GME option chain GameStop Corp.
Cboe delayed options data · as of 18:03 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 ±14.0% (22.72–30.09) · ATM IV 58.8% · 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 | |
| 12.25 | 12.75 | 210 | 64 | 92.4% | 0.99 | 0.0026 | -0.001 | 14 | 0 | 0.0200 | 5 | 86.7% | -0.01 | 0.0026 | -0.002 | |
| 10.95 | 13.50 | 58 | 178.5% | 0.99 | 0.0035 | -0.001 | 15 | 0 | 0.0700 | 493 | 91.9% | -0.01 | 0.0035 | -0.002 | ||
| 9.80 | 12.50 | 156.7% | 0.99 | 0.0047 | -0.001 | 16 | 0 | 0.1500 | 1 | 93.4% | -0.01 | 0.0047 | -0.003 | |||
| 9.15 | 10.55 | 244 | 118.1% | 0.99 | 0.0064 | -0.002 | 17 | 0 | 0.5600 | 332 | 110.9% | -0.01 | 0.0064 | -0.003 | ||
| 8.15 | 10.00 | 3,080 | 122.7% | 0.98 | 0.0090 | -0.003 | 18 | 0 | 0.1300 | 308 | 72.4% | -0.02 | 0.0090 | -0.004 | ||
| 7.25 | 8.10 | 312 | 78.0% | 0.97 | 0.0131 | -0.004 | 19 | 0 | 0.1300 | 1,409 | 63.7% | -0.03 | 0.0132 | -0.005 | ||
| 6.40 | 6.80 | 226 | 4,267 | 59.2% | 0.96 | 0.0201 | -0.006 | 20 | 0.0400 | 0.1100 | 48 | 3,534 | 56.9% | -0.04 | 0.0202 | -0.006 |
| 5.40 | 5.90 | 1,508 | 55.7% | 0.93 | 0.0305 | -0.009 | 21 | 0.1400 | 0.1600 | 3 | 2,810 | 56.9% | -0.07 | 0.0306 | -0.009 | |
| 4.95 | 6.45 | 85.5% | 0.91 | 0.0369 | -0.011 | 21.5 | 0.1500 | 0.3400 | 59.9% | -0.09 | 0.0371 | -0.011 | ||||
| 4.60 | 4.95 | 5 | 4,984 | 55.9% | 0.89 | 0.0438 | -0.013 | 22 | 0.2400 | 0.2700 | 139 | 2,345 | 55.7% | -0.12 | 0.0440 | -0.013 |
| 4.00 | 5.40 | 73.2% | 0.86 | 0.0510 | -0.015 | 22.5 | 0.2800 | 0.4700 | 2 | 57.8% | -0.14 | 0.0513 | -0.015 | |||
| 3.75 | 4.20 | 13 | 7,361 | 56.6% | 0.83 | 0.0582 | -0.017 | 23 | 0.3800 | 0.5100 | 46 | 1,917 | 56.1% | -0.17 | 0.0586 | -0.018 |
| 3.40 | 4.00 | 61.1% | 0.79 | 0.0652 | -0.019 | 23.5 | 0.4800 | 0.7100 | 57.5% | -0.21 | 0.0656 | -0.020 | ||||
| 3.05 | 3.35 | 72 | 3,576 | 55.0% | 0.75 | 0.0716 | -0.021 | 24 | 0.6600 | 0.7500 | 56 | 2,406 | 56.1% | -0.25 | 0.0721 | -0.022 |
| 2.64 | 3.15 | 56.3% | 0.71 | 0.0771 | -0.023 | 24.5 | 0.7800 | 0.9000 | 1 | 55.1% | -0.29 | 0.0776 | -0.024 | |||
| 2.53 | 2.65 | 476 | 14.0K | 56.6% | 0.67 | 0.0814 | -0.025 | 25 | 1.03 | 1.11 | 320 | 4,076 | 56.8% | -0.33 | 0.0821 | -0.025 |
| 2.18 | 2.49 | 57.8% | 0.63 | 0.0845 | -0.026 | 25.5 | 1.22 | 1.39 | 1 | 57.6% | -0.38 | 0.0852 | -0.027 | |||
| 2.02 | 2.12 | 269 | 6,640 | 57.9% | 0.58 | 0.0862 | -0.027 | 26 | 1.50 | 1.57 | 256 | 2,628 | 57.6% | -0.42 | 0.0870 | -0.028 |
| 1.81 | 1.92 | 147 | 59.1% | 0.54 | 0.0866 | -0.028 | 26.5 | 1.71 | 1.93 | 402 | 58.5% | -0.47 | 0.0874 | -0.029 | ||
| 1.58 | 1.66 | 1,547 | 13.9K | 59.2% | 0.50 | 0.0857 | -0.029 | 27 | 2.07 | 2.15 | 188 | 945 | 59.0% | -0.51 | 0.0867 | -0.029 |
| 1.44 | 1.49 | 595 | 60.1% | 0.46 | 0.0839 | -0.029 | 27.5 | 2.37 | 2.57 | 38 | 61.0% | -0.55 | 0.0849 | -0.029 | ||
| 1.29 | 1.39 | 1,277 | 9,220 | 61.8% | 0.42 | 0.0813 | -0.029 | 28 | 2.72 | 2.96 | 24 | 199 | 62.7% | -0.58 | 0.0824 | -0.029 |
| 1.10 | 1.30 | 44 | 62.6% | 0.39 | 0.0782 | -0.029 | 28.5 | 3.00 | 3.35 | 62.7% | -0.62 | 0.0793 | -0.029 | |||
| 1.04 | 1.13 | 335 | 5,534 | 63.8% | 0.35 | 0.0747 | -0.029 | 29 | 3.35 | 3.75 | 215 | 63.6% | -0.65 | 0.0758 | -0.029 | |
| 0.8600 | 1.07 | 3 | 64.4% | 0.33 | 0.0710 | -0.028 | 29.5 | 3.75 | 4.15 | 64.8% | -0.68 | 0.0722 | -0.028 | |||
| 0.8400 | 0.9000 | 4,501 | 18.8K | 65.4% | 0.30 | 0.0673 | -0.028 | 30 | 4.00 | 4.55 | 123 | 342 | 62.8% | -0.71 | 0.0685 | -0.028 |
| 0.7100 | 0.8800 | 6 | 66.7% | 0.27 | 0.0635 | -0.027 | 30.5 | 4.40 | 5.15 | 66.9% | -0.73 | 0.0648 | -0.027 | |||
| 0.6900 | 0.7600 | 160 | 1,252 | 67.9% | 0.25 | 0.0598 | -0.026 | 31 | 5.05 | 5.70 | 14 | 74.8% | -0.75 | 0.0612 | -0.026 | |
| 0.5800 | 0.7400 | 2 | 69.0% | 0.23 | 0.0563 | -0.026 | 31.5 | 5.15 | 6.10 | 68.5% | -0.77 | 0.0576 | -0.026 | |||
| 0.5700 | 0.6500 | 714 | 3,143 | 70.3% | 0.22 | 0.0529 | -0.025 | 32 | 5.70 | 6.50 | 55 | 71.0% | -0.79 | 0.0542 | -0.025 | |
| 0.5000 | 0.6100 | 66 | 71.3% | 0.20 | 0.0497 | -0.024 | 32.5 | 5.90 | 6.95 | 66.0% | -0.81 | 0.0510 | -0.024 | |||
| 0.5100 | 0.5800 | 251 | 593 | 74.0% | 0.19 | 0.0466 | -0.024 | 33 | 6.65 | 7.40 | 31 | 74.2% | -0.82 | 0.0480 | -0.023 | |
| 0.4100 | 0.5500 | 280 | 547 | 77.0% | 0.16 | 0.0412 | -0.022 | 34 | 7.25 | 8.35 | 3 | 67.8% | -0.85 | 0.0425 | -0.022 | |
| 0.3700 | 0.4100 | 2,347 | 9,020 | 77.7% | 0.14 | 0.0365 | -0.021 | 35 | 8.60 | 9.30 | 158 | 82.3% | -0.87 | 0.0379 | -0.021 | |
| 0.3100 | 0.3800 | 47 | 80.2% | 0.13 | 0.0325 | -0.020 | 36 | 9.05 | 10.15 | 57.6% | -0.88 | 0.0338 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs