GME option chain GameStop Corp.

Expiration 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 ±9.7% (17.41–21.16) · ATM IV 59.5% · P/C open interest 0.44

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
8.85	9.40	1	23		1.00	0.0017	0.000	10	0	0.0100		76	124.7%	-0.00	0.0017	-0.001
7.85	8.55		3		1.00	0.0028	0.000	11	0	0.0100		10	107.8%	-0.00	0.0028	-0.002
6.85	7.70		207	109.6%	0.99	0.0047	0.000	12	0	0.0200		2,506	100.2%	-0.01	0.0047	-0.002
5.85	6.60		75		0.99	0.0080	0.000	13	0	0.0200		298	84.8%	-0.01	0.0080	-0.003
4.85	5.60		60		0.98	0.0145	-0.002	14	0.0100	0.0300		1,309	77.7%	-0.02	0.0145	-0.004
4.10	4.70	12	1,758	93.4%	0.97	0.0279	-0.005	15	0.0200	0.1000	28	3,837	76.8%	-0.04	0.0280	-0.007
3.10	3.70	86	7,459	74.1%	0.93	0.0534	-0.010	16	0	0.1100	292	1,328	59.2%	-0.07	0.0536	-0.011
2.64	3.55	14	196	87.4%	0.90	0.0719	-0.013	16.5	0.0100	0.1500	153	107	56.0%	-0.10	0.0722	-0.014
2.27	2.80	56	719	70.4%	0.86	0.0943	-0.016	17	0.1000	0.2600	42	3,279	60.8%	-0.14	0.0947	-0.018
1.95	2.20	18	346	63.3%	0.80	0.1189	-0.020	17.5	0.1400	0.3200	190	472	56.0%	-0.20	0.1195	-0.021
1.55	1.78	219	4,759	55.7%	0.74	0.1424	-0.024	18	0.3500	0.4100	513	11.6K	57.8%	-0.27	0.1432	-0.025
1.27	1.46	297	758	61.0%	0.66	0.1600	-0.028	18.5	0.4100	0.6400	127	494	55.9%	-0.35	0.1610	-0.028
1.06	1.11	856	5,512	59.5%	0.57	0.1680	-0.030	19	0.7100	0.8400	74	8,539	58.2%	-0.43	0.1691	-0.031
0.7900	0.9000	188	617	61.0%	0.49	0.1659	-0.032	19.5	0.9100	1.15	102	12	57.9%	-0.52	0.1670	-0.032
0.6700	0.7000	3,109	17.0K	63.6%	0.41	0.1562	-0.032	20	1.22	1.51	55	8,709	60.0%	-0.59	0.1574	-0.032
0.5300	0.7100	108	641	70.4%	0.35	0.1425	-0.032	20.5	1.58	1.88		151	61.7%	-0.65	0.1437	-0.032
0.4500	0.5200	619	3,945	69.9%	0.30	0.1274	-0.031	21	1.99	2.36	1,013	6,156	67.2%	-0.71	0.1286	-0.030
0.1300	0.5400	209	163	67.6%	0.25	0.1128	-0.030	21.5	2.19	3.20	22	35	77.6%	-0.75	0.1139	-0.029
0.3100	0.3500	2,089	10.2K	75.0%	0.22	0.0994	-0.029	22	2.72	3.30	21	5,470	69.7%	-0.79	0.1005	-0.027
0.2200	0.3200	51	369	76.6%	0.19	0.0875	-0.027	22.5	2.73	3.80		60		-0.82	0.0885	-0.026
0.2500	0.2800	687	5,890	82.9%	0.17	0.0773	-0.026	23	3.25	4.20	3	1,899		-0.84	0.0782	-0.025
0.1700	0.2700	20	29	84.3%	0.15	0.0687	-0.025	23.5	4.20	4.60			77.0%	-0.86	0.0695	-0.024
0.2100	0.2300	181	6,098	90.3%	0.13	0.0614	-0.025	24	4.55	5.35		613	89.3%	-0.87	0.0621	-0.022
0.1800	0.2000	1,460	11.4K	97.6%	0.11	0.0500	-0.023	25	5.10	6.20	6	1,542		-0.89	0.0507	-0.021
0.1600	0.1700	105	3,911	104.9%	0.10	0.0418	-0.022	26	6.55	7.30		651	107.4%	-0.91	0.0423	-0.019
0.0500	0.1600	173	5,119	102.8%	0.09	0.0356	-0.022	27	7.15	8.45	4	215	90.6%	-0.92	0.0360	-0.018
0.1300	0.1600	2	9,594	118.9%	0.08	0.0308	-0.021	28	8.55	9.25		191	121.9%	-0.93	0.0311	-0.017

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.

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GME option chain GameStop Corp.

Volatility smile — Sep 18, 2026

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