GME option chain GameStop Corp.
Cboe delayed options data · as of 16:03 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 ±13.3% (22.93–29.98) · ATM IV 63.4% · P/C open interest 0.24
| 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 | |
| 11.40 | 14.55 | 2 | 188.1% | 0.99 | 0.0030 | -0.001 | 14 | 0 | 0.0100 | 1 | 91.2% | -0.01 | 0.0030 | -0.003 | ||
| 10.95 | 13.50 | 1,788 | 195.9% | 0.99 | 0.0041 | -0.002 | 15 | 0 | 2.13 | 229.0% | -0.01 | 0.0041 | -0.004 | |||
| 10.00 | 12.55 | 2 | 182.4% | 0.99 | 0.0054 | -0.003 | 16 | 0 | 2.13 | 209.4% | -0.01 | 0.0055 | -0.004 | |||
| 9.05 | 11.55 | 167.3% | 0.98 | 0.0074 | -0.004 | 17 | 0 | 0.1900 | 2 | 99.0% | -0.02 | 0.0074 | -0.005 | |||
| 7.70 | 10.50 | 135.9% | 0.98 | 0.0101 | -0.004 | 18 | 0 | 1.00 | 132.8% | -0.02 | 0.0101 | -0.006 | ||||
| 7.60 | 10.10 | 146.7% | 0.97 | 0.0119 | -0.005 | 18.5 | 0 | 1.55 | 146.0% | -0.03 | 0.0119 | -0.006 | ||||
| 7.10 | 9.00 | 3 | 117.6% | 0.97 | 0.0141 | -0.006 | 19 | 0 | 0.1100 | 2 | 70.1% | -0.03 | 0.0141 | -0.007 | ||
| 6.70 | 8.30 | 106.9% | 0.96 | 0.0168 | -0.007 | 19.5 | 0 | 0.7500 | 102.3% | -0.04 | 0.0169 | -0.008 | ||||
| 6.15 | 8.65 | 63 | 126.8% | 0.96 | 0.0202 | -0.008 | 20 | 0.0100 | 0.1200 | 856 | 62.9% | -0.05 | 0.0203 | -0.009 | ||
| 5.65 | 8.25 | 122.3% | 0.95 | 0.0244 | -0.009 | 20.5 | 0.0300 | 1.47 | 5 | 114.7% | -0.06 | 0.0245 | -0.010 | |||
| 5.25 | 5.85 | 1 | 123 | 0.93 | 0.0295 | -0.010 | 21 | 0.0800 | 0.2000 | 50 | 63.6% | -0.07 | 0.0296 | -0.011 | ||
| 4.90 | 7.20 | 2 | 8 | 112.7% | 0.92 | 0.0355 | -0.012 | 21.5 | 0.1100 | 0.5000 | 31 | 72.7% | -0.08 | 0.0357 | -0.013 | |
| 4.45 | 5.20 | 18 | 62.8% | 0.90 | 0.0425 | -0.015 | 22 | 0.1500 | 0.3300 | 4 | 40 | 62.2% | -0.11 | 0.0427 | -0.015 | |
| 3.90 | 4.80 | 35 | 59.0% | 0.87 | 0.0501 | -0.017 | 22.5 | 0.2400 | 2.42 | 10 | 114.7% | -0.13 | 0.0503 | -0.018 | ||
| 3.70 | 4.35 | 2 | 150 | 63.9% | 0.84 | 0.0579 | -0.020 | 23 | 0.2900 | 1.01 | 157 | 74.8% | -0.16 | 0.0582 | -0.020 | |
| 3.30 | 5.30 | 73 | 94.2% | 0.80 | 0.0656 | -0.022 | 23.5 | 0.4000 | 1.07 | 183 | 72.2% | -0.20 | 0.0659 | -0.023 | ||
| 3.00 | 3.80 | 3 | 38 | 69.1% | 0.76 | 0.0726 | -0.025 | 24 | 0.5900 | 0.6800 | 53 | 682 | 61.7% | -0.24 | 0.0730 | -0.026 |
| 2.55 | 3.65 | 232 | 70.3% | 0.72 | 0.0786 | -0.028 | 24.5 | 0.7300 | 0.9300 | 8 | 204 | 62.5% | -0.28 | 0.0791 | -0.028 | |
| 2.34 | 2.71 | 5 | 367 | 59.7% | 0.68 | 0.0833 | -0.030 | 25 | 0.9300 | 1.10 | 17 | 242 | 62.6% | -0.32 | 0.0838 | -0.031 |
| 2.11 | 2.45 | 6 | 170 | 61.7% | 0.63 | 0.0866 | -0.032 | 25.5 | 1.10 | 1.44 | 25 | 64.5% | -0.37 | 0.0872 | -0.033 | |
| 1.95 | 2.19 | 16 | 387 | 64.0% | 0.59 | 0.0885 | -0.034 | 26 | 1.35 | 1.58 | 25 | 114 | 63.3% | -0.42 | 0.0892 | -0.034 |
| 1.69 | 1.85 | 22 | 323 | 62.1% | 0.54 | 0.0890 | -0.035 | 26.5 | 1.63 | 1.88 | 91 | 64.7% | -0.46 | 0.0897 | -0.035 | |
| 1.48 | 1.64 | 196 | 1,074 | 62.7% | 0.50 | 0.0883 | -0.036 | 27 | 1.89 | 2.21 | 1 | 125 | 65.4% | -0.50 | 0.0891 | -0.036 |
| 1.26 | 1.58 | 5 | 244 | 65.0% | 0.46 | 0.0866 | -0.036 | 27.5 | 2.24 | 2.47 | 4 | 120 | 65.8% | -0.55 | 0.0874 | -0.036 |
| 1.16 | 1.30 | 146 | 801 | 64.8% | 0.42 | 0.0840 | -0.036 | 28 | 2.53 | 2.84 | 1 | 209 | 66.3% | -0.58 | 0.0849 | -0.036 |
| 1.05 | 1.19 | 14 | 329 | 66.8% | 0.38 | 0.0808 | -0.036 | 28.5 | 2.86 | 3.40 | 70.5% | -0.62 | 0.0818 | -0.036 | ||
| 0.9100 | 1.01 | 134 | 533 | 66.4% | 0.35 | 0.0771 | -0.035 | 29 | 3.15 | 3.85 | 1 | 12 | 71.3% | -0.65 | 0.0781 | -0.035 |
| 0.8100 | 0.9400 | 12 | 104 | 68.3% | 0.32 | 0.0732 | -0.034 | 29.5 | 3.60 | 4.00 | 68.7% | -0.69 | 0.0742 | -0.034 | ||
| 0.7800 | 0.8700 | 2,887 | 4,129 | 71.2% | 0.29 | 0.0691 | -0.034 | 30 | 4.00 | 5.60 | 32 | 93.6% | -0.71 | 0.0701 | -0.034 | |
| 0.6100 | 0.8300 | 22 | 44 | 75.7% | 0.25 | 0.0610 | -0.032 | 31 | 4.65 | 6.45 | 93.5% | -0.76 | 0.0620 | -0.032 | ||
| 0.5200 | 0.6500 | 314 | 812 | 77.5% | 0.21 | 0.0535 | -0.030 | 32 | 5.45 | 6.95 | 25 | 87.1% | -0.80 | 0.0546 | -0.030 | |
| 0.3400 | 0.3800 | 1,243 | 1,801 | 85.2% | 0.14 | 0.0364 | -0.026 | 35 | 8.45 | 9.35 | 32 | 93.0% | -0.87 | 0.0375 | -0.025 | |
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs