ENPH option chain Enphase Energy, Inc.
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 ±20.1% (24.39–36.66) · ATM IV 76.1% · P/C open interest 0.45
| 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 | |
| 10.60 | 13.35 | 104.2% | 0.97 | 0.0082 | -0.006 | 19 | 0 | 0.7500 | 111.1% | -0.03 | 0.0082 | -0.007 | ||||
| 9.80 | 12.40 | 104.1% | 0.96 | 0.0106 | -0.008 | 20 | 0.0400 | 0.4000 | 35 | 88.9% | -0.04 | 0.0107 | -0.009 | |||
| 8.85 | 10.65 | 61.2% | 0.95 | 0.0140 | -0.010 | 21 | 0 | 0.9800 | 99.7% | -0.06 | 0.0141 | -0.011 | ||||
| 7.95 | 9.95 | 74.9% | 0.93 | 0.0182 | -0.013 | 22 | 0 | 0.7500 | 83.5% | -0.08 | 0.0183 | -0.014 | ||||
| 7.10 | 9.30 | 81.6% | 0.90 | 0.0230 | -0.017 | 23 | 0 | 0.6200 | 15 | 70.9% | -0.10 | 0.0231 | -0.018 | |||
| 6.30 | 8.35 | 78.4% | 0.87 | 0.0280 | -0.021 | 24 | 0.4800 | 0.7600 | 4 | 78.6% | -0.14 | 0.0282 | -0.021 | |||
| 4.55 | 7.40 | 52.3% | 0.83 | 0.0330 | -0.025 | 25 | 0.0500 | 0.9400 | 25 | 10 | 64.1% | -0.17 | 0.0332 | -0.025 | ||
| 4.20 | 7.05 | 2 | 71.2% | 0.79 | 0.0378 | -0.028 | 26 | 0.9000 | 1.45 | 7 | 80.4% | -0.22 | 0.0380 | -0.029 | ||
| 4.80 | 5.40 | 3 | 74.2% | 0.74 | 0.0422 | -0.032 | 27 | 1.08 | 1.69 | 59 | 77.0% | -0.26 | 0.0425 | -0.032 | ||
| 3.25 | 4.50 | 6 | 59.1% | 0.69 | 0.0461 | -0.034 | 28 | 1.61 | 2.09 | 30 | 79.5% | -0.31 | 0.0464 | -0.035 | ||
| 3.60 | 4.05 | 1 | 73.5% | 0.64 | 0.0492 | -0.036 | 29 | 1.94 | 2.69 | 1 | 16 | 80.0% | -0.36 | 0.0496 | -0.036 | |
| 2.97 | 3.45 | 2 | 71.7% | 0.59 | 0.0514 | -0.037 | 30 | 2.49 | 2.82 | 79 | 76.2% | -0.41 | 0.0519 | -0.038 | ||
| 2.62 | 3.05 | 28 | 73.4% | 0.54 | 0.0527 | -0.038 | 31 | 3.05 | 3.55 | 1 | 25 | 78.9% | -0.47 | 0.0532 | -0.038 | |
| 2.21 | 2.69 | 5 | 74.2% | 0.49 | 0.0530 | -0.038 | 32 | 3.55 | 4.40 | 43 | 81.0% | -0.52 | 0.0535 | -0.039 | ||
| 1.50 | 2.32 | 70 | 70.0% | 0.44 | 0.0523 | -0.038 | 33 | 4.10 | 4.85 | 10 | 64.2% | -0.57 | 0.0529 | -0.038 | ||
| 1.57 | 2.25 | 7 | 77.8% | 0.39 | 0.0508 | -0.037 | 34 | 4.90 | 5.50 | 3 | 78.8% | -0.62 | 0.0516 | -0.037 | ||
| 1.35 | 1.55 | 1 | 74 | 73.3% | 0.35 | 0.0488 | -0.035 | 35 | 4.45 | 6.25 | 7 | 68.7% | -0.66 | 0.0496 | -0.036 | |
| 1.10 | 1.87 | 16 | 80.8% | 0.30 | 0.0463 | -0.034 | 36 | 6.40 | 7.05 | 13 | 78.2% | -0.70 | 0.0472 | -0.034 | ||
| 0.8900 | 1.13 | 5 | 60 | 73.2% | 0.27 | 0.0435 | -0.032 | 37 | 6.05 | 8.60 | 9 | 74.7% | -0.74 | 0.0445 | -0.032 | |
| 0.7800 | 2.45 | 5 | 33 | 96.3% | 0.23 | 0.0404 | -0.029 | 38 | 6.90 | 9.45 | 75.4% | -0.78 | 0.0415 | -0.029 | ||
| 0.5000 | 1.02 | 16 | 75.6% | 0.20 | 0.0372 | -0.027 | 39 | 7.75 | 10.30 | 9 | 75.3% | -0.81 | 0.0384 | -0.027 | ||
| 0.4100 | 0.7200 | 150 | 86 | 72.9% | 0.18 | 0.0340 | -0.025 | 40 | 9.40 | 11.15 | 2 | 89.1% | -0.84 | 0.0353 | -0.025 | |
| 0.2600 | 1.32 | 18 | 86.1% | 0.15 | 0.0308 | -0.022 | 41 | 10.40 | 12.45 | 99.0% | -0.86 | 0.0322 | -0.022 | |||
| 0.3700 | 1.11 | 300 | 83.2% | 0.13 | 0.0279 | -0.021 | 42 | 11.35 | 13.90 | 110.3% | -0.88 | 0.0293 | -0.020 | |||
| 0.0500 | 1.24 | 5 | 88.9% | 0.12 | 0.0251 | -0.019 | 43 | 12.25 | 13.90 | 8 | 95.5% | -0.90 | 0.0266 | -0.019 | ||
| 0.1300 | 0.3600 | 23 | 51 | 75.8% | 0.09 | 0.0205 | -0.016 | 45 | 14.40 | 15.50 | 98.4% | -0.92 | 0.0222 | -0.016 | ||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.