GME option chain GameStop Corp.
Cboe delayed options data · as of 19:03 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 ±38.9% (11.70–26.60) · ATM IV 47.5% · P/C open interest 0.09
| 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 | |
| 9.65 | 10.65 | 747 | 58.7% | 0.94 | 0.0116 | -0.001 | 10 | 0.1400 | 0.6400 | 861 | 55.5% | -0.07 | 0.0119 | -0.002 | ||
| 7.30 | 7.95 | 488 | 49.3% | 0.87 | 0.0220 | -0.002 | 13 | 0.6000 | 1.02 | 739 | 49.1% | -0.14 | 0.0228 | -0.003 | ||
| 6.05 | 6.50 | 15 | 518 | 48.4% | 0.80 | 0.0294 | -0.003 | 15 | 1.38 | 1.61 | 1 | 370 | 50.2% | -0.21 | 0.0308 | -0.004 |
| 4.40 | 4.75 | 14 | 759 | 47.1% | 0.69 | 0.0377 | -0.004 | 18 | 2.47 | 2.81 | 2 | 569 | 47.8% | -0.33 | 0.0404 | -0.004 |
| 3.60 | 3.90 | 33 | 2,706 | 47.7% | 0.61 | 0.0406 | -0.004 | 20 | 3.45 | 3.95 | 509 | 47.3% | -0.42 | 0.0444 | -0.005 | |
| 2.64 | 3.15 | 967 | 49.7% | 0.50 | 0.0413 | -0.005 | 23 | 4.60 | 6.00 | 119 | 42.8% | -0.54 | 0.0465 | -0.005 | ||
| 2.08 | 2.48 | 34 | 1,855 | 48.5% | 0.44 | 0.0402 | -0.005 | 25 | 6.70 | 7.55 | 918 | 47.6% | -0.61 | 0.0465 | -0.005 | |
| 1.80 | 2.31 | 5 | 857 | 51.3% | 0.38 | 0.0384 | -0.005 | 27 | 7.80 | 9.20 | 51 | 44.3% | -0.67 | 0.0458 | -0.005 | |
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs