GILD option chain Gilead Sciences, Inc.

Expiration Cboe delayed options data · as of 09:37 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 ±16.3% (131.03–181.93) · ATM IV 32.0% · P/C open interest 1.07

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
74.95	78.75		2		0.99	0.0004	0.000	80	0	0.7400			54.4%	-0.01	0.0004	-0.003
70.50	73.35		4		0.99	0.0006	0.000	85	0	0.8200		19	50.9%	-0.01	0.0006	-0.004
65.65	68.50		2	28.6%	0.99	0.0008	0.000	90	0	0.9300		5	47.7%	-0.01	0.0009	-0.005
61.10	63.65		5	39.7%	0.98	0.0011	0.000	95	0	0.8800		24	43.3%	-0.02	0.0012	-0.007
55.60	59.40		49	37.0%	0.97	0.0016	0.000	100	0	1.46		65	43.4%	-0.03	0.0017	-0.009
50.85	54.65		7	36.4%	0.96	0.0021	0.000	105	0.0800	1.36		176	39.4%	-0.04	0.0023	-0.011
46.15	50.00		42	35.8%	0.95	0.0028	-0.001	110	0.5200	1.21	390	592	37.0%	-0.06	0.0030	-0.014
41.60	45.40		33	35.2%	0.93	0.0036	-0.005	115	0.7500	1.69	9	616	36.1%	-0.07	0.0038	-0.017
37.15	40.95		14	34.7%	0.91	0.0046	-0.010	120	1.16	2.33	8	1,375	35.6%	-0.10	0.0048	-0.020
32.85	36.60		73	34.0%	0.88	0.0058	-0.015	125	1.35	3.35	1	247	34.6%	-0.13	0.0060	-0.024
29.70	31.15	3	151	32.7%	0.84	0.0070	-0.020	130	2.05	4.30	1	200	34.0%	-0.17	0.0072	-0.028
25.55	27.65	4	59	32.6%	0.80	0.0083	-0.025	135	3.10	5.60	2	98	33.8%	-0.21	0.0085	-0.031
22.25	23.65	3	134	32.2%	0.75	0.0096	-0.029	140	4.10	7.40		249	33.6%	-0.26	0.0097	-0.034
17.75	21.75		143	32.3%	0.70	0.0107	-0.033	145	5.65	9.00	11	313	33.0%	-0.31	0.0109	-0.037
14.75	18.75	1	1,681	32.1%	0.64	0.0117	-0.036	150	7.60	10.70	13	202	32.4%	-0.37	0.0118	-0.038
12.40	15.45		448	31.6%	0.58	0.0124	-0.038	155	10.30	12.75	8	132	32.4%	-0.43	0.0125	-0.039
11.25	13.05	6	205	32.9%	0.52	0.0127	-0.039	160	12.55	15.35	4	25	31.8%	-0.49	0.0130	-0.039
8.15	10.35	3	284	30.6%	0.46	0.0128	-0.039	165	14.75	18.75	1	10	31.5%	-0.56	0.0131	-0.038
7.45	8.75	4	117	32.1%	0.40	0.0125	-0.038	170	19.50	22.00		4	33.3%	-0.62	0.0129	-0.036
5.85	7.25	7	158	31.9%	0.34	0.0120	-0.036	175	21.55	24.95			30.5%	-0.68	0.0124	-0.033
3.95	5.75	1	120	30.5%	0.29	0.0112	-0.034	180	25.65	28.60		2	30.7%	-0.73	0.0116	-0.029
3.05	5.25		76	31.4%	0.24	0.0103	-0.031	185	29.35	33.30			31.4%	-0.78	0.0106	-0.025
1.63	4.30	3	25	30.2%	0.20	0.0092	-0.028	190	33.60	37.50			31.6%	-0.82	0.0096	-0.020
2.02	3.60		32	32.2%	0.16	0.0082	-0.024	195	38.00	41.85			31.8%	-0.86	0.0087	-0.016
1.51	2.49	4	97	31.2%	0.13	0.0071	-0.021	200	42.60	46.40			32.2%	-0.89	0.0081	-0.013
0.6800	1.30	3	4	29.8%	0.09	0.0052	-0.015	210	52.00	55.80			33.6%	-0.96	0.0088	-0.008
0.2300	0.9300	3	100	29.9%	0.06	0.0037	-0.011	220	61.90	65.60			36.6%	-1.00	0.0013	-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 — 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.

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GILD option chain Gilead Sciences, Inc.

Volatility smile — Mar 19, 2027

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