EL option chain The Estée Lauder Companies 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 ±24.1% (76.03–124.33) · ATM IV 38.9% · P/C open interest 0.26
| 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 | |
| 45.10 | 47.60 | 45.4% | 0.96 | 0.0021 | 0.000 | 55 | 0.5000 | 0.8500 | 49.6% | -0.04 | 0.0021 | -0.007 | ||||
| 40.50 | 43.10 | 45.0% | 0.94 | 0.0030 | -0.002 | 60 | 0.8000 | 1.15 | 1 | 47.4% | -0.06 | 0.0030 | -0.009 | |||
| 36.10 | 38.70 | 44.4% | 0.92 | 0.0040 | -0.005 | 65 | 1.25 | 1.65 | 46.0% | -0.08 | 0.0040 | -0.011 | ||||
| 31.90 | 34.40 | 43.4% | 0.89 | 0.0052 | -0.009 | 70 | 1.85 | 2.25 | 44.4% | -0.11 | 0.0053 | -0.014 | ||||
| 27.80 | 30.40 | 42.4% | 0.86 | 0.0066 | -0.012 | 75 | 2.65 | 3.20 | 43.5% | -0.14 | 0.0066 | -0.017 | ||||
| 24.00 | 26.60 | 41.5% | 0.81 | 0.0080 | -0.015 | 80 | 3.70 | 4.30 | 8 | 42.5% | -0.19 | 0.0081 | -0.019 | |||
| 20.80 | 22.60 | 40.5% | 0.76 | 0.0094 | -0.018 | 85 | 5.10 | 5.90 | 3 | 42.2% | -0.24 | 0.0096 | -0.021 | |||
| 17.60 | 19.40 | 39.9% | 0.71 | 0.0106 | -0.021 | 90 | 6.70 | 7.50 | 41.1% | -0.29 | 0.0109 | -0.024 | ||||
| 15.40 | 16.40 | 40.4% | 0.65 | 0.0117 | -0.023 | 95 | 8.70 | 9.80 | 18 | 41.0% | -0.35 | 0.0120 | -0.025 | |||
| 12.10 | 13.90 | 38.8% | 0.59 | 0.0124 | -0.025 | 100 | 10.20 | 12.10 | 8 | 39.0% | -0.42 | 0.0128 | -0.026 | |||
| 10.20 | 11.60 | 11 | 38.8% | 0.53 | 0.0128 | -0.025 | 105 | 12.90 | 14.90 | 38.8% | -0.48 | 0.0133 | -0.026 | |||
| 8.40 | 9.70 | 127 | 38.7% | 0.47 | 0.0129 | -0.025 | 110 | 16.60 | 18.20 | 40.1% | -0.55 | 0.0135 | -0.025 | |||
| 6.80 | 7.90 | 2 | 38.2% | 0.41 | 0.0127 | -0.025 | 115 | 19.90 | 21.40 | 39.6% | -0.61 | 0.0134 | -0.024 | |||
| 5.50 | 6.50 | 1 | 38.1% | 0.35 | 0.0122 | -0.024 | 120 | 23.50 | 25.10 | 4 | 39.7% | -0.66 | 0.0130 | -0.023 | ||
| 4.50 | 5.40 | 13 | 38.3% | 0.31 | 0.0115 | -0.023 | 125 | 27.40 | 29.40 | 40.6% | -0.72 | 0.0126 | -0.021 | |||
| 3.60 | 4.40 | 1 | 38.1% | 0.26 | 0.0107 | -0.021 | 130 | 31.40 | 33.60 | 40.9% | -0.77 | 0.0120 | -0.019 | |||
| 2.95 | 3.60 | 2 | 38.3% | 0.22 | 0.0098 | -0.019 | 135 | 35.30 | 37.90 | 40.4% | -0.81 | 0.0114 | -0.017 | |||
| 2.40 | 3.00 | 38.5% | 0.19 | 0.0089 | -0.018 | 140 | 40.00 | 42.40 | 41.6% | -0.85 | 0.0109 | -0.015 | ||||
| 1.90 | 2.45 | 2 | 38.5% | 0.16 | 0.0080 | -0.016 | 145 | 44.50 | 47.00 | 42.0% | -0.89 | 0.0103 | -0.014 | |||
| 1.55 | 2.05 | 38.7% | 0.14 | 0.0071 | -0.014 | 150 | 49.20 | 51.80 | 43.2% | -0.92 | 0.0095 | -0.013 | ||||
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