GRAB option chain Grab Holdings Limited
Cboe delayed options data · as of 00:35 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 ±3.1% (3.32–3.53) · ATM IV 59.0% · P/C open interest 0.54
| 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 | |
| 1.33 | 1.50 | 11 | 139 | 1.00 | 0.0024 | 0.000 | 2 | 0 | 0.0100 | 1 | 23 | 497.3% | -0.00 | 0.0024 | 0.000 | |
| 0.4400 | 2.20 | 1 | 5 | 1.00 | 0.0122 | 0.000 | 2.5 | 0 | 0.0100 | 5 | 311.4% | -0.00 | 0.0122 | -0.000 | ||
| 0.3900 | 0.4800 | 2 | 101 | 153.7% | 0.99 | 0.1615 | -0.001 | 3 | 0 | 0.0100 | 13 | 326 | 151.4% | -0.01 | 0.1615 | -0.001 |
| 0.0100 | 0.0300 | 696 | 1,194 | 64.2% | 0.28 | 2.9223 | -0.019 | 3.5 | 0.0700 | 0.1000 | 397 | 3,375 | 53.8% | -0.74 | 3.1256 | -0.020 |
| 0 | 0.0100 | 2 | 4,768 | 164.8% | 0.01 | 0.0776 | -0.000 | 4 | 0.2700 | 0.5900 | 45 | 22 | -1.00 | 0.0323 | -0.005 | |
| 0 | 0.0100 | 628 | 261.4% | 0.00 | 0.0054 | 0.000 | 4.5 | 0.7600 | 1.98 | 1 | 25 | -1.00 | 0.0006 | -0.005 | ||
| 0 | 0.0100 | 63 | 342.2% | 0.00 | 0.0007 | 0.000 | 5 | 1.27 | 2.05 | 2 | 20 | 634.3% | -1.00 | 0.0000 | -0.005 | |
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 04, 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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