ENPH option chain Enphase Energy, Inc.
Cboe delayed options data · as of 06:36 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 ±42.2% (17.63–43.38) · ATM IV 70.5% · 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 | |
| 13.60 | 16.00 | 10 | 78.3% | 0.91 | 0.0096 | -0.003 | 17.5 | 0.5900 | 1.06 | 2 | 20 | 69.9% | -0.09 | 0.0097 | -0.006 | |
| 12.10 | 13.00 | 11 | 68.4% | 0.87 | 0.0129 | -0.006 | 20 | 1.13 | 1.87 | 42 | 71.5% | -0.14 | 0.0131 | -0.008 | ||
| 10.25 | 12.30 | 1,714 | 74.7% | 0.82 | 0.0160 | -0.008 | 22.5 | 2.10 | 2.47 | 1 | 36 | 71.2% | -0.19 | 0.0164 | -0.010 | |
| 9.20 | 9.90 | 8 | 18 | 70.5% | 0.76 | 0.0188 | -0.010 | 25 | 3.10 | 3.55 | 3 | 1,126 | 71.9% | -0.25 | 0.0193 | -0.012 |
| 7.10 | 7.75 | 26 | 73.7% | 0.64 | 0.0226 | -0.013 | 30 | 5.00 | 5.90 | 1 | 1,074 | 67.4% | -0.37 | 0.0234 | -0.014 | |
| 5.15 | 5.85 | 14 | 109 | 72.3% | 0.53 | 0.0241 | -0.014 | 35 | 8.50 | 9.25 | 127 | 71.0% | -0.48 | 0.0253 | -0.014 | |
| 3.65 | 4.20 | 3 | 50 | 70.0% | 0.44 | 0.0237 | -0.014 | 40 | 11.70 | 12.85 | 237 | 68.9% | -0.58 | 0.0254 | -0.014 | |
| 2.70 | 3.45 | 1 | 20 | 71.7% | 0.36 | 0.0222 | -0.014 | 45 | 15.10 | 17.25 | 40 | 67.9% | -0.67 | 0.0244 | -0.012 | |
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs