GME option chain GameStop Corp.
Cboe delayed options data · as of 21:51 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 ±2.5% (18.77–19.75) · ATM IV 55.1% · P/C open interest 0.21
| 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 | |
| 8.95 | 9.40 | 17 | 43 | 1.00 | 0.0001 | 0.000 | 10 | 0 | 0.0100 | 55 | 476.9% | -0.00 | 0.0001 | -0.000 | ||
| 7.90 | 8.45 | 12 | 30 | 1.00 | 0.0002 | 0.000 | 11 | 0 | 0.0100 | 621 | 412.2% | -0.00 | 0.0002 | -0.000 | ||
| 7.00 | 8.60 | 4 | 12 | 1.00 | 0.0005 | 0.000 | 12 | 0 | 0.0100 | 602 | 352.8% | -0.00 | 0.0005 | -0.000 | ||
| 6.05 | 6.70 | 1 | 18 | 517.0% | 1.00 | 0.0010 | 0.000 | 13 | 0 | 0.0100 | 194 | 297.7% | -0.00 | 0.0010 | -0.000 | |
| 4.90 | 6.45 | 4 | 16 | 607.7% | 1.00 | 0.0021 | 0.000 | 14 | 0 | 0.0100 | 497 | 268.4% | -0.00 | 0.0021 | -0.001 | |
| 4.05 | 5.00 | 2 | 179 | 443.9% | 1.00 | 0.0050 | 0.000 | 15 | 0 | 0.0100 | 300 | 197.6% | -0.00 | 0.0050 | -0.002 | |
| 3.15 | 4.85 | 1 | 8 | 389.7% | 1.00 | 0.0079 | -0.000 | 15.5 | 0 | 0.0100 | 306 | 332.3% | -0.00 | 0.0079 | -0.002 | |
| 2.90 | 3.95 | 4 | 32 | 313.2% | 0.99 | 0.0128 | -0.002 | 16 | 0 | 0.0100 | 282 | 151.2% | -0.01 | 0.0128 | -0.003 | |
| 2.46 | 2.94 | 2 | 32 | 0.99 | 0.0215 | -0.003 | 16.5 | 0 | 0.0100 | 176 | 128.7% | -0.01 | 0.0215 | -0.005 | ||
| 1.94 | 2.52 | 14 | 115 | 0.98 | 0.0376 | -0.006 | 17 | 0 | 0.0100 | 129 | 3,406 | 106.5% | -0.02 | 0.0376 | -0.007 | |
| 1.63 | 1.82 | 400 | 1,048 | 0.97 | 0.0694 | -0.010 | 17.5 | 0 | 0.0500 | 257 | 3,031 | 111.6% | -0.03 | 0.0694 | -0.011 | |
| 1.20 | 1.33 | 692 | 7,990 | 90.3% | 0.94 | 0.1379 | -0.018 | 18 | 0.0100 | 0.0200 | 829 | 5,820 | 75.6% | -0.06 | 0.1379 | -0.019 |
| 0.6800 | 0.8100 | 1,417 | 7,619 | 48.1% | 0.89 | 0.3070 | -0.034 | 18.5 | 0.0100 | 0.0200 | 1,773 | 1,704 | 49.5% | -0.11 | 0.3070 | -0.034 |
| 0.3300 | 0.3500 | 10.3K | 15.0K | 49.0% | 0.69 | 0.7442 | -0.093 | 19 | 0.0700 | 0.0900 | 5,549 | 991 | 45.4% | -0.31 | 0.7446 | -0.093 |
| 0.1000 | 0.1100 | 11.2K | 5,930 | 54.8% | 0.32 | 0.6550 | -0.110 | 19.5 | 0.3100 | 0.4600 | 362 | 193 | 55.4% | -0.68 | 0.6640 | -0.110 |
| 0.0500 | 0.0700 | 12.6K | 13.9K | 74.5% | 0.16 | 0.3280 | -0.060 | 20 | 0.7000 | 1.03 | 39 | 164 | 86.3% | -0.84 | 0.3365 | -0.060 |
| 0.0400 | 0.0500 | 2,233 | 3,310 | 93.3% | 0.10 | 0.1873 | -0.043 | 20.5 | 0.1700 | 3.00 | 1 | 86 | 190.1% | -0.90 | 0.1922 | -0.044 |
| 0.0300 | 0.0400 | 1,583 | 3,727 | 111.3% | 0.07 | 0.1215 | -0.035 | 21 | 1.30 | 2.78 | 88 | 210.3% | -0.93 | 0.1245 | -0.037 | |
| 0.0200 | 0.0400 | 2,839 | 1,866 | 129.4% | 0.06 | 0.0855 | -0.030 | 21.5 | 1.66 | 3.35 | 3 | 72 | 229.1% | -0.95 | 0.0872 | -0.032 |
| 0.0200 | 0.0300 | 1,176 | 6,634 | 144.9% | 0.04 | 0.0632 | -0.026 | 22 | 2.41 | 3.20 | 63 | 172 | 155.2% | -0.96 | 0.0642 | -0.028 |
| 0.0100 | 0.0500 | 366 | 1,784 | 169.7% | 0.04 | 0.0481 | -0.022 | 22.5 | 1.97 | 4.60 | 13 | 20 | 148.7% | -0.97 | 0.0486 | -0.024 |
| 0.0100 | 0.0200 | 557 | 4,533 | 167.9% | 0.03 | 0.0373 | -0.019 | 23 | 2.88 | 4.70 | 80 | 175.0% | -0.97 | 0.0374 | -0.021 | |
| 0.0100 | 0.0800 | 195 | 605 | 184.6% | 0.02 | 0.0292 | -0.015 | 23.5 | 3.45 | 6.15 | 74 | 54 | 441.1% | -0.98 | 0.0290 | -0.019 |
| 0.0100 | 0.0200 | 147 | 2,211 | 200.7% | 0.02 | 0.0230 | -0.013 | 24 | 3.40 | 6.75 | 18 | 20 | 386.2% | -0.98 | 0.0225 | -0.016 |
| 0 | 0.0300 | 16 | 247 | 204.4% | 0.01 | 0.0180 | -0.010 | 24.5 | 3.90 | 7.05 | 38 | 25 | 364.9% | -0.99 | 0.0174 | -0.014 |
| 0 | 0.0200 | 501 | 3,296 | 218.8% | 0.01 | 0.0141 | -0.008 | 25 | 4.60 | 6.80 | 21 | 14 | -0.99 | 0.0132 | -0.012 | |
| 0 | 0.0800 | 131 | 232.9% | 0.01 | 0.0109 | -0.006 | 25.5 | 5.00 | 7.55 | 1 | 2 | 145.3% | -0.99 | 0.0100 | -0.011 | |
| 0 | 0.0100 | 34 | 1,195 | 227.0% | 0.01 | 0.0084 | -0.005 | 26 | 6.25 | 8.00 | 8 | 6 | 495.1% | -0.99 | 0.0074 | -0.010 |
| 0 | 0.0600 | 330 | 259.8% | 0.01 | 0.0064 | -0.004 | 26.5 | 6.75 | 8.20 | 16 | 10 | 444.7% | -1.00 | 0.0054 | -0.009 | |
| 0 | 0.0700 | 1,355 | 1,612 | 272.7% | 0.00 | 0.0049 | -0.003 | 27 | 6.70 | 9.75 | 24 | 12 | 576.4% | -1.00 | 0.0039 | -0.008 |
| 0 | 0.0800 | 804 | 2,304 | 297.5% | 0.00 | 0.0028 | -0.002 | 28 | 7.45 | 9.80 | 15 | -1.00 | 0.0020 | -0.008 | ||
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 04, 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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