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 ±4.3% (142.48–155.44) · ATM IV 25.9% · P/C open interest 0.45
| 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 | |
| 73.15 | 75.70 | 1 | 170.2% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.13 | 10 | 210.9% | 0.00 | 0.0000 | -0.000 | ||
| 68.15 | 70.70 | 11 | 155.2% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 28 | 193.6% | 0.00 | 0.0000 | -0.000 | ||
| 62.90 | 65.70 | 10 | 126.8% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.3800 | 31 | 130.3% | -0.00 | 0.0000 | -0.000 | ||
| 58.25 | 60.25 | 32 | 104.7% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.3700 | 153 | 117.9% | -0.00 | 0.0000 | -0.000 | ||
| 53.30 | 55.50 | 67 | 113.0% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.3700 | 601 | 106.5% | -0.00 | 0.0000 | -0.001 | ||
| 48.15 | 50.70 | 48 | 103.2% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.3700 | 193 | 95.7% | -0.00 | 0.0001 | -0.001 | ||
| 43.55 | 45.40 | 217 | 95.1% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.1100 | 3 | 500 | 72.1% | -0.00 | 0.0002 | -0.002 | |
| 38.25 | 40.50 | 227 | 77.3% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.0500 | 2 | 322 | 57.8% | -0.00 | 0.0004 | -0.003 | |
| 33.75 | 35.40 | 170 | 77.8% | 1.00 | 0.0004 | 0.000 | 115 | 0 | 0.0900 | 3 | 1,121 | 53.6% | -0.00 | 0.0008 | -0.005 | |
| 28.60 | 30.60 | 1,281 | 67.9% | 1.00 | 0.0010 | 0.000 | 120 | 0 | 0.1600 | 1,142 | 49.3% | -0.01 | 0.0016 | -0.008 | ||
| 23.65 | 25.40 | 327 | 54.7% | 0.99 | 0.0022 | 0.000 | 125 | 0.0200 | 0.2000 | 1,230 | 43.1% | -0.02 | 0.0033 | -0.015 | ||
| 18.35 | 20.70 | 1,011 | 44.6% | 0.98 | 0.0051 | -0.009 | 130 | 0 | 0.2400 | 843 | 35.1% | -0.03 | 0.0068 | -0.026 | ||
| 14.00 | 16.95 | 1 | 35.1% | 0.96 | 0.0099 | -0.024 | 134 | 0 | 0.3200 | 4 | 29.9% | -0.06 | 0.0121 | -0.039 | ||
| 13.65 | 14.60 | 1 | 1,805 | 0.95 | 0.0116 | -0.029 | 135 | 0.0100 | 0.3500 | 704 | 28.8% | -0.07 | 0.0139 | -0.044 | ||
| 12.50 | 14.85 | 36.1% | 0.94 | 0.0136 | -0.034 | 136 | 0.1000 | 0.7900 | 15 | 33.4% | -0.09 | 0.0160 | -0.049 | |||
| 11.55 | 13.85 | 34.5% | 0.93 | 0.0159 | -0.040 | 137 | 0.1000 | 0.6400 | 46 | 29.9% | -0.10 | 0.0183 | -0.054 | |||
| 10.60 | 12.90 | 33.3% | 0.91 | 0.0185 | -0.046 | 138 | 0.1500 | 0.7100 | 43 | 29.0% | -0.12 | 0.0209 | -0.059 | |||
| 9.85 | 12.00 | 1 | 34.0% | 0.89 | 0.0214 | -0.053 | 139 | 0.2200 | 0.8000 | 30 | 28.3% | -0.14 | 0.0238 | -0.065 | ||
| 8.95 | 10.85 | 1 | 3,618 | 31.3% | 0.87 | 0.0247 | -0.060 | 140 | 0.4500 | 0.8800 | 1 | 2,435 | 28.4% | -0.16 | 0.0269 | -0.071 |
| 8.25 | 10.05 | 1 | 32.4% | 0.85 | 0.0283 | -0.067 | 141 | 0.7100 | 0.9800 | 103 | 28.5% | -0.18 | 0.0302 | -0.076 | ||
| 7.00 | 9.30 | 29.8% | 0.82 | 0.0320 | -0.075 | 142 | 0.7600 | 1.23 | 2 | 27.8% | -0.21 | 0.0337 | -0.082 | |||
| 6.30 | 8.45 | 61 | 29.9% | 0.79 | 0.0360 | -0.082 | 143 | 1.09 | 1.41 | 15 | 27.9% | -0.25 | 0.0372 | -0.088 | ||
| 5.50 | 7.60 | 37 | 29.0% | 0.76 | 0.0399 | -0.089 | 144 | 1.38 | 1.68 | 10 | 27.9% | -0.28 | 0.0407 | -0.093 | ||
| 5.05 | 6.25 | 8 | 1,936 | 27.1% | 0.72 | 0.0438 | -0.096 | 145 | 1.64 | 1.99 | 6 | 315 | 27.5% | -0.32 | 0.0439 | -0.098 |
| 3.95 | 6.15 | 26 | 27.8% | 0.67 | 0.0472 | -0.101 | 146 | 1.96 | 2.38 | 101 | 27.4% | -0.37 | 0.0468 | -0.101 | ||
| 3.80 | 4.45 | 10 | 25.1% | 0.62 | 0.0500 | -0.105 | 147 | 2.35 | 2.77 | 104 | 27.2% | -0.42 | 0.0490 | -0.104 | ||
| 3.30 | 3.80 | 23 | 25.1% | 0.57 | 0.0521 | -0.108 | 148 | 2.61 | 3.20 | 98 | 26.2% | -0.46 | 0.0505 | -0.105 | ||
| 2.71 | 3.35 | 134 | 25.2% | 0.52 | 0.0532 | -0.109 | 149 | 3.20 | 3.70 | 92 | 26.5% | -0.52 | 0.0511 | -0.104 | ||
| 2.29 | 2.74 | 8 | 6,207 | 24.8% | 0.47 | 0.0532 | -0.108 | 150 | 3.70 | 4.25 | 192 | 26.2% | -0.57 | 0.0507 | -0.102 | |
| 1.44 | 1.89 | 356 | 25.7% | 0.34 | 0.0488 | -0.099 | 152.5 | 4.75 | 6.15 | 4 | 25.0% | -0.69 | 0.0460 | -0.091 | ||
| 0.6700 | 1.23 | 1,217 | 25.2% | 0.24 | 0.0402 | -0.083 | 155 | 6.10 | 8.20 | 38 | 22.5% | -0.78 | 0.0376 | -0.074 | ||
| 0.3500 | 1.03 | 68 | 27.5% | 0.16 | 0.0306 | -0.065 | 157.5 | 8.15 | 10.75 | 24.6% | -0.86 | 0.0285 | -0.056 | |||
| 0.2500 | 0.5900 | 1 | 3,415 | 28.0% | 0.10 | 0.0221 | -0.050 | 160 | 10.40 | 12.50 | 1 | -0.91 | 0.0206 | -0.040 | ||
| 0.0100 | 0.4400 | 46 | 27.9% | 0.07 | 0.0156 | -0.037 | 162.5 | 12.90 | 14.85 | -0.94 | 0.0145 | -0.027 | ||||
| 0.0500 | 0.3000 | 326 | 30.0% | 0.05 | 0.0109 | -0.028 | 165 | 15.05 | 17.95 | -0.96 | 0.0101 | -0.017 | ||||
| 0 | 0.2600 | 1 | 31.7% | 0.03 | 0.0077 | -0.021 | 167.5 | 17.55 | 20.15 | -0.97 | 0.0070 | -0.009 | ||||
| 0 | 0.2000 | 261 | 33.4% | 0.02 | 0.0054 | -0.015 | 170 | 20.00 | 22.60 | -0.98 | 0.0049 | -0.003 | ||||
| 0 | 0.0500 | 350 | 32.7% | 0.01 | 0.0028 | -0.009 | 175 | 24.95 | 27.55 | -0.99 | 0.0025 | 0.000 | ||||
| 0 | 0.1800 | 81 | 44.3% | 0.01 | 0.0015 | -0.005 | 180 | 30.00 | 32.55 | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 0.1000 | 38 | 45.9% | 0.00 | 0.0008 | -0.003 | 185 | 34.95 | 37.55 | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 0.1700 | 8 | 54.2% | 0.00 | 0.0005 | -0.002 | 190 | 40.05 | 42.70 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.1700 | 17 | 59.1% | 0.00 | 0.0003 | -0.001 | 195 | 44.95 | 47.50 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.1700 | 16 | 63.7% | 0.00 | 0.0002 | -0.001 | 200 | 49.95 | 52.40 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 1.35 | 100.2% | 0.00 | 0.0001 | -0.001 | 210 | 59.95 | 62.50 | -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 — Sep 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