EL option chain The Estée Lauder Companies Inc.
Cboe delayed options data · as of 15:37 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% (91.64–118.83) · ATM IV 61.7% · P/C open interest 0.79
| 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 | |
| 48.90 | 52.40 | 134.8% | 0.99 | 0.0006 | -0.001 | 55 | 0 | 0.4500 | 125.6% | -0.01 | 0.0005 | -0.008 | ||||
| 43.90 | 47.30 | 114.5% | 0.99 | 0.0009 | -0.005 | 60 | 0 | 2.15 | 150.7% | -0.01 | 0.0009 | -0.012 | ||||
| 39.00 | 42.40 | 105.0% | 0.98 | 0.0015 | -0.011 | 65 | 0 | 2.20 | 133.5% | -0.01 | 0.0015 | -0.017 | ||||
| 34.00 | 37.20 | 1 | 84.8% | 0.97 | 0.0024 | -0.019 | 70 | 0 | 2.25 | 5 | 117.4% | -0.02 | 0.0024 | -0.024 | ||
| 29.10 | 32.30 | 1 | 76.5% | 0.96 | 0.0039 | -0.030 | 75 | 0 | 2.35 | 1 | 102.8% | -0.04 | 0.0039 | -0.034 | ||
| 24.30 | 27.60 | 2 | 72.2% | 0.94 | 0.0060 | -0.043 | 80 | 0 | 2.55 | 5 | 89.6% | -0.06 | 0.0061 | -0.048 | ||
| 22.40 | 25.70 | 1 | 69.6% | 0.92 | 0.0072 | -0.050 | 82 | 0 | 2.65 | 3 | 84.6% | -0.07 | 0.0072 | -0.054 | ||
| 21.40 | 24.70 | 66.9% | 0.92 | 0.0078 | -0.053 | 83 | 0.0500 | 2.70 | 1 | 82.6% | -0.08 | 0.0078 | -0.057 | |||
| 20.50 | 23.80 | 2 | 66.6% | 0.91 | 0.0085 | -0.057 | 84 | 0 | 2.35 | 75.8% | -0.09 | 0.0085 | -0.060 | |||
| 19.60 | 22.80 | 1 | 65.0% | 0.90 | 0.0092 | -0.061 | 85 | 0.0500 | 2.85 | 6 | 77.9% | -0.10 | 0.0092 | -0.064 | ||
| 18.10 | 21.90 | 1 | 57.6% | 0.89 | 0.0099 | -0.064 | 86 | 0 | 2.90 | 1 | 74.9% | -0.11 | 0.0099 | -0.067 | ||
| 17.30 | 21.00 | 1 | 58.4% | 0.88 | 0.0107 | -0.068 | 87 | 0.2500 | 3.00 | 1 | 74.8% | -0.12 | 0.0107 | -0.071 | ||
| 16.60 | 20.00 | 1 | 58.8% | 0.87 | 0.0115 | -0.072 | 88 | 0.3000 | 3.10 | 1 | 72.9% | -0.13 | 0.0116 | -0.075 | ||
| 15.50 | 19.30 | 3 | 57.9% | 0.86 | 0.0124 | -0.076 | 89 | 0.2000 | 3.20 | 69.8% | -0.14 | 0.0124 | -0.079 | |||
| 14.60 | 18.40 | 1 | 56.9% | 0.85 | 0.0133 | -0.080 | 90 | 0.8000 | 1.80 | 2 | 60.6% | -0.15 | 0.0133 | -0.083 | ||
| 14.00 | 17.60 | 1 | 58.9% | 0.83 | 0.0142 | -0.084 | 91 | 0.5000 | 3.50 | 1 | 67.9% | -0.17 | 0.0142 | -0.086 | ||
| 13.00 | 16.80 | 2 | 57.4% | 0.82 | 0.0152 | -0.088 | 92 | 0 | 3.70 | 62.7% | -0.18 | 0.0152 | -0.090 | |||
| 12.50 | 16.00 | 2 | 59.2% | 0.80 | 0.0161 | -0.092 | 93 | 0.3000 | 2.00 | 49.6% | -0.20 | 0.0162 | -0.094 | |||
| 11.50 | 15.20 | 1 | 57.3% | 0.78 | 0.0171 | -0.096 | 94 | 1.15 | 3.80 | 27 | 64.3% | -0.21 | 0.0171 | -0.098 | ||
| 11.00 | 14.50 | 3 | 59.0% | 0.77 | 0.0181 | -0.100 | 95 | 1.60 | 4.20 | 4 | 65.9% | -0.23 | 0.0181 | -0.102 | ||
| 10.00 | 13.80 | 1 | 57.4% | 0.75 | 0.0190 | -0.103 | 96 | 1.00 | 4.60 | 61.3% | -0.25 | 0.0191 | -0.105 | |||
| 9.50 | 13.10 | 1 | 58.4% | 0.73 | 0.0200 | -0.107 | 97 | 1.15 | 3.10 | 1 | 50.2% | -0.27 | 0.0200 | -0.108 | ||
| 9.60 | 11.00 | 6 | 54.9% | 0.71 | 0.0209 | -0.110 | 98 | 1.70 | 5.20 | 61.2% | -0.29 | 0.0210 | -0.111 | |||
| 8.00 | 11.70 | 3 | 57.0% | 0.69 | 0.0217 | -0.113 | 99 | 2.95 | 5.50 | 65.3% | -0.31 | 0.0218 | -0.114 | |||
| 8.20 | 11.10 | 8 | 61.1% | 0.66 | 0.0225 | -0.115 | 100 | 3.20 | 4.00 | 1 | 55.2% | -0.34 | 0.0226 | -0.117 | ||
| 7.70 | 8.80 | 6 | 53.2% | 0.64 | 0.0233 | -0.117 | 101 | 3.60 | 6.20 | 6 | 63.9% | -0.36 | 0.0234 | -0.119 | ||
| 7.00 | 10.00 | 5 | 61.1% | 0.62 | 0.0239 | -0.119 | 102 | 4.00 | 6.60 | 3 | 63.5% | -0.38 | 0.0240 | -0.120 | ||
| 6.50 | 9.40 | 1 | 61.0% | 0.59 | 0.0245 | -0.121 | 103 | 4.00 | 5.20 | 1 | 52.6% | -0.41 | 0.0246 | -0.122 | ||
| 5.70 | 7.10 | 1 | 5 | 50.5% | 0.57 | 0.0249 | -0.122 | 104 | 4.80 | 7.50 | 3 | 62.5% | -0.43 | 0.0250 | -0.123 | |
| 5.90 | 8.20 | 1 | 5 | 61.9% | 0.54 | 0.0253 | -0.122 | 105 | 5.20 | 7.90 | 4 | 61.5% | -0.46 | 0.0254 | -0.123 | |
| 4.70 | 7.70 | 5 | 58.4% | 0.52 | 0.0255 | -0.122 | 106 | 5.80 | 6.80 | 2 | 54.4% | -0.48 | 0.0256 | -0.123 | ||
| 4.50 | 5.70 | 7 | 52.5% | 0.49 | 0.0256 | -0.122 | 107 | 6.20 | 9.00 | 61.2% | -0.51 | 0.0258 | -0.123 | |||
| 4.20 | 7.00 | 60.8% | 0.47 | 0.0256 | -0.121 | 108 | 6.70 | 9.60 | 60.9% | -0.54 | 0.0258 | -0.122 | ||||
| 3.40 | 6.50 | 1 | 58.5% | 0.44 | 0.0255 | -0.120 | 109 | 7.40 | 8.50 | 53.6% | -0.56 | 0.0256 | -0.121 | |||
| 3.20 | 4.40 | 6 | 51.3% | 0.42 | 0.0252 | -0.119 | 110 | 8.00 | 10.80 | 61.2% | -0.59 | 0.0254 | -0.119 | |||
| 3.10 | 5.80 | 60.6% | 0.39 | 0.0249 | -0.117 | 111 | 8.60 | 11.40 | 2 | 60.8% | -0.61 | 0.0251 | -0.117 | |||
| 2.50 | 5.50 | 59.5% | 0.37 | 0.0244 | -0.115 | 112 | 8.50 | 10.40 | 49.0% | -0.63 | 0.0246 | -0.115 | ||||
| 1.60 | 3.40 | 47.7% | 0.35 | 0.0239 | -0.112 | 113 | 10.10 | 12.70 | 61.2% | -0.66 | 0.0241 | -0.112 | ||||
| 2.25 | 4.80 | 1 | 60.8% | 0.32 | 0.0233 | -0.109 | 114 | 10.30 | 13.40 | 58.7% | -0.68 | 0.0235 | -0.109 | |||
| 2.10 | 3.10 | 9 | 54.1% | 0.30 | 0.0226 | -0.106 | 115 | 11.60 | 12.50 | 53.2% | -0.70 | 0.0229 | -0.106 | |||
| 1.15 | 1.85 | 2 | 53.0% | 0.21 | 0.0186 | -0.089 | 120 | 14.50 | 18.10 | 56.4% | -0.79 | 0.0189 | -0.088 | |||
| 0.6000 | 2.40 | 1 | 63.0% | 0.15 | 0.0145 | -0.071 | 125 | 19.00 | 22.50 | 58.7% | -0.86 | 0.0148 | -0.070 | |||
| 0 | 2.25 | 66.0% | 0.10 | 0.0109 | -0.056 | 130 | 23.40 | 27.10 | 58.0% | -0.90 | 0.0112 | -0.054 | ||||
| 0.0500 | 1.30 | 1 | 65.0% | 0.07 | 0.0081 | -0.043 | 135 | 28.30 | 31.50 | 55.2% | -0.94 | 0.0085 | -0.041 | |||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs