ENPH option chain Enphase Energy, 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 ±16.0% (29.94–41.33) · ATM IV 62.6% · P/C open interest 1.55
| 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 | |
| 9.50 | 12.75 | 91.0% | 0.96 | 0.0119 | -0.009 | 25 | 0 | 0.5500 | 4 | 80.0% | -0.05 | 0.0119 | -0.010 | |||
| 6.95 | 9.30 | 67.6% | 0.91 | 0.0237 | -0.015 | 28 | 0.0400 | 0.6600 | 10 | 8 | 63.3% | -0.10 | 0.0238 | -0.016 | ||
| 6.00 | 8.25 | 3 | 60.2% | 0.88 | 0.0293 | -0.019 | 29 | 0.2700 | 0.6000 | 7 | 69 | 60.4% | -0.13 | 0.0295 | -0.020 | |
| 5.00 | 7.65 | 60.7% | 0.84 | 0.0351 | -0.023 | 30 | 0.3500 | 1.06 | 2 | 7 | 63.4% | -0.17 | 0.0354 | -0.024 | ||
| 4.25 | 6.75 | 58.6% | 0.79 | 0.0407 | -0.027 | 31 | 0.4800 | 1.12 | 1 | 58.6% | -0.21 | 0.0410 | -0.027 | |||
| 4.00 | 5.40 | 1 | 56.2% | 0.74 | 0.0458 | -0.030 | 32 | 0.9300 | 1.50 | 24 | 32 | 62.3% | -0.26 | 0.0462 | -0.031 | |
| 2.94 | 5.50 | 1 | 61.0% | 0.69 | 0.0501 | -0.033 | 33 | 1.08 | 2.05 | 4 | 62.2% | -0.31 | 0.0505 | -0.034 | ||
| 2.50 | 4.95 | 2 | 63.2% | 0.64 | 0.0534 | -0.035 | 34 | 1.45 | 2.50 | 2 | 18 | 62.2% | -0.37 | 0.0539 | -0.036 | |
| 3.00 | 3.30 | 2 | 3 | 62.1% | 0.58 | 0.0555 | -0.037 | 35 | 2.14 | 3.00 | 7 | 24 | 65.0% | -0.42 | 0.0561 | -0.037 |
| 2.14 | 3.20 | 17 | 61.9% | 0.53 | 0.0563 | -0.038 | 36 | 2.45 | 3.60 | 1 | 3 | 63.3% | -0.48 | 0.0570 | -0.038 | |
| 1.75 | 2.78 | 10 | 2 | 62.2% | 0.47 | 0.0560 | -0.038 | 37 | 3.00 | 4.20 | 1 | 2 | 63.1% | -0.53 | 0.0567 | -0.039 |
| 1.42 | 2.40 | 62.4% | 0.42 | 0.0546 | -0.038 | 38 | 3.05 | 5.45 | 1 | 63.5% | -0.59 | 0.0554 | -0.038 | |||
| 1.25 | 2.12 | 1 | 1 | 64.5% | 0.37 | 0.0523 | -0.037 | 39 | 3.75 | 6.20 | 1 | 64.5% | -0.63 | 0.0532 | -0.037 | |
| 0.9500 | 1.85 | 1 | 31 | 64.3% | 0.33 | 0.0495 | -0.035 | 40 | 4.40 | 7.00 | 5 | 64.4% | -0.68 | 0.0505 | -0.036 | |
| 0.7000 | 1.63 | 6 | 12 | 64.3% | 0.29 | 0.0463 | -0.034 | 41 | 6.20 | 7.80 | 1 | 78.0% | -0.72 | 0.0474 | -0.034 | |
| 0.6000 | 1.37 | 5 | 24 | 64.9% | 0.25 | 0.0430 | -0.032 | 42 | 6.00 | 8.65 | 2 | 66.1% | -0.76 | 0.0441 | -0.032 | |
| 0.4000 | 1.13 | 8 | 2 | 63.5% | 0.22 | 0.0395 | -0.030 | 43 | 6.85 | 9.50 | 1 | 66.8% | -0.79 | 0.0407 | -0.030 | |
| 0.5300 | 1.04 | 1 | 68.7% | 0.20 | 0.0362 | -0.028 | 44 | 7.80 | 10.35 | 2 | 68.3% | -0.82 | 0.0374 | -0.028 | ||
| 0.3000 | 0.9300 | 2 | 8 | 67.4% | 0.17 | 0.0329 | -0.026 | 45 | 8.60 | 11.25 | 1 | 67.4% | -0.84 | 0.0341 | -0.026 | |
| 0.1600 | 0.8000 | 8 | 1 | 66.4% | 0.15 | 0.0298 | -0.024 | 46 | 9.60 | 12.20 | 70.6% | -0.86 | 0.0311 | -0.024 | ||
| 0.1100 | 0.8300 | 2 | 2 | 69.7% | 0.13 | 0.0270 | -0.023 | 47 | 11.05 | 13.10 | 81.2% | -0.88 | 0.0282 | -0.022 | ||
| 0.1700 | 0.7500 | 4 | 72.9% | 0.12 | 0.0245 | -0.021 | 48 | 11.80 | 14.05 | 2 | 79.4% | -0.90 | 0.0256 | -0.021 | ||
| 0.1100 | 0.4400 | 1 | 7 | 70.4% | 0.09 | 0.0202 | -0.018 | 50 | 13.85 | 15.95 | 1 | 85.6% | -0.92 | 0.0214 | -0.018 | |
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs