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 ±31.9% (20.80–40.26) · ATM IV 69.4% · P/C open interest 0.56
| 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 | |
| 12.85 | 15.10 | 81.0% | 0.95 | 0.0089 | -0.004 | 17.5 | 0.3000 | 0.4400 | 3 | 532 | 72.2% | -0.06 | 0.0090 | -0.006 | ||
| 11.20 | 12.75 | 21 | 80.0% | 0.90 | 0.0140 | -0.008 | 20 | 0.6100 | 0.9200 | 147 | 72.1% | -0.10 | 0.0142 | -0.009 | ||
| 9.05 | 11.10 | 32 | 77.3% | 0.84 | 0.0193 | -0.011 | 22.5 | 1.27 | 1.42 | 3 | 264 | 71.6% | -0.16 | 0.0196 | -0.013 | |
| 7.70 | 8.20 | 9 | 67.0% | 0.77 | 0.0241 | -0.015 | 25 | 2.02 | 2.25 | 294 | 71.1% | -0.23 | 0.0244 | -0.016 | ||
| 4.95 | 5.65 | 1 | 142 | 67.8% | 0.62 | 0.0305 | -0.019 | 30 | 4.25 | 4.60 | 20 | 1,075 | 71.0% | -0.39 | 0.0312 | -0.019 |
| 3.20 | 3.65 | 1 | 378 | 68.2% | 0.47 | 0.0318 | -0.020 | 35 | 7.35 | 7.85 | 514 | 72.1% | -0.54 | 0.0329 | -0.020 | |
| 2.24 | 2.40 | 4 | 624 | 71.1% | 0.35 | 0.0291 | -0.019 | 40 | 11.15 | 11.70 | 577 | 73.9% | -0.67 | 0.0306 | -0.019 | |
| 1.32 | 1.92 | 1,168 | 72.7% | 0.26 | 0.0249 | -0.017 | 45 | 15.40 | 16.00 | 120 | 76.7% | -0.77 | 0.0268 | -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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs