GME option chain GameStop Corp.
Cboe delayed options data · as of 15:35 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 ±13.7% (16.54–21.77) · ATM IV 49.8% · 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 | |
| 8.75 | 9.55 | 80 | 0.99 | 0.0053 | 0.000 | 10 | 0.0100 | 0.0300 | 3 | 256 | -0.01 | 0.0053 | -0.002 | |||
| 7.50 | 8.90 | 6 | 0.98 | 0.0077 | 0.000 | 11 | 0 | 0.2800 | 106.0% | -0.02 | 0.0078 | -0.003 | ||||
| 5.35 | 8.80 | 4 | 0.98 | 0.0113 | 0.000 | 12 | 0 | 1.52 | 7 | 151.2% | -0.02 | 0.0114 | -0.003 | |||
| 6.10 | 6.60 | 285 | 75.3% | 0.97 | 0.0166 | 0.000 | 13 | 0 | 0.2100 | 2,021 | 74.0% | -0.03 | 0.0167 | -0.004 | ||
| 5.15 | 5.55 | 97 | 253 | 62.8% | 0.95 | 0.0249 | -0.001 | 14 | 0.0200 | 0.1100 | 264 | 56.3% | -0.05 | 0.0250 | -0.004 | |
| 4.20 | 4.50 | 77 | 3,301 | 51.0% | 0.93 | 0.0387 | -0.002 | 15 | 0.0800 | 0.1200 | 70 | 1,024 | 50.7% | -0.07 | 0.0389 | -0.005 |
| 3.30 | 3.50 | 518 | 44.6% | 0.88 | 0.0610 | -0.005 | 16 | 0.1500 | 0.2500 | 1,180 | 48.9% | -0.12 | 0.0615 | -0.007 | ||
| 2.54 | 2.71 | 23 | 1,601 | 47.1% | 0.80 | 0.0890 | -0.008 | 17 | 0.3500 | 0.4200 | 43 | 1,890 | 48.0% | -0.20 | 0.0898 | -0.010 |
| 1.91 | 1.98 | 1,043 | 12.9K | 47.6% | 0.69 | 0.1110 | -0.012 | 18 | 0.6500 | 0.7500 | 140 | 4,350 | 48.2% | -0.31 | 0.1122 | -0.013 |
| 1.43 | 1.46 | 1,471 | 9,859 | 50.0% | 0.57 | 0.1191 | -0.014 | 19 | 1.10 | 1.24 | 165 | 3,124 | 49.5% | -0.44 | 0.1207 | -0.014 |
| 1.05 | 1.10 | 836 | 17.6K | 52.6% | 0.46 | 0.1140 | -0.015 | 20 | 1.76 | 1.90 | 17 | 8,057 | 53.2% | -0.55 | 0.1159 | -0.015 |
| 0.8200 | 0.8600 | 386 | 4,871 | 56.5% | 0.37 | 0.1012 | -0.016 | 21 | 2.49 | 2.65 | 30 | 3,830 | 56.1% | -0.64 | 0.1033 | -0.015 |
| 0.6500 | 0.6700 | 549 | 18.8K | 59.8% | 0.30 | 0.0871 | -0.015 | 22 | 3.30 | 3.50 | 21 | 2,208 | 59.8% | -0.71 | 0.0892 | -0.014 |
| 0.5400 | 0.5800 | 627 | 9,951 | 64.5% | 0.25 | 0.0744 | -0.015 | 23 | 4.20 | 4.40 | 2,857 | 64.5% | -0.76 | 0.0765 | -0.013 | |
| 0.4400 | 0.4800 | 85 | 6,038 | 67.7% | 0.21 | 0.0636 | -0.015 | 24 | 5.05 | 5.35 | 1,561 | 67.5% | -0.80 | 0.0657 | -0.012 | |
| 0.3900 | 0.4300 | 838 | 26.9K | 72.2% | 0.18 | 0.0549 | -0.014 | 25 | 6.05 | 6.30 | 1,724 | 73.6% | -0.83 | 0.0569 | -0.011 | |
| 0.3500 | 0.4000 | 129 | 5,029 | 76.8% | 0.16 | 0.0479 | -0.014 | 26 | 7.05 | 7.25 | 908 | 78.9% | -0.85 | 0.0498 | -0.010 | |
| 0.3000 | 0.3700 | 62 | 3,840 | 80.3% | 0.15 | 0.0424 | -0.014 | 27 | 7.90 | 8.35 | 1,008 | 83.6% | -0.86 | 0.0442 | -0.009 | |
| 0.2700 | 0.3700 | 65 | 2,219 | 85.0% | 0.13 | 0.0380 | -0.014 | 28 | 8.95 | 9.25 | 166 | 87.8% | -0.88 | 0.0397 | -0.008 | |
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 — Oct 16, 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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