GILD option chain Gilead Sciences, Inc.
Cboe delayed options data · as of 12:35 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 ±7.6% (138.28–161.03) · ATM IV 27.4% · P/C open interest 0.38
| 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 | |
| 57.55 | 61.70 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.13 | 45 | 96.2% | -0.00 | 0.0001 | -0.001 | ||||
| 52.65 | 56.70 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.13 | 87.6% | -0.00 | 0.0002 | -0.001 | |||||
| 48.15 | 51.60 | 8 | 63.3% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.4000 | 12 | 57.8% | -0.00 | 0.0004 | -0.002 | ||
| 43.35 | 46.60 | 3 | 59.9% | 1.00 | 0.0002 | 0.000 | 105 | 0 | 0.3000 | 8 | 49.4% | -0.01 | 0.0007 | -0.003 | ||
| 38.40 | 41.60 | 1 | 53.5% | 1.00 | 0.0006 | 0.000 | 110 | 0 | 0.4400 | 42 | 46.4% | -0.01 | 0.0012 | -0.005 | ||
| 33.40 | 35.90 | 0.99 | 0.0015 | 0.000 | 115 | 0 | 0.2900 | 75 | 37.9% | -0.02 | 0.0022 | -0.008 | ||||
| 28.80 | 30.95 | 3 | 15 | 36.6% | 0.98 | 0.0033 | -0.006 | 120 | 0.0400 | 0.3400 | 440 | 34.1% | -0.03 | 0.0037 | -0.013 | |
| 24.00 | 26.05 | 57 | 34.3% | 0.96 | 0.0062 | -0.015 | 125 | 0.1300 | 0.4800 | 103 | 156 | 31.3% | -0.05 | 0.0062 | -0.020 | |
| 19.25 | 21.35 | 252 | 32.0% | 0.92 | 0.0105 | -0.027 | 130 | 0.0500 | 0.7700 | 202 | 258 | 27.4% | -0.09 | 0.0100 | -0.029 | |
| 14.95 | 16.75 | 3 | 396 | 30.5% | 0.86 | 0.0158 | -0.038 | 135 | 0.9900 | 1.22 | 151 | 269 | 28.6% | -0.15 | 0.0152 | -0.039 |
| 10.55 | 12.45 | 2 | 524 | 27.3% | 0.77 | 0.0215 | -0.050 | 140 | 1.84 | 2.25 | 56 | 157 | 27.8% | -0.24 | 0.0214 | -0.051 |
| 7.05 | 8.40 | 78 | 1,086 | 25.2% | 0.65 | 0.0266 | -0.058 | 145 | 2.27 | 5.00 | 50 | 115 | 27.5% | -0.36 | 0.0270 | -0.060 |
| 4.70 | 6.10 | 25 | 414 | 27.1% | 0.51 | 0.0290 | -0.061 | 150 | 4.70 | 7.25 | 18 | 27.6% | -0.50 | 0.0298 | -0.063 | |
| 2.78 | 3.95 | 50 | 699 | 26.9% | 0.37 | 0.0276 | -0.058 | 155 | 7.70 | 9.15 | 304 | 24.5% | -0.65 | 0.0286 | -0.059 | |
| 1.68 | 2.25 | 25 | 197 | 26.8% | 0.25 | 0.0230 | -0.049 | 160 | 11.75 | 12.95 | 5 | 25.5% | -0.77 | 0.0240 | -0.049 | |
| 0.8500 | 1.25 | 56 | 484 | 26.5% | 0.16 | 0.0174 | -0.038 | 165 | 15.35 | 18.00 | 26.2% | -0.86 | 0.0179 | -0.037 | ||
| 0.4400 | 0.9800 | 14 | 39 | 28.3% | 0.10 | 0.0123 | -0.028 | 170 | 20.40 | 22.45 | 28.4% | -0.92 | 0.0122 | -0.025 | ||
| 0 | 0.5700 | 6 | 26.9% | 0.06 | 0.0084 | -0.020 | 175 | 24.75 | 27.30 | 24.0% | -0.96 | 0.0077 | -0.014 | |||
| 0 | 0.5600 | 25 | 30.5% | 0.04 | 0.0056 | -0.015 | 180 | 29.15 | 32.80 | 22.8% | -0.98 | 0.0046 | -0.006 | |||
| 0 | 0.5100 | 33.5% | 0.03 | 0.0038 | -0.010 | 185 | 34.75 | 37.55 | 36.0% | -0.99 | 0.0027 | -0.001 | ||||
| 0 | 0.6400 | 38.4% | 0.02 | 0.0025 | -0.007 | 190 | 39.90 | 42.55 | 41.6% | -0.99 | 0.0015 | 0.000 | ||||
| 0 | 0.4900 | 39.8% | 0.01 | 0.0017 | -0.005 | 195 | 44.75 | 47.30 | 38.6% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.4100 | 41.7% | 0.01 | 0.0012 | -0.004 | 200 | 49.05 | 52.30 | -1.00 | 0.0005 | 0.000 | |||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs