GME option chain GameStop Corp.
Cboe delayed options data · as of 03:37 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 ±10.0% (23.54–28.76) · ATM IV 70.8% · P/C open interest 0.10
| 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 | |
| 11.15 | 14.40 | 4 | 264.3% | 1.00 | 0.0003 | 0.000 | 14 | 0 | 0.2100 | 3 | 137.0% | -0.00 | 0.0003 | -0.000 | ||
| 10.65 | 13.90 | 251.9% | 1.00 | 0.0004 | 0.000 | 14.5 | 0 | 0.2200 | 1 | 140.1% | -0.00 | 0.0004 | -0.000 | |||
| 10.15 | 13.40 | 16 | 442 | 239.9% | 1.00 | 0.0005 | 0.000 | 15 | 0 | 0.2100 | 10 | 123.2% | -0.00 | 0.0005 | -0.000 | |
| 9.65 | 12.20 | 12 | 1.00 | 0.0006 | 0.000 | 15.5 | 0 | 2.13 | 329.7% | -0.00 | 0.0006 | -0.001 | ||||
| 9.15 | 11.75 | 1.00 | 0.0008 | 0.000 | 16 | 0 | 0.2100 | 1 | 110.1% | -0.00 | 0.0008 | -0.001 | ||||
| 8.65 | 11.25 | 4 | 1.00 | 0.0011 | 0.000 | 16.5 | 0 | 2.13 | 1 | 300.9% | -0.00 | 0.0011 | -0.001 | |||
| 8.15 | 10.75 | 272 | 3 | 1.00 | 0.0015 | 0.000 | 17 | 0 | 0.2100 | 55 | 97.9% | -0.00 | 0.0015 | -0.001 | ||
| 7.65 | 10.25 | 2 | 1.00 | 0.0020 | -0.000 | 17.5 | 0 | 0.0400 | 372 | 108.8% | -0.00 | 0.0020 | -0.001 | |||
| 7.15 | 9.75 | 2 | 3 | 1.00 | 0.0028 | -0.001 | 18 | 0 | 0.0500 | 40 | 105.5% | -0.00 | 0.0028 | -0.002 | ||
| 7.20 | 9.30 | 49 | 65 | 161.4% | 1.00 | 0.0038 | -0.001 | 18.5 | 0 | 0.0500 | 4 | 98.8% | -0.01 | 0.0038 | -0.002 | |
| 6.00 | 9.35 | 146 | 140.4% | 0.99 | 0.0054 | -0.002 | 19 | 0 | 0.2500 | 10 | 632 | 92.3% | -0.01 | 0.0054 | -0.003 | |
| 5.70 | 8.45 | 380 | 113.6% | 0.99 | 0.0074 | -0.003 | 19.5 | 0 | 0.0400 | 1 | 151 | 83.2% | -0.01 | 0.0075 | -0.004 | |
| 6.20 | 7.70 | 48 | 5,729 | 156.8% | 0.99 | 0.0103 | -0.004 | 20 | 0 | 0.0200 | 136 | 1,332 | 74.0% | -0.01 | 0.0104 | -0.005 |
| 4.55 | 7.20 | 51 | 207 | 0.98 | 0.0142 | -0.006 | 20.5 | 0 | 0.1300 | 356 | 86.9% | -0.02 | 0.0143 | -0.007 | ||
| 5.05 | 5.65 | 40 | 680 | 0.97 | 0.0195 | -0.008 | 21 | 0.0200 | 0.1500 | 129 | 1,052 | 84.6% | -0.03 | 0.0195 | -0.009 | |
| 3.40 | 5.65 | 358 | 0.96 | 0.0263 | -0.011 | 21.5 | 0 | 0.2300 | 20 | 319 | 83.1% | -0.04 | 0.0264 | -0.012 | ||
| 3.90 | 5.55 | 373 | 1,831 | 95.1% | 0.94 | 0.0351 | -0.015 | 22 | 0.0200 | 0.0900 | 193 | 1,065 | 64.4% | -0.06 | 0.0353 | -0.015 |
| 2.96 | 4.30 | 46 | 1,236 | 0.92 | 0.0460 | -0.019 | 22.5 | 0.0500 | 0.1400 | 29 | 734 | 65.4% | -0.08 | 0.0462 | -0.020 | |
| 3.45 | 3.75 | 130 | 2,969 | 64.2% | 0.89 | 0.0586 | -0.025 | 23 | 0.1200 | 0.1700 | 381 | 1,341 | 65.3% | -0.11 | 0.0589 | -0.025 |
| 2.90 | 3.45 | 18 | 1,221 | 64.9% | 0.86 | 0.0725 | -0.031 | 23.5 | 0.1400 | 0.2600 | 140 | 429 | 63.8% | -0.14 | 0.0728 | -0.031 |
| 2.58 | 2.90 | 314 | 4,287 | 62.6% | 0.81 | 0.0864 | -0.037 | 24 | 0.2600 | 0.3500 | 91 | 1,125 | 65.1% | -0.19 | 0.0868 | -0.038 |
| 2.19 | 2.56 | 39 | 1,337 | 64.1% | 0.76 | 0.0991 | -0.044 | 24.5 | 0.3900 | 0.4900 | 23 | 763 | 65.5% | -0.24 | 0.0996 | -0.044 |
| 2.03 | 2.16 | 1,974 | 20.6K | 68.7% | 0.70 | 0.1094 | -0.050 | 25 | 0.6000 | 0.6400 | 1,092 | 2,433 | 68.1% | -0.30 | 0.1100 | -0.050 |
| 1.68 | 1.92 | 141 | 402 | 69.9% | 0.64 | 0.1165 | -0.055 | 25.5 | 0.7600 | 0.8900 | 571 | 105 | 69.3% | -0.36 | 0.1171 | -0.055 |
| 1.52 | 1.59 | 2,141 | 10.0K | 71.4% | 0.58 | 0.1200 | -0.059 | 26 | 0.9800 | 1.13 | 798 | 2,727 | 70.1% | -0.42 | 0.1206 | -0.059 |
| 1.26 | 1.39 | 923 | 2,339 | 73.1% | 0.52 | 0.1200 | -0.061 | 26.5 | 1.18 | 1.48 | 156 | 1,199 | 71.5% | -0.48 | 0.1206 | -0.061 |
| 1.07 | 1.17 | 5,750 | 20.2K | 74.2% | 0.46 | 0.1170 | -0.062 | 27 | 1.57 | 1.75 | 316 | 1,117 | 74.2% | -0.54 | 0.1176 | -0.063 |
| 0.9000 | 1.02 | 329 | 1,883 | 75.0% | 0.41 | 0.1117 | -0.062 | 27.5 | 1.91 | 2.10 | 76 | 1,030 | 76.3% | -0.59 | 0.1123 | -0.063 |
| 0.8100 | 0.8500 | 4,587 | 20.4K | 78.0% | 0.37 | 0.1050 | -0.062 | 28 | 2.26 | 2.47 | 29 | 318 | 77.9% | -0.64 | 0.1055 | -0.062 |
| 0.6600 | 0.7600 | 382 | 834 | 80.5% | 0.32 | 0.0976 | -0.061 | 28.5 | 2.58 | 3.75 | 10 | 52 | 104.2% | -0.68 | 0.0981 | -0.061 |
| 0.5800 | 0.6500 | 2,274 | 7,084 | 81.6% | 0.29 | 0.0899 | -0.059 | 29 | 2.85 | 4.30 | 4 | 111 | 107.6% | -0.72 | 0.0904 | -0.059 |
| 0.5100 | 0.6000 | 229 | 694 | 85.3% | 0.26 | 0.0824 | -0.057 | 29.5 | 3.20 | 5.20 | 2 | 123.1% | -0.75 | 0.0829 | -0.057 | |
| 0.4400 | 0.5200 | 10.4K | 50.0K | 87.3% | 0.23 | 0.0753 | -0.055 | 30 | 2.98 | 5.35 | 76 | 133 | 96.9% | -0.78 | 0.0758 | -0.054 |
| 0.3000 | 0.4100 | 566 | 2,596 | 89.2% | 0.18 | 0.0626 | -0.050 | 31 | 3.40 | 6.20 | 40 | 80.5% | -0.82 | 0.0631 | -0.050 | |
| 0.2900 | 0.3300 | 3,623 | 19.8K | 97.2% | 0.15 | 0.0521 | -0.046 | 32 | 5.60 | 6.70 | 150 | 121.4% | -0.86 | 0.0526 | -0.045 | |
| 0.1800 | 0.2000 | 6,471 | 18.7K | 110.8% | 0.09 | 0.0311 | -0.035 | 35 | 8.35 | 9.20 | 81 | 105 | 116.5% | -0.92 | 0.0317 | -0.034 |
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs