ENPH option chain Enphase Energy, Inc.
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% (31.28–40.00) · ATM IV 60.6% · P/C open interest 0.46
| 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 | |
| 9.00 | 12.10 | 0.97 | 0.0102 | -0.010 | 25 | 0 | 0.7500 | 2 | 6 | 109.2% | -0.03 | 0.0103 | -0.011 | |||
| 6.70 | 9.00 | 71.5% | 0.94 | 0.0207 | -0.014 | 28 | 0.0400 | 0.3500 | 1 | 3 | 68.3% | -0.06 | 0.0208 | -0.015 | ||
| 5.55 | 8.10 | 9 | 61.3% | 0.92 | 0.0274 | -0.018 | 29 | 0.0900 | 0.4600 | 107 | 61 | 66.2% | -0.08 | 0.0275 | -0.018 | |
| 4.10 | 7.30 | 21 | 42.4% | 0.88 | 0.0358 | -0.022 | 30 | 0.1600 | 0.4200 | 121 | 87 | 58.8% | -0.12 | 0.0360 | -0.023 | |
| 3.80 | 5.95 | 38 | 48.3% | 0.84 | 0.0452 | -0.028 | 31 | 0.2000 | 0.6700 | 20 | 28 | 57.9% | -0.16 | 0.0454 | -0.029 | |
| 3.00 | 5.50 | 12 | 56.7% | 0.78 | 0.0544 | -0.034 | 32 | 0.4100 | 1.00 | 13 | 41 | 59.9% | -0.22 | 0.0547 | -0.035 | |
| 2.31 | 4.95 | 1 | 9 | 59.9% | 0.72 | 0.0625 | -0.039 | 33 | 0.8400 | 1.32 | 13 | 129 | 62.5% | -0.28 | 0.0629 | -0.040 |
| 1.41 | 4.55 | 2 | 21 | 59.3% | 0.65 | 0.0687 | -0.043 | 34 | 1.04 | 1.59 | 55 | 128 | 58.1% | -0.35 | 0.0693 | -0.044 |
| 1.79 | 3.35 | 15 | 127 | 63.4% | 0.58 | 0.0725 | -0.046 | 35 | 1.58 | 2.26 | 54 | 403 | 62.8% | -0.43 | 0.0732 | -0.046 |
| 1.63 | 2.22 | 9 | 114 | 58.7% | 0.51 | 0.0735 | -0.047 | 36 | 2.06 | 2.81 | 30 | 62.6% | -0.50 | 0.0742 | -0.048 | |
| 1.25 | 1.98 | 75 | 331 | 61.5% | 0.44 | 0.0719 | -0.047 | 37 | 1.79 | 4.35 | 1 | 72 | 63.8% | -0.57 | 0.0727 | -0.047 |
| 0.9500 | 1.45 | 78 | 343 | 59.3% | 0.37 | 0.0681 | -0.046 | 38 | 2.36 | 4.95 | 1 | 45 | 61.6% | -0.63 | 0.0690 | -0.046 |
| 0.7000 | 1.37 | 74 | 431 | 62.8% | 0.31 | 0.0630 | -0.043 | 39 | 2.85 | 5.75 | 21 | 40 | 59.2% | -0.69 | 0.0639 | -0.044 |
| 0.5100 | 0.9800 | 87 | 186 | 60.8% | 0.26 | 0.0571 | -0.040 | 40 | 3.45 | 6.50 | 1 | 74 | 55.2% | -0.74 | 0.0581 | -0.041 |
| 0.3500 | 0.9700 | 76 | 44 | 64.5% | 0.22 | 0.0510 | -0.037 | 41 | 4.75 | 7.30 | 8 | 63.8% | -0.79 | 0.0520 | -0.037 | |
| 0.2300 | 0.8300 | 75 | 56 | 65.5% | 0.18 | 0.0450 | -0.033 | 42 | 6.45 | 8.20 | 5 | 81.7% | -0.83 | 0.0460 | -0.034 | |
| 0.1400 | 0.7100 | 152 | 139 | 66.5% | 0.15 | 0.0393 | -0.030 | 43 | 7.35 | 9.10 | 8 | 84.3% | -0.86 | 0.0403 | -0.030 | |
| 0.0800 | 0.6200 | 77 | 33 | 68.0% | 0.13 | 0.0342 | -0.027 | 44 | 8.25 | 10.00 | 9 | 86.2% | -0.88 | 0.0351 | -0.027 | |
| 0.1000 | 0.5400 | 19 | 277 | 71.2% | 0.11 | 0.0297 | -0.024 | 45 | 8.25 | 10.95 | 1 | 12 | 62.8% | -0.90 | 0.0307 | -0.024 |
| 0.0800 | 0.4800 | 9 | 43 | 73.4% | 0.09 | 0.0259 | -0.022 | 46 | 9.75 | 11.95 | 83.9% | -0.92 | 0.0270 | -0.022 | ||
| 0.0300 | 0.4300 | 5 | 30 | 74.3% | 0.08 | 0.0226 | -0.020 | 47 | 10.75 | 12.90 | 3 | 87.3% | -0.93 | 0.0239 | -0.020 | |
| 0.0100 | 0.3900 | 8 | 26 | 76.1% | 0.07 | 0.0199 | -0.019 | 48 | 11.65 | 13.90 | 88.8% | -0.94 | 0.0214 | -0.018 | ||
| 0.0100 | 0.3600 | 1 | 54 | 78.7% | 0.06 | 0.0177 | -0.018 | 49 | 12.05 | 14.85 | 1 | -0.95 | 0.0191 | -0.017 | ||
| 0 | 0.7000 | 1 | 101 | 95.0% | 0.06 | 0.0158 | -0.017 | 50 | 13.45 | 16.05 | 4 | 95.7% | -0.96 | 0.0174 | -0.016 | |
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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.