GRAB option chain Grab Holdings Limited
Cboe delayed options data · as of 12:35 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 ±8.9% (3.21–3.85) · ATM IV 44.6% · P/C open interest 0.53
| 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 | |
| 1.20 | 1.66 | 171 | 0.96 | 0.0649 | -0.002 | 2 | 0 | 0.2300 | 2 | 222.0% | -0.04 | 0.0639 | -0.002 | |||
| 0.7200 | 1.23 | 51 | 0.93 | 0.1445 | -0.002 | 2.5 | 0 | 0.0300 | 38 | 86.6% | -0.06 | 0.1433 | -0.002 | |||
| 0.4500 | 0.6000 | 1 | 198 | 0.86 | 0.3822 | -0.003 | 3 | 0 | 0.0300 | 1,355 | 47.7% | -0.14 | 0.3814 | -0.003 | ||
| 0.1500 | 0.2500 | 186 | 1,313 | 51.5% | 0.56 | 1.0043 | -0.003 | 3.5 | 0.0600 | 0.1700 | 119 | 3,111 | 37.7% | -0.44 | 1.0066 | -0.003 |
| 0.0300 | 0.0400 | 546 | 2,695 | 47.5% | 0.18 | 0.5890 | -0.003 | 4 | 0.3200 | 0.5800 | 182 | -0.82 | 0.5943 | -0.003 | ||
| 0.0100 | 0.0200 | 7 | 904 | 61.0% | 0.08 | 0.2538 | -0.002 | 4.5 | 0.7900 | 1.09 | 1 | -0.92 | 0.2589 | -0.002 | ||
| 0 | 0.0200 | 2,814 | 74.9% | 0.04 | 0.1272 | -0.001 | 5 | 0.0100 | 3.60 | 213.4% | -0.96 | 0.1331 | -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 25, 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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