FSLR option chain First Solar, 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 ±48.6% (106.11–306.81) · ATM IV 52.8% · P/C open interest 0.48
| 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 | |
| 111.80 | 116.00 | 3 | 55.6% | 0.93 | 0.0010 | -0.001 | 105 | 4.95 | 6.35 | 127 | 54.9% | -0.07 | 0.0010 | -0.017 | ||
| 108.05 | 112.50 | 101 | 55.6% | 0.92 | 0.0011 | -0.003 | 110 | 6.10 | 6.80 | 1,141 | 54.2% | -0.08 | 0.0012 | -0.019 | ||
| 104.00 | 108.50 | 2 | 54.4% | 0.91 | 0.0012 | -0.005 | 115 | 6.80 | 8.50 | 11 | 54.5% | -0.09 | 0.0013 | -0.021 | ||
| 100.85 | 105.00 | 6 | 54.8% | 0.90 | 0.0014 | -0.008 | 120 | 7.95 | 9.00 | 1,350 | 53.5% | -0.10 | 0.0014 | -0.022 | ||
| 97.75 | 100.25 | 3 | 53.7% | 0.89 | 0.0015 | -0.010 | 125 | 9.20 | 10.30 | 106 | 53.5% | -0.12 | 0.0015 | -0.024 | ||
| 94.00 | 98.50 | 1 | 54.8% | 0.88 | 0.0016 | -0.012 | 130 | 10.50 | 11.75 | 104 | 69 | 53.4% | -0.13 | 0.0016 | -0.026 | |
| 91.00 | 94.90 | 10 | 54.6% | 0.86 | 0.0017 | -0.015 | 135 | 11.80 | 13.35 | 1,251 | 53.3% | -0.14 | 0.0018 | -0.028 | ||
| 87.55 | 91.75 | 42 | 54.2% | 0.85 | 0.0018 | -0.017 | 140 | 13.35 | 15.00 | 50 | 53.3% | -0.16 | 0.0019 | -0.029 | ||
| 84.70 | 89.00 | 24 | 54.6% | 0.84 | 0.0019 | -0.019 | 145 | 14.20 | 16.50 | 22 | 52.5% | -0.17 | 0.0020 | -0.031 | ||
| 81.00 | 85.35 | 71 | 53.4% | 0.82 | 0.0020 | -0.021 | 150 | 16.10 | 19.10 | 9,431 | 53.2% | -0.18 | 0.0021 | -0.033 | ||
| 79.00 | 82.45 | 85 | 54.0% | 0.81 | 0.0021 | -0.023 | 155 | 18.50 | 20.30 | 2,298 | 53.0% | -0.20 | 0.0022 | -0.034 | ||
| 75.90 | 79.60 | 5 | 552 | 53.6% | 0.80 | 0.0022 | -0.025 | 160 | 20.60 | 22.05 | 1,548 | 52.9% | -0.21 | 0.0023 | -0.035 | |
| 73.50 | 76.80 | 31 | 53.7% | 0.78 | 0.0023 | -0.027 | 165 | 22.55 | 24.35 | 79 | 53.0% | -0.23 | 0.0024 | -0.037 | ||
| 71.00 | 74.20 | 830 | 53.7% | 0.77 | 0.0024 | -0.029 | 170 | 24.15 | 26.50 | 7,615 | 52.5% | -0.24 | 0.0025 | -0.038 | ||
| 68.30 | 71.65 | 58 | 53.5% | 0.75 | 0.0024 | -0.030 | 175 | 26.15 | 28.55 | 11 | 1,524 | 52.2% | -0.26 | 0.0026 | -0.039 | |
| 66.00 | 69.20 | 223 | 53.5% | 0.74 | 0.0025 | -0.032 | 180 | 29.20 | 31.00 | 10.7K | 52.7% | -0.27 | 0.0027 | -0.040 | ||
| 63.50 | 66.70 | 20 | 53.3% | 0.72 | 0.0026 | -0.033 | 185 | 31.60 | 33.55 | 132 | 52.7% | -0.29 | 0.0028 | -0.041 | ||
| 61.00 | 64.75 | 53 | 53.3% | 0.71 | 0.0027 | -0.035 | 190 | 34.10 | 35.95 | 2,036 | 52.6% | -0.31 | 0.0029 | -0.042 | ||
| 59.10 | 62.15 | 24 | 53.2% | 0.70 | 0.0027 | -0.036 | 195 | 36.60 | 38.75 | 36 | 52.6% | -0.32 | 0.0030 | -0.043 | ||
| 57.00 | 60.30 | 1 | 226 | 53.3% | 0.68 | 0.0028 | -0.037 | 200 | 38.35 | 41.30 | 2 | 77 | 52.0% | -0.34 | 0.0030 | -0.044 |
| 52.55 | 55.90 | 114 | 52.8% | 0.65 | 0.0029 | -0.039 | 210 | 44.90 | 47.35 | 1 | 150 | 52.7% | -0.37 | 0.0032 | -0.045 | |
| 49.00 | 51.20 | 30 | 52.3% | 0.62 | 0.0030 | -0.041 | 220 | 50.85 | 52.70 | 1,062 | 52.4% | -0.40 | 0.0033 | -0.046 | ||
| 45.80 | 48.90 | 1 | 107 | 53.1% | 0.60 | 0.0030 | -0.042 | 230 | 56.05 | 59.25 | 349 | 51.9% | -0.43 | 0.0034 | -0.047 | |
| 42.60 | 44.75 | 155 | 52.6% | 0.57 | 0.0031 | -0.043 | 240 | 63.35 | 65.90 | 204 | 52.4% | -0.46 | 0.0035 | -0.047 | ||
| 39.65 | 42.20 | 8 | 241 | 52.8% | 0.54 | 0.0031 | -0.044 | 250 | 70.65 | 72.70 | 24 | 2,120 | 52.6% | -0.49 | 0.0036 | -0.047 |
| 37.05 | 39.00 | 108 | 2,019 | 52.6% | 0.52 | 0.0031 | -0.045 | 260 | 77.05 | 79.80 | 1,028 | 3,605 | 52.3% | -0.52 | 0.0036 | -0.047 |
| 33.55 | 36.65 | 43 | 2,250 | 52.2% | 0.49 | 0.0031 | -0.045 | 270 | 84.25 | 86.70 | 130 | 52.1% | -0.55 | 0.0037 | -0.046 | |
| 31.40 | 34.20 | 2 | 1,084 | 52.3% | 0.47 | 0.0031 | -0.045 | 280 | 91.60 | 94.50 | 11 | 52.2% | -0.58 | 0.0037 | -0.046 | |
| 28.85 | 31.55 | 51 | 51.9% | 0.45 | 0.0031 | -0.045 | 290 | 99.70 | 102.00 | 56 | 52.3% | -0.60 | 0.0037 | -0.045 | ||
| 28.00 | 30.00 | 23 | 7,064 | 52.8% | 0.43 | 0.0031 | -0.045 | 300 | 107.20 | 110.00 | 1,059 | 52.1% | -0.63 | 0.0038 | -0.044 | |
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs