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 ±27.2% (25.94–45.34) · ATM IV 74.3% · P/C open interest 0.53
| 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 | |
| 14.70 | 16.45 | 13 | 0.96 | 0.0063 | -0.005 | 20 | 0.1500 | 0.4900 | 3 | 200 | 85.2% | -0.04 | 0.0063 | -0.007 | ||
| 12.30 | 14.95 | 5 | 70.7% | 0.94 | 0.0102 | -0.008 | 22.5 | 0.1500 | 0.6400 | 1 | 259 | 74.5% | -0.06 | 0.0102 | -0.010 | |
| 10.30 | 12.60 | 36 | 69.3% | 0.90 | 0.0154 | -0.013 | 25 | 0.5600 | 0.9000 | 16 | 1,320 | 72.9% | -0.11 | 0.0155 | -0.014 | |
| 6.35 | 8.30 | 30 | 387 | 60.7% | 0.76 | 0.0262 | -0.022 | 30 | 1.77 | 2.07 | 132 | 772 | 70.0% | -0.24 | 0.0266 | -0.023 |
| 4.75 | 6.05 | 59 | 252 | 75.8% | 0.60 | 0.0328 | -0.029 | 35 | 4.10 | 4.50 | 174 | 3,061 | 72.7% | -0.41 | 0.0333 | -0.029 |
| 2.86 | 3.65 | 94 | 1,581 | 72.2% | 0.44 | 0.0330 | -0.030 | 40 | 6.95 | 8.35 | 66 | 1,571 | 77.0% | -0.57 | 0.0338 | -0.030 |
| 1.68 | 2.44 | 52 | 1,013 | 73.2% | 0.32 | 0.0291 | -0.027 | 45 | 10.55 | 12.25 | 7 | 630 | 77.8% | -0.69 | 0.0302 | -0.028 |
| 1.05 | 1.70 | 89 | 3,846 | 75.7% | 0.23 | 0.0239 | -0.024 | 50 | 15.05 | 16.40 | 1 | 188 | 81.2% | -0.79 | 0.0252 | -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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs