ENPH option chain Enphase Energy, Inc.
Cboe delayed options data · as of 15:38 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 ±14.8% (26.02–35.04) · ATM IV 105.2% · P/C open interest 1.02
| 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 | |
| 10.80 | 13.00 | 196.2% | 0.98 | 0.0056 | -0.010 | 19 | 0 | 2.14 | 20 | 285.0% | -0.02 | 0.0056 | -0.012 | |||
| 9.75 | 12.00 | 174.9% | 0.98 | 0.0073 | -0.012 | 20 | 0 | 0.1000 | 31 | 49 | 124.0% | -0.02 | 0.0073 | -0.013 | ||
| 8.70 | 11.05 | 158.4% | 0.97 | 0.0100 | -0.015 | 21 | 0.0200 | 0.0700 | 42 | 41 | 109.6% | -0.03 | 0.0100 | -0.017 | ||
| 7.80 | 9.45 | 90.9% | 0.96 | 0.0140 | -0.021 | 22 | 0.0500 | 0.1100 | 2 | 22 | 108.1% | -0.04 | 0.0140 | -0.022 | ||
| 6.85 | 9.20 | 143.9% | 0.94 | 0.0196 | -0.029 | 23 | 0.0900 | 0.2400 | 28 | 111.7% | -0.06 | 0.0197 | -0.029 | |||
| 6.05 | 8.30 | 141.4% | 0.91 | 0.0268 | -0.039 | 24 | 0.2100 | 0.3000 | 4 | 296 | 109.8% | -0.09 | 0.0269 | -0.040 | ||
| 5.35 | 6.05 | 9 | 20 | 75.3% | 0.88 | 0.0351 | -0.051 | 25 | 0.3100 | 0.6100 | 149 | 115.1% | -0.12 | 0.0352 | -0.052 | |
| 4.55 | 5.55 | 28 | 98.4% | 0.83 | 0.0438 | -0.063 | 26 | 0.4800 | 0.7600 | 1 | 232 | 111.8% | -0.17 | 0.0440 | -0.064 | |
| 3.70 | 5.90 | 3 | 130.3% | 0.78 | 0.0524 | -0.075 | 27 | 0.7300 | 1.07 | 338 | 112.5% | -0.22 | 0.0526 | -0.076 | ||
| 3.55 | 4.10 | 92.7% | 0.75 | 0.0564 | -0.081 | 27.5 | 0.8400 | 1.13 | 11 | 8 | 108.5% | -0.25 | 0.0566 | -0.081 | ||
| 3.55 | 3.75 | 13 | 99.7% | 0.72 | 0.0602 | -0.085 | 28 | 1.01 | 1.21 | 7 | 235 | 106.0% | -0.28 | 0.0604 | -0.086 | |
| 2.80 | 3.45 | 1 | 91.6% | 0.69 | 0.0635 | -0.090 | 28.5 | 1.15 | 1.30 | 18 | 102.4% | -0.32 | 0.0638 | -0.090 | ||
| 2.91 | 3.15 | 23 | 102.5% | 0.65 | 0.0664 | -0.093 | 29 | 1.36 | 1.69 | 14 | 197 | 107.5% | -0.35 | 0.0667 | -0.094 | |
| 2.63 | 2.84 | 6 | 101.6% | 0.62 | 0.0688 | -0.096 | 29.5 | 1.56 | 2.02 | 6 | 4 | 109.6% | -0.39 | 0.0691 | -0.097 | |
| 2.34 | 2.74 | 5 | 114 | 105.1% | 0.58 | 0.0705 | -0.098 | 30 | 1.82 | 2.11 | 15 | 573 | 106.5% | -0.42 | 0.0708 | -0.099 |
| 2.12 | 2.37 | 8 | 35 | 101.8% | 0.54 | 0.0717 | -0.100 | 30.5 | 2.03 | 2.50 | 55 | 108.6% | -0.46 | 0.0720 | -0.100 | |
| 1.86 | 2.19 | 4 | 70 | 103.0% | 0.51 | 0.0722 | -0.100 | 31 | 2.33 | 2.78 | 60 | 107 | 109.3% | -0.49 | 0.0725 | -0.101 |
| 1.69 | 2.15 | 11 | 2 | 107.0% | 0.47 | 0.0721 | -0.100 | 31.5 | 2.61 | 3.20 | 32 | 112.1% | -0.53 | 0.0724 | -0.100 | |
| 1.41 | 1.81 | 3 | 56 | 102.4% | 0.44 | 0.0714 | -0.099 | 32 | 2.93 | 3.40 | 4 | 270 | 111.1% | -0.56 | 0.0717 | -0.099 |
| 1.30 | 1.79 | 2 | 57 | 107.7% | 0.41 | 0.0702 | -0.097 | 32.5 | 3.25 | 3.90 | 2 | 114.1% | -0.60 | 0.0705 | -0.097 | |
| 1.18 | 1.47 | 8 | 163 | 103.2% | 0.37 | 0.0685 | -0.095 | 33 | 3.55 | 4.05 | 188 | 110.0% | -0.63 | 0.0688 | -0.095 | |
| 0.9800 | 1.20 | 6 | 7 | 100.4% | 0.34 | 0.0665 | -0.092 | 33.5 | 3.90 | 5.10 | 26 | 126.0% | -0.66 | 0.0668 | -0.092 | |
| 0.9200 | 1.00 | 30 | 84 | 99.9% | 0.31 | 0.0641 | -0.088 | 34 | 4.25 | 4.75 | 22 | 123 | 107.9% | -0.69 | 0.0644 | -0.088 |
| 0.7200 | 0.9500 | 22 | 37 | 100.0% | 0.28 | 0.0614 | -0.084 | 34.5 | 4.70 | 5.10 | 25 | 55 | 107.7% | -0.72 | 0.0618 | -0.084 |
| 0.7000 | 1.00 | 25 | 356 | 106.9% | 0.26 | 0.0586 | -0.080 | 35 | 5.10 | 5.75 | 23 | 177 | 116.7% | -0.75 | 0.0589 | -0.080 |
| 0.6300 | 0.9700 | 1 | 237 | 109.2% | 0.23 | 0.0555 | -0.075 | 35.5 | 5.50 | 6.20 | 10 | 118.5% | -0.77 | 0.0558 | -0.075 | |
| 0.5000 | 0.8400 | 14 | 230 | 107.4% | 0.21 | 0.0523 | -0.070 | 36 | 5.85 | 6.60 | 2 | 31 | 116.9% | -0.79 | 0.0527 | -0.070 |
| 0.4000 | 0.5800 | 1 | 24 | 100.6% | 0.19 | 0.0490 | -0.065 | 36.5 | 6.05 | 7.20 | 7 | 116.1% | -0.82 | 0.0494 | -0.065 | |
| 0.4000 | 0.4800 | 21 | 83 | 101.7% | 0.17 | 0.0457 | -0.060 | 37 | 6.75 | 7.50 | 1 | 97 | 121.3% | -0.84 | 0.0461 | -0.060 |
| 0.3500 | 0.6000 | 1 | 40 | 109.0% | 0.15 | 0.0424 | -0.056 | 37.5 | 6.80 | 8.60 | 4 | 131.1% | -0.85 | 0.0428 | -0.055 | |
| 0.3200 | 0.3500 | 9 | 147 | 100.4% | 0.13 | 0.0392 | -0.051 | 38 | 7.65 | 8.30 | 1 | 8 | 120.8% | -0.87 | 0.0396 | -0.051 |
| 0.2100 | 0.3500 | 114 | 105.2% | 0.11 | 0.0331 | -0.043 | 39 | 8.15 | 9.50 | 26 | 118.0% | -0.90 | 0.0337 | -0.043 | ||
| 0.1500 | 0.2200 | 5 | 249 | 102.2% | 0.09 | 0.0279 | -0.037 | 40 | 9.10 | 11.50 | 18 | 161.2% | -0.92 | 0.0285 | -0.037 | |
| 0.1000 | 0.2300 | 2 | 305 | 106.5% | 0.07 | 0.0236 | -0.032 | 41 | 10.15 | 12.45 | 170.0% | -0.94 | 0.0242 | -0.032 | ||
| 0.0800 | 0.2100 | 3 | 102 | 110.1% | 0.06 | 0.0201 | -0.028 | 42 | 11.10 | 12.80 | 13 | 152.4% | -0.95 | 0.0207 | -0.028 | |
| 0.0600 | 0.2200 | 24 | 115.6% | 0.05 | 0.0172 | -0.025 | 43 | 12.10 | 14.40 | 1 | 183.0% | -0.96 | 0.0178 | -0.025 | ||
| 0 | 2.22 | 27 | 208.0% | 0.04 | 0.0149 | -0.023 | 44 | 13.05 | 15.40 | 4 | 188.9% | -0.96 | 0.0155 | -0.022 | ||
| 0 | 0.5000 | 150 | 143.4% | 0.04 | 0.0130 | -0.021 | 45 | 14.05 | 15.75 | 57 | 169.7% | -0.97 | 0.0136 | -0.020 | ||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs