GME option chain GameStop Corp.

Expiration Cboe delayed options data · as of 18:37 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 ±22.3% (20.39–32.09) · ATM IV 57.2% · P/C open interest 0.27

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	14.15		23	120.2%	0.98	0.0054	-0.001	14	0	0.3900		225	83.5%	-0.02	0.0054	-0.002
11.25	11.95	65	2,445	72.8%	0.98	0.0070	-0.002	15	0.0300	0.1600	3	7,231	65.5%	-0.02	0.0070	-0.003
10.35	11.75		7,748	92.3%	0.97	0.0092	-0.002	16	0.0300	0.1500		1,249	58.5%	-0.03	0.0092	-0.003
9.40	10.80		142	85.4%	0.96	0.0123	-0.003	17	0.0700	0.2300		784	58.1%	-0.04	0.0124	-0.004
8.40	8.90		2,308	53.8%	0.94	0.0166	-0.004	18	0.1400	0.3600		2,137	58.5%	-0.06	0.0167	-0.005
7.50	8.90	2	2,734	72.0%	0.92	0.0219	-0.005	19	0.2400	0.3300	203	2,186	53.8%	-0.09	0.0221	-0.006
6.90	7.10	240	19.5K	56.6%	0.88	0.0278	-0.007	20	0.4200	0.5000	2	14.1K	54.8%	-0.12	0.0282	-0.008
5.95	6.30	10	2,074	53.5%	0.84	0.0340	-0.009	21	0.5700	0.7500	11	5,346	54.7%	-0.16	0.0344	-0.010
5.20	5.75	33	3,860	56.0%	0.80	0.0397	-0.011	22	0.8100	1.02	8	1,013	54.6%	-0.20	0.0402	-0.011
4.60	5.10	104	8,095	57.1%	0.75	0.0448	-0.013	23	1.12	1.44	3	3,167	55.9%	-0.26	0.0454	-0.013
4.05	4.35	218	3,507	56.2%	0.70	0.0487	-0.014	24	1.54	1.74	42	1,605	55.5%	-0.31	0.0495	-0.014
3.55	3.65	1,765	50.4K	56.3%	0.64	0.0515	-0.015	25	2.03	2.20	96	8,208	56.3%	-0.36	0.0524	-0.015
3.10	3.35	444	2,992	57.8%	0.59	0.0529	-0.016	26	2.51	2.74	201	346	56.6%	-0.42	0.0540	-0.016
2.71	2.84	715	7,807	57.6%	0.54	0.0532	-0.017	27	3.15	3.35	153	702	58.0%	-0.47	0.0544	-0.017
2.36	2.48	242	2,757	58.3%	0.49	0.0525	-0.017	28	3.65	4.00	11	814	57.4%	-0.52	0.0538	-0.017
2.03	2.25	60	1,236	59.6%	0.44	0.0510	-0.017	29	4.30	4.75		48	58.4%	-0.57	0.0525	-0.017
1.87	1.93	4,762	65.5K	60.8%	0.40	0.0490	-0.017	30	5.05	5.45	21	13.0K	58.9%	-0.61	0.0506	-0.017
1.65	1.71	39	2,290	61.9%	0.36	0.0467	-0.017	31	5.80	6.35		126	60.8%	-0.65	0.0484	-0.017
1.40	1.58	606	11.4K	62.9%	0.33	0.0443	-0.017	32	6.60	7.15		148	61.6%	-0.68	0.0461	-0.017
1.26	1.50	87	544	65.1%	0.30	0.0418	-0.016	33	7.35	8.10		68	62.8%	-0.71	0.0436	-0.016
1.15	1.31	93	885	65.9%	0.28	0.0393	-0.016	34	8.25	8.85		32	62.9%	-0.74	0.0412	-0.016
1.02	1.20	333	12.3K	67.0%	0.25	0.0368	-0.015	35	9.15	9.75		236	64.3%	-0.76	0.0389	-0.016
0.9100	1.13	60	1,190	68.5%	0.23	0.0345	-0.015	36	9.75	10.80		15	63.2%	-0.78	0.0366	-0.015
0.8600	0.9900	111	1,505	69.5%	0.21	0.0324	-0.015	37	10.80	11.65		9	65.1%	-0.80	0.0345	-0.015
0.7800	0.9200	1,118	466	70.7%	0.20	0.0304	-0.014	38	11.65	13.40			77.2%	-0.82	0.0326	-0.014
0.7500	0.9100	80	1,231	73.2%	0.19	0.0285	-0.014	39	12.50	13.50			63.6%	-0.83	0.0308	-0.014

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 — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

GME option chain GameStop Corp.

Volatility smile — Jan 15, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive