GME option chain GameStop Corp.
Cboe delayed options data · as of 00:35 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 ±8.4% (17.43–20.61) · ATM IV 66.5% · P/C open interest 0.18
| 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 | |
| 7.20 | 9.10 | 278 | 47 | 1.00 | 0.0012 | 0.000 | 10 | 0 | 0.0100 | 6 | 14 | 157.8% | -0.00 | 0.0012 | -0.001 | |
| 7.20 | 9.15 | 244.0% | 1.00 | 0.0024 | -0.001 | 11 | 0 | 0.0100 | 20 | 60 | 136.0% | -0.00 | 0.0024 | -0.002 | ||
| 5.85 | 8.05 | 1 | 0.99 | 0.0044 | -0.002 | 12 | 0 | 0.0100 | 121 | 288 | 116.0% | -0.01 | 0.0044 | -0.003 | ||
| 4.85 | 7.10 | 16 | 0.99 | 0.0081 | -0.003 | 13 | 0.0100 | 0.0200 | 107 | 275 | 112.0% | -0.01 | 0.0081 | -0.004 | ||
| 4.40 | 6.00 | 157.6% | 0.98 | 0.0148 | -0.005 | 14 | 0.0100 | 0.0300 | 24 | 35 | 96.5% | -0.02 | 0.0149 | -0.006 | ||
| 3.75 | 4.80 | 7 | 171 | 142.8% | 0.97 | 0.0278 | -0.008 | 15 | 0.0100 | 0.0400 | 124 | 268 | 80.3% | -0.03 | 0.0278 | -0.009 |
| 2.96 | 4.25 | 97.7% | 0.96 | 0.0387 | -0.010 | 15.5 | 0 | 0.0500 | 149 | 3 | 70.7% | -0.04 | 0.0388 | -0.011 | ||
| 2.76 | 3.25 | 1 | 183 | 54.7% | 0.94 | 0.0548 | -0.013 | 16 | 0.0400 | 0.0800 | 89 | 735 | 73.3% | -0.06 | 0.0550 | -0.014 |
| 2.36 | 2.95 | 273 | 39 | 82.6% | 0.91 | 0.0777 | -0.017 | 16.5 | 0.0600 | 0.1100 | 349 | 386 | 69.5% | -0.09 | 0.0780 | -0.018 |
| 1.66 | 2.40 | 36 | 113 | 46.4% | 0.87 | 0.1082 | -0.023 | 17 | 0.1200 | 0.1600 | 250 | 526 | 66.7% | -0.13 | 0.1087 | -0.023 |
| 1.52 | 1.86 | 41 | 899 | 61.7% | 0.81 | 0.1436 | -0.029 | 17.5 | 0.1600 | 0.2300 | 143 | 829 | 61.6% | -0.20 | 0.1443 | -0.029 |
| 1.23 | 1.40 | 417 | 2,155 | 61.2% | 0.72 | 0.1760 | -0.036 | 18 | 0.3000 | 0.3700 | 175 | 1,911 | 62.6% | -0.28 | 0.1769 | -0.036 |
| 0.9900 | 1.08 | 573 | 1,300 | 64.9% | 0.62 | 0.1955 | -0.042 | 18.5 | 0.5000 | 0.5900 | 534 | 994 | 65.2% | -0.38 | 0.1965 | -0.042 |
| 0.7900 | 0.8300 | 2,123 | 2,426 | 67.8% | 0.52 | 0.1982 | -0.045 | 19 | 0.7100 | 0.8500 | 377 | 349 | 65.1% | -0.48 | 0.1992 | -0.046 |
| 0.5700 | 0.6900 | 3,382 | 2,284 | 68.6% | 0.43 | 0.1877 | -0.046 | 19.5 | 0.8600 | 1.27 | 5 | 115 | 65.0% | -0.57 | 0.1886 | -0.047 |
| 0.4500 | 0.4900 | 1,799 | 4,566 | 73.2% | 0.35 | 0.1697 | -0.045 | 20 | 1.34 | 1.62 | 5 | 519 | 72.5% | -0.65 | 0.1705 | -0.045 |
| 0.3500 | 0.4000 | 228 | 1,029 | 76.2% | 0.28 | 0.1489 | -0.043 | 20.5 | 1.76 | 2.10 | 63 | 29 | 80.8% | -0.72 | 0.1495 | -0.043 |
| 0.2800 | 0.3100 | 804 | 2,295 | 79.2% | 0.23 | 0.1282 | -0.040 | 21 | 2.17 | 2.57 | 31 | 108 | 86.3% | -0.77 | 0.1287 | -0.040 |
| 0.2200 | 0.2600 | 243 | 231 | 82.9% | 0.19 | 0.1093 | -0.037 | 21.5 | 2.48 | 3.05 | 21 | 265 | 84.8% | -0.81 | 0.1097 | -0.037 |
| 0.1800 | 0.2000 | 539 | 2,219 | 85.4% | 0.16 | 0.0930 | -0.034 | 22 | 3.10 | 3.35 | 40 | 148 | 88.9% | -0.85 | 0.0935 | -0.034 |
| 0.1500 | 0.1800 | 107 | 424 | 90.1% | 0.13 | 0.0794 | -0.032 | 22.5 | 3.20 | 4.45 | 24 | 342 | 110.9% | -0.87 | 0.0800 | -0.031 |
| 0.1400 | 0.1500 | 1,057 | 1,402 | 94.6% | 0.12 | 0.0684 | -0.030 | 23 | 4.05 | 4.50 | 1 | 23 | 113.1% | -0.89 | 0.0691 | -0.029 |
| 0.0600 | 0.1700 | 22 | 286 | 96.3% | 0.10 | 0.0594 | -0.028 | 23.5 | 4.40 | 5.65 | 19 | 35 | 152.6% | -0.90 | 0.0602 | -0.028 |
| 0.1000 | 0.1300 | 66 | 2,269 | 103.2% | 0.09 | 0.0521 | -0.027 | 24 | 4.60 | 5.50 | 2 | 12 | 79.9% | -0.91 | 0.0530 | -0.026 |
| 0.0600 | 0.1100 | 47 | 261 | 102.7% | 0.08 | 0.0461 | -0.025 | 24.5 | 4.85 | 6.95 | 154.1% | -0.92 | 0.0471 | -0.025 | ||
| 0.1000 | 0.1100 | 857 | 14.3K | 113.9% | 0.07 | 0.0411 | -0.025 | 25 | 5.40 | 7.05 | 2 | 135.7% | -0.93 | 0.0421 | -0.024 | |
| 0.0800 | 0.1300 | 50 | 527 | 120.1% | 0.07 | 0.0369 | -0.024 | 25.5 | 5.35 | 8.70 | 185.3% | -0.94 | 0.0379 | -0.023 | ||
| 0.0700 | 0.1000 | 243 | 464 | 120.7% | 0.06 | 0.0334 | -0.023 | 26 | 6.85 | 8.35 | 4 | 8 | 201.9% | -0.94 | 0.0344 | -0.023 |
| 0 | 0.2100 | 3 | 93 | 131.8% | 0.06 | 0.0303 | -0.022 | 26.5 | 7.25 | 8.95 | 1 | 209.3% | -0.95 | 0.0314 | -0.022 | |
| 0.0600 | 0.0900 | 261 | 1,279 | 128.6% | 0.05 | 0.0277 | -0.021 | 27 | 7.35 | 9.40 | 186.4% | -0.95 | 0.0288 | -0.021 | ||
| 0.0500 | 0.0800 | 9 | 24 | 130.4% | 0.05 | 0.0254 | -0.021 | 27.5 | 7.90 | 9.90 | 196.6% | -0.95 | 0.0265 | -0.021 | ||
| 0.0100 | 0.1800 | 6 | 345 | 145.2% | 0.05 | 0.0234 | -0.020 | 28 | 8.40 | 10.40 | 202.9% | -0.96 | 0.0245 | -0.020 | ||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs