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 ±30.0% (24.96–46.31) · ATM IV 70.4% · P/C open interest 0.67
| 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 | |
| 14.90 | 16.55 | 124 | 0.96 | 0.0069 | -0.001 | 20 | 0.1600 | 0.4500 | 1 | 605 | 72.8% | -0.05 | 0.0070 | -0.006 | ||
| 12.20 | 14.70 | 107 | 46.4% | 0.92 | 0.0108 | -0.005 | 22.5 | 0.5000 | 0.6500 | 218 | 71.2% | -0.08 | 0.0108 | -0.009 | ||
| 10.70 | 13.25 | 105 | 72.2% | 0.88 | 0.0152 | -0.009 | 25 | 0.7000 | 1.14 | 6 | 3,448 | 68.2% | -0.13 | 0.0154 | -0.013 | |
| 7.10 | 9.55 | 6 | 192 | 68.1% | 0.75 | 0.0235 | -0.017 | 30 | 2.09 | 2.74 | 107 | 3,868 | 68.8% | -0.25 | 0.0238 | -0.020 |
| 5.65 | 5.90 | 52 | 544 | 69.6% | 0.61 | 0.0283 | -0.022 | 35 | 4.55 | 5.25 | 63 | 4,644 | 71.2% | -0.40 | 0.0289 | -0.023 |
| 3.75 | 4.25 | 40 | 878 | 71.3% | 0.47 | 0.0289 | -0.024 | 40 | 7.70 | 8.50 | 8 | 5,722 | 72.9% | -0.54 | 0.0298 | -0.024 |
| 2.38 | 3.10 | 63 | 1,484 | 72.2% | 0.36 | 0.0267 | -0.023 | 45 | 11.40 | 12.60 | 36 | 874 | 76.4% | -0.65 | 0.0278 | -0.021 |
| 1.55 | 2.22 | 233 | 2,304 | 73.1% | 0.27 | 0.0232 | -0.021 | 50 | 14.70 | 16.90 | 621 | 72.4% | -0.75 | 0.0246 | -0.018 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs