EBAY option chain eBay Inc.
Cboe delayed options data · as of 21:50 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 ±21.0% (84.45–129.35) · ATM IV 34.0% · P/C open interest 0.00
| 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 | |
| 50.80 | 54.75 | 50.5% | 0.97 | 0.0015 | 0.000 | 55 | 0 | 0.9200 | 49.3% | -0.03 | 0.0016 | -0.006 | ||||
| 46.05 | 50.00 | 46.9% | 0.96 | 0.0021 | 0.000 | 60 | 0.1100 | 0.8700 | 44.3% | -0.04 | 0.0021 | -0.007 | ||||
| 41.35 | 45.40 | 44.4% | 0.94 | 0.0029 | -0.002 | 65 | 0.1700 | 2.80 | 50.5% | -0.05 | 0.0029 | -0.009 | ||||
| 37.05 | 40.55 | 42.1% | 0.92 | 0.0038 | -0.005 | 70 | 0 | 3.15 | 45.3% | -0.07 | 0.0038 | -0.011 | ||||
| 32.60 | 36.45 | 41.3% | 0.90 | 0.0050 | -0.007 | 75 | 0.8200 | 2.98 | 42.0% | -0.10 | 0.0050 | -0.013 | ||||
| 28.25 | 32.30 | 39.6% | 0.87 | 0.0063 | -0.010 | 80 | 1.65 | 4.10 | 42.0% | -0.13 | 0.0064 | -0.015 | ||||
| 24.20 | 28.30 | 38.2% | 0.83 | 0.0078 | -0.013 | 85 | 1.97 | 4.10 | 37.0% | -0.17 | 0.0080 | -0.017 | ||||
| 20.35 | 24.25 | 36.2% | 0.78 | 0.0094 | -0.016 | 90 | 2.95 | 5.35 | 36.0% | -0.22 | 0.0096 | -0.019 | ||||
| 16.85 | 21.00 | 35.7% | 0.73 | 0.0110 | -0.018 | 95 | 3.95 | 6.95 | 34.7% | -0.27 | 0.0113 | -0.021 | ||||
| 13.70 | 17.75 | 34.7% | 0.67 | 0.0124 | -0.021 | 100 | 5.50 | 9.20 | 34.4% | -0.34 | 0.0128 | -0.023 | ||||
| 10.90 | 15.00 | 34.1% | 0.60 | 0.0135 | -0.022 | 105 | 7.65 | 11.35 | 33.9% | -0.40 | 0.0140 | -0.023 | ||||
| 9.75 | 10.80 | 1 | 32.8% | 0.53 | 0.0142 | -0.023 | 110 | 10.05 | 13.55 | 32.8% | -0.48 | 0.0149 | -0.024 | |||
| 6.25 | 10.45 | 1 | 2 | 32.8% | 0.46 | 0.0144 | -0.023 | 115 | 12.60 | 16.70 | 32.2% | -0.55 | 0.0152 | -0.023 | ||
| 4.55 | 8.10 | 31.5% | 0.40 | 0.0141 | -0.022 | 120 | 15.70 | 19.90 | 31.6% | -0.62 | 0.0152 | -0.022 | ||||
| 3.05 | 7.00 | 1 | 31.6% | 0.34 | 0.0134 | -0.021 | 125 | 19.35 | 23.25 | 31.0% | -0.69 | 0.0148 | -0.020 | |||
| 2.34 | 5.90 | 32.2% | 0.28 | 0.0125 | -0.019 | 130 | 23.25 | 27.25 | 30.9% | -0.75 | 0.0142 | -0.018 | ||||
| 1.87 | 4.60 | 32.2% | 0.23 | 0.0113 | -0.018 | 135 | 27.45 | 31.50 | 30.9% | -0.80 | 0.0134 | -0.017 | ||||
| 0.9800 | 3.65 | 31.3% | 0.19 | 0.0101 | -0.016 | 140 | 31.85 | 35.85 | 30.5% | -0.85 | 0.0127 | -0.015 | ||||
| 0.9300 | 3.60 | 33.7% | 0.16 | 0.0089 | -0.014 | 145 | 36.50 | 40.45 | 30.2% | -0.90 | 0.0119 | -0.013 | ||||
| 0.5500 | 3.20 | 34.2% | 0.13 | 0.0078 | -0.012 | 150 | 41.35 | 45.30 | 30.6% | -0.94 | 0.0118 | -0.011 | ||||
| 0.2000 | 2.93 | 34.8% | 0.11 | 0.0067 | -0.011 | 155 | 46.35 | 50.30 | 33.0% | -0.97 | 0.0110 | -0.006 | ||||
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