FSLR option chain First Solar, Inc.
Cboe delayed options data · as of 12:36 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 ±14.8% (148.82–200.52) · ATM IV 60.1% · P/C open interest 0.94
| 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 | |
| 52.35 | 55.15 | 8 | 69.9% | 0.97 | 0.0018 | -0.029 | 120 | 0.3200 | 0.5500 | 100 | 704 | 66.6% | -0.03 | 0.0018 | -0.029 | |
| 47.55 | 50.35 | 67.0% | 0.96 | 0.0025 | -0.040 | 125 | 0.3900 | 0.8800 | 9 | 113 | 64.8% | -0.04 | 0.0025 | -0.040 | ||
| 42.95 | 45.65 | 11 | 65.7% | 0.94 | 0.0034 | -0.053 | 130 | 0.2100 | 0.9700 | 2 | 179 | 57.5% | -0.06 | 0.0034 | -0.053 | |
| 38.40 | 40.95 | 1 | 63.3% | 0.92 | 0.0045 | -0.069 | 135 | 0.4200 | 1.37 | 17 | 213 | 56.2% | -0.08 | 0.0045 | -0.070 | |
| 33.60 | 37.20 | 5 | 12 | 63.4% | 0.89 | 0.0058 | -0.088 | 140 | 1.35 | 2.00 | 64 | 301 | 58.8% | -0.11 | 0.0058 | -0.088 |
| 29.40 | 33.05 | 62.5% | 0.85 | 0.0071 | -0.108 | 145 | 1.24 | 4.40 | 3 | 93 | 61.5% | -0.15 | 0.0072 | -0.108 | ||
| 25.75 | 29.15 | 3 | 27 | 62.9% | 0.81 | 0.0084 | -0.128 | 150 | 2.48 | 3.90 | 5 | 376 | 56.3% | -0.20 | 0.0085 | -0.128 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 152.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 22.45 | 24.80 | 1 | 61.2% | 0.75 | 0.0097 | -0.146 | 155 | 3.55 | 6.40 | 2 | 460 | 59.2% | -0.25 | 0.0097 | -0.147 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 157.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 19.05 | 21.45 | 11 | 16 | 60.7% | 0.70 | 0.0107 | -0.161 | 160 | 5.20 | 7.75 | 136 | 491 | 58.3% | -0.30 | 0.0108 | -0.162 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.40 | 19.20 | 2 | 58 | 60.9% | 0.64 | 0.0116 | -0.173 | 165 | 7.20 | 9.90 | 18 | 277 | 58.9% | -0.36 | 0.0116 | -0.174 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 14.05 | 15.75 | 20 | 89 | 62.2% | 0.58 | 0.0121 | -0.181 | 170 | 9.40 | 12.35 | 1,016 | 2,491 | 59.0% | -0.42 | 0.0122 | -0.182 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.45 | 13.30 | 5 | 264 | 61.4% | 0.52 | 0.0124 | -0.184 | 175 | 11.95 | 15.00 | 212 | 1,396 | 58.9% | -0.48 | 0.0125 | -0.186 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.20 | 11.30 | 91 | 259 | 61.1% | 0.46 | 0.0123 | -0.183 | 180 | 14.40 | 17.80 | 58 | 1,875 | 57.4% | -0.55 | 0.0124 | -0.185 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.15 | 9.60 | 42 | 696 | 60.6% | 0.40 | 0.0120 | -0.178 | 185 | 18.25 | 21.05 | 13 | 359 | 58.9% | -0.60 | 0.0121 | -0.180 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.45 | 8.10 | 55 | 239 | 60.2% | 0.35 | 0.0114 | -0.170 | 190 | 21.15 | 24.45 | 9 | 855 | 57.1% | -0.66 | 0.0116 | -0.172 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.10 | 6.75 | 6 | 613 | 59.9% | 0.30 | 0.0107 | -0.159 | 195 | 25.60 | 28.05 | 272 | 58.5% | -0.71 | 0.0109 | -0.162 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.25 | 5.40 | 92 | 1,956 | 62.6% | 0.25 | 0.0099 | -0.147 | 200 | 30.65 | 32.10 | 2 | 1,595 | 62.0% | -0.75 | 0.0101 | -0.150 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.76 | 4.05 | 80 | 1,095 | 64.5% | 0.18 | 0.0080 | -0.120 | 210 | 37.45 | 40.65 | 2 | 321 | 56.8% | -0.83 | 0.0083 | -0.125 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.32 | 2.79 | 135 | 1,881 | 63.2% | 0.13 | 0.0062 | -0.095 | 220 | 46.80 | 49.70 | 812 | 57.9% | -0.88 | 0.0066 | -0.100 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7300 | 1.51 | 81 | 219 | 61.2% | 0.09 | 0.0047 | -0.074 | 230 | 56.40 | 59.10 | 102 | 58.5% | -0.92 | 0.0051 | -0.080 | |
| 0.3100 | 0.8800 | 35 | 644 | 59.8% | 0.06 | 0.0036 | -0.057 | 240 | 65.55 | 68.70 | 242 | -0.95 | 0.0038 | -0.063 | ||
| 0.4000 | 0.7900 | 570 | 4,630 | 65.6% | 0.04 | 0.0026 | -0.044 | 250 | 75.80 | 78.50 | 68 | -0.97 | 0.0028 | -0.048 | ||
| 0 | 0.6900 | 866 | 65.0% | 0.03 | 0.0020 | -0.035 | 260 | 85.25 | 89.10 | 3 | -0.98 | 0.0019 | -0.034 | |||
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