55.7% | 0.98 | 0.0021 | -0.003 | 70 | 0.0500 | 0.2700 | 10 | 45.1% | -0.02 | 0.0021 | -0.006 | |||
| 29.90 | 32.80 | 49.4% | 0.97 | 0.0036 | -0.007 | 75 | 0.1400 | 0.4400 | 2 | 42.8% | -0.03 | 0.0036 | -0.010 | |||
| 25.15 | 28.05 | 44.9% | 0.94 | 0.0058 | -0.012 | 80 | 0.3700 | 0.7100 | 5 | 41.0% | -0.06 | 0.0059 | -0.015 | |||
| 20.60 | 23.45 | 1 | 41.7% | 0.90 | 0.0089 | -0.019 | 85 | 0.7200 | 1.12 | 2 | 39.0% | -0.10 | 0.0090 | -0.021 | ||
| 16.25 | 18.95 | 1 | 38.4% | 0.85 | 0.0128 | -0.026 | 90 | 1.49 | 1.71 | 41 | 37.6% | -0.16 | 0.0130 | -0.028 | ||
| 13.10 | 15.05 | 5 | 39.6% | 0.77 | 0.0170 | -0.033 | 95 | 2.53 | 2.81 | 40 | 36.6% | -0.24 | 0.0173 | -0.035 | ||
| 9.60 | 11.30 | 132 | 37.1% | 0.67 | 0.0208 | -0.039 | 100 | 3.85 | 4.35 | 50 | 66 | 35.7% | -0.34 | 0.0213 | -0.040 | |
| 6.80 | 7.45 | 18 | 34.8% | 0.56 | 0.0232 | -0.042 | 105 | 6.20 | 6.55 | 58 | 34.8% | -0.45 | 0.0239 | -0.043 | ||
| 4.55 | 5.10 | 8 | 34.0% | 0.44 | 0.0236 | -0.041 | 110 | 8.85 | 9.25 | 160 | 34.2% | -0.57 | 0.0246 | -0.043 | ||
| 3.05 | 3.45 | 18 | 33.3% | 0.33 | 0.0220 | -0.037 | 115 | 11.85 | 13.05 | 5 | 34.1% | -0.69 | 0.0234 | -0.039 | ||
| 1.88 | 2.19 | 63 | 32.9% | 0.24 | 0.0189 | -0.032 | 120 | 15.80 | 17.00 | 24 | 34.6% | -0.79 | 0.0206 | -0.033 | ||
| 1.11 | 1.43 | 17 | 32.9% | 0.16 | 0.0152 | -0.025 | 125 | 18.50 | 21.55 | 2 | 26.2% | -0.87 | 0.0171 | -0.027 | ||
| 0.5600 | 0.9700 | 47 | 32.9% | 0.11 | 0.0114 | -0.019 | 130 | 23.25 | 26.15 | -0.93 | 0.0141 | -0.019 | ||||
| 0.3300 | 0.6300 | 33.4% | 0.07 | 0.0082 | -0.013 | 135 | 28.20 | 31.10 | -0.98 | 0.0106 | -0.014 | |||||
| 0.1200 | 0.4200 | 33.2% | 0.04 | 0.0057 | -0.009 | 140 | 33.00 | 35.95 | -1.00 | 0.0000 | -0.010 | |||||
| 0.0800 | 0.2800 | 34.2% | 0.03 | 0.0039 | -0.006 | 145 | 37.95 | 41.95 | -1.00 | 0.0000 | -0.010 | |||||
| 0.0200 | 0.2100 | 34.8% | 0.02 | 0.0026 | -0.004 | 150 | 43.40 | 45.95 | -1.00 | 0.0000 | -0.010 | |||||
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