FIVE option chain Five Below, Inc.
Cboe delayed options data · as of 18:37 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 ±9.6% (202.64–245.54) · ATM IV 40.1% · P/C open interest 1.29
| 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 | |
| 107.60 | 111.50 | 1 | 77.8% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 3 | 131.7% | -0.00 | 0.0000 | -0.001 | ||
| 102.70 | 106.30 | 3 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.15 | 18 | 124.4% | -0.00 | 0.0001 | -0.002 | |||
| 97.70 | 101.70 | 84.1% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.15 | 8 | 117.3% | -0.00 | 0.0001 | -0.002 | |||
| 92.70 | 96.40 | 1 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.15 | 15 | 110.5% | -0.00 | 0.0001 | -0.003 | |||
| 87.70 | 91.60 | 1 | 63.5% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 0.9500 | 13 | 89.6% | -0.00 | 0.0002 | -0.004 | ||
| 82.80 | 86.80 | 71.5% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 0.7500 | 8 | 80.8% | -0.00 | 0.0002 | -0.006 | |||
| 77.80 | 81.10 | 0.99 | 0.0004 | 0.000 | 145 | 0 | 0.7500 | 4 | 75.5% | -0.00 | 0.0004 | -0.008 | ||||
| 72.80 | 75.90 | 2 | 0.99 | 0.0005 | -0.002 | 150 | 0 | 0.7500 | 1 | 5 | 70.4% | -0.01 | 0.0005 | -0.011 | ||
| 67.90 | 71.30 | 2 | 0.99 | 0.0007 | -0.006 | 155 | 0 | 0.7500 | 6 | 65.4% | -0.01 | 0.0007 | -0.014 | |||
| 63.00 | 67.00 | 1 | 57.6% | 0.99 | 0.0010 | -0.011 | 160 | 0 | 0.7500 | 208 | 60.6% | -0.01 | 0.0010 | -0.019 | ||
| 58.00 | 61.50 | 5 | 31.9% | 0.98 | 0.0013 | -0.017 | 165 | 0 | 1.85 | 21 | 66.3% | -0.02 | 0.0013 | -0.024 | ||
| 53.20 | 56.10 | 3 | 0.97 | 0.0018 | -0.025 | 170 | 0.0500 | 0.4500 | 1 | 67 | 47.9% | -0.03 | 0.0018 | -0.032 | ||
| 48.30 | 51.40 | 4 | 35.6% | 0.96 | 0.0025 | -0.034 | 175 | 0.1000 | 1.75 | 46 | 55.9% | -0.04 | 0.0025 | -0.040 | ||
| 43.80 | 46.60 | 9 | 42.5% | 0.95 | 0.0033 | -0.045 | 180 | 0.3500 | 1.25 | 53 | 49.2% | -0.05 | 0.0033 | -0.051 | ||
| 38.80 | 41.90 | 6 | 40.3% | 0.93 | 0.0043 | -0.058 | 185 | 0.7500 | 1.65 | 34 | 48.8% | -0.07 | 0.0043 | -0.063 | ||
| 34.20 | 37.50 | 7 | 41.6% | 0.91 | 0.0055 | -0.073 | 190 | 1.10 | 2.05 | 179 | 47.0% | -0.09 | 0.0056 | -0.078 | ||
| 30.10 | 32.20 | 20 | 39.2% | 0.87 | 0.0070 | -0.089 | 195 | 1.60 | 2.05 | 70 | 43.5% | -0.13 | 0.0070 | -0.093 | ||
| 25.40 | 28.10 | 2 | 85 | 38.2% | 0.84 | 0.0086 | -0.106 | 200 | 2.25 | 2.65 | 307 | 42.0% | -0.16 | 0.0086 | -0.110 | |
| 19.40 | 20.40 | 1 | 68 | 42.3% | 0.73 | 0.0119 | -0.139 | 210 | 4.40 | 5.20 | 6 | 242 | 41.4% | -0.27 | 0.0120 | -0.141 |
| 12.90 | 13.60 | 1 | 123 | 40.3% | 0.60 | 0.0145 | -0.159 | 220 | 7.90 | 8.50 | 7 | 384 | 39.9% | -0.40 | 0.0146 | -0.162 |
| 8.10 | 8.50 | 7 | 229 | 39.5% | 0.45 | 0.0151 | -0.161 | 230 | 12.90 | 14.90 | 130 | 41.6% | -0.55 | 0.0153 | -0.162 | |
| 4.60 | 5.00 | 3 | 381 | 38.9% | 0.31 | 0.0135 | -0.142 | 240 | 19.40 | 21.50 | 39 | 41.3% | -0.70 | 0.0138 | -0.143 | |
| 2.60 | 2.90 | 17 | 98 | 39.3% | 0.20 | 0.0107 | -0.113 | 250 | 26.80 | 29.50 | 30 | 40.9% | -0.81 | 0.0110 | -0.114 | |
| 1.40 | 1.65 | 1 | 80 | 39.9% | 0.12 | 0.0077 | -0.083 | 260 | 36.20 | 38.50 | 50 | 44.7% | -0.89 | 0.0081 | -0.084 | |
| 0.7000 | 1.10 | 1 | 41 | 41.3% | 0.08 | 0.0052 | -0.059 | 270 | 45.30 | 47.90 | 46.2% | -0.94 | 0.0057 | -0.059 | ||
| 0 | 1.50 | 69 | 45.6% | 0.05 | 0.0034 | -0.040 | 280 | 54.80 | 57.90 | 50.0% | -0.97 | 0.0040 | -0.040 | |||
| 0 | 1.70 | 7 | 52.5% | 0.03 | 0.0022 | -0.027 | 290 | 63.80 | 67.80 | 46.2% | -0.99 | 0.0022 | -0.026 | |||
| 0.0500 | 0.4000 | 1 | 82 | 46.2% | 0.02 | 0.0014 | -0.018 | 300 | 74.40 | 77.80 | 58.1% | -1.00 | 0.0003 | -0.021 | ||
| 0 | 0.2000 | 50 | 45.4% | 0.01 | 0.0009 | -0.013 | 310 | 84.50 | 87.80 | 64.1% | -1.00 | 0.0000 | -0.021 | |||
| 0 | 0.7500 | 34 | 58.9% | 0.01 | 0.0006 | -0.009 | 320 | 93.80 | 97.80 | 60.6% | -1.00 | 0.0000 | -0.021 | |||
| 0 | 0.7500 | 38 | 63.1% | 0.00 | 0.0004 | -0.006 | 330 | 104.20 | 107.80 | 70.9% | -1.00 | 0.0000 | -0.021 | |||
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