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% (91.69–118.78) · ATM IV 49.5% · P/C open interest 1.15
| 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 | |
| 48.40 | 52.50 | 97.4% | 0.99 | 0.0008 | -0.004 | 55 | 0 | 2.15 | 136.7% | -0.01 | 0.0008 | -0.009 | ||||
| 43.40 | 47.40 | 80.2% | 0.98 | 0.0012 | -0.008 | 60 | 0 | 2.15 | 121.1% | -0.01 | 0.0012 | -0.012 | ||||
| 38.50 | 42.60 | 78.7% | 0.98 | 0.0019 | -0.013 | 65 | 0 | 2.20 | 107.4% | -0.02 | 0.0019 | -0.017 | ||||
| 33.60 | 37.70 | 71.7% | 0.96 | 0.0029 | -0.019 | 70 | 0 | 2.30 | 95.0% | -0.03 | 0.0029 | -0.023 | ||||
| 29.30 | 32.50 | 68.5% | 0.95 | 0.0044 | -0.028 | 75 | 0 | 2.45 | 83.6% | -0.05 | 0.0044 | -0.030 | ||||
| 24.00 | 27.80 | 57.2% | 0.92 | 0.0066 | -0.038 | 80 | 0 | 2.70 | 73.4% | -0.08 | 0.0066 | -0.040 | ||||
| 22.70 | 25.90 | 61.1% | 0.91 | 0.0076 | -0.042 | 82 | 0 | 2.80 | 69.2% | -0.09 | 0.0076 | -0.045 | ||||
| 21.30 | 25.00 | 56.0% | 0.90 | 0.0082 | -0.045 | 83 | 0 | 2.90 | 67.5% | -0.10 | 0.0082 | -0.047 | ||||
| 20.40 | 24.10 | 55.6% | 0.89 | 0.0088 | -0.047 | 84 | 0 | 2.95 | 65.5% | -0.11 | 0.0088 | -0.049 | ||||
| 19.40 | 23.20 | 54.1% | 0.88 | 0.0094 | -0.050 | 85 | 0 | 3.10 | 64.1% | -0.12 | 0.0094 | -0.052 | ||||
| 18.60 | 22.30 | 54.3% | 0.87 | 0.0101 | -0.052 | 86 | 0 | 3.20 | 62.3% | -0.13 | 0.0101 | -0.054 | ||||
| 18.20 | 21.40 | 57.0% | 0.86 | 0.0107 | -0.055 | 87 | 0 | 3.30 | 1 | 60.5% | -0.14 | 0.0108 | -0.057 | |||
| 16.80 | 20.60 | 53.2% | 0.85 | 0.0115 | -0.058 | 88 | 0.0500 | 3.40 | 2 | 59.0% | -0.15 | 0.0115 | -0.059 | |||
| 15.90 | 19.70 | 52.1% | 0.84 | 0.0122 | -0.060 | 89 | 0.1000 | 3.60 | 3 | 58.0% | -0.16 | 0.0122 | -0.062 | |||
| 15.10 | 18.90 | 52.2% | 0.82 | 0.0129 | -0.063 | 90 | 0.3000 | 2.65 | 3 | 51.0% | -0.17 | 0.0130 | -0.064 | |||
| 14.30 | 18.10 | 52.1% | 0.81 | 0.0137 | -0.065 | 91 | 0.2000 | 3.90 | 55.2% | -0.19 | 0.0137 | -0.067 | ||||
| 13.50 | 17.20 | 51.2% | 0.80 | 0.0145 | -0.068 | 92 | 0.1000 | 4.10 | 1 | 1 | 53.2% | -0.20 | 0.0145 | -0.069 | ||
| 12.60 | 16.50 | 50.7% | 0.78 | 0.0152 | -0.070 | 93 | 0.2000 | 4.30 | 1 | 2 | 52.2% | -0.22 | 0.0153 | -0.072 | ||
| 12.00 | 15.50 | 50.1% | 0.76 | 0.0160 | -0.073 | 94 | 0.5000 | 4.50 | 52.0% | -0.23 | 0.0161 | -0.074 | ||||
| 11.10 | 14.90 | 1 | 49.8% | 0.75 | 0.0168 | -0.075 | 95 | 0.5500 | 4.70 | 3 | 50.5% | -0.25 | 0.0168 | -0.076 | ||
| 10.50 | 14.20 | 50.2% | 0.73 | 0.0175 | -0.077 | 96 | 1.00 | 4.90 | 50.7% | -0.27 | 0.0176 | -0.079 | ||||
| 9.60 | 13.60 | 49.5% | 0.71 | 0.0182 | -0.080 | 97 | 1.15 | 5.20 | 49.9% | -0.29 | 0.0183 | -0.081 | ||||
| 9.00 | 12.90 | 49.6% | 0.69 | 0.0189 | -0.081 | 98 | 1.50 | 5.60 | 1 | 50.1% | -0.31 | 0.0190 | -0.083 | |||
| 8.50 | 12.20 | 49.8% | 0.67 | 0.0196 | -0.083 | 99 | 2.00 | 5.90 | 1 | 50.4% | -0.33 | 0.0197 | -0.084 | |||
| 8.00 | 11.60 | 2 | 50.2% | 0.65 | 0.0202 | -0.085 | 100 | 2.50 | 6.30 | 1 | 50.8% | -0.35 | 0.0203 | -0.086 | ||
| 7.10 | 11.10 | 1 | 49.3% | 0.63 | 0.0207 | -0.086 | 101 | 2.65 | 6.70 | 3 | 49.7% | -0.37 | 0.0208 | -0.087 | ||
| 6.50 | 10.50 | 1 | 49.0% | 0.61 | 0.0212 | -0.087 | 102 | 3.10 | 7.10 | 4 | 49.6% | -0.39 | 0.0213 | -0.088 | ||
| 6.00 | 10.00 | 4 | 49.3% | 0.59 | 0.0216 | -0.088 | 103 | 3.60 | 7.60 | 1 | 49.9% | -0.41 | 0.0218 | -0.089 | ||
| 5.50 | 9.50 | 2 | 1 | 49.4% | 0.57 | 0.0220 | -0.089 | 104 | 4.10 | 8.00 | 1 | 49.7% | -0.43 | 0.0221 | -0.089 | |
| 5.00 | 9.00 | 1 | 49.3% | 0.54 | 0.0223 | -0.089 | 105 | 4.60 | 8.50 | 2 | 49.6% | -0.46 | 0.0224 | -0.090 | ||
| 4.50 | 8.50 | 3 | 49.1% | 0.52 | 0.0224 | -0.089 | 106 | 5.20 | 9.00 | 1 | 49.8% | -0.48 | 0.0226 | -0.090 | ||
| 4.10 | 8.00 | 3 | 49.0% | 0.50 | 0.0226 | -0.089 | 107 | 5.70 | 9.50 | 49.4% | -0.50 | 0.0227 | -0.090 | |||
| 3.70 | 7.70 | 2 | 49.5% | 0.48 | 0.0226 | -0.089 | 108 | 6.30 | 10.30 | 50.3% | -0.52 | 0.0228 | -0.089 | |||
| 3.40 | 7.30 | 1 | 49.9% | 0.46 | 0.0225 | -0.088 | 109 | 6.90 | 10.90 | 50.3% | -0.54 | 0.0227 | -0.089 | |||
| 2.85 | 6.90 | 2 | 49.1% | 0.43 | 0.0224 | -0.088 | 110 | 7.50 | 11.40 | 49.8% | -0.57 | 0.0226 | -0.088 | |||
| 2.50 | 6.50 | 49.0% | 0.41 | 0.0222 | -0.086 | 111 | 8.10 | 12.00 | 49.4% | -0.59 | 0.0224 | -0.087 | ||||
| 2.00 | 6.10 | 48.1% | 0.39 | 0.0219 | -0.085 | 112 | 8.70 | 12.50 | 48.5% | -0.61 | 0.0221 | -0.086 | ||||
| 1.65 | 5.70 | 47.6% | 0.37 | 0.0216 | -0.084 | 113 | 9.30 | 13.30 | 48.6% | -0.63 | 0.0218 | -0.084 | ||||
| 1.50 | 5.40 | 48.1% | 0.35 | 0.0212 | -0.082 | 114 | 10.00 | 13.90 | 48.2% | -0.65 | 0.0214 | -0.082 | ||||
| 1.00 | 5.10 | 47.1% | 0.33 | 0.0207 | -0.081 | 115 | 10.70 | 14.60 | 48.0% | -0.67 | 0.0209 | -0.081 | ||||
| 1.25 | 2.60 | 2 | 4 | 46.9% | 0.25 | 0.0179 | -0.071 | 120 | 14.60 | 18.40 | 47.7% | -0.76 | 0.0182 | -0.070 | ||
| 0.0500 | 3.20 | 51.9% | 0.18 | 0.0147 | -0.060 | 125 | 18.90 | 22.70 | 48.3% | -0.82 | 0.0151 | -0.059 | ||||
| 0 | 2.70 | 56.0% | 0.13 | 0.0117 | -0.049 | 130 | 23.50 | 27.30 | 49.8% | -0.87 | 0.0121 | -0.049 | ||||
| 0 | 2.45 | 60.9% | 0.10 | 0.0092 | -0.040 | 135 | 28.30 | 31.60 | 46.8% | -0.91 | 0.0096 | -0.039 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs