GME option chain GameStop Corp.

Expiration 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 ±15.3% (22.38–30.43) · ATM IV 58.1% · P/C open interest 0.17

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
10.50	14.50			81.8%	0.99	0.0034	-0.001	14	0	2.13			200.8%	-0.01	0.0034	-0.002
9.55	13.45			69.7%	0.99	0.0044	-0.002	15	0	2.13			183.9%	-0.01	0.0045	-0.003
8.55	12.65			90.0%	0.98	0.0059	-0.002	16	0	2.14			168.5%	-0.02	0.0059	-0.003
8.25	11.65		4	114.7%	0.98	0.0079	-0.003	17	0	2.15			153.8%	-0.02	0.0079	-0.004
7.95	10.60			123.1%	0.97	0.0109	-0.003	18	0	0.2400		2	74.1%	-0.03	0.0110	-0.004
6.40	9.65			96.2%	0.96	0.0157	-0.005	19	0	2.20			127.4%	-0.04	0.0158	-0.005
6.20	8.15			65.4%	0.95	0.0190	-0.006	19.5	0	1.70			108.7%	-0.05	0.0190	-0.006
6.35	7.30	83	53	72.6%	0.94	0.0229	-0.007	20	0.0300	0.2400		1	58.6%	-0.06	0.0230	-0.007
5.50	6.65			45.2%	0.93	0.0275	-0.008	20.5	0.0100	0.3200			57.2%	-0.07	0.0276	-0.009
5.40	6.00	30		54.0%	0.91	0.0327	-0.009	21	0.1000	0.5400	8	21	63.8%	-0.09	0.0328	-0.010
5.05	5.85			65.0%	0.89	0.0383	-0.011	21.5	0.0600	0.6800		2	61.9%	-0.11	0.0385	-0.012
3.95	5.55		2	48.7%	0.87	0.0442	-0.013	22	0.1800	0.5000		14	55.5%	-0.13	0.0445	-0.013
3.45	6.50		418	77.4%	0.84	0.0503	-0.015	22.5	0.2300	1.03		172	64.3%	-0.16	0.0506	-0.015
2.90	5.45		2	59.6%	0.81	0.0562	-0.017	23	0.4100	0.7300	2	139	56.5%	-0.19	0.0566	-0.017
2.70	4.15		1	43.8%	0.78	0.0618	-0.018	23.5	0.4700	0.9000		2	55.8%	-0.23	0.0623	-0.019
2.92	3.70	1	2	53.7%	0.74	0.0669	-0.020	24	0.7100	0.9400	40	130	55.4%	-0.26	0.0674	-0.020
2.64	5.10		99	82.7%	0.70	0.0712	-0.021	24.5	0.8500	1.45	21	37	60.5%	-0.30	0.0718	-0.022
2.67	2.95	1	245	58.1%	0.66	0.0746	-0.023	25	1.08	1.43	14	147	57.5%	-0.34	0.0753	-0.023
1.62	3.95		2	65.9%	0.62	0.0770	-0.024	25.5	1.25	1.64		80	56.8%	-0.38	0.0777	-0.024
2.13	2.39	8	156	58.0%	0.58	0.0783	-0.025	26	1.55	1.82	13	68	56.9%	-0.42	0.0791	-0.025
1.92	2.08	30	110	56.8%	0.54	0.0786	-0.025	26.5	1.46	2.60		10	59.4%	-0.46	0.0795	-0.026
1.71	1.95	108	556	58.9%	0.50	0.0780	-0.026	27	2.05	2.59	1	41	59.8%	-0.50	0.0790	-0.026
1.51	1.78		57	59.5%	0.47	0.0767	-0.026	27.5	1.39	4.20			65.0%	-0.54	0.0777	-0.027
1.40	1.65	488	1,261	61.4%	0.43	0.0748	-0.026	28	2.76	3.20		60	61.3%	-0.57	0.0759	-0.027
1.19	1.51	4	38	61.2%	0.40	0.0724	-0.026	28.5	2.05	4.80			64.7%	-0.60	0.0736	-0.027
1.17	1.37	178	236	63.5%	0.37	0.0697	-0.026	29	3.25	4.20			63.4%	-0.63	0.0709	-0.026
1.03	1.27		17	64.2%	0.35	0.0669	-0.026	29.5	3.35	4.50			58.3%	-0.66	0.0681	-0.026
0.9500	1.12	99	1,793	64.6%	0.32	0.0639	-0.025	30	3.85	5.75			74.4%	-0.69	0.0652	-0.026
0.8000	0.9300	4	5	66.5%	0.28	0.0578	-0.025	31	4.00	6.80			69.1%	-0.73	0.0592	-0.025
0.6700	0.8300	45	223	69.1%	0.24	0.0520	-0.023	32	4.25	7.35		5	51.1%	-0.77	0.0534	-0.024
0.4600	0.5000	10	370	75.0%	0.16	0.0374	-0.020	35	8.50	10.50		8	98.5%	-0.85	0.0388	-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 27, 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 — Nov 27, 2026

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