GRAB option chain Grab Holdings Limited
Cboe delayed options data · as of 09:35 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 ±7.2% (3.27–3.77) · ATM IV 43.2% · P/C open interest 0.42
| 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 | |
| 1.40 | 1.64 | 3 | 120 | 0.97 | 0.0547 | -0.002 | 2 | 0 | 0.1500 | 6 | 37 | 231.9% | -0.03 | 0.0534 | -0.002 | |
| 0.9100 | 1.22 | 123.5% | 0.95 | 0.1277 | -0.002 | 2.5 | 0 | 0.0300 | 2 | 103.6% | -0.05 | 0.1261 | -0.002 | |||
| 0.4500 | 0.6100 | 111 | 1,122 | 0.89 | 0.3798 | -0.003 | 3 | 0 | 0.0300 | 3 | 1,017 | 56.9% | -0.11 | 0.3772 | -0.003 | |
| 0.1300 | 0.1700 | 59 | 786 | 45.1% | 0.56 | 1.2237 | -0.004 | 3.5 | 0.0600 | 0.1500 | 85 | 7,032 | 41.3% | -0.44 | 1.2213 | -0.004 |
| 0.0200 | 0.0300 | 681 | 13.6K | 51.4% | 0.14 | 0.5779 | -0.003 | 4 | 0.4300 | 0.5700 | 10 | 908 | 57.1% | -0.86 | 0.5797 | -0.003 |
| 0 | 0.0100 | 1,022 | 59.7% | 0.05 | 0.2048 | -0.002 | 4.5 | 0.8600 | 1.10 | 2 | 73.8% | -0.95 | 0.2074 | -0.001 | ||
| 0 | 0.0200 | 4,257 | 89.9% | 0.02 | 0.0882 | -0.001 | 5 | 0.3300 | 2.48 | -0.98 | 0.0927 | -0.001 | ||||
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 18, 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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