EL option chain The Estée Lauder Companies Inc.
Cboe delayed options data · as of 12:35 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 ±12.2% (91.74–117.34) · ATM IV 49.3% · P/C open interest 0.60
| 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 | |
| 48.10 | 51.90 | 91.4% | 1.00 | 0.0002 | -0.002 | 55 | 0 | 0.3000 | 99.8% | -0.00 | 0.0002 | -0.002 | ||||
| 42.90 | 46.90 | 1.00 | 0.0005 | -0.003 | 60 | 0 | 0.3000 | 3 | 87.7% | -0.00 | 0.0005 | -0.003 | ||||
| 38.00 | 42.00 | 62.9% | 0.99 | 0.0009 | -0.006 | 65 | 0 | 0.2000 | 2 | 72.0% | -0.01 | 0.0009 | -0.006 | |||
| 33.00 | 37.10 | 58.1% | 0.99 | 0.0018 | -0.010 | 70 | 0 | 0.3500 | 2 | 67.6% | -0.01 | 0.0018 | -0.010 | |||
| 29.60 | 31.30 | 68.5% | 0.97 | 0.0033 | -0.017 | 75 | 0 | 0.5000 | 18 | 61.3% | -0.03 | 0.0033 | -0.017 | |||
| 24.80 | 27.30 | 3 | 70.8% | 0.95 | 0.0057 | -0.028 | 80 | 0.1500 | 0.5000 | 5 | 653 | 53.9% | -0.05 | 0.0058 | -0.028 | |
| 20.00 | 22.10 | 1 | 58.3% | 0.91 | 0.0092 | -0.041 | 85 | 0.3500 | 1.10 | 3 | 353 | 53.3% | -0.09 | 0.0093 | -0.042 | |
| 15.80 | 18.10 | 3 | 50 | 58.2% | 0.85 | 0.0137 | -0.058 | 90 | 1.25 | 1.50 | 453 | 362 | 51.7% | -0.15 | 0.0138 | -0.058 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.20 | 13.20 | 2 | 50 | 52.3% | 0.76 | 0.0185 | -0.074 | 95 | 2.35 | 2.70 | 37 | 428 | 51.4% | -0.24 | 0.0187 | -0.074 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 96 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 99 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.90 | 9.70 | 54 | 1,726 | 50.9% | 0.66 | 0.0226 | -0.086 | 100 | 3.80 | 5.00 | 203 | 175 | 52.5% | -0.35 | 0.0228 | -0.087 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 101 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 102 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 103 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 104 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.20 | 7.00 | 7 | 329 | 50.5% | 0.54 | 0.0248 | -0.091 | 105 | 5.70 | 6.70 | 1 | 33 | 48.1% | -0.47 | 0.0252 | -0.093 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 106 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 107 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 108 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 109 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.30 | 4.80 | 36 | 844 | 50.6% | 0.41 | 0.0246 | -0.088 | 110 | 8.70 | 9.60 | 48 | 66 | 48.1% | -0.59 | 0.0251 | -0.090 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 112 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 113 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 114 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.70 | 4.20 | 18 | 124 | 54.2% | 0.30 | 0.0221 | -0.079 | 115 | 11.90 | 13.40 | 2 | 47.8% | -0.71 | 0.0228 | -0.081 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.30 | 2.45 | 402 | 101 | 49.8% | 0.21 | 0.0184 | -0.065 | 120 | 15.50 | 17.40 | 45.4% | -0.80 | 0.0192 | -0.068 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 121 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.00 | 1.25 | 10 | 44 | 49.4% | 0.14 | 0.0143 | -0.051 | 125 | 19.90 | 21.90 | 3 | 45.6% | -0.87 | 0.0153 | -0.054 | |
| 0.5500 | 0.7500 | 6 | 51 | 49.0% | 0.10 | 0.0106 | -0.038 | 130 | 24.40 | 26.50 | 38.4% | -0.93 | 0.0115 | -0.042 | ||
| 0.2000 | 0.6000 | 5 | 18 | 49.7% | 0.06 | 0.0076 | -0.027 | 135 | 29.20 | 31.40 | -0.96 | 0.0080 | -0.030 | |||
| 0.1500 | 0.5000 | 155 | 53.1% | 0.04 | 0.0053 | -0.019 | 140 | 33.40 | 37.40 | -0.98 | 0.0047 | -0.017 | ||||
| 0.0500 | 0.2500 | 25 | 51.1% | 0.03 | 0.0036 | -0.013 | 145 | 38.40 | 42.30 | -0.99 | 0.0022 | -0.007 | ||||
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