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 ±13.9% (30.84–40.77) · ATM IV 60.6% · P/C open interest 0.30
| 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 | |
| 9.40 | 12.60 | 93.6% | 0.96 | 0.0113 | -0.010 | 25 | 0 | 0.4700 | 21 | 85.4% | -0.04 | 0.0113 | -0.011 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.60 | 9.10 | 58.9% | 0.92 | 0.0226 | -0.015 | 28 | 0.0900 | 0.3000 | 10 | 32 | 60.2% | -0.08 | 0.0227 | -0.016 | ||
| 5.80 | 8.25 | 62.5% | 0.89 | 0.0288 | -0.018 | 29 | 0.1600 | 0.6600 | 2 | 7 | 65.6% | -0.11 | 0.0290 | -0.019 | ||
| 4.50 | 7.40 | 2 | 50.9% | 0.86 | 0.0358 | -0.023 | 30 | 0.2100 | 0.6500 | 20 | 56 | 58.7% | -0.14 | 0.0360 | -0.024 | |
| 3.95 | 6.55 | 2 | 56.5% | 0.81 | 0.0430 | -0.027 | 31 | 0.3400 | 0.7800 | 37 | 163 | 56.1% | -0.19 | 0.0432 | -0.028 | |
| 3.30 | 5.90 | 2 | 59.8% | 0.76 | 0.0496 | -0.032 | 32 | 0.5700 | 1.20 | 21 | 69 | 58.8% | -0.24 | 0.0500 | -0.033 | |
| 2.93 | 5.15 | 1 | 63.0% | 0.70 | 0.0554 | -0.036 | 33 | 0.8700 | 1.71 | 16 | 51 | 61.2% | -0.30 | 0.0558 | -0.036 | |
| 2.28 | 4.60 | 63.1% | 0.64 | 0.0598 | -0.039 | 34 | 1.43 | 2.10 | 11 | 95 | 63.3% | -0.36 | 0.0603 | -0.039 | ||
| 1.17 | 3.20 | 8 | 44 | 45.0% | 0.58 | 0.0625 | -0.041 | 35 | 1.91 | 2.46 | 15 | 152 | 62.3% | -0.42 | 0.0631 | -0.041 |
| 1.88 | 2.62 | 4 | 14 | 58.7% | 0.52 | 0.0635 | -0.042 | 36 | 2.23 | 3.20 | 1 | 8 | 62.4% | -0.49 | 0.0642 | -0.042 |
| 1.70 | 2.33 | 177 | 153 | 63.1% | 0.46 | 0.0627 | -0.042 | 37 | 2.81 | 4.30 | 30 | 98 | 68.7% | -0.55 | 0.0635 | -0.042 |
| 1.17 | 2.02 | 48 | 88 | 61.5% | 0.40 | 0.0605 | -0.041 | 38 | 3.65 | 5.00 | 39 | 72.0% | -0.61 | 0.0614 | -0.041 | |
| 0.9100 | 1.73 | 44 | 24 | 62.2% | 0.35 | 0.0572 | -0.040 | 39 | 3.30 | 6.00 | 3 | 24 | 62.6% | -0.66 | 0.0582 | -0.040 |
| 0.7800 | 1.31 | 52 | 38 | 61.7% | 0.30 | 0.0533 | -0.038 | 40 | 4.10 | 6.80 | 10 | 64.1% | -0.71 | 0.0543 | -0.038 | |
| 0.5100 | 1.29 | 28 | 95 | 63.7% | 0.26 | 0.0489 | -0.035 | 41 | 5.05 | 7.60 | 5 | 66.9% | -0.75 | 0.0500 | -0.035 | |
| 0.6300 | 1.12 | 28 | 23 | 68.8% | 0.22 | 0.0445 | -0.033 | 42 | 5.75 | 8.40 | 64.7% | -0.79 | 0.0456 | -0.033 | ||
| 0.5400 | 0.7500 | 43 | 2,212 | 66.4% | 0.19 | 0.0401 | -0.030 | 43 | 6.70 | 9.30 | 5 | 67.4% | -0.82 | 0.0412 | -0.030 | |
| 0.2200 | 0.8300 | 36 | 19 | 66.8% | 0.16 | 0.0359 | -0.028 | 44 | 7.35 | 10.15 | 30 | 33 | 61.9% | -0.85 | 0.0370 | -0.028 |
| 0.1200 | 0.7500 | 8 | 73 | 67.5% | 0.14 | 0.0320 | -0.026 | 45 | 9.25 | 11.65 | 8 | 16 | 93.3% | -0.87 | 0.0331 | -0.025 |
| 0.1600 | 0.6600 | 6 | 30 | 70.6% | 0.12 | 0.0285 | -0.024 | 46 | 9.80 | 12.00 | 1 | 77.8% | -0.89 | 0.0295 | -0.023 | |
| 0.1000 | 0.4900 | 2 | 8 | 68.7% | 0.11 | 0.0254 | -0.022 | 47 | 10.95 | 12.95 | 84.3% | -0.90 | 0.0265 | -0.021 | ||
| 0.0500 | 0.5500 | 20 | 23 | 72.7% | 0.09 | 0.0227 | -0.020 | 48 | 11.70 | 13.95 | 11 | 82.8% | -0.92 | 0.0238 | -0.019 | |
| 0.0300 | 0.3700 | 50 | 57 | 69.8% | 0.08 | 0.0204 | -0.019 | 49 | 12.65 | 15.20 | 91.5% | -0.93 | 0.0216 | -0.018 | ||
| 0.0300 | 0.4700 | 34 | 21 | 76.7% | 0.08 | 0.0184 | -0.018 | 50 | 13.10 | 16.35 | 3 | 14 | 85.0% | -0.94 | 0.0197 | -0.017 |
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.