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 ±17.1% (29.56–41.72) · ATM IV 62.0% · P/C open interest 0.71
| 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 | |
| 14.10 | 17.75 | 108.9% | 0.98 | 0.0045 | -0.003 | 20 | 0 | 0.3600 | 16 | 100.2% | -0.02 | 0.0045 | -0.006 | |||
| 11.95 | 15.15 | 97.9% | 0.97 | 0.0072 | -0.005 | 22.5 | 0 | 0.2000 | 226 | 73.8% | -0.03 | 0.0072 | -0.007 | |||
| 9.65 | 11.75 | 3 | 43.8% | 0.95 | 0.0123 | -0.007 | 25 | 0.1200 | 0.2400 | 51 | 242 | 66.6% | -0.05 | 0.0124 | -0.009 | |
| 5.00 | 6.80 | 84 | 105 | 38.1% | 0.82 | 0.0341 | -0.022 | 30 | 0.7800 | 0.8700 | 330 | 1,194 | 62.0% | -0.18 | 0.0344 | -0.023 |
| 3.10 | 3.60 | 102 | 380 | 60.9% | 0.58 | 0.0503 | -0.034 | 35 | 2.67 | 2.79 | 189 | 4,519 | 63.1% | -0.42 | 0.0509 | -0.034 |
| 1.37 | 1.96 | 563 | 3,685 | 64.7% | 0.35 | 0.0463 | -0.033 | 40 | 4.15 | 6.50 | 2 | 900 | 50.5% | -0.66 | 0.0473 | -0.033 |
| 0.5800 | 0.8700 | 161 | 1,346 | 65.2% | 0.20 | 0.0330 | -0.026 | 45 | 9.65 | 11.20 | 11 | 572 | 77.1% | -0.81 | 0.0343 | -0.026 |
| 0.2400 | 0.5100 | 1,528 | 1,987 | 69.4% | 0.11 | 0.0215 | -0.019 | 50 | 13.30 | 16.00 | 53 | 187 | 67.1% | -0.90 | 0.0228 | -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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs