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 ±17.9% (25.07–35.99) · ATM IV 83.1% · P/C open interest 1.17
| 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 | |
| 10.65 | 13.30 | 136.7% | 0.97 | 0.0083 | -0.010 | 19 | 0 | 1.76 | 177.7% | -0.03 | 0.0083 | -0.011 | ||||
| 9.75 | 12.15 | 122.1% | 0.96 | 0.0106 | -0.011 | 20 | 0 | 0.9500 | 1 | 134.3% | -0.04 | 0.0106 | -0.013 | |||
| 8.80 | 11.20 | 114.9% | 0.95 | 0.0137 | -0.014 | 21 | 0.0100 | 0.7500 | 37 | 114.7% | -0.05 | 0.0138 | -0.015 | |||
| 7.90 | 10.30 | 111.0% | 0.93 | 0.0178 | -0.018 | 22 | 0.0800 | 0.7500 | 2 | 106.3% | -0.07 | 0.0179 | -0.019 | |||
| 7.20 | 9.45 | 113.4% | 0.91 | 0.0229 | -0.022 | 23 | 0.1800 | 0.7500 | 17 | 98.8% | -0.09 | 0.0229 | -0.024 | |||
| 6.25 | 8.10 | 92.9% | 0.88 | 0.0285 | -0.028 | 24 | 0.3700 | 0.6700 | 1 | 83 | 91.3% | -0.12 | 0.0286 | -0.029 | ||
| 5.45 | 7.15 | 88.3% | 0.84 | 0.0344 | -0.033 | 25 | 0.5500 | 0.9000 | 18 | 91.1% | -0.16 | 0.0345 | -0.034 | |||
| 4.70 | 6.40 | 88.2% | 0.80 | 0.0402 | -0.039 | 26 | 0.7600 | 1.09 | 33 | 88.8% | -0.20 | 0.0404 | -0.040 | |||
| 4.25 | 4.85 | 2 | 76.0% | 0.75 | 0.0457 | -0.043 | 27 | 0.9600 | 1.41 | 10 | 267 | 87.2% | -0.25 | 0.0459 | -0.044 | |
| 3.90 | 4.25 | 82.1% | 0.70 | 0.0505 | -0.048 | 28 | 1.36 | 1.81 | 1 | 311 | 88.2% | -0.31 | 0.0508 | -0.048 | ||
| 3.30 | 3.60 | 4 | 81.7% | 0.64 | 0.0544 | -0.051 | 29 | 1.72 | 2.21 | 15 | 87.3% | -0.36 | 0.0547 | -0.051 | ||
| 2.72 | 3.15 | 23 | 82.0% | 0.58 | 0.0571 | -0.053 | 30 | 2.22 | 2.70 | 40 | 87.8% | -0.42 | 0.0574 | -0.053 | ||
| 2.30 | 2.66 | 21 | 78.6% | 0.53 | 0.0584 | -0.054 | 31 | 2.71 | 3.25 | 8 | 87.6% | -0.48 | 0.0588 | -0.054 | ||
| 1.90 | 2.26 | 21 | 82.1% | 0.47 | 0.0583 | -0.054 | 32 | 3.35 | 3.85 | 22 | 88.4% | -0.53 | 0.0588 | -0.054 | ||
| 1.56 | 1.99 | 44 | 83.5% | 0.41 | 0.0570 | -0.053 | 33 | 4.00 | 4.60 | 20 | 89.4% | -0.59 | 0.0576 | -0.053 | ||
| 1.18 | 1.57 | 2 | 19 | 80.8% | 0.36 | 0.0548 | -0.051 | 34 | 4.65 | 5.20 | 21 | 88.0% | -0.64 | 0.0554 | -0.051 | |
| 1.04 | 1.35 | 1 | 363 | 83.0% | 0.32 | 0.0519 | -0.048 | 35 | 5.40 | 5.90 | 63 | 85.9% | -0.69 | 0.0525 | -0.048 | |
| 0.7500 | 1.21 | 73 | 83.5% | 0.28 | 0.0484 | -0.045 | 36 | 6.20 | 7.60 | 4 | 103.8% | -0.73 | 0.0492 | -0.045 | ||
| 0.7200 | 1.00 | 1 | 30 | 86.1% | 0.24 | 0.0447 | -0.042 | 37 | 7.05 | 8.20 | 2 | 101.7% | -0.77 | 0.0455 | -0.042 | |
| 0.5400 | 0.7900 | 47 | 84.4% | 0.20 | 0.0408 | -0.038 | 38 | 7.65 | 9.30 | 5 | 103.2% | -0.80 | 0.0416 | -0.038 | ||
| 0.4400 | 0.7000 | 11 | 86.0% | 0.17 | 0.0368 | -0.035 | 39 | 8.45 | 10.15 | 102.7% | -0.83 | 0.0377 | -0.034 | |||
| 0.3800 | 0.5400 | 5 | 35 | 85.6% | 0.15 | 0.0330 | -0.031 | 40 | 9.60 | 10.25 | 1 | 91.2% | -0.86 | 0.0339 | -0.031 | |
| 0.2300 | 2.48 | 24 | 131.6% | 0.13 | 0.0295 | -0.029 | 41 | 10.30 | 12.70 | 123.4% | -0.88 | 0.0304 | -0.028 | |||
| 0.1800 | 0.4000 | 33 | 85.4% | 0.11 | 0.0263 | -0.026 | 42 | 11.25 | 12.95 | 111.1% | -0.90 | 0.0273 | -0.025 | |||
| 0.1200 | 0.7500 | 25 | 99.6% | 0.10 | 0.0235 | -0.024 | 43 | 12.20 | 14.15 | 3 | 120.1% | -0.91 | 0.0245 | -0.023 | ||
| 0.0900 | 0.4700 | 57 | 97.7% | 0.08 | 0.0190 | -0.021 | 45 | 14.10 | 16.05 | 125.0% | -0.93 | 0.0201 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs