ENPH option chain Enphase Energy, Inc.
Cboe delayed options data · as of 12:36 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 ±16.3% (26.07–36.23) · ATM IV 86.0% · P/C open interest 0.24
| 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 | |
| 11.20 | 13.75 | 186.7% | 0.97 | 0.0074 | -0.011 | 19 | 0 | 2.14 | 209.0% | -0.03 | 0.0074 | -0.011 | ||||
| 10.30 | 12.05 | 147.0% | 0.97 | 0.0096 | -0.013 | 20 | 0.0500 | 0.0900 | 4 | 3 | 96.4% | -0.03 | 0.0096 | -0.013 | ||
| 9.30 | 11.35 | 145.6% | 0.96 | 0.0126 | -0.016 | 21 | 0 | 1.40 | 32 | 151.9% | -0.04 | 0.0126 | -0.016 | |||
| 8.35 | 10.20 | 20 | 128.4% | 0.94 | 0.0167 | -0.019 | 22 | 0.0100 | 0.4200 | 1 | 23 | 98.3% | -0.06 | 0.0168 | -0.020 | |
| 6.65 | 9.30 | 20 | 92.0% | 0.92 | 0.0219 | -0.025 | 23 | 0.1100 | 0.9000 | 1 | 17 | 111.7% | -0.08 | 0.0219 | -0.025 | |
| 5.75 | 8.40 | 89.2% | 0.89 | 0.0278 | -0.031 | 24 | 0.0700 | 0.8900 | 11 | 30 | 98.0% | -0.11 | 0.0279 | -0.031 | ||
| 4.95 | 7.60 | 90.8% | 0.85 | 0.0342 | -0.037 | 25 | 0.2300 | 0.7400 | 43 | 86.6% | -0.15 | 0.0343 | -0.037 | |||
| 4.15 | 6.80 | 89.3% | 0.81 | 0.0406 | -0.043 | 26 | 0.4900 | 0.9300 | 7 | 63 | 87.2% | -0.19 | 0.0408 | -0.044 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.45 | 5.55 | 1 | 77.8% | 0.76 | 0.0468 | -0.049 | 27 | 0.7400 | 1.23 | 8 | 51 | 87.2% | -0.24 | 0.0470 | -0.050 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.83 | 4.50 | 71.8% | 0.71 | 0.0523 | -0.054 | 28 | 1.24 | 1.53 | 4 | 62 | 89.8% | -0.30 | 0.0525 | -0.054 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.95 | 3.60 | 1 | 6 | 80.9% | 0.65 | 0.0568 | -0.058 | 29 | 1.63 | 2.11 | 1 | 65 | 92.7% | -0.35 | 0.0571 | -0.058 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.58 | 3.10 | 20 | 53 | 84.7% | 0.59 | 0.0599 | -0.061 | 30 | 1.86 | 2.52 | 3 | 65 | 87.4% | -0.41 | 0.0602 | -0.061 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.42 | 3.30 | 6 | 84.5% | 0.53 | 0.0614 | -0.062 | 31 | 2.39 | 3.05 | 31 | 51 | 87.5% | -0.48 | 0.0618 | -0.062 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.85 | 2.20 | 16 | 49 | 87.1% | 0.47 | 0.0614 | -0.062 | 32 | 2.85 | 4.05 | 33 | 92.3% | -0.54 | 0.0618 | -0.062 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.29 | 2.38 | 4 | 32 | 92.8% | 0.41 | 0.0599 | -0.060 | 33 | 2.90 | 5.10 | 4 | 50 | 89.1% | -0.59 | 0.0604 | -0.061 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.20 | 1.60 | 3 | 43 | 88.2% | 0.36 | 0.0574 | -0.058 | 34 | 3.60 | 5.75 | 1 | 8 | 88.3% | -0.65 | 0.0579 | -0.058 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9700 | 1.30 | 33 | 97 | 87.9% | 0.31 | 0.0540 | -0.054 | 35 | 5.00 | 5.80 | 3 | 25 | 87.6% | -0.70 | 0.0546 | -0.055 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6800 | 1.12 | 2 | 36 | 87.1% | 0.26 | 0.0500 | -0.050 | 36 | 5.55 | 7.50 | 4 | 101.4% | -0.74 | 0.0507 | -0.051 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2300 | 1.00 | 61 | 82.0% | 0.22 | 0.0457 | -0.046 | 37 | 5.90 | 7.90 | 11 | 56 | 82.3% | -0.78 | 0.0464 | -0.047 | |
| 0.3300 | 0.9200 | 2 | 77 | 89.6% | 0.19 | 0.0412 | -0.042 | 38 | 6.60 | 9.20 | 32 | 89.3% | -0.82 | 0.0420 | -0.042 | |
| 0.2600 | 0.7800 | 75 | 153 | 90.6% | 0.16 | 0.0368 | -0.038 | 39 | 7.60 | 9.85 | 1 | 7 | 86.1% | -0.85 | 0.0376 | -0.038 |
| 0.3700 | 0.5900 | 10 | 1,874 | 94.5% | 0.14 | 0.0327 | -0.034 | 40 | 8.60 | 10.85 | 36 | 92.2% | -0.87 | 0.0335 | -0.035 | |
| 0.2500 | 0.4200 | 2 | 77 | 90.9% | 0.12 | 0.0290 | -0.031 | 41 | 9.40 | 11.90 | 1 | 92.8% | -0.89 | 0.0298 | -0.032 | |
| 0.0500 | 0.6000 | 26 | 95.4% | 0.10 | 0.0258 | -0.028 | 42 | 10.35 | 12.85 | 94.4% | -0.91 | 0.0266 | -0.029 | |||
| 0.0600 | 0.7200 | 1 | 49 | 105.3% | 0.09 | 0.0230 | -0.026 | 43 | 11.25 | 13.80 | 1 | 92.7% | -0.92 | 0.0238 | -0.027 | |
| 0.0500 | 0.4300 | 1 | 510 | 102.8% | 0.07 | 0.0185 | -0.023 | 45 | 13.10 | 15.75 | 88.7% | -0.94 | 0.0193 | -0.024 | ||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs