FSLR option chain First Solar, Inc.
Cboe delayed options data · as of 09:36 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 ±13.9% (148.80–196.95) · ATM IV 62.5% · P/C open interest 0.05
| 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 | |
| 66.65 | 70.10 | 96.7% | 0.98 | 0.0010 | -0.034 | 105 | 0 | 2.16 | 115.6% | -0.02 | 0.0010 | -0.034 | ||||
| 61.70 | 65.20 | 90.8% | 0.98 | 0.0012 | -0.036 | 110 | 0 | 2.19 | 2 | 106.8% | -0.02 | 0.0012 | -0.036 | |||
| 56.60 | 60.10 | 79.1% | 0.97 | 0.0015 | -0.039 | 115 | 0 | 2.25 | 98.7% | -0.03 | 0.0016 | -0.039 | ||||
| 52.05 | 55.35 | 81.3% | 0.97 | 0.0020 | -0.044 | 120 | 0 | 2.35 | 91.1% | -0.03 | 0.0020 | -0.044 | ||||
| 47.50 | 50.40 | 78.5% | 0.96 | 0.0025 | -0.051 | 125 | 0 | 2.35 | 2 | 82.9% | -0.04 | 0.0025 | -0.051 | |||
| 42.60 | 45.70 | 1 | 73.9% | 0.95 | 0.0033 | -0.062 | 130 | 0.0100 | 2.65 | 3 | 77.2% | -0.05 | 0.0033 | -0.062 | ||
| 38.35 | 41.10 | 73.7% | 0.93 | 0.0044 | -0.077 | 135 | 0.5100 | 1.31 | 45 | 62.9% | -0.07 | 0.0044 | -0.077 | |||
| 33.50 | 36.35 | 2 | 67.6% | 0.90 | 0.0057 | -0.096 | 140 | 0.8600 | 1.65 | 36 | 60.4% | -0.10 | 0.0057 | -0.096 | ||
| 29.25 | 32.10 | 66.4% | 0.86 | 0.0072 | -0.118 | 145 | 1.60 | 2.85 | 13 | 63.0% | -0.14 | 0.0072 | -0.119 | |||
| 25.55 | 28.05 | 66.6% | 0.82 | 0.0087 | -0.142 | 150 | 2.89 | 3.60 | 1 | 5 | 63.0% | -0.18 | 0.0088 | -0.143 | ||
| 21.75 | 24.20 | 65.1% | 0.76 | 0.0102 | -0.165 | 155 | 3.95 | 4.90 | 2 | 28 | 62.2% | -0.24 | 0.0102 | -0.166 | ||
| 18.30 | 20.85 | 64.7% | 0.71 | 0.0115 | -0.184 | 160 | 5.65 | 6.95 | 3 | 19 | 63.8% | -0.30 | 0.0115 | -0.185 | ||
| 15.15 | 17.60 | 63.6% | 0.64 | 0.0125 | -0.199 | 165 | 6.50 | 9.30 | 1 | 13 | 61.7% | -0.36 | 0.0126 | -0.200 | ||
| 12.70 | 14.35 | 12 | 39 | 62.8% | 0.58 | 0.0131 | -0.208 | 170 | 9.15 | 10.70 | 3 | 33 | 60.3% | -0.42 | 0.0132 | -0.210 |
| 10.45 | 12.50 | 40 | 5 | 64.5% | 0.51 | 0.0134 | -0.212 | 175 | 11.75 | 13.45 | 12 | 21 | 60.6% | -0.49 | 0.0135 | -0.214 |
| 8.35 | 10.30 | 7 | 63.9% | 0.45 | 0.0133 | -0.210 | 180 | 14.55 | 16.95 | 64 | 9 | 61.6% | -0.56 | 0.0134 | -0.212 | |
| 6.70 | 7.80 | 26 | 62.1% | 0.38 | 0.0128 | -0.202 | 185 | 17.35 | 19.45 | 1 | 58.2% | -0.62 | 0.0130 | -0.204 | ||
| 5.30 | 7.00 | 16 | 64.2% | 0.33 | 0.0121 | -0.190 | 190 | 20.55 | 23.10 | 1 | 57.2% | -0.68 | 0.0123 | -0.193 | ||
| 4.15 | 5.00 | 14 | 2,763 | 62.1% | 0.27 | 0.0112 | -0.176 | 195 | 24.70 | 27.25 | 4 | 59.1% | -0.73 | 0.0114 | -0.178 | |
| 3.15 | 3.95 | 11 | 3,044 | 61.8% | 0.23 | 0.0101 | -0.159 | 200 | 28.55 | 31.30 | 28 | 58.2% | -0.78 | 0.0103 | -0.162 | |
| 2.32 | 3.30 | 4 | 62.3% | 0.19 | 0.0090 | -0.142 | 205 | 32.95 | 35.85 | 12 | 59.8% | -0.82 | 0.0092 | -0.145 | ||
| 1.66 | 2.80 | 1 | 11 | 62.8% | 0.15 | 0.0079 | -0.126 | 210 | 37.25 | 40.10 | 58.3% | -0.85 | 0.0081 | -0.129 | ||
| 1.24 | 2.52 | 1 | 36 | 64.4% | 0.13 | 0.0069 | -0.111 | 215 | 41.90 | 44.40 | 1 | 56.9% | -0.88 | 0.0071 | -0.115 | |
| 1.02 | 2.10 | 38 | 65.7% | 0.11 | 0.0059 | -0.098 | 220 | 46.45 | 49.45 | 58.4% | -0.90 | 0.0062 | -0.102 | |||
| 0.6100 | 2.60 | 10 | 70.5% | 0.09 | 0.0051 | -0.086 | 225 | 51.15 | 54.75 | 62.4% | -0.92 | 0.0054 | -0.091 | |||
| 0.5200 | 3.10 | 77.0% | 0.07 | 0.0044 | -0.077 | 230 | 55.95 | 59.00 | 1 | 54.7% | -0.94 | 0.0046 | -0.082 | |||
| 0.3300 | 2.44 | 2 | 76.0% | 0.06 | 0.0038 | -0.069 | 235 | 60.75 | 64.00 | 50.5% | -0.95 | 0.0040 | -0.074 | |||
| 0.1500 | 0.8800 | 65.3% | 0.05 | 0.0033 | -0.062 | 240 | 65.65 | 69.20 | 58.6% | -0.96 | 0.0035 | -0.066 | ||||
| 0.0300 | 2.63 | 1 | 82.7% | 0.05 | 0.0029 | -0.056 | 245 | 70.95 | 74.15 | 67.6% | -0.97 | 0.0030 | -0.060 | |||
| 0 | 0.7900 | 68.5% | 0.04 | 0.0025 | -0.051 | 250 | 75.50 | 78.75 | -0.97 | 0.0026 | -0.054 | |||||
| 0 | 2.46 | 1 | 88.2% | 0.04 | 0.0022 | -0.046 | 255 | 80.45 | 83.70 | -0.98 | 0.0023 | -0.048 | ||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs