GOOGL option chain Alphabet Inc.

Expiration 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 ±6.8% (320.89–367.75) · ATM IV 43.2% · P/C open interest —

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
68.75	72.05			64.8%	0.98	0.0010	-0.038	275	0	1.57			68.4%	-0.02	0.0010	-0.047
64.15	67.10			64.2%	0.98	0.0014	-0.049	280	0	1.47			63.1%	-0.02	0.0014	-0.058
58.75	62.25			57.6%	0.97	0.0018	-0.063	285	0	1.63			59.9%	-0.03	0.0018	-0.071
53.65	57.40			53.5%	0.96	0.0023	-0.081	290	0.3100	0.5600	11		49.0%	-0.04	0.0023	-0.089
49.20	52.60			54.0%	0.95	0.0030	-0.104	295	0	1.31			48.7%	-0.05	0.0030	-0.111
44.80	47.85			53.6%	0.94	0.0038	-0.132	300	0.7700	1.00	1		47.4%	-0.06	0.0038	-0.138
40.20	43.25			52.1%	0.92	0.0049	-0.165	305	0.2700	1.37			42.2%	-0.09	0.0049	-0.171
36.45	37.95			46.9%	0.89	0.0061	-0.202	310	1.63	1.86	1		46.1%	-0.11	0.0061	-0.208
31.80	34.05			47.2%	0.85	0.0074	-0.243	315	2.21	2.52	2		45.3%	-0.15	0.0074	-0.248
27.90	29.95			47.9%	0.81	0.0088	-0.286	320	2.97	3.50			44.9%	-0.19	0.0088	-0.290
23.60	25.60			46.2%	0.76	0.0102	-0.327	325	4.05	4.55	6		44.3%	-0.24	0.0102	-0.331
20.15	22.15	1		46.4%	0.71	0.0114	-0.363	330	5.30	5.90	3		43.6%	-0.29	0.0115	-0.367
17.05	18.05			44.8%	0.65	0.0125	-0.392	335	6.90	7.65	2		43.3%	-0.35	0.0125	-0.395
14.00	15.05	56		44.3%	0.58	0.0132	-0.410	340	9.05	9.65	10		43.3%	-0.42	0.0133	-0.413
11.50	12.00	149		43.5%	0.52	0.0136	-0.416	345	11.35	12.00	14		42.9%	-0.49	0.0137	-0.420
9.15	9.75	150		43.3%	0.45	0.0136	-0.410	350	13.85	14.65			42.2%	-0.55	0.0137	-0.414
7.10	7.65	22		42.7%	0.38	0.0132	-0.392	355	16.80	18.30			43.0%	-0.62	0.0133	-0.396
5.45	6.05	18		42.6%	0.32	0.0124	-0.364	360	20.25	21.15			41.9%	-0.68	0.0126	-0.367
4.15	4.95	108		43.1%	0.26	0.0114	-0.328	365	22.70	25.90			41.4%	-0.74	0.0116	-0.331
3.05	3.45	22		42.0%	0.21	0.0101	-0.288	370	27.45	30.15			44.0%	-0.80	0.0103	-0.291
2.25	2.56	19		41.9%	0.17	0.0088	-0.247	375	31.55	34.25			43.8%	-0.84	0.0090	-0.249
1.63	2.09	3		42.6%	0.13	0.0074	-0.207	380	35.00	37.55			35.9%	-0.88	0.0077	-0.210
1.19	1.48	17		42.4%	0.10	0.0061	-0.172	385	39.35	43.10			38.9%	-0.91	0.0064	-0.175
0.8500	1.14	5		42.8%	0.08	0.0050	-0.142	390	44.20	47.75			38.9%	-0.93	0.0053	-0.145
0.0100	1.75			44.9%	0.06	0.0041	-0.117	395	48.90	52.55			35.6%	-0.95	0.0044	-0.119
0	1.33	1		45.4%	0.05	0.0033	-0.097	400	53.85	57.40				-0.97	0.0037	-0.099
0	1.27			47.9%	0.04	0.0027	-0.081	405	58.75	62.35				-0.98	0.0030	-0.082
0	1.42			51.9%	0.03	0.0022	-0.068	410	63.75	67.30				-0.98	0.0024	-0.072
0	1.35			54.2%	0.02	0.0018	-0.059	415	68.70	72.30				-0.99	0.0018	-0.060
0	1.29			56.5%	0.02	0.0015	-0.051	420	73.70	77.50				-0.99	0.0013	-0.057

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 — Nov 02, 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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GOOGL option chain Alphabet Inc.

Volatility smile — Nov 02, 2026

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