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 ±46.6% (14.11–38.70) · ATM IV 54.8% · P/C open interest 0.98
| 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 | |
| 12.90 | 13.70 | 455 | 58.0% | 0.91 | 0.0102 | -0.002 | 15 | 0.8500 | 1.13 | 247 | 58.0% | -0.10 | 0.0106 | -0.003 | ||
| 10.85 | 11.70 | 50 | 540 | 57.5% | 0.85 | 0.0146 | -0.003 | 18 | 1.57 | 1.91 | 2,807 | 56.4% | -0.15 | 0.0153 | -0.004 | |
| 9.50 | 10.20 | 3 | 1,276 | 54.4% | 0.81 | 0.0174 | -0.004 | 20 | 2.21 | 2.46 | 4,151 | 54.9% | -0.20 | 0.0184 | -0.005 | |
| 8.00 | 8.55 | 25 | 1,207 | 54.6% | 0.74 | 0.0208 | -0.005 | 23 | 3.40 | 3.80 | 1,207 | 54.6% | -0.28 | 0.0223 | -0.006 | |
| 7.10 | 7.60 | 42 | 1,031 | 54.6% | 0.69 | 0.0226 | -0.006 | 25 | 4.45 | 4.85 | 2 | 1,508 | 55.1% | -0.33 | 0.0245 | -0.006 |
| 6.15 | 6.85 | 1 | 3,881 | 54.3% | 0.64 | 0.0239 | -0.006 | 27 | 5.60 | 6.00 | 563 | 55.4% | -0.38 | 0.0262 | -0.007 | |
| 5.25 | 5.70 | 10 | 3,857 | 54.6% | 0.58 | 0.0248 | -0.007 | 30 | 7.40 | 7.90 | 130 | 55.3% | -0.45 | 0.0278 | -0.007 | |
| 4.75 | 5.25 | 1,195 | 55.8% | 0.54 | 0.0249 | -0.007 | 32 | 8.65 | 9.50 | 522 | 55.9% | -0.50 | 0.0284 | -0.007 | ||
| 4.10 | 4.45 | 10 | 9,601 | 56.3% | 0.48 | 0.0246 | -0.007 | 35 | 10.75 | 11.80 | 24 | 56.2% | -0.56 | 0.0287 | -0.007 | |
| 3.70 | 4.25 | 827 | 57.6% | 0.45 | 0.0242 | -0.007 | 37 | 12.40 | 13.20 | 1 | 56.1% | -0.60 | 0.0287 | -0.007 | ||
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 — Dec 17, 2027
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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