GME option chain GameStop Corp.
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 ±11.6% (16.82–21.23) · ATM IV 51.6% · P/C open interest 0.22
| 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 | |
| 6.95 | 11.05 | 0.99 | 0.0048 | -0.001 | 10 | 0 | 0.0200 | 20 | 94.0% | -0.01 | 0.0048 | -0.002 | ||||
| 7.10 | 10.05 | 4 | 181.8% | 0.99 | 0.0072 | -0.002 | 11 | 0 | 0.0300 | 4 | 85.5% | -0.01 | 0.0072 | -0.003 | ||
| 5.50 | 9.10 | 137.7% | 0.98 | 0.0108 | -0.003 | 12 | 0 | 0.0400 | 76.2% | -0.02 | 0.0108 | -0.004 | ||||
| 4.30 | 8.10 | 93.6% | 0.97 | 0.0164 | -0.004 | 13 | 0 | 2.17 | 181.5% | -0.03 | 0.0164 | -0.004 | ||||
| 4.20 | 6.90 | 57.8% | 0.97 | 0.0203 | -0.004 | 13.5 | 0 | 2.18 | 170.1% | -0.04 | 0.0204 | -0.005 | ||||
| 4.00 | 6.60 | 93.1% | 0.96 | 0.0255 | -0.005 | 14 | 0 | 1.37 | 129.7% | -0.04 | 0.0256 | -0.005 | ||||
| 4.05 | 6.10 | 108.8% | 0.95 | 0.0321 | -0.005 | 14.5 | 0 | 1.55 | 126.3% | -0.05 | 0.0323 | -0.006 | ||||
| 3.30 | 5.45 | 1 | 2 | 83.7% | 0.93 | 0.0408 | -0.006 | 15 | 0 | 1.42 | 111.8% | -0.07 | 0.0410 | -0.007 | ||
| 3.05 | 4.80 | 1 | 79.4% | 0.91 | 0.0520 | -0.008 | 15.5 | 0 | 1.31 | 1 | 98.6% | -0.09 | 0.0523 | -0.008 | ||
| 2.41 | 4.55 | 27 | 75.0% | 0.88 | 0.0660 | -0.009 | 16 | 0.0500 | 0.9200 | 1 | 11 | 78.1% | -0.12 | 0.0664 | -0.010 | |
| 2.19 | 3.80 | 3 | 67.4% | 0.85 | 0.0822 | -0.011 | 16.5 | 0.0600 | 2.05 | 126 | 103.3% | -0.15 | 0.0828 | -0.011 | ||
| 1.82 | 3.20 | 19 | 59.8% | 0.80 | 0.0994 | -0.013 | 17 | 0.1800 | 0.5600 | 28 | 363 | 53.7% | -0.20 | 0.1001 | -0.013 | |
| 1.66 | 2.18 | 3 | 75 | 45.8% | 0.74 | 0.1153 | -0.015 | 17.5 | 0.3500 | 1.09 | 5 | 605 | 65.0% | -0.26 | 0.1163 | -0.015 |
| 1.47 | 1.75 | 17 | 388 | 47.3% | 0.68 | 0.1279 | -0.017 | 18 | 0.5100 | 0.7700 | 101 | 129 | 51.2% | -0.33 | 0.1291 | -0.017 |
| 1.23 | 1.50 | 18 | 301 | 44.8% | 0.61 | 0.1353 | -0.018 | 18.5 | 0.8100 | 1.05 | 84 | 181 | 55.4% | -0.40 | 0.1367 | -0.018 |
| 1.12 | 1.18 | 79 | 433 | 53.7% | 0.54 | 0.1372 | -0.019 | 19 | 0.7300 | 1.38 | 129 | 23 | 49.5% | -0.47 | 0.1387 | -0.019 |
| 0.8500 | 1.13 | 2 | 134 | 54.6% | 0.47 | 0.1340 | -0.020 | 19.5 | 1.07 | 1.78 | 14 | 30 | 53.7% | -0.53 | 0.1357 | -0.020 |
| 0.7800 | 0.9200 | 281 | 2,512 | 56.9% | 0.41 | 0.1271 | -0.020 | 20 | 1.42 | 2.10 | 32 | 402 | 54.8% | -0.59 | 0.1289 | -0.020 |
| 0.6400 | 0.8000 | 53 | 189 | 58.5% | 0.36 | 0.1181 | -0.020 | 20.5 | 1.86 | 2.50 | 6 | 2 | 58.8% | -0.64 | 0.1200 | -0.020 |
| 0.5100 | 0.6900 | 20 | 343 | 59.5% | 0.32 | 0.1083 | -0.020 | 21 | 2.18 | 3.20 | 88 | 66.3% | -0.69 | 0.1102 | -0.020 | |
| 0.4700 | 0.6000 | 4 | 195 | 62.3% | 0.28 | 0.0985 | -0.019 | 21.5 | 2.64 | 3.50 | 49 | 66.6% | -0.72 | 0.1004 | -0.019 | |
| 0.3900 | 0.5000 | 62 | 156 | 63.0% | 0.25 | 0.0894 | -0.019 | 22 | 3.10 | 3.60 | 26 | 25 | 59.7% | -0.75 | 0.0913 | -0.019 |
| 0.3700 | 0.5100 | 10 | 63 | 68.1% | 0.23 | 0.0811 | -0.018 | 22.5 | 3.40 | 4.75 | 2 | 78.6% | -0.78 | 0.0830 | -0.018 | |
| 0.2800 | 0.4500 | 125 | 273 | 68.3% | 0.21 | 0.0738 | -0.018 | 23 | 4.10 | 4.80 | 11 | 64 | 76.5% | -0.80 | 0.0756 | -0.018 |
| 0.3500 | 0.4400 | 40 | 114 | 75.0% | 0.19 | 0.0673 | -0.018 | 23.5 | 4.20 | 5.40 | 37 | 90 | 71.3% | -0.82 | 0.0690 | -0.018 |
| 0.0500 | 0.7300 | 26 | 346 | 79.3% | 0.17 | 0.0616 | -0.018 | 24 | 4.70 | 5.85 | 43 | 73.9% | -0.84 | 0.0633 | -0.017 | |
| 0.1900 | 0.4200 | 13 | 35 | 77.4% | 0.16 | 0.0566 | -0.017 | 24.5 | 5.45 | 7.15 | 1 | 112.1% | -0.85 | 0.0582 | -0.017 | |
| 0.2700 | 0.3800 | 320 | 860 | 83.0% | 0.15 | 0.0522 | -0.017 | 25 | 5.95 | 7.20 | 103.4% | -0.86 | 0.0537 | -0.017 | ||
| 0.2400 | 0.3300 | 147 | 144 | 87.4% | 0.13 | 0.0449 | -0.016 | 26 | 6.55 | 8.20 | 98.1% | -0.88 | 0.0463 | -0.016 | ||
| 0.2000 | 0.3100 | 20 | 282 | 91.8% | 0.12 | 0.0391 | -0.016 | 27 | 7.45 | 9.60 | 11 | 116.7% | -0.89 | 0.0403 | -0.015 | |
| 0.1400 | 0.2900 | 11 | 142 | 91.1% | 0.10 | 0.0344 | -0.015 | 28 | 8.40 | 10.55 | 120.6% | -0.91 | 0.0356 | -0.015 | ||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.