GILD option chain Gilead Sciences, Inc.
Cboe delayed options data · as of 15:34 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 ±12.7% (130.09–167.84) · ATM IV 29.2% · P/C open interest 1.57
| 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 | |
| 72.75 | 75.60 | 57.6% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.2200 | 15 | 55.4% | -0.00 | 0.0001 | -0.001 | |||
| 67.70 | 70.65 | 48.7% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 0.2300 | 8 | 50.9% | -0.00 | 0.0003 | -0.001 | |||
| 62.45 | 65.95 | 4 | 40.5% | 1.00 | 0.0004 | 0.000 | 85 | 0 | 0.2400 | 117 | 46.7% | -0.00 | 0.0004 | -0.002 | ||
| 57.70 | 60.60 | 5 | 0.99 | 0.0006 | 0.000 | 90 | 0 | 0.2600 | 1,300 | 42.8% | -0.01 | 0.0007 | -0.003 | |||
| 53.05 | 55.90 | 87 | 41.5% | 0.99 | 0.0009 | 0.000 | 95 | 0.0100 | 0.3400 | 282 | 40.4% | -0.01 | 0.0010 | -0.005 | ||
| 47.70 | 51.30 | 53 | 36.1% | 0.98 | 0.0014 | 0.000 | 100 | 0.0700 | 0.4100 | 117 | 38.1% | -0.02 | 0.0016 | -0.007 | ||
| 43.40 | 46.30 | 56 | 38.8% | 0.97 | 0.0022 | 0.000 | 105 | 0.1700 | 0.5400 | 561 | 36.5% | -0.03 | 0.0024 | -0.009 | ||
| 38.60 | 41.50 | 51 | 36.5% | 0.96 | 0.0032 | -0.000 | 110 | 0.3100 | 0.7400 | 1,340 | 34.9% | -0.05 | 0.0034 | -0.012 | ||
| 34.05 | 36.90 | 72 | 36.0% | 0.94 | 0.0045 | -0.006 | 115 | 0.5300 | 1.03 | 522 | 33.5% | -0.07 | 0.0048 | -0.016 | ||
| 30.00 | 31.20 | 132 | 31.9% | 0.91 | 0.0062 | -0.012 | 120 | 0.9000 | 1.62 | 1 | 1,104 | 33.1% | -0.10 | 0.0065 | -0.021 | |
| 25.15 | 28.00 | 104 | 33.4% | 0.87 | 0.0081 | -0.018 | 125 | 1.47 | 2.13 | 381 | 31.8% | -0.14 | 0.0085 | -0.026 | ||
| 21.15 | 23.85 | 1,207 | 32.7% | 0.82 | 0.0103 | -0.025 | 130 | 2.51 | 2.84 | 829 | 31.1% | -0.19 | 0.0106 | -0.031 | ||
| 17.30 | 20.00 | 152 | 31.7% | 0.76 | 0.0126 | -0.031 | 135 | 3.65 | 4.10 | 2 | 348 | 30.7% | -0.25 | 0.0128 | -0.036 | |
| 14.25 | 16.05 | 1 | 289 | 31.0% | 0.69 | 0.0146 | -0.036 | 140 | 5.25 | 5.60 | 300 | 30.2% | -0.32 | 0.0148 | -0.039 | |
| 11.40 | 12.05 | 235 | 29.3% | 0.61 | 0.0161 | -0.040 | 145 | 7.05 | 7.75 | 123 | 29.9% | -0.40 | 0.0162 | -0.041 | ||
| 8.85 | 9.40 | 354 | 29.0% | 0.53 | 0.0170 | -0.042 | 150 | 9.35 | 10.15 | 47 | 29.4% | -0.48 | 0.0171 | -0.042 | ||
| 6.70 | 7.25 | 367 | 28.9% | 0.45 | 0.0171 | -0.042 | 155 | 12.15 | 12.90 | 62 | 29.0% | -0.57 | 0.0173 | -0.041 | ||
| 5.05 | 5.60 | 763 | 29.1% | 0.37 | 0.0164 | -0.040 | 160 | 15.00 | 16.75 | 14 | 29.2% | -0.65 | 0.0168 | -0.038 | ||
| 3.65 | 4.10 | 282 | 28.8% | 0.30 | 0.0150 | -0.036 | 165 | 17.90 | 20.65 | 7 | 28.2% | -0.72 | 0.0158 | -0.034 | ||
| 2.61 | 3.05 | 231 | 28.8% | 0.23 | 0.0133 | -0.032 | 170 | 21.90 | 24.20 | 3 | 27.1% | -0.79 | 0.0145 | -0.030 | ||
| 1.78 | 2.16 | 5 | 110 | 28.5% | 0.18 | 0.0114 | -0.028 | 175 | 26.30 | 28.80 | 28.0% | -0.85 | 0.0128 | -0.024 | ||
| 1.06 | 1.92 | 31 | 29.1% | 0.14 | 0.0095 | -0.024 | 180 | 30.50 | 33.10 | 24.9% | -0.90 | 0.0107 | -0.018 | |||
| 0.3300 | 1.42 | 24 | 27.9% | 0.10 | 0.0078 | -0.019 | 185 | 35.15 | 37.75 | -0.93 | 0.0083 | -0.011 | ||||
| 0.3600 | 1.07 | 3 | 29.1% | 0.08 | 0.0062 | -0.016 | 190 | 40.05 | 42.75 | -0.96 | 0.0060 | -0.003 | ||||
| 0.3600 | 0.8200 | 9 | 30.2% | 0.06 | 0.0050 | -0.013 | 195 | 44.80 | 47.50 | -0.98 | 0.0039 | 0.000 | ||||
| 0.2300 | 0.4300 | 1 | 116 | 29.1% | 0.04 | 0.0039 | -0.010 | 200 | 49.80 | 53.00 | -0.99 | 0.0023 | 0.000 | |||
| 0.0700 | 0.4100 | 1 | 31.3% | 0.02 | 0.0024 | -0.006 | 210 | 59.65 | 62.80 | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 0.3100 | 25 | 32.7% | 0.01 | 0.0014 | -0.004 | 220 | 69.70 | 72.35 | -1.00 | 0.0001 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs