GOOGL option chain Alphabet Inc.
Cboe delayed options data · as of 03:35 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 ±4.3% (323.65–352.61) · ATM IV 26.0% · P/C open interest 0.21
| 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 | |
| 70.70 | 74.45 | 59.8% | 0.99 | 0.0006 | -0.014 | 265 | 0.0100 | 0.3000 | 2 | 2 | 56.0% | -0.01 | 0.0006 | -0.024 | ||
| 65.85 | 69.45 | 57.9% | 0.99 | 0.0008 | -0.017 | 270 | 0.0100 | 0.5100 | 14 | 4 | 56.2% | -0.01 | 0.0008 | -0.026 | ||
| 60.70 | 64.55 | 2 | 51.2% | 0.99 | 0.0009 | -0.019 | 275 | 0.0100 | 0.1100 | 4 | 8 | 42.8% | -0.01 | 0.0009 | -0.028 | |
| 55.90 | 59.50 | 50.5% | 0.99 | 0.0011 | -0.022 | 280 | 0.0200 | 0.3600 | 4 | 1 | 46.0% | -0.01 | 0.0011 | -0.030 | ||
| 50.75 | 54.50 | 44.4% | 0.99 | 0.0014 | -0.026 | 285 | 0.0200 | 0.4000 | 2 | 2 | 42.8% | -0.01 | 0.0014 | -0.033 | ||
| 45.75 | 49.55 | 40.9% | 0.98 | 0.0018 | -0.030 | 290 | 0.0100 | 0.4400 | 16 | 2 | 39.4% | -0.02 | 0.0018 | -0.037 | ||
| 40.80 | 44.60 | 37.9% | 0.98 | 0.0024 | -0.037 | 295 | 0.0600 | 0.4200 | 8 | 36.0% | -0.02 | 0.0024 | -0.043 | |||
| 36.45 | 39.65 | 3 | 39.2% | 0.97 | 0.0032 | -0.046 | 300 | 0.0300 | 0.6300 | 8 | 34.1% | -0.03 | 0.0033 | -0.051 | ||
| 32.10 | 34.10 | 3 | 35.3% | 0.96 | 0.0046 | -0.060 | 305 | 0.1000 | 0.9300 | 8 | 32.9% | -0.04 | 0.0046 | -0.065 | ||
| 26.75 | 29.20 | 29.3% | 0.93 | 0.0066 | -0.081 | 310 | 0.2400 | 0.9900 | 10 | 29.8% | -0.07 | 0.0066 | -0.085 | |||
| 22.05 | 24.55 | 28.0% | 0.90 | 0.0095 | -0.110 | 315 | 0.4200 | 1.60 | 23 | 15 | 29.0% | -0.10 | 0.0095 | -0.114 | ||
| 17.65 | 20.15 | 27.3% | 0.85 | 0.0132 | -0.147 | 320 | 0.5900 | 2.14 | 65 | 12 | 26.5% | -0.15 | 0.0132 | -0.150 | ||
| 14.15 | 16.05 | 1 | 1 | 28.1% | 0.77 | 0.0172 | -0.187 | 325 | 1.45 | 2.48 | 15 | 18 | 24.3% | -0.23 | 0.0173 | -0.190 |
| 10.00 | 11.80 | 2 | 1 | 25.1% | 0.68 | 0.0208 | -0.222 | 330 | 2.73 | 4.45 | 29 | 36 | 25.5% | -0.33 | 0.0209 | -0.225 |
| 7.10 | 9.15 | 106 | 88 | 26.0% | 0.57 | 0.0229 | -0.242 | 335 | 4.60 | 6.75 | 58 | 1 | 25.9% | -0.44 | 0.0232 | -0.245 |
| 5.50 | 6.90 | 120 | 140 | 26.0% | 0.45 | 0.0231 | -0.244 | 340 | 7.15 | 9.40 | 35 | 26.0% | -0.55 | 0.0235 | -0.247 | |
| 2.99 | 4.00 | 120 | 145 | 24.9% | 0.34 | 0.0213 | -0.227 | 345 | 10.15 | 11.85 | 10 | 24.3% | -0.66 | 0.0218 | -0.230 | |
| 1.86 | 2.80 | 25 | 75 | 25.5% | 0.25 | 0.0182 | -0.196 | 350 | 13.65 | 15.40 | 23.2% | -0.76 | 0.0186 | -0.199 | ||
| 0.7600 | 2.47 | 32 | 8 | 26.8% | 0.17 | 0.0146 | -0.160 | 355 | 17.70 | 20.50 | 25.6% | -0.84 | 0.0151 | -0.162 | ||
| 0.2600 | 1.59 | 77 | 26 | 26.6% | 0.12 | 0.0110 | -0.126 | 360 | 22.45 | 24.25 | 23.4% | -0.89 | 0.0119 | -0.132 | ||
| 0.3000 | 0.9300 | 38 | 27.6% | 0.08 | 0.0082 | -0.100 | 365 | 27.15 | 29.80 | 28.6% | -0.93 | 0.0091 | -0.112 | |||
| 0.2400 | 0.5400 | 1 | 28.3% | 0.06 | 0.0061 | -0.081 | 370 | 31.80 | 34.35 | -0.96 | 0.0068 | -0.092 | ||||
| 0.1600 | 0.6000 | 5 | 31.4% | 0.05 | 0.0046 | -0.067 | 375 | 36.05 | 40.00 | 1 | -0.97 | 0.0049 | -0.071 | |||
| 0.0100 | 0.6500 | 4 | 33.6% | 0.04 | 0.0036 | -0.057 | 380 | 41.00 | 44.75 | -0.98 | 0.0035 | -0.050 | ||||
| 0.0100 | 0.2700 | 4 | 31.9% | 0.03 | 0.0028 | -0.049 | 385 | 46.60 | 49.65 | 33.0% | -0.99 | 0.0025 | -0.034 | |||
| 0.0300 | 0.5500 | 4 | 38.6% | 0.02 | 0.0023 | -0.043 | 390 | 50.90 | 54.70 | -0.99 | 0.0018 | -0.021 | ||||
| 0.0200 | 0.2200 | 5 | 36.3% | 0.02 | 0.0018 | -0.038 | 395 | 55.90 | 59.60 | -0.99 | 0.0013 | -0.011 | ||||
| 0.0200 | 0.3000 | 1 | 40.3% | 0.02 | 0.0015 | -0.035 | 400 | 60.85 | 65.00 | -1.00 | 0.0009 | -0.005 | ||||
| 0.0200 | 0.4200 | 31 | 44.9% | 0.01 | 0.0013 | -0.031 | 405 | 66.55 | 69.65 | -1.00 | 0.0007 | -0.001 | ||||
| 0.0100 | 0.4400 | 47.5% | 0.01 | 0.0011 | -0.029 | 410 | 70.80 | 74.85 | -1.00 | 0.0005 | 0.000 | |||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs