GILD option chain Gilead Sciences, Inc.

Expiration Cboe delayed options data · as of 21:39 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 ±10.7% (136.69–169.44) · ATM IV 32.5% · P/C open interest 0.96

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
72.20	75.10			64.2%	1.00	0.0002	0.000	80	0	0.4000		8	75.6%	-0.00	0.0002	-0.002
67.25	70.65		4	75.9%	1.00	0.0003	0.000	85	0	0.4200		117	69.8%	-0.00	0.0003	-0.003
62.30	65.65	1	6	69.0%	1.00	0.0004	0.000	90	0	0.4400		1,265	64.1%	-0.01	0.0005	-0.004
57.35	60.70		88	63.3%	0.99	0.0006	0.000	95	0	0.4700		282	58.9%	-0.01	0.0007	-0.006
52.40	55.15		53	41.6%	0.99	0.0009	0.000	100	0	0.7000		121	57.0%	-0.01	0.0010	-0.008
47.50	50.25		56	43.1%	0.98	0.0014	-0.003	105	0	0.7900		555	52.4%	-0.02	0.0015	-0.010
42.25	46.00		51	46.2%	0.98	0.0020	-0.007	110	0	0.6900		1,342	45.8%	-0.03	0.0022	-0.014
37.35	41.15		77	43.5%	0.97	0.0030	-0.011	115	0.2700	0.8400		521	44.8%	-0.04	0.0032	-0.018
33.00	36.35		126	44.0%	0.95	0.0043	-0.017	120	0.1500	0.9500		1,119	39.0%	-0.06	0.0046	-0.024
28.35	31.65		103	41.4%	0.92	0.0060	-0.025	125	0.6000	1.00		415	36.8%	-0.08	0.0064	-0.030
23.55	27.10		1,213	38.5%	0.89	0.0083	-0.033	130	0.6800	2.13	6	919	36.8%	-0.12	0.0088	-0.038
19.80	22.80	2	159	38.4%	0.84	0.0111	-0.042	135	1.89	2.27	19	549	35.3%	-0.17	0.0115	-0.046
15.00	18.85	1	591	34.7%	0.78	0.0142	-0.051	140	2.77	3.35	24	652	34.1%	-0.23	0.0144	-0.054
12.10	14.45		261	33.6%	0.70	0.0171	-0.059	145	3.75	5.25	13	299	33.3%	-0.32	0.0172	-0.060
8.80	11.30	4	455	32.6%	0.61	0.0193	-0.064	150	5.55	7.30	4	127	32.8%	-0.41	0.0193	-0.064
7.00	8.85	37	2,552	34.2%	0.51	0.0204	-0.066	155	7.70	9.20	38	163	30.7%	-0.51	0.0202	-0.065
4.40	6.30	22	1,258	31.9%	0.41	0.0200	-0.063	160	10.85	12.75	2	22	32.1%	-0.60	0.0197	-0.061
3.30	4.20	10	555	31.7%	0.32	0.0184	-0.058	165	13.10	16.50		7	30.0%	-0.69	0.0180	-0.055
2.39	2.82	22	518	31.9%	0.24	0.0160	-0.050	170	16.95	20.80		8	31.0%	-0.77	0.0157	-0.047
0.7100	2.69	16	221	31.6%	0.18	0.0132	-0.042	175	21.10	24.90		33	30.6%	-0.83	0.0132	-0.039
0.3200	1.30	3	202	29.1%	0.13	0.0105	-0.034	180	25.55	29.10			29.5%	-0.88	0.0112	-0.032
0.3600	1.30	1	150	32.9%	0.09	0.0081	-0.026	185	30.15	33.90			29.4%	-0.92	0.0095	-0.027
0.1000	1.11		17	33.8%	0.06	0.0062	-0.021	190	35.00	38.80				-0.96	0.0082	-0.023
0.0100	0.6700	2	19	33.0%	0.04	0.0046	-0.016	195	39.85	43.25				-0.99	0.0074	-0.019
0.0500	0.5000		148	34.5%	0.03	0.0034	-0.012	200	44.85	48.25				-1.00	0.0006	-0.019
0	2.18		1	51.5%	0.02	0.0018	-0.007	210	55.50	58.25				-1.00	0.0000	-0.019
0	0.7500		25	46.6%	0.01	0.0010	-0.004	220	65.50	68.25				-1.00	0.0000	-0.019

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.

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GILD option chain Gilead Sciences, Inc.

Volatility smile — Dec 18, 2026

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