GILD option chain Gilead Sciences, Inc.
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 ±17.3% (123.14–174.78) · ATM IV 29.7% · P/C open interest 1.03
| 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 | |
| 73.00 | 75.95 | 1 | 47.3% | 0.99 | 0.0004 | 0.000 | 75 | 0 | 0.3600 | 1 | 43.9% | -0.01 | 0.0005 | -0.002 | ||
| 68.25 | 71.10 | 2 | 45.4% | 0.99 | 0.0006 | 0.000 | 80 | 0.0700 | 0.4200 | 42.0% | -0.01 | 0.0007 | -0.003 | |||
| 63.60 | 66.05 | 5 | 42.1% | 0.99 | 0.0009 | 0.000 | 85 | 0.0100 | 0.5200 | 7 | 38.9% | -0.02 | 0.0010 | -0.004 | ||
| 58.60 | 61.05 | 2 | 36.2% | 0.98 | 0.0013 | 0.000 | 90 | 0.2500 | 0.6700 | 5 | 38.9% | -0.03 | 0.0014 | -0.006 | ||
| 53.80 | 56.65 | 4 | 37.3% | 0.97 | 0.0018 | 0.000 | 95 | 0.2400 | 0.9900 | 17 | 37.3% | -0.04 | 0.0019 | -0.008 | ||
| 49.25 | 52.00 | 8 | 36.8% | 0.96 | 0.0024 | -0.002 | 100 | 0.6200 | 1.12 | 67 | 36.3% | -0.05 | 0.0026 | -0.010 | ||
| 44.65 | 47.45 | 7 | 35.7% | 0.94 | 0.0032 | -0.005 | 105 | 0.9900 | 1.30 | 148 | 34.8% | -0.07 | 0.0034 | -0.012 | ||
| 40.15 | 43.00 | 14 | 34.7% | 0.92 | 0.0041 | -0.008 | 110 | 1.27 | 1.98 | 460 | 34.2% | -0.09 | 0.0043 | -0.015 | ||
| 35.80 | 38.65 | 31 | 33.7% | 0.89 | 0.0052 | -0.012 | 115 | 2.11 | 2.51 | 575 | 34.0% | -0.12 | 0.0054 | -0.018 | ||
| 31.80 | 34.45 | 11 | 33.2% | 0.86 | 0.0063 | -0.015 | 120 | 2.95 | 3.25 | 1,370 | 32.9% | -0.15 | 0.0065 | -0.020 | ||
| 27.75 | 30.55 | 47 | 32.5% | 0.82 | 0.0076 | -0.019 | 125 | 3.90 | 4.10 | 166 | 32.3% | -0.19 | 0.0078 | -0.023 | ||
| 24.45 | 26.80 | 140 | 32.5% | 0.78 | 0.0088 | -0.022 | 130 | 5.05 | 5.30 | 126 | 31.7% | -0.23 | 0.0090 | -0.026 | ||
| 21.15 | 23.10 | 64 | 31.8% | 0.73 | 0.0099 | -0.025 | 135 | 6.50 | 6.80 | 59 | 31.2% | -0.28 | 0.0101 | -0.028 | ||
| 17.65 | 18.95 | 166 | 29.7% | 0.67 | 0.0110 | -0.028 | 140 | 8.10 | 8.60 | 176 | 30.6% | -0.34 | 0.0112 | -0.030 | ||
| 14.90 | 16.10 | 127 | 29.6% | 0.62 | 0.0118 | -0.029 | 145 | 10.10 | 10.80 | 85 | 30.3% | -0.40 | 0.0120 | -0.031 | ||
| 12.40 | 13.45 | 1,643 | 29.3% | 0.56 | 0.0123 | -0.031 | 150 | 12.60 | 13.20 | 22 | 30.1% | -0.46 | 0.0126 | -0.031 | ||
| 10.55 | 11.60 | 378 | 29.9% | 0.50 | 0.0125 | -0.031 | 155 | 15.25 | 16.15 | 18 | 30.0% | -0.52 | 0.0129 | -0.031 | ||
| 8.25 | 10.10 | 123 | 29.8% | 0.44 | 0.0125 | -0.030 | 160 | 17.85 | 19.75 | 1 | 30.0% | -0.58 | 0.0130 | -0.030 | ||
| 6.75 | 7.40 | 206 | 28.6% | 0.38 | 0.0121 | -0.029 | 165 | 21.45 | 22.45 | 1 | 29.4% | -0.64 | 0.0128 | -0.029 | ||
| 5.45 | 6.05 | 44 | 28.6% | 0.33 | 0.0116 | -0.028 | 170 | 24.25 | 26.20 | 28.4% | -0.70 | 0.0125 | -0.027 | |||
| 3.90 | 4.85 | 61 | 27.9% | 0.28 | 0.0108 | -0.026 | 175 | 27.80 | 30.30 | 28.1% | -0.76 | 0.0121 | -0.025 | |||
| 3.65 | 3.85 | 21 | 28.7% | 0.23 | 0.0099 | -0.024 | 180 | 31.85 | 34.55 | 28.0% | -0.81 | 0.0116 | -0.023 | |||
| 2.48 | 3.05 | 31 | 28.0% | 0.20 | 0.0089 | -0.021 | 185 | 36.15 | 38.60 | 27.1% | -0.85 | 0.0108 | -0.021 | |||
| 1.83 | 2.83 | 9 | 28.6% | 0.16 | 0.0079 | -0.019 | 190 | 40.65 | 43.45 | 27.5% | -0.89 | 0.0097 | -0.018 | |||
| 1.34 | 2.30 | 10 | 28.5% | 0.13 | 0.0070 | -0.017 | 195 | 45.25 | 48.30 | 27.4% | -0.93 | 0.0081 | -0.013 | |||
| 0.9700 | 1.85 | 40 | 28.4% | 0.11 | 0.0061 | -0.015 | 200 | 50.05 | 52.95 | -0.95 | 0.0062 | -0.007 | ||||
| 0.6600 | 1.22 | 2 | 29.1% | 0.07 | 0.0045 | -0.011 | 210 | 59.95 | 63.05 | 25.9% | -0.99 | 0.0027 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.